Home > First State Bank Southwest > Securities
First State Bank Southwest, Securities
| 2023-12-31 | Rank | |
| Total securities | $166,361,000 | 1,158 |
| U.S. Government securities | $126,103,000 | 948 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $126,103,000 | 818 |
| Securities issued by states & political subdivisions | $37,404,000 | 1,153 |
| Other domestic debt securities | $2,854,000 | 1,612 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $2,854,000 | 422 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $127,792,000 | 733 |
| Mortgage-backed securities | $109,142,000 | 727 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $74,889,000 | 626 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $34,253,000 | 507 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $166,361,000 | 988 |
| Total debt securities | $166,361,000 | 1,141 |
| 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 | $161,346,000 | 1,160 |
| U.S. Government securities | $123,464,000 | 968 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $123,464,000 | 827 |
| Securities issued by states & political subdivisions | $35,122,000 | 1,190 |
| Other domestic debt securities | $2,760,000 | 1,617 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $2,760,000 | 430 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $118,375,000 | 757 |
| Mortgage-backed securities | $107,004,000 | 711 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $73,218,000 | 626 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $33,786,000 | 501 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $161,346,000 | 995 |
| Total debt securities | $161,346,000 | 1,147 |
| 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 | $172,760,000 | 1,133 |
| U.S. Government securities | $132,606,000 | 942 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $132,606,000 | 810 |
| Securities issued by states & political subdivisions | $37,324,000 | 1,184 |
| Other domestic debt securities | $2,830,000 | 1,608 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $2,830,000 | 409 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $124,486,000 | 724 |
| Mortgage-backed securities | $115,802,000 | 694 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $79,477,000 | 610 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $36,325,000 | 485 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $172,760,000 | 975 |
| Total debt securities | $172,760,000 | 1,120 |
| 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 | $179,086,000 | 1,145 |
| U.S. Government securities | $138,207,000 | 950 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $138,207,000 | 782 |
| Securities issued by states & political subdivisions | $38,032,000 | 1,209 |
| Other domestic debt securities | $2,847,000 | 1,649 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $2,847,000 | 413 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,262,000 | 748 |
| Mortgage-backed securities | $121,128,000 | 706 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $82,795,000 | 615 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $38,333,000 | 492 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $179,086,000 | 988 |
| Total debt securities | $179,085,000 | 1,133 |
| 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 | $180,876,000 | 1,158 |
| U.S. Government securities | $140,472,000 | 950 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $140,472,000 | 771 |
| Securities issued by states & political subdivisions | $37,570,000 | 1,245 |
| Other domestic debt securities | $2,834,000 | 1,671 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $2,834,000 | 429 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $121,935,000 | 643 |
| Mortgage-backed securities | $123,597,000 | 701 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $84,548,000 | 613 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $39,049,000 | 493 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $180,876,000 | 1,000 |
| Total debt securities | $180,876,000 | 1,146 |
| 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 | $181,319,000 | 1,163 |
| U.S. Government securities | $145,213,000 | 933 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $145,213,000 | 754 |
| Securities issued by states & political subdivisions | $36,106,000 | 1,286 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $105,345,000 | 679 |
| Mortgage-backed securities | $128,456,000 | 689 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $85,319,000 | 618 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $40,351,000 | 486 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,786,000 | 917 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $181,319,000 | 1,011 |
| Total debt securities | $181,320,000 | 1,151 |
| 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 | $194,870,000 | 1,096 |
| U.S. Government securities | $158,339,000 | 870 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $158,339,000 | 711 |
| Securities issued by states & political subdivisions | $36,531,000 | 1,328 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $119,459,000 | 610 |
| Mortgage-backed securities | $140,738,000 | 656 |
| Certificates of participation in pools of residential mortgages | $94,516,000 | 591 |
| Issued or guaranteed by U.S. | $94,516,000 | 586 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $44,767,000 | 509 |
| CMOs issued by government agencies or sponsored agencies | $44,767,000 | 458 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $1,455,000 | 1,621 |
| Commercial mortgage pass-through securities | $1,455,000 | 1,124 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $194,870,000 | 971 |
| Total debt securities | $194,871,000 | 1,084 |
| 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 | $197,908,000 | 1,082 |
| U.S. Government securities | $163,083,000 | 847 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $163,083,000 | 708 |
| Securities issued by states & political subdivisions | $34,825,000 | 1,393 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $97,798,000 | 669 |
| Mortgage-backed securities | $152,819,000 | 629 |
| Certificates of participation in pools of residential mortgages | $103,862,000 | 563 |
| Issued or guaranteed by U.S. | $103,862,000 | 558 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $48,957,000 | 475 |
| CMOs issued by government agencies or sponsored agencies | $48,957,000 | 435 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $197,908,000 | 965 |
| Total debt securities | $197,906,000 | 1,069 |
| 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 | $186,953,000 | 1,104 |
| U.S. Government securities | $153,381,000 | 846 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $153,381,000 | 757 |
| Securities issued by states & political subdivisions | $33,572,000 | 1,492 |
| 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 | $104,476,000 | 633 |
| Mortgage-backed securities | $147,090,000 | 643 |
| Certificates of participation in pools of residential mortgages | $108,671,000 | 550 |
| Issued or guaranteed by U.S. | $108,671,000 | 543 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $38,419,000 | 545 |
| CMOs issued by government agencies or sponsored agencies | $38,419,000 | 507 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $186,953,000 | 1,009 |
| Total debt securities | $186,952,000 | 1,091 |
| 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 | $179,261,000 | 1,091 |
| U.S. Government securities | $147,176,000 | 814 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $147,176,000 | 742 |
| Securities issued by states & political subdivisions | $32,085,000 | 1,515 |
| 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 | $88,153,000 | 722 |
| Mortgage-backed securities | $146,779,000 | 630 |
| Certificates of participation in pools of residential mortgages | $115,489,000 | 501 |
| Issued or guaranteed by U.S. | $115,489,000 | 497 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $31,290,000 | 609 |
| CMOs issued by government agencies or sponsored agencies | $31,290,000 | 577 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $179,261,000 | 1,000 |
| Total debt securities | $179,262,000 | 1,079 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $176,249,000 | 1,052 |
| U.S. Government securities | $144,362,000 | 787 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $144,362,000 | 721 |
| Securities issued by states & political subdivisions | $31,887,000 | 1,471 |
| 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 | $77,845,000 | 777 |
| Mortgage-backed securities | $143,862,000 | 609 |
| Certificates of participation in pools of residential mortgages | $123,179,000 | 450 |
| Issued or guaranteed by U.S. | $123,179,000 | 445 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $20,683,000 | 747 |
| CMOs issued by government agencies or sponsored agencies | $20,683,000 | 715 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $176,249,000 | 965 |
| Total debt securities | $176,249,000 | 1,039 |
| 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 | $162,556,000 | 1,062 |
| U.S. Government securities | $134,651,000 | 769 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $134,651,000 | 719 |
| Securities issued by states & political subdivisions | $27,905,000 | 1,578 |
| 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 | $50,262,000 | 1,065 |
| Mortgage-backed securities | $134,145,000 | 600 |
| Certificates of participation in pools of residential mortgages | $115,464,000 | 448 |
| Issued or guaranteed by U.S. | $115,464,000 | 440 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $18,681,000 | 779 |
| CMOs issued by government agencies or sponsored agencies | $18,681,000 | 741 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $162,556,000 | 972 |
| Total debt securities | $162,557,000 | 1,047 |
| 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 | $145,962,000 | 1,055 |
| U.S. Government securities | $118,401,000 | 766 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $118,401,000 | 731 |
| Securities issued by states & political subdivisions | $27,561,000 | 1,539 |
| 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 | $56,505,000 | 955 |
| Mortgage-backed securities | $117,757,000 | 617 |
| Certificates of participation in pools of residential mortgages | $99,186,000 | 453 |
| Issued or guaranteed by U.S. | $99,186,000 | 446 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $18,571,000 | 802 |
| CMOs issued by government agencies or sponsored agencies | $18,571,000 | 764 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $145,962,000 | 974 |
| Total debt securities | $145,963,000 | 1,044 |
| 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 | $104,997,000 | 1,304 |
| U.S. Government securities | $78,492,000 | 998 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $78,492,000 | 943 |
| Securities issued by states & political subdivisions | $26,505,000 | 1,462 |
| 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 | $48,283,000 | 1,050 |
| Mortgage-backed securities | $77,845,000 | 819 |
| Certificates of participation in pools of residential mortgages | $61,611,000 | 620 |
| Issued or guaranteed by U.S. | $61,611,000 | 607 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $16,234,000 | 868 |
| CMOs issued by government agencies or sponsored agencies | $16,234,000 | 833 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $104,997,000 | 1,213 |
| Total debt securities | $104,998,000 | 1,290 |
| 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 | $89,074,000 | 1,428 |
| U.S. Government securities | $61,602,000 | 1,225 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $61,602,000 | 1,150 |
| Securities issued by states & political subdivisions | $27,472,000 | 1,349 |
| 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 | $47,720,000 | 1,071 |
| Mortgage-backed securities | $60,887,000 | 993 |
| Certificates of participation in pools of residential mortgages | $43,157,000 | 793 |
| Issued or guaranteed by U.S. | $43,157,000 | 777 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $17,730,000 | 853 |
| CMOs issued by government agencies or sponsored agencies | $17,730,000 | 821 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $89,074,000 | 1,318 |
| Total debt securities | $89,075,000 | 1,412 |
| 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 | $87,977,000 | 1,400 |
| U.S. Government securities | $61,696,000 | 1,217 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $61,696,000 | 1,154 |
| Securities issued by states & political subdivisions | $26,281,000 | 1,271 |
| 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 | $43,328,000 | 1,093 |
| Mortgage-backed securities | $60,991,000 | 989 |
| Certificates of participation in pools of residential mortgages | $42,047,000 | 800 |
| Issued or guaranteed by U.S. | $42,047,000 | 780 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $18,944,000 | 830 |
| CMOs issued by government agencies or sponsored agencies | $18,944,000 | 804 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $87,977,000 | 1,302 |
| Total debt securities | $87,976,000 | 1,387 |
| 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 | $87,226,000 | 1,396 |
| U.S. Government securities | $60,844,000 | 1,249 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $60,844,000 | 1,179 |
| Securities issued by states & political subdivisions | $26,382,000 | 1,245 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,828,000 | 1,082 |
| Mortgage-backed securities | $59,037,000 | 980 |
| Certificates of participation in pools of residential mortgages | $40,633,000 | 804 |
| Issued or guaranteed by U.S. | $40,633,000 | 787 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $18,404,000 | 847 |
| CMOs issued by government agencies or sponsored agencies | $18,404,000 | 819 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $87,226,000 | 1,291 |
| Total debt securities | $87,226,000 | 1,385 |
| 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 | $85,857,000 | 1,419 |
| U.S. Government securities | $60,659,000 | 1,251 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $60,659,000 | 1,175 |
| Securities issued by states & political subdivisions | $25,198,000 | 1,275 |
| 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 | $44,109,000 | 1,071 |
| Mortgage-backed securities | $57,846,000 | 979 |
| Certificates of participation in pools of residential mortgages | $38,539,000 | 807 |
| Issued or guaranteed by U.S. | $38,539,000 | 785 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $19,307,000 | 825 |
| CMOs issued by government agencies or sponsored agencies | $19,307,000 | 794 |
| 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) | $85,857,000 | 1,307 |
| Total debt securities | $85,856,000 | 1,407 |
| 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 | $85,978,000 | 1,438 |
| U.S. Government securities | $61,815,000 | 1,239 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $61,815,000 | 1,176 |
| Securities issued by states & political subdivisions | $24,163,000 | 1,336 |
| 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 | $51,080,000 | 971 |
| Mortgage-backed securities | $58,884,000 | 959 |
| Certificates of participation in pools of residential mortgages | $38,550,000 | 794 |
| Issued or guaranteed by U.S. | $38,550,000 | 788 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $20,334,000 | 788 |
| CMOs issued by government agencies or sponsored agencies | $20,334,000 | 749 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $85,978,000 | 1,317 |
| Total debt securities | $85,978,000 | 1,423 |
| 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 | $87,372,000 | 1,442 |
| U.S. Government securities | $64,403,000 | 1,213 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $64,403,000 | 1,151 |
| Securities issued by states & political subdivisions | $22,969,000 | 1,454 |
| 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 | $41,724,000 | 1,154 |
| Mortgage-backed securities | $61,507,000 | 920 |
| Certificates of participation in pools of residential mortgages | $40,512,000 | 775 |
| Issued or guaranteed by U.S. | $40,512,000 | 768 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $20,995,000 | 750 |
| CMOs issued by government agencies or sponsored agencies | $20,995,000 | 711 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $87,372,000 | 1,313 |
| Total debt securities | $87,373,000 | 1,428 |
| 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 | $84,588,000 | 1,481 |
| U.S. Government securities | $62,315,000 | 1,247 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $62,315,000 | 1,183 |
| Securities issued by states & political subdivisions | $22,273,000 | 1,532 |
| 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 | $40,436,000 | 1,194 |
| Mortgage-backed securities | $60,275,000 | 924 |
| Certificates of participation in pools of residential mortgages | $39,836,000 | 793 |
| Issued or guaranteed by U.S. | $39,836,000 | 789 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $20,439,000 | 761 |
| CMOs issued by government agencies or sponsored agencies | $20,439,000 | 724 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $84,588,000 | 1,361 |
| Total debt securities | $84,588,000 | 1,467 |
| 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 | $82,640,000 | 1,501 |
| U.S. Government securities | $62,632,000 | 1,243 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $62,632,000 | 1,177 |
| Securities issued by states & political subdivisions | $20,008,000 | 1,657 |
| 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 | $40,157,000 | 1,191 |
| Mortgage-backed securities | $60,616,000 | 913 |
| Certificates of participation in pools of residential mortgages | $41,812,000 | 769 |
| Issued or guaranteed by U.S. | $41,812,000 | 766 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $18,804,000 | 777 |
| CMOs issued by government agencies or sponsored agencies | $18,804,000 | 743 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $82,640,000 | 1,374 |
| Total debt securities | $82,640,000 | 1,486 |
| 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 | $85,296,000 | 1,483 |
| U.S. Government securities | $66,762,000 | 1,199 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $66,762,000 | 1,137 |
| Securities issued by states & political subdivisions | $18,534,000 | 1,805 |
| 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 | $39,924,000 | 1,206 |
| Mortgage-backed securities | $64,470,000 | 887 |
| Certificates of participation in pools of residential mortgages | $44,646,000 | 766 |
| Issued or guaranteed by U.S. | $44,646,000 | 753 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $19,824,000 | 757 |
| CMOs issued by government agencies or sponsored agencies | $19,824,000 | 724 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $85,296,000 | 1,353 |
| Total debt securities | $85,294,000 | 1,463 |
| 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 | $88,189,000 | 1,465 |
| U.S. Government securities | $69,647,000 | 1,183 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $69,647,000 | 1,126 |
| Securities issued by states & political subdivisions | $18,542,000 | 1,855 |
| 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 | $43,250,000 | 1,163 |
| Mortgage-backed securities | $67,354,000 | 845 |
| Certificates of participation in pools of residential mortgages | $46,547,000 | 760 |
| Issued or guaranteed by U.S. | $46,547,000 | 760 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $20,807,000 | 721 |
| CMOs issued by government agencies or sponsored agencies | $20,807,000 | 686 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $88,189,000 | 1,330 |
| Total debt securities | $88,190,000 | 1,445 |
| 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 | $89,367,000 | 1,474 |
| U.S. Government securities | $69,681,000 | 1,183 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $69,681,000 | 1,127 |
| Securities issued by states & political subdivisions | $19,686,000 | 1,836 |
| 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 | $43,535,000 | 1,180 |
| Mortgage-backed securities | $67,151,000 | 860 |
| Certificates of participation in pools of residential mortgages | $47,500,000 | 760 |
| Issued or guaranteed by U.S. | $47,500,000 | 760 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $19,651,000 | 737 |
| CMOs issued by government agencies or sponsored agencies | $19,651,000 | 699 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $89,367,000 | 1,337 |
| Total debt securities | $89,367,000 | 1,451 |
| 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 | $87,262,000 | 1,516 |
| U.S. Government securities | $68,151,000 | 1,229 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $68,151,000 | 1,170 |
| Securities issued by states & political subdivisions | $19,111,000 | 1,909 |
| 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 | $44,106,000 | 1,174 |
| Mortgage-backed securities | $65,595,000 | 882 |
| Certificates of participation in pools of residential mortgages | $48,375,000 | 778 |
| Issued or guaranteed by U.S. | $48,375,000 | 778 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $17,220,000 | 800 |
| CMOs issued by government agencies or sponsored agencies | $17,220,000 | 759 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $87,262,000 | 1,376 |
| Total debt securities | $87,262,000 | 1,498 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $91,283,000 | 1,491 |
| U.S. Government securities | $71,953,000 | 1,197 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $71,953,000 | 1,144 |
| Securities issued by states & political subdivisions | $19,330,000 | 1,902 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,284,000 | 1,150 |
| Mortgage-backed securities | $69,120,000 | 866 |
| Certificates of participation in pools of residential mortgages | $51,120,000 | 763 |
| Issued or guaranteed by U.S. | $51,120,000 | 763 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $18,000,000 | 774 |
| CMOs issued by government agencies or sponsored agencies | $18,000,000 | 739 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $91,283,000 | 1,341 |
| Total debt securities | $91,284,000 | 1,470 |
| 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 | $97,636,000 | 1,412 |
| U.S. Government securities | $78,487,000 | 1,126 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $78,487,000 | 1,079 |
| Securities issued by states & political subdivisions | $19,149,000 | 1,925 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,401,000 | 1,196 |
| Mortgage-backed securities | $75,664,000 | 824 |
| Certificates of participation in pools of residential mortgages | $56,656,000 | 704 |
| Issued or guaranteed by U.S. | $56,656,000 | 704 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $19,008,000 | 768 |
| CMOs issued by government agencies or sponsored agencies | $19,008,000 | 730 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $97,636,000 | 1,258 |
| Total debt securities | $97,635,000 | 1,397 |
| 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 | $95,285,000 | 1,441 |
| U.S. Government securities | $76,129,000 | 1,133 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $76,129,000 | 1,088 |
| Securities issued by states & political subdivisions | $19,156,000 | 1,931 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,483,000 | 1,248 |
| Mortgage-backed securities | $73,137,000 | 842 |
| Certificates of participation in pools of residential mortgages | $57,405,000 | 689 |
| Issued or guaranteed by U.S. | $57,405,000 | 689 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $15,732,000 | 867 |
| CMOs issued by government agencies or sponsored agencies | $15,732,000 | 826 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $95,285,000 | 1,278 |
| Total debt securities | $95,284,000 | 1,422 |
| 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 | $85,865,000 | 1,569 |
| U.S. Government securities | $68,206,000 | 1,235 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $68,206,000 | 1,181 |
| Securities issued by states & political subdivisions | $17,659,000 | 2,056 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,504,000 | 1,229 |
| Mortgage-backed securities | $65,145,000 | 919 |
| Certificates of participation in pools of residential mortgages | $53,420,000 | 744 |
| Issued or guaranteed by U.S. | $53,420,000 | 744 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $11,725,000 | 1,051 |
| CMOs issued by government agencies or sponsored agencies | $11,725,000 | 996 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $85,865,000 | 1,414 |
| Total debt securities | $85,864,000 | 1,544 |
| 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 | $90,676,000 | 1,509 |
| U.S. Government securities | $72,309,000 | 1,194 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $72,309,000 | 1,138 |
| Securities issued by states & political subdivisions | $18,367,000 | 1,993 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,419,000 | 1,210 |
| Mortgage-backed securities | $69,059,000 | 876 |
| Certificates of participation in pools of residential mortgages | $56,619,000 | 707 |
| Issued or guaranteed by U.S. | $56,619,000 | 704 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $12,440,000 | 1,018 |
| CMOs issued by government agencies or sponsored agencies | $12,440,000 | 969 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $90,676,000 | 1,345 |
| Total debt securities | $90,676,000 | 1,487 |
| 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 | $85,996,000 | 1,600 |
| U.S. Government securities | $68,230,000 | 1,294 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $68,230,000 | 1,235 |
| Securities issued by states & political subdivisions | $17,766,000 | 2,020 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,841,000 | 1,656 |
| Mortgage-backed securities | $65,006,000 | 915 |
| Certificates of participation in pools of residential mortgages | $53,106,000 | 753 |
| Issued or guaranteed by U.S. | $53,106,000 | 753 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $11,900,000 | 1,066 |
| CMOs issued by government agencies or sponsored agencies | $11,900,000 | 1,009 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $85,996,000 | 1,433 |
| Total debt securities | $85,995,000 | 1,573 |
| 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 | $86,316,000 | 1,603 |
| U.S. Government securities | $68,526,000 | 1,310 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $68,526,000 | 1,250 |
| Securities issued by states & political subdivisions | $17,790,000 | 2,036 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,731,000 | 1,550 |
| Mortgage-backed securities | $65,190,000 | 913 |
| Certificates of participation in pools of residential mortgages | $53,827,000 | 753 |
| Issued or guaranteed by U.S. | $53,827,000 | 752 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $11,363,000 | 1,098 |
| CMOs issued by government agencies or sponsored agencies | $11,363,000 | 1,045 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $86,316,000 | 1,437 |
| Total debt securities | $86,317,000 | 1,583 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $85,165,000 | 1,624 |
| U.S. Government securities | $68,022,000 | 1,308 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $68,022,000 | 1,247 |
| Securities issued by states & political subdivisions | $17,143,000 | 2,074 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,771,000 | 1,624 |
| Mortgage-backed securities | $64,663,000 | 912 |
| Certificates of participation in pools of residential mortgages | $54,717,000 | 728 |
| Issued or guaranteed by U.S. | $54,717,000 | 728 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $9,946,000 | 1,189 |
| CMOs issued by government agencies or sponsored agencies | $9,946,000 | 1,132 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $85,165,000 | 1,450 |
| Total debt securities | $85,165,000 | 1,601 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $89,397,000 | 1,584 |
| U.S. Government securities | $71,879,000 | 1,295 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $71,879,000 | 1,234 |
| Securities issued by states & political subdivisions | $17,518,000 | 2,012 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,261,000 | 1,655 |
| Mortgage-backed securities | $68,394,000 | 886 |
| Certificates of participation in pools of residential mortgages | $57,790,000 | 721 |
| Issued or guaranteed by U.S. | $57,790,000 | 721 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $10,604,000 | 1,209 |
| CMOs issued by government agencies or sponsored agencies | $10,604,000 | 1,156 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $89,397,000 | 1,413 |
| Total debt securities | $89,398,000 | 1,566 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $86,861,000 | 1,637 |
| U.S. Government securities | $69,779,000 | 1,342 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $69,779,000 | 1,285 |
| Securities issued by states & political subdivisions | $17,082,000 | 2,057 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,576,000 | 1,662 |
| Mortgage-backed securities | $66,504,000 | 919 |
| Certificates of participation in pools of residential mortgages | $55,061,000 | 758 |
| Issued or guaranteed by U.S. | $55,061,000 | 757 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $11,443,000 | 1,202 |
| CMOs issued by government agencies or sponsored agencies | $11,443,000 | 1,150 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $86,861,000 | 1,459 |
| Total debt securities | $86,861,000 | 1,613 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $84,656,000 | 1,688 |
| U.S. Government securities | $67,509,000 | 1,391 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $67,509,000 | 1,333 |
| Securities issued by states & political subdivisions | $17,147,000 | 2,054 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,176,000 | 1,732 |
| Mortgage-backed securities | $64,232,000 | 967 |
| Certificates of participation in pools of residential mortgages | $53,100,000 | 791 |
| Issued or guaranteed by U.S. | $53,100,000 | 789 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $11,132,000 | 1,245 |
| CMOs issued by government agencies or sponsored agencies | $11,132,000 | 1,188 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $84,656,000 | 1,504 |
| Total debt securities | $84,657,000 | 1,668 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $87,025,000 | 1,691 |
| U.S. Government securities | $69,339,000 | 1,388 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $69,339,000 | 1,332 |
| Securities issued by states & political subdivisions | $17,686,000 | 2,029 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,603,000 | 1,744 |
| Mortgage-backed securities | $66,079,000 | 956 |
| Certificates of participation in pools of residential mortgages | $55,557,000 | 779 |
| Issued or guaranteed by U.S. | $55,557,000 | 778 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $10,522,000 | 1,306 |
| CMOs issued by government agencies or sponsored agencies | $10,522,000 | 1,241 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $87,025,000 | 1,496 |
| Total debt securities | $87,024,000 | 1,670 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $88,855,000 | 1,665 |
| U.S. Government securities | $70,851,000 | 1,374 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $70,851,000 | 1,316 |
| Securities issued by states & political subdivisions | $18,004,000 | 2,017 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,852,000 | 1,897 |
| Mortgage-backed securities | $67,586,000 | 947 |
| Certificates of participation in pools of residential mortgages | $56,304,000 | 782 |
| Issued or guaranteed by U.S. | $56,304,000 | 782 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $11,282,000 | 1,281 |
| CMOs issued by government agencies or sponsored agencies | $11,282,000 | 1,218 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $88,855,000 | 1,484 |
| Total debt securities | $88,856,000 | 1,642 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $89,835,000 | 1,660 |
| U.S. Government securities | $71,942,000 | 1,379 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $71,942,000 | 1,328 |
| Securities issued by states & political subdivisions | $17,893,000 | 2,025 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,459,000 | 1,859 |
| Mortgage-backed securities | $69,629,000 | 940 |
| Certificates of participation in pools of residential mortgages | $57,679,000 | 766 |
| Issued or guaranteed by U.S. | $57,679,000 | 766 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $11,950,000 | 1,240 |
| CMOs issued by government agencies or sponsored agencies | $11,950,000 | 1,174 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $89,835,000 | 1,475 |
| Total debt securities | $89,834,000 | 1,640 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $86,380,000 | 1,706 |
| U.S. Government securities | $67,662,000 | 1,417 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $67,662,000 | 1,375 |
| Securities issued by states & political subdivisions | $18,718,000 | 1,945 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,528,000 | 2,082 |
| Mortgage-backed securities | $65,591,000 | 979 |
| Certificates of participation in pools of residential mortgages | $54,475,000 | 791 |
| Issued or guaranteed by U.S. | $54,475,000 | 790 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $11,116,000 | 1,292 |
| CMOs issued by government agencies or sponsored agencies | $11,116,000 | 1,227 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $86,380,000 | 1,518 |
| Total debt securities | $86,380,000 | 1,687 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $91,188,000 | 1,639 |
| U.S. Government securities | $71,586,000 | 1,378 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $71,586,000 | 1,334 |
| Securities issued by states & political subdivisions | $19,602,000 | 1,885 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,504,000 | 2,005 |
| Mortgage-backed securities | $69,493,000 | 951 |
| Certificates of participation in pools of residential mortgages | $57,602,000 | 752 |
| Issued or guaranteed by U.S. | $57,602,000 | 752 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $11,891,000 | 1,266 |
| CMOs issued by government agencies or sponsored agencies | $11,891,000 | 1,199 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $91,188,000 | 1,457 |
| Total debt securities | $91,188,000 | 1,614 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $86,783,000 | 1,716 |
| U.S. Government securities | $67,244,000 | 1,447 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $67,244,000 | 1,408 |
| Securities issued by states & political subdivisions | $19,539,000 | 1,876 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,423,000 | 2,175 |
| Mortgage-backed securities | $65,713,000 | 1,001 |
| Certificates of participation in pools of residential mortgages | $53,800,000 | 796 |
| Issued or guaranteed by U.S. | $53,800,000 | 795 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $11,913,000 | 1,272 |
| CMOs issued by government agencies or sponsored agencies | $11,913,000 | 1,202 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $86,783,000 | 1,550 |
| Total debt securities | $86,783,000 | 1,687 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $93,927,000 | 1,628 |
| U.S. Government securities | $72,072,000 | 1,402 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $72,072,000 | 1,359 |
| Securities issued by states & political subdivisions | $21,855,000 | 1,689 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,152,000 | 1,987 |
| Mortgage-backed securities | $70,532,000 | 962 |
| Certificates of participation in pools of residential mortgages | $53,721,000 | 820 |
| Issued or guaranteed by U.S. | $53,721,000 | 820 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $16,811,000 | 1,106 |
| CMOs issued by government agencies or sponsored agencies | $16,811,000 | 1,044 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $93,927,000 | 1,468 |
| Total debt securities | $93,927,000 | 1,606 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $85,145,000 | 1,709 |
| U.S. Government securities | $62,110,000 | 1,570 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $62,110,000 | 1,519 |
| Securities issued by states & political subdivisions | $23,035,000 | 1,576 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,153,000 | 2,074 |
| Mortgage-backed securities | $60,565,000 | 1,096 |
| Certificates of participation in pools of residential mortgages | $42,641,000 | 987 |
| Issued or guaranteed by U.S. | $42,641,000 | 984 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $17,924,000 | 1,084 |
| CMOs issued by government agencies or sponsored agencies | $17,924,000 | 1,006 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $85,145,000 | 1,556 |
| Total debt securities | $85,145,000 | 1,687 |
| 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 | $79,492,000 | 1,840 |
| U.S. Government securities | $56,624,000 | 1,725 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $56,624,000 | 1,682 |
| Securities issued by states & political subdivisions | $22,868,000 | 1,550 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,592,000 | 2,062 |
| Mortgage-backed securities | $55,072,000 | 1,269 |
| Certificates of participation in pools of residential mortgages | $36,016,000 | 1,201 |
| Issued or guaranteed by U.S. | $36,016,000 | 1,201 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $19,056,000 | 1,086 |
| CMOs issued by government agencies or sponsored agencies | $19,056,000 | 1,020 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $79,492,000 | 1,677 |
| Total debt securities | $79,492,000 | 1,817 |
| 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 | $76,822,000 | 1,881 |
| U.S. Government securities | $54,467,000 | 1,782 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $54,467,000 | 1,741 |
| Securities issued by states & political subdivisions | $22,355,000 | 1,535 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,927,000 | 2,006 |
| Mortgage-backed securities | $51,656,000 | 1,358 |
| Certificates of participation in pools of residential mortgages | $31,029,000 | 1,376 |
| Issued or guaranteed by U.S. | $31,029,000 | 1,375 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $20,627,000 | 1,052 |
| CMOs issued by government agencies or sponsored agencies | $20,627,000 | 975 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $76,822,000 | 1,718 |
| Total debt securities | $76,822,000 | 1,867 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,290 |
| Fair value | $752,000 | 2,296 |
| 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 | $76,778,000 | 1,889 |
| U.S. Government securities | $53,508,000 | 1,857 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $53,508,000 | 1,816 |
| Securities issued by states & political subdivisions | $23,270,000 | 1,425 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,427,000 | 2,057 |
| Mortgage-backed securities | $50,179,000 | 1,378 |
| Certificates of participation in pools of residential mortgages | $27,948,000 | 1,468 |
| Issued or guaranteed by U.S. | $27,948,000 | 1,464 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $22,231,000 | 1,015 |
| CMOs issued by government agencies or sponsored agencies | $22,231,000 | 946 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $76,778,000 | 1,723 |
| Total debt securities | $76,780,000 | 1,874 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,535 |
| Fair value | $756,000 | 2,536 |
| 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 | $70,167,000 | 1,979 |
| U.S. Government securities | $46,232,000 | 2,008 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $46,232,000 | 1,960 |
| Securities issued by states & political subdivisions | $23,935,000 | 1,348 |
| 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 | $24,186,000 | 1,894 |
| Mortgage-backed securities | $42,382,000 | 1,493 |
| Certificates of participation in pools of residential mortgages | $20,332,000 | 1,762 |
| Issued or guaranteed by U.S. | $20,332,000 | 1,761 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $21,292,000 | 1,021 |
| CMOs issued by government agencies or sponsored agencies | $21,292,000 | 909 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $758,000 | 371 |
| Commercial mortgage pass-through securities | $758,000 | 250 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $70,167,000 | 1,798 |
| Total debt securities | $70,166,000 | 1,959 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,436 |
| Fair value | $761,000 | 2,438 |
| 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 | $64,333,000 | 2,064 |
| U.S. Government securities | $41,079,000 | 2,146 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $41,079,000 | 2,087 |
| Securities issued by states & political subdivisions | $23,254,000 | 1,333 |
| 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 | $23,431,000 | 1,896 |
| Mortgage-backed securities | $36,452,000 | 1,613 |
| Certificates of participation in pools of residential mortgages | $15,157,000 | 2,099 |
| Issued or guaranteed by U.S. | $15,157,000 | 2,094 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $21,295,000 | 1,016 |
| CMOs issued by government agencies or sponsored agencies | $21,295,000 | 893 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $64,333,000 | 1,870 |
| Total debt securities | $64,332,000 | 2,045 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,991 |
| Fair value | $1,514,000 | 1,999 |
| 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 | $60,751,000 | 2,168 |
| U.S. Government securities | $38,915,000 | 2,289 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $38,915,000 | 2,220 |
| Securities issued by states & political subdivisions | $21,836,000 | 1,367 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,138,000 | 1,962 |
| Mortgage-backed securities | $33,773,000 | 1,663 |
| Certificates of participation in pools of residential mortgages | $12,878,000 | 2,265 |
| Issued or guaranteed by U.S. | $12,878,000 | 2,260 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $20,895,000 | 1,024 |
| CMOs issued by government agencies or sponsored agencies | $20,895,000 | 886 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $60,751,000 | 1,951 |
| Total debt securities | $60,751,000 | 2,145 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,196 |
| Fair value | $1,518,000 | 2,195 |
| 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 | $58,124,000 | 2,221 |
| U.S. Government securities | $36,584,000 | 2,375 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $36,584,000 | 2,302 |
| Securities issued by states & political subdivisions | $21,540,000 | 1,359 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,235,000 | 1,838 |
| Mortgage-backed securities | $31,803,000 | 1,713 |
| Certificates of participation in pools of residential mortgages | $12,715,000 | 2,233 |
| Issued or guaranteed by U.S. | $12,715,000 | 2,227 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $19,088,000 | 1,059 |
| CMOs issued by government agencies or sponsored agencies | $19,088,000 | 903 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $58,124,000 | 2,010 |
| Total debt securities | $58,123,000 | 2,195 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,243 |
| Fair value | $1,518,000 | 2,229 |
| 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 | $51,404,000 | 2,366 |
| U.S. Government securities | $31,568,000 | 2,539 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $31,568,000 | 2,463 |
| Securities issued by states & political subdivisions | $19,836,000 | 1,436 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,725,000 | 1,785 |
| Mortgage-backed securities | $26,363,000 | 1,902 |
| Certificates of participation in pools of residential mortgages | $9,769,000 | 2,479 |
| Issued or guaranteed by U.S. | $9,769,000 | 2,474 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $16,594,000 | 1,138 |
| CMOs issued by government agencies or sponsored agencies | $16,594,000 | 971 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $51,404,000 | 2,129 |
| Total debt securities | $51,403,000 | 2,343 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,615 |
| Fair value | $768,000 | 2,606 |
| 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 | $48,394,000 | 2,437 |
| U.S. Government securities | $28,792,000 | 2,712 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $28,792,000 | 2,627 |
| Securities issued by states & political subdivisions | $19,602,000 | 1,404 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,107,000 | 1,776 |
| Mortgage-backed securities | $23,532,000 | 2,002 |
| Certificates of participation in pools of residential mortgages | $8,930,000 | 2,577 |
| Issued or guaranteed by U.S. | $8,930,000 | 2,570 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $14,602,000 | 1,203 |
| CMOs issued by government agencies or sponsored agencies | $14,602,000 | 1,030 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $48,394,000 | 2,198 |
| Total debt securities | $48,393,000 | 2,402 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,664 |
| Fair value | $775,000 | 2,656 |
| 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 | $45,586,000 | 2,575 |
| U.S. Government securities | $27,223,000 | 2,866 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $27,223,000 | 2,783 |
| Securities issued by states & political subdivisions | $18,363,000 | 1,414 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,130,000 | 1,738 |
| Mortgage-backed securities | $19,670,000 | 2,229 |
| Certificates of participation in pools of residential mortgages | $9,158,000 | 2,560 |
| Issued or guaranteed by U.S. | $9,158,000 | 2,554 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $10,512,000 | 1,386 |
| CMOs issued by government agencies or sponsored agencies | $10,512,000 | 1,186 |
| 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) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $45,586,000 | 2,295 |
| Total debt securities | $45,585,000 | 2,541 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,961 |
| Fair value | $2,024,000 | 1,975 |
| 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 | $44,565,000 | 2,639 |
| U.S. Government securities | $26,029,000 | 3,007 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $26,029,000 | 2,928 |
| Securities issued by states & political subdivisions | $18,536,000 | 1,374 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,799,000 | 1,919 |
| Mortgage-backed securities | $17,587,000 | 2,433 |
| Certificates of participation in pools of residential mortgages | $9,741,000 | 2,569 |
| Issued or guaranteed by U.S. | $9,741,000 | 2,562 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $7,846,000 | 1,533 |
| CMOs issued by government agencies or sponsored agencies | $7,846,000 | 1,301 |
| 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) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $44,565,000 | 2,355 |
| Total debt securities | $44,565,000 | 2,612 |
| Structured notes | ||
| Amortized cost | $2,751,000 | 1,529 |
| Fair value | $2,756,000 | 1,529 |
| 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 | $45,422,000 | 2,572 |
| U.S. Government securities | $27,174,000 | 2,859 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $27,174,000 | 2,791 |
| Securities issued by states & political subdivisions | $18,248,000 | 1,385 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,045,000 | 1,707 |
| Mortgage-backed securities | $18,871,000 | 2,380 |
| Certificates of participation in pools of residential mortgages | $10,572,000 | 2,508 |
| Issued or guaranteed by U.S. | $10,572,000 | 2,501 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $8,299,000 | 1,484 |
| CMOs issued by government agencies or sponsored agencies | $8,299,000 | 1,247 |
| 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) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $45,422,000 | 2,290 |
| Total debt securities | $45,422,000 | 2,547 |
| Structured notes | ||
| Amortized cost | $2,872,000 | 1,269 |
| Fair value | $2,860,000 | 1,268 |
| 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 | $46,931,000 | 2,504 |
| U.S. Government securities | $28,281,000 | 2,793 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $28,281,000 | 2,725 |
| Securities issued by states & political subdivisions | $18,650,000 | 1,347 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,736,000 | 1,804 |
| Mortgage-backed securities | $20,032,000 | 2,335 |
| Certificates of participation in pools of residential mortgages | $11,420,000 | 2,489 |
| Issued or guaranteed by U.S. | $11,420,000 | 2,479 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $8,612,000 | 1,470 |
| CMOs issued by government agencies or sponsored agencies | $8,612,000 | 1,216 |
| 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) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $46,931,000 | 2,219 |
| Total debt securities | $46,931,000 | 2,472 |
| Structured notes | ||
| Amortized cost | $2,752,000 | 917 |
| Fair value | $2,760,000 | 918 |
| 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 | $38,442,000 | 2,887 |
| U.S. Government securities | $22,469,000 | 3,215 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $22,469,000 | 3,145 |
| Securities issued by states & political subdivisions | $15,973,000 | 1,486 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,809,000 | 1,965 |
| Mortgage-backed securities | $15,440,000 | 2,728 |
| Certificates of participation in pools of residential mortgages | $10,015,000 | 2,716 |
| Issued or guaranteed by U.S. | $10,015,000 | 2,705 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $5,425,000 | 1,770 |
| CMOs issued by government agencies or sponsored agencies | $5,425,000 | 1,459 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $38,442,000 | 2,573 |
| Total debt securities | $38,441,000 | 2,856 |
| Structured notes | ||
| Amortized cost | $502,000 | 1,529 |
| Fair value | $523,000 | 1,528 |
| 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 | $36,012,000 | 3,042 |
| U.S. Government securities | $22,404,000 | 3,267 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $22,404,000 | 3,205 |
| Securities issued by states & political subdivisions | $13,608,000 | 1,681 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,244,000 | 2,174 |
| Mortgage-backed securities | $12,356,000 | 3,108 |
| Certificates of participation in pools of residential mortgages | $9,336,000 | 2,871 |
| Issued or guaranteed by U.S. | $9,336,000 | 2,855 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,020,000 | 2,217 |
| CMOs issued by government agencies or sponsored agencies | $3,020,000 | 1,859 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $36,012,000 | 2,711 |
| Total debt securities | $36,012,000 | 3,006 |
| Structured notes | ||
| Amortized cost | $503,000 | 1,275 |
| Fair value | $524,000 | 1,262 |
| 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 | $34,957,000 | 3,090 |
| U.S. Government securities | $23,789,000 | 3,128 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $23,789,000 | 3,066 |
| Securities issued by states & political subdivisions | $11,168,000 | 1,912 |
| 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 | $20,844,000 | 2,232 |
| Mortgage-backed securities | $12,094,000 | 3,087 |
| Certificates of participation in pools of residential mortgages | $9,091,000 | 2,855 |
| Issued or guaranteed by U.S. | $9,091,000 | 2,841 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $3,003,000 | 2,158 |
| CMOs issued by government agencies or sponsored agencies | $3,003,000 | 1,839 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $34,957,000 | 2,739 |
| Total debt securities | $34,957,000 | 3,047 |
| Structured notes | ||
| Amortized cost | $504,000 | 1,328 |
| Fair value | $529,000 | 1,322 |
| 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 | $32,120,000 | 3,235 |
| U.S. Government securities | $20,655,000 | 3,421 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $20,655,000 | 3,357 |
| Securities issued by states & political subdivisions | $11,465,000 | 1,851 |
| 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 | $20,050,000 | 2,263 |
| Mortgage-backed securities | $11,559,000 | 3,049 |
| Certificates of participation in pools of residential mortgages | $8,572,000 | 2,876 |
| Issued or guaranteed by U.S. | $8,572,000 | 2,864 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,987,000 | 2,100 |
| CMOs issued by government agencies or sponsored agencies | $2,987,000 | 1,763 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $32,120,000 | 2,879 |
| Total debt securities | $32,121,000 | 3,200 |
| Structured notes | ||
| Amortized cost | $504,000 | 1,312 |
| Fair value | $516,000 | 1,304 |
| 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 | $34,270,000 | 3,123 |
| U.S. Government securities | $22,247,000 | 3,282 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $22,247,000 | 3,222 |
| Securities issued by states & political subdivisions | $12,023,000 | 1,797 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,388,000 | 2,129 |
| Mortgage-backed securities | $12,151,000 | 2,952 |
| Certificates of participation in pools of residential mortgages | $9,120,000 | 2,781 |
| Issued or guaranteed by U.S. | $9,120,000 | 2,766 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $3,031,000 | 2,081 |
| CMOs issued by government agencies or sponsored agencies | $3,031,000 | 1,748 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $34,270,000 | 2,795 |
| Total debt securities | $34,270,000 | 3,088 |
| Structured notes | ||
| Amortized cost | $505,000 | 1,363 |
| Fair value | $515,000 | 1,354 |
| 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 | $36,756,000 | 2,954 |
| U.S. Government securities | $24,023,000 | 3,100 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $24,023,000 | 3,049 |
| Securities issued by states & political subdivisions | $12,733,000 | 1,720 |
| 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 | $22,037,000 | 2,070 |
| Mortgage-backed securities | $12,728,000 | 2,815 |
| Certificates of participation in pools of residential mortgages | $9,528,000 | 2,622 |
| Issued or guaranteed by U.S. | $9,528,000 | 2,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,200,000 | 2,024 |
| CMOs issued by government agencies or sponsored agencies | $3,200,000 | 1,698 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $36,756,000 | 2,636 |
| Total debt securities | $36,755,000 | 2,916 |
| Structured notes | ||
| Amortized cost | $505,000 | 1,484 |
| Fair value | $528,000 | 1,483 |
| 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 | $31,720,000 | 3,327 |
| U.S. Government securities | $18,222,000 | 3,832 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $18,222,000 | 3,753 |
| Securities issued by states & political subdivisions | $13,498,000 | 1,627 |
| 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 | $24,765,000 | 1,877 |
| Mortgage-backed securities | $6,677,000 | 3,452 |
| Certificates of participation in pools of residential mortgages | $3,383,000 | 3,752 |
| Issued or guaranteed by U.S. | $3,383,000 | 3,737 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,294,000 | 1,908 |
| CMOs issued by government agencies or sponsored agencies | $3,294,000 | 1,609 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $31,720,000 | 2,932 |
| Total debt securities | $31,719,000 | 3,277 |
| Structured notes | ||
| Amortized cost | $506,000 | 1,944 |
| Fair value | $513,000 | 1,946 |
| 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 | $30,757,000 | 3,396 |
| U.S. Government securities | $18,336,000 | 3,860 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $18,336,000 | 3,775 |
| Securities issued by states & political subdivisions | $12,421,000 | 1,698 |
| 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 | $24,609,000 | 1,855 |
| Mortgage-backed securities | $5,934,000 | 3,470 |
| Certificates of participation in pools of residential mortgages | $2,981,000 | 3,761 |
| Issued or guaranteed by U.S. | $2,981,000 | 3,746 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,953,000 | 1,921 |
| CMOs issued by government agencies or sponsored agencies | $2,953,000 | 1,636 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $30,757,000 | 2,981 |
| Total debt securities | $30,758,000 | 3,357 |
| Structured notes | ||
| Amortized cost | $1,006,000 | 1,693 |
| Fair value | $1,004,000 | 1,708 |
| 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 | $29,756,000 | 3,444 |
| U.S. Government securities | $18,605,000 | 3,833 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $18,605,000 | 3,741 |
| Securities issued by states & political subdivisions | $11,151,000 | 1,819 |
| 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 | $23,224,000 | 1,944 |
| Mortgage-backed securities | $6,201,000 | 3,342 |
| Certificates of participation in pools of residential mortgages | $3,083,000 | 3,685 |
| Issued or guaranteed by U.S. | $3,083,000 | 3,672 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,118,000 | 1,852 |
| CMOs issued by government agencies or sponsored agencies | $3,118,000 | 1,580 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $29,756,000 | 3,026 |
| Total debt securities | $29,756,000 | 3,406 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,252 |
| Fair value | $494,000 | 2,368 |
| 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 | $29,340,000 | 3,502 |
| U.S. Government securities | $18,086,000 | 3,932 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $18,086,000 | 3,835 |
| Securities issued by states & political subdivisions | $11,254,000 | 1,815 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,977,000 | 1,961 |
| Mortgage-backed securities | $5,780,000 | 3,413 |
| Certificates of participation in pools of residential mortgages | $3,245,000 | 3,607 |
| Issued or guaranteed by U.S. | $3,245,000 | 3,589 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $2,535,000 | 1,980 |
| CMOs issued by government agencies or sponsored agencies | $2,535,000 | 1,710 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $29,340,000 | 3,050 |
| Total debt securities | $29,339,000 | 3,466 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,315 |
| Fair value | $495,000 | 2,444 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $30,835,000 | 3,397 |
| U.S. Government securities | $18,807,000 | 3,895 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $18,807,000 | 3,793 |
| Securities issued by states & political subdivisions | $12,028,000 | 1,713 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,169,000 | 1,771 |
| Mortgage-backed securities | $6,236,000 | 3,318 |
| Certificates of participation in pools of residential mortgages | $3,351,000 | 3,574 |
| Issued or guaranteed by U.S. | $3,351,000 | 3,562 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,885,000 | 1,894 |
| CMOs issued by government agencies or sponsored agencies | $2,885,000 | 1,640 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $30,835,000 | 2,954 |
| Total debt securities | $30,835,000 | 3,352 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,419 |
| Fair value | $494,000 | 2,547 |
| 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 | $29,295,000 | 3,553 |
| U.S. Government securities | $18,307,000 | 3,995 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $18,307,000 | 3,883 |
| Securities issued by states & political subdivisions | $10,988,000 | 1,832 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,674,000 | 1,905 |
| Mortgage-backed securities | $5,870,000 | 3,389 |
| Certificates of participation in pools of residential mortgages | $3,482,000 | 3,518 |
| Issued or guaranteed by U.S. | $3,482,000 | 3,499 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $2,388,000 | 1,981 |
| CMOs issued by government agencies or sponsored agencies | $2,388,000 | 1,733 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $29,295,000 | 3,088 |
| Total debt securities | $29,294,000 | 3,502 |
| Structured notes | ||
| Amortized cost | $1,900,000 | 1,659 |
| Fair value | $1,888,000 | 1,655 |
| 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 | $28,648,000 | 3,600 |
| U.S. Government securities | $18,606,000 | 3,975 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $18,606,000 | 3,854 |
| Securities issued by states & political subdivisions | $10,042,000 | 1,956 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,446,000 | 1,969 |
| Mortgage-backed securities | $6,493,000 | 3,237 |
| Certificates of participation in pools of residential mortgages | $3,603,000 | 3,451 |
| Issued or guaranteed by U.S. | $3,603,000 | 3,438 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,890,000 | 1,844 |
| CMOs issued by government agencies or sponsored agencies | $2,890,000 | 1,601 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $28,648,000 | 3,134 |
| Total debt securities | $28,651,000 | 3,547 |
| Structured notes | ||
| Amortized cost | $1,900,000 | 1,705 |
| Fair value | $1,873,000 | 1,697 |
| 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 | $29,311,000 | 3,616 |
| U.S. Government securities | $19,543,000 | 3,875 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $19,543,000 | 3,755 |
| Securities issued by states & political subdivisions | $9,768,000 | 1,986 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,738,000 | 1,754 |
| Mortgage-backed securities | $6,975,000 | 3,172 |
| Certificates of participation in pools of residential mortgages | $3,864,000 | 3,399 |
| Issued or guaranteed by U.S. | $3,864,000 | 3,385 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,111,000 | 1,793 |
| CMOs issued by government agencies or sponsored agencies | $3,111,000 | 1,555 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $29,311,000 | 3,140 |
| Total debt securities | $29,311,000 | 3,561 |
| Structured notes | ||
| Amortized cost | $1,900,000 | 1,710 |
| Fair value | $1,873,000 | 1,712 |
| 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 | $28,396,000 | 3,708 |
| U.S. Government securities | $18,815,000 | 3,975 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $18,815,000 | 3,843 |
| Securities issued by states & political subdivisions | $9,581,000 | 2,007 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,057,000 | 1,721 |
| Mortgage-backed securities | $7,160,000 | 3,174 |
| Certificates of participation in pools of residential mortgages | $3,558,000 | 3,527 |
| Issued or guaranteed by U.S. | $3,558,000 | 3,511 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $3,602,000 | 1,697 |
| CMOs issued by government agencies or sponsored agencies | $3,602,000 | 1,472 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $28,396,000 | 3,211 |
| Total debt securities | $28,396,000 | 3,652 |
| Structured notes | ||
| Amortized cost | $2,300,000 | 1,477 |
| Fair value | $2,274,000 | 1,476 |
| 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 | $26,733,000 | 3,837 |
| U.S. Government securities | $17,020,000 | 4,184 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $17,020,000 | 4,061 |
| Securities issued by states & political subdivisions | $9,480,000 | 2,016 |
| Other domestic debt securities | $233,000 | 2,964 |
| 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 | $233,000 | 2,444 |
| 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 | $25,905,000 | 1,676 |
| Mortgage-backed securities | $7,482,000 | 3,144 |
| Certificates of participation in pools of residential mortgages | $3,263,000 | 3,690 |
| Issued or guaranteed by U.S. | $3,263,000 | 3,676 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,219,000 | 1,591 |
| CMOs issued by government agencies or sponsored agencies | $4,219,000 | 1,376 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $26,733,000 | 3,319 |
| Total debt securities | $26,733,000 | 3,785 |
| Structured notes | ||
| Amortized cost | $2,300,000 | 1,454 |
| Fair value | $2,277,000 | 1,458 |
| 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 | $33,803,000 | 3,276 |
| U.S. Government securities | $24,074,000 | 3,334 |
| U.S. Treasury securities | $4,394,000 | 614 |
| U.S. Government agency obligations | $19,680,000 | 3,710 |
| Securities issued by states & political subdivisions | $9,244,000 | 2,039 |
| Other domestic debt securities | $485,000 | 2,734 |
| 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 | $485,000 | 2,268 |
| 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 | $31,395,000 | 1,422 |
| Mortgage-backed securities | $8,805,000 | 2,981 |
| Certificates of participation in pools of residential mortgages | $3,532,000 | 3,688 |
| Issued or guaranteed by U.S. | $3,532,000 | 3,674 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $5,273,000 | 1,467 |
| CMOs issued by government agencies or sponsored agencies | $5,273,000 | 1,281 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $33,803,000 | 2,812 |
| Total debt securities | $33,803,000 | 3,224 |
| Structured notes | ||
| Amortized cost | $2,300,000 | 1,453 |
| Fair value | $2,288,000 | 1,453 |
| 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 | $29,363,000 | 3,676 |
| U.S. Government securities | $20,194,000 | 3,845 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $20,194,000 | 3,708 |
| Securities issued by states & political subdivisions | $8,428,000 | 2,189 |
| Other domestic debt securities | $741,000 | 2,497 |
| 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 | $741,000 | 2,055 |
| 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 | $26,064,000 | 1,681 |
| Mortgage-backed securities | $9,446,000 | 2,958 |
| Certificates of participation in pools of residential mortgages | $3,728,000 | 3,696 |
| Issued or guaranteed by U.S. | $3,728,000 | 3,687 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $5,718,000 | 1,437 |
| CMOs issued by government agencies or sponsored agencies | $5,718,000 | 1,256 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $29,363,000 | 3,184 |
| Total debt securities | $29,362,000 | 3,624 |
| Structured notes | ||
| Amortized cost | $2,300,000 | 1,431 |
| Fair value | $2,275,000 | 1,430 |
| 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 | $25,401,000 | 4,082 |
| U.S. Government securities | $16,388,000 | 4,384 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $16,388,000 | 4,251 |
| Securities issued by states & political subdivisions | $8,265,000 | 2,242 |
| Other domestic debt securities | $748,000 | 2,521 |
| 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 | $748,000 | 2,111 |
| 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 | $22,587,000 | 1,868 |
| Mortgage-backed securities | $8,559,000 | 3,166 |
| Certificates of participation in pools of residential mortgages | $3,528,000 | 3,806 |
| Issued or guaranteed by U.S. | $3,528,000 | 3,797 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $5,031,000 | 1,560 |
| CMOs issued by government agencies or sponsored agencies | $5,031,000 | 1,370 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $25,401,000 | 3,531 |
| Total debt securities | $25,399,000 | 4,015 |
| Structured notes | ||
| Amortized cost | $2,300,000 | 1,399 |
| Fair value | $2,291,000 | 1,398 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $24,757,000 | 4,134 |
| U.S. Government securities | $16,316,000 | 4,375 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $16,316,000 | 4,240 |
| Securities issued by states & political subdivisions | $7,684,000 | 2,396 |
| Other domestic debt securities | $757,000 | 2,539 |
| 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 | $757,000 | 2,150 |
| 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 | $19,918,000 | 2,046 |
| Mortgage-backed securities | $9,047,000 | 3,097 |
| Certificates of participation in pools of residential mortgages | $3,834,000 | 3,720 |
| Issued or guaranteed by U.S. | $3,834,000 | 3,714 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,213,000 | 1,516 |
| CMOs issued by government agencies or sponsored agencies | $5,213,000 | 1,344 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $24,757,000 | 3,573 |
| Total debt securities | $24,758,000 | 4,062 |
| Structured notes | ||
| Amortized cost | $2,300,000 | 1,421 |
| Fair value | $2,296,000 | 1,425 |
| 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 | $25,279,000 | 4,135 |
| U.S. Government securities | $16,913,000 | 4,352 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $16,913,000 | 4,204 |
| Securities issued by states & political subdivisions | $7,604,000 | 2,387 |
| Other domestic debt securities | $762,000 | 2,643 |
| 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 | $762,000 | 2,259 |
| 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 | $18,075,000 | 2,205 |
| Mortgage-backed securities | $9,449,000 | 3,068 |
| Certificates of participation in pools of residential mortgages | $4,137,000 | 3,679 |
| Issued or guaranteed by U.S. | $4,137,000 | 3,670 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,312,000 | 1,532 |
| CMOs issued by government agencies or sponsored agencies | $5,312,000 | 1,359 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $25,279,000 | 3,575 |
| Total debt securities | $25,281,000 | 4,065 |
| Structured notes | ||
| Amortized cost | $2,300,000 | 1,399 |
| Fair value | $2,266,000 | 1,401 |
| 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 | $27,015,000 | 3,941 |
| U.S. Government securities | $18,716,000 | 4,020 |
| U.S. Treasury securities | $255,000 | 1,879 |
| U.S. Government agency obligations | $18,461,000 | 3,904 |
| Securities issued by states & political subdivisions | $7,116,000 | 2,513 |
| Other domestic debt securities | $1,183,000 | 2,373 |
| 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 | $1,183,000 | 1,995 |
| 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 | $19,136,000 | 2,072 |
| Mortgage-backed securities | $11,142,000 | 2,857 |
| Certificates of participation in pools of residential mortgages | $5,352,000 | 3,337 |
| Issued or guaranteed by U.S. | $5,352,000 | 3,328 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $5,790,000 | 1,514 |
| CMOs issued by government agencies or sponsored agencies | $5,790,000 | 1,343 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $27,015,000 | 3,422 |
| Total debt securities | $27,014,000 | 3,864 |
| Structured notes | ||
| Amortized cost | $1,900,000 | 1,422 |
| Fair value | $1,919,000 | 1,424 |
| 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 | $27,126,000 | 3,986 |
| U.S. Government securities | $19,842,000 | 3,931 |
| U.S. Treasury securities | $258,000 | 1,990 |
| U.S. Government agency obligations | $19,584,000 | 3,818 |
| Securities issued by states & political subdivisions | $6,092,000 | 2,771 |
| Other domestic debt securities | $1,192,000 | 2,412 |
| 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 | $1,192,000 | 2,112 |
| 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 | $17,753,000 | 2,148 |
| Mortgage-backed securities | $11,981,000 | 2,735 |
| Certificates of participation in pools of residential mortgages | $5,913,000 | 3,187 |
| Issued or guaranteed by U.S. | $5,913,000 | 3,175 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $6,068,000 | 1,441 |
| CMOs issued by government agencies or sponsored agencies | $6,068,000 | 1,355 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $27,126,000 | 3,441 |
| Total debt securities | $27,126,000 | 3,917 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,373 |
| Fair value | $1,496,000 | 1,424 |
| 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 | $23,111,000 | 4,363 |
| U.S. Government securities | $16,118,000 | 4,365 |
| U.S. Treasury securities | $261,000 | 2,048 |
| U.S. Government agency obligations | $15,857,000 | 4,243 |
| Securities issued by states & political subdivisions | $5,791,000 | 2,827 |
| Other domestic debt securities | $1,202,000 | 2,510 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,000 | 412 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,201,000 | 2,203 |
| 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 | $15,172,000 | 2,320 |
| Mortgage-backed securities | $11,492,000 | 2,776 |
| Certificates of participation in pools of residential mortgages | $5,802,000 | 3,204 |
| Issued or guaranteed by U.S. | $5,802,000 | 3,188 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $5,690,000 | 1,525 |
| CMOs issued by government agencies or sponsored agencies | $5,690,000 | 1,419 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $23,111,000 | 3,768 |
| Total debt securities | $23,111,000 | 4,277 |
| 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 | $21,612,000 | 4,464 |
| U.S. Government securities | $14,391,000 | 4,615 |
| U.S. Treasury securities | $265,000 | 2,077 |
| U.S. Government agency obligations | $14,126,000 | 4,524 |
| Securities issued by states & political subdivisions | $5,991,000 | 2,752 |
| Other domestic debt securities | $1,230,000 | 2,571 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $17,000 | 424 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,213,000 | 2,265 |
| 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 | $13,900,000 | 2,431 |
| Mortgage-backed securities | $10,155,000 | 3,038 |
| Certificates of participation in pools of residential mortgages | $5,837,000 | 3,208 |
| Issued or guaranteed by U.S. | $5,837,000 | 3,195 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $4,318,000 | 1,863 |
| CMOs issued by government agencies or sponsored agencies | $4,318,000 | 1,745 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $21,612,000 | 3,886 |
| Total debt securities | $21,613,000 | 4,377 |
| 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 | $21,417,000 | 4,450 |
| U.S. Government securities | $15,564,000 | 4,425 |
| U.S. Treasury securities | $266,000 | 2,125 |
| U.S. Government agency obligations | $15,298,000 | 4,305 |
| Securities issued by states & political subdivisions | $4,531,000 | 3,128 |
| Other domestic debt securities | $1,322,000 | 2,555 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $34,000 | 428 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,288,000 | 2,244 |
| 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 | $12,891,000 | 2,584 |
| Mortgage-backed securities | $11,422,000 | 2,856 |
| Certificates of participation in pools of residential mortgages | $7,355,000 | 2,803 |
| Issued or guaranteed by U.S. | $7,355,000 | 2,791 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $4,067,000 | 1,957 |
| CMOs issued by government agencies or sponsored agencies | $4,067,000 | 1,841 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $21,417,000 | 3,848 |
| Total debt securities | $21,416,000 | 4,359 |
| 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 | $17,792,000 | 4,989 |
| U.S. Government securities | $11,474,000 | 5,236 |
| U.S. Treasury securities | $268,000 | 2,266 |
| U.S. Government agency obligations | $11,206,000 | 5,113 |
| Securities issued by states & political subdivisions | $4,625,000 | 3,056 |
| Other domestic debt securities | $1,693,000 | 2,345 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $55,000 | 442 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,638,000 | 2,077 |
| 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 | $13,347,000 | 2,524 |
| Mortgage-backed securities | $8,316,000 | 3,317 |
| Certificates of participation in pools of residential mortgages | $4,962,000 | 3,398 |
| Issued or guaranteed by U.S. | $4,962,000 | 3,384 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $3,354,000 | 2,169 |
| CMOs issued by government agencies or sponsored agencies | $3,354,000 | 2,066 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $17,792,000 | 4,301 |
| Total debt securities | $17,788,000 | 4,906 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $16,588,000 | 5,091 |
| U.S. Government securities | $9,726,000 | 5,586 |
| U.S. Treasury securities | $521,000 | 2,391 |
| U.S. Government agency obligations | $9,205,000 | 5,495 |
| Securities issued by states & political subdivisions | $4,833,000 | 2,921 |
| Other domestic debt securities | $2,029,000 | 2,234 |
| Privately issued residential mortgage-backed securities | $168,000 | 1,179 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $27,000 | 508 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,834,000 | 2,002 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,528,000 | 2,399 |
| Mortgage-backed securities | $4,207,000 | 4,229 |
| Certificates of participation in pools of residential mortgages | $641,000 | 5,547 |
| Issued or guaranteed by U.S. | $641,000 | 5,525 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $3,566,000 | 2,217 |
| CMOs issued by government agencies or sponsored agencies | $3,398,000 | 2,114 |
| Privately issued | $168,000 | 1,058 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $16,588,000 | 4,337 |
| Total debt securities | $16,586,000 | 5,000 |
| 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 | $19,553,000 | 4,713 |
| U.S. Government securities | $12,537,000 | 5,139 |
| U.S. Treasury securities | $509,000 | 3,225 |
| U.S. Government agency obligations | $12,028,000 | 4,939 |
| Securities issued by states & political subdivisions | $4,326,000 | 3,068 |
| Other domestic debt securities | $2,326,000 | 1,801 |
| Privately issued residential mortgage-backed securities | $521,000 | 871 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,805,000 | 1,731 |
| Foreign debt securities | NA | NA |
| Equity securities | $364,000 | 4,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,176,000 | 2,225 |
| Mortgage-backed securities | $4,508,000 | 3,566 |
| Certificates of participation in pools of residential mortgages | $841,000 | 4,974 |
| Issued or guaranteed by U.S. | $841,000 | 4,959 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $3,667,000 | 1,770 |
| CMOs issued by government agencies or sponsored agencies | $3,146,000 | 1,766 |
| Privately issued | $521,000 | 769 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $19,553,000 | 3,858 |
| Total debt securities | $19,189,000 | 4,638 |
| 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 | $19,814,000 | 4,882 |
| U.S. Government securities | $13,432,000 | 5,135 |
| U.S. Treasury securities | $948,000 | 3,914 |
| U.S. Government agency obligations | $12,484,000 | 4,880 |
| Securities issued by states & political subdivisions | $3,776,000 | 3,467 |
| Other domestic debt securities | $2,251,000 | 1,740 |
| Privately issued residential mortgage-backed securities | $1,167,000 | 718 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,084,000 | 1,917 |
| Foreign debt securities | NA | NA |
| Equity securities | $355,000 | 4,474 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,258,000 | 2,580 |
| Mortgage-backed securities | $5,132,000 | 3,547 |
| Certificates of participation in pools of residential mortgages | $781,000 | 5,314 |
| Issued or guaranteed by U.S. | $781,000 | 5,305 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $4,351,000 | 1,743 |
| CMOs issued by government agencies or sponsored agencies | $3,184,000 | 1,873 |
| Privately issued | $1,167,000 | 634 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $19,814,000 | 3,920 |
| Total debt securities | $19,459,000 | 4,824 |
| 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 | $16,437,000 | 5,493 |
| U.S. Government securities | $11,465,000 | 5,652 |
| U.S. Treasury securities | $1,683,000 | 4,208 |
| U.S. Government agency obligations | $9,782,000 | 5,342 |
| Securities issued by states & political subdivisions | $2,963,000 | 4,012 |
| Other domestic debt securities | $1,675,000 | 1,858 |
| Privately issued residential mortgage-backed securities | $468,000 | 922 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,207,000 | 1,673 |
| Foreign debt securities | NA | NA |
| Equity securities | $334,000 | 4,409 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,620,000 | 2,676 |
| Mortgage-backed securities | $4,518,000 | 4,028 |
| Certificates of participation in pools of residential mortgages | $987,000 | 5,292 |
| Issued or guaranteed by U.S. | $987,000 | 5,275 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $3,531,000 | 2,058 |
| CMOs issued by government agencies or sponsored agencies | $3,063,000 | 2,072 |
| Privately issued | $468,000 | 788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $16,437,000 | 4,368 |
| Total debt securities | $16,103,000 | 5,437 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $16,119,000 | 5,730 |
| U.S. Government securities | $13,419,000 | 5,422 |
| U.S. Treasury securities | $2,781,000 | 4,476 |
| U.S. Government agency obligations | $10,638,000 | 5,035 |
| Securities issued by states & political subdivisions | $2,163,000 | 4,464 |
| Other domestic debt securities | $210,000 | 2,884 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $210,000 | 2,294 |
| Foreign debt securities | NA | NA |
| Equity securities | $327,000 | 4,459 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,348,000 | 2,605 |
| Mortgage-backed securities | $3,269,000 | 4,630 |
| Certificates of participation in pools of residential mortgages | $723,000 | 5,789 |
| Issued or guaranteed by U.S. | $723,000 | 5,770 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $2,546,000 | 2,423 |
| CMOs issued by government agencies or sponsored agencies | $2,546,000 | 2,316 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $16,119,000 | 4,258 |
| Total debt securities | $15,792,000 | 5,677 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $15,137,000 | 6,373 |
| U.S. Government securities | $12,750,000 | 6,107 |
| U.S. Treasury securities | $3,056,000 | 4,964 |
| U.S. Government agency obligations | $9,694,000 | 5,604 |
| Securities issued by states & political subdivisions | $1,728,000 | 5,092 |
| Other domestic debt securities | $334,000 | 3,023 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $334,000 | 2,331 |
| Foreign debt securities | NA | NA |
| Equity securities | $325,000 | 4,352 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,640,000 | 3,032 |
| Mortgage-backed securities | $2,873,000 | 5,269 |
| Certificates of participation in pools of residential mortgages | $849,000 | 6,064 |
| Issued or guaranteed by U.S. | $849,000 | 6,048 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $2,024,000 | 3,049 |
| CMOs issued by government agencies or sponsored agencies | $2,024,000 | 2,921 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $15,137,000 | 4,682 |
| Total debt securities | $14,812,000 | 6,343 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $13,078,000 | 7,254 |
| U.S. Government securities | $10,400,000 | 7,155 |
| U.S. Treasury securities | $2,806,000 | 6,238 |
| U.S. Government agency obligations | $7,594,000 | 6,420 |
| Securities issued by states & political subdivisions | $2,005,000 | 4,896 |
| Other domestic debt securities | $401,000 | 3,437 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $401,000 | 2,703 |
| Foreign debt securities | NA | NA |
| Equity securities | $272,000 | 4,457 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,711,000 | 3,262 |
| Mortgage-backed securities | $2,188,000 | 6,103 |
| Certificates of participation in pools of residential mortgages | $935,000 | 6,172 |
| Issued or guaranteed by U.S. | $935,000 | 6,139 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,253,000 | 4,004 |
| CMOs issued by government agencies or sponsored agencies | $1,253,000 | 3,850 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $13,078,000 | 5,277 |
| Total debt securities | $12,806,000 | 7,194 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $10,631,000 | 8,520 |
| U.S. Government securities | $8,044,000 | 8,634 |
| U.S. Treasury securities | $3,213,000 | 6,908 |
| U.S. Government agency obligations | $4,831,000 | 7,797 |
| Securities issued by states & political subdivisions | $2,242,000 | 4,898 |
| Other domestic debt securities | $217,000 | 4,493 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $217,000 | 3,591 |
| Foreign debt securities | NA | NA |
| Equity securities | $128,000 | 5,577 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,189,000 | 3,774 |
| Mortgage-backed securities | $2,099,000 | 6,556 |
| Certificates of participation in pools of residential mortgages | $992,000 | 6,438 |
| Issued or guaranteed by U.S. | $992,000 | 6,414 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,107,000 | 4,381 |
| CMOs issued by government agencies or sponsored agencies | $1,107,000 | 4,189 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,242,000 | 9,849 |
| Available-for-sale securities (fair market value) | $8,389,000 | 5,307 |
| Total debt securities | $10,503,000 | 8,460 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $10,119,000 | 9,036 |
| U.S. Government securities | $7,420,000 | 9,190 |
| U.S. Treasury securities | $2,209,000 | 8,185 |
| U.S. Government agency obligations | $5,211,000 | 7,752 |
| Securities issued by states & political subdivisions | $2,343,000 | 4,904 |
| Other domestic debt securities | $228,000 | 5,152 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $228,000 | 4,040 |
| Foreign debt securities | NA | NA |
| Equity securities | $128,000 | 5,255 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,994,000 | 3,666 |
| Mortgage-backed securities | $2,962,000 | 6,463 |
| Certificates of participation in pools of residential mortgages | $1,812,000 | 5,959 |
| Issued or guaranteed by U.S. | $1,812,000 | 5,908 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,150,000 | 4,773 |
| CMOs issued by government agencies or sponsored agencies | $1,150,000 | 4,559 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $9,991,000 | 8,958 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $10,319,000 | 9,024 |
| U.S. Government securities | $7,180,000 | 9,455 |
| U.S. Treasury securities | $1,510,000 | 9,477 |
| U.S. Government agency obligations | $5,670,000 | 7,581 |
| Securities issued by states & political subdivisions | $2,266,000 | 4,747 |
| Other domestic debt securities | $745,000 | 4,559 |
| Privately issued residential mortgage-backed securities | $399,000 | 2,548 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $346,000 | 4,266 |
| Foreign debt securities | NA | NA |
| Equity securities | $128,000 | 4,677 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,120,000 | 3,919 |
| Mortgage-backed securities | $4,672,000 | 5,643 |
| Certificates of participation in pools of residential mortgages | $2,419,000 | 5,677 |
| Issued or guaranteed by U.S. | $2,419,000 | 5,609 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $2,253,000 | 3,881 |
| CMOs issued by government agencies or sponsored agencies | $1,854,000 | 3,851 |
| Privately issued | $399,000 | 2,154 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $10,191,000 | 8,944 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |