Home > Litchfield Bancorp > Securities
Litchfield Bancorp, Securities
| 2020-12-31 | Rank | |
| Total securities | $38,686,000 | 2,686 |
| U.S. Government securities | $38,686,000 | 1,766 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $38,686,000 | 1,677 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| 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 | $3,890,000 | 3,299 |
| Mortgage-backed securities | $37,688,000 | 1,428 |
| Certificates of participation in pools of residential mortgages | $18,199,000 | 1,540 |
| Issued or guaranteed by U.S. | $18,199,000 | 1,503 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $7,554,000 | 1,258 |
| CMOs issued by government agencies or sponsored agencies | $7,554,000 | 1,220 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $11,935,000 | 699 |
| Commercial mortgage pass-through securities | $8,930,000 | 470 |
| Other commercial mortgage-backed securities | $3,005,000 | 844 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $38,686,000 | 2,514 |
| Total debt securities | $38,686,000 | 2,662 |
| 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 | $26,836,000 | 3,039 |
| U.S. Government securities | $26,836,000 | 2,133 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $26,836,000 | 2,029 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| 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 | $4,812,000 | 3,187 |
| Mortgage-backed securities | $26,555,000 | 1,738 |
| Certificates of participation in pools of residential mortgages | $7,207,000 | 2,383 |
| Issued or guaranteed by U.S. | $7,207,000 | 2,310 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $11,376,000 | 1,062 |
| CMOs issued by government agencies or sponsored agencies | $11,376,000 | 1,026 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $7,972,000 | 859 |
| Commercial mortgage pass-through securities | $6,187,000 | 559 |
| Other commercial mortgage-backed securities | $1,785,000 | 945 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $26,836,000 | 2,851 |
| Total debt securities | $26,836,000 | 3,020 |
| 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 | $24,253,000 | 3,129 |
| U.S. Government securities | $24,253,000 | 2,269 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $24,253,000 | 2,151 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| 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 | $8,348,000 | 2,780 |
| Mortgage-backed securities | $22,008,000 | 1,902 |
| Certificates of participation in pools of residential mortgages | $5,399,000 | 2,611 |
| Issued or guaranteed by U.S. | $5,399,000 | 2,536 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $10,189,000 | 1,130 |
| CMOs issued by government agencies or sponsored agencies | $10,189,000 | 1,095 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $6,420,000 | 909 |
| Commercial mortgage pass-through securities | $6,420,000 | 543 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $24,253,000 | 2,932 |
| Total debt securities | $24,253,000 | 3,109 |
| 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 | $26,440,000 | 2,989 |
| U.S. Government securities | $26,440,000 | 2,160 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $26,440,000 | 2,051 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| 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 | $8,698,000 | 2,710 |
| Mortgage-backed securities | $23,619,000 | 1,834 |
| Certificates of participation in pools of residential mortgages | $1,626,000 | 3,338 |
| Issued or guaranteed by U.S. | $1,626,000 | 3,231 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $14,540,000 | 965 |
| CMOs issued by government agencies or sponsored agencies | $14,540,000 | 937 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $7,453,000 | 849 |
| Commercial mortgage pass-through securities | $7,453,000 | 493 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $26,440,000 | 2,798 |
| Total debt securities | $26,442,000 | 2,968 |
| 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 | $32,624,000 | 2,735 |
| U.S. Government securities | $32,624,000 | 1,963 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $32,624,000 | 1,859 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| 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 | $6,610,000 | 2,980 |
| Mortgage-backed securities | $29,550,000 | 1,562 |
| Certificates of participation in pools of residential mortgages | $2,137,000 | 3,171 |
| Issued or guaranteed by U.S. | $2,137,000 | 3,078 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $14,833,000 | 944 |
| CMOs issued by government agencies or sponsored agencies | $14,833,000 | 913 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $12,580,000 | 629 |
| Commercial mortgage pass-through securities | $12,580,000 | 342 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $32,624,000 | 2,559 |
| Total debt securities | $32,623,000 | 2,717 |
| 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 | $33,346,000 | 2,729 |
| U.S. Government securities | $33,346,000 | 1,947 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $33,346,000 | 1,844 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| 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 | $9,657,000 | 2,673 |
| Mortgage-backed securities | $29,247,000 | 1,547 |
| Certificates of participation in pools of residential mortgages | $2,269,000 | 3,146 |
| Issued or guaranteed by U.S. | $2,269,000 | 3,047 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $10,936,000 | 1,129 |
| CMOs issued by government agencies or sponsored agencies | $10,936,000 | 1,100 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $16,042,000 | 548 |
| Commercial mortgage pass-through securities | $16,042,000 | 299 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $33,346,000 | 2,541 |
| Total debt securities | $33,346,000 | 2,711 |
| 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 | $34,528,000 | 2,715 |
| U.S. Government securities | $34,528,000 | 1,945 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $34,528,000 | 1,831 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| 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 | $8,419,000 | 2,886 |
| Mortgage-backed securities | $29,996,000 | 1,501 |
| Certificates of participation in pools of residential mortgages | $2,397,000 | 3,124 |
| Issued or guaranteed by U.S. | $2,397,000 | 3,037 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $8,455,000 | 1,274 |
| CMOs issued by government agencies or sponsored agencies | $8,455,000 | 1,235 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $19,144,000 | 468 |
| Commercial mortgage pass-through securities | $19,144,000 | 261 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $34,528,000 | 2,527 |
| Total debt securities | $34,527,000 | 2,697 |
| 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 | $37,840,000 | 2,615 |
| U.S. Government securities | $37,840,000 | 1,845 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $37,840,000 | 1,739 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| 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 | $12,583,000 | 2,489 |
| Mortgage-backed securities | $33,409,000 | 1,394 |
| Certificates of participation in pools of residential mortgages | $2,492,000 | 3,132 |
| Issued or guaranteed by U.S. | $2,492,000 | 3,040 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $8,769,000 | 1,253 |
| CMOs issued by government agencies or sponsored agencies | $8,769,000 | 1,208 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $22,148,000 | 431 |
| Commercial mortgage pass-through securities | $22,148,000 | 237 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $37,840,000 | 2,424 |
| Total debt securities | $37,840,000 | 2,596 |
| 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 | $41,533,000 | 2,502 |
| U.S. Government securities | $41,533,000 | 1,733 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $41,533,000 | 1,643 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| 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 | $12,303,000 | 2,527 |
| Mortgage-backed securities | $35,726,000 | 1,338 |
| Certificates of participation in pools of residential mortgages | $2,575,000 | 3,131 |
| Issued or guaranteed by U.S. | $2,575,000 | 3,064 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $10,062,000 | 1,168 |
| CMOs issued by government agencies or sponsored agencies | $10,062,000 | 1,133 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $23,089,000 | 408 |
| Commercial mortgage pass-through securities | $23,089,000 | 218 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $41,533,000 | 2,311 |
| Total debt securities | $41,533,000 | 2,481 |
| 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 | $41,876,000 | 2,499 |
| U.S. Government securities | $41,876,000 | 1,724 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $41,876,000 | 1,632 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| 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 | $12,324,000 | 2,510 |
| Mortgage-backed securities | $36,217,000 | 1,337 |
| Certificates of participation in pools of residential mortgages | $2,635,000 | 3,163 |
| Issued or guaranteed by U.S. | $2,635,000 | 3,131 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $10,281,000 | 1,140 |
| CMOs issued by government agencies or sponsored agencies | $10,281,000 | 1,107 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $23,301,000 | 394 |
| Commercial mortgage pass-through securities | $23,301,000 | 211 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $41,876,000 | 2,302 |
| Total debt securities | $41,877,000 | 2,478 |
| 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 | $41,364,000 | 2,547 |
| U.S. Government securities | $41,364,000 | 1,723 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $41,364,000 | 1,628 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| 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 | $9,018,000 | 2,902 |
| Mortgage-backed securities | $36,311,000 | 1,346 |
| Certificates of participation in pools of residential mortgages | $2,782,000 | 3,157 |
| Issued or guaranteed by U.S. | $2,782,000 | 2,999 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $9,769,000 | 1,168 |
| CMOs issued by government agencies or sponsored agencies | $9,769,000 | 1,128 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $23,760,000 | 370 |
| Commercial mortgage pass-through securities | $23,760,000 | 202 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $41,364,000 | 2,355 |
| Total debt securities | $41,364,000 | 2,531 |
| 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 | $38,681,000 | 2,673 |
| U.S. Government securities | $38,681,000 | 1,866 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $38,681,000 | 1,764 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| 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 | $2,236,000 | 4,105 |
| Mortgage-backed securities | $22,578,000 | 1,796 |
| Certificates of participation in pools of residential mortgages | $2,934,000 | 3,171 |
| Issued or guaranteed by U.S. | $2,934,000 | 3,165 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $8,273,000 | 1,264 |
| CMOs issued by government agencies or sponsored agencies | $8,273,000 | 1,215 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $11,371,000 | 501 |
| Commercial mortgage pass-through securities | $11,371,000 | 271 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $38,681,000 | 2,477 |
| Total debt securities | $38,681,000 | 2,657 |
| 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 | $41,243,000 | 2,604 |
| U.S. Government securities | $41,243,000 | 1,772 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $41,243,000 | 1,698 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,346,000 | 4,135 |
| Mortgage-backed securities | $24,479,000 | 1,720 |
| Certificates of participation in pools of residential mortgages | $3,145,000 | 3,174 |
| Issued or guaranteed by U.S. | $3,145,000 | 3,168 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $8,752,000 | 1,214 |
| CMOs issued by government agencies or sponsored agencies | $8,752,000 | 1,170 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $12,582,000 | 464 |
| Commercial mortgage pass-through securities | $12,582,000 | 254 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $41,243,000 | 2,410 |
| Total debt securities | $41,242,000 | 2,586 |
| 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 | $43,696,000 | 2,552 |
| U.S. Government securities | $43,696,000 | 1,721 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $43,696,000 | 1,646 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| 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 | $2,271,000 | 4,213 |
| Mortgage-backed securities | $26,301,000 | 1,663 |
| Certificates of participation in pools of residential mortgages | $3,335,000 | 3,187 |
| Issued or guaranteed by U.S. | $3,335,000 | 3,183 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $9,292,000 | 1,184 |
| CMOs issued by government agencies or sponsored agencies | $9,292,000 | 1,137 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $13,674,000 | 438 |
| Commercial mortgage pass-through securities | $13,674,000 | 239 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $43,696,000 | 2,349 |
| Total debt securities | $43,697,000 | 2,533 |
| 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 | $47,584,000 | 2,449 |
| U.S. Government securities | $47,584,000 | 1,652 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $47,584,000 | 1,572 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| 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 | $2,299,000 | 4,239 |
| Mortgage-backed securities | $29,820,000 | 1,545 |
| Certificates of participation in pools of residential mortgages | $3,457,000 | 3,199 |
| Issued or guaranteed by U.S. | $3,457,000 | 3,195 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $9,782,000 | 1,163 |
| CMOs issued by government agencies or sponsored agencies | $9,782,000 | 1,110 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $16,581,000 | 385 |
| Commercial mortgage pass-through securities | $16,581,000 | 210 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $47,584,000 | 2,241 |
| Total debt securities | $47,585,000 | 2,428 |
| 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 | $47,526,000 | 2,476 |
| U.S. Government securities | $47,526,000 | 1,677 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $47,526,000 | 1,595 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| 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 | $2,262,000 | 4,284 |
| Mortgage-backed securities | $30,320,000 | 1,557 |
| Certificates of participation in pools of residential mortgages | $3,609,000 | 3,225 |
| Issued or guaranteed by U.S. | $3,609,000 | 3,222 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $10,249,000 | 1,126 |
| CMOs issued by government agencies or sponsored agencies | $10,249,000 | 1,076 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $16,462,000 | 370 |
| Commercial mortgage pass-through securities | $16,462,000 | 207 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $47,526,000 | 2,257 |
| Total debt securities | $47,528,000 | 2,455 |
| 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 | $48,391,000 | 2,423 |
| U.S. Government securities | $48,391,000 | 1,640 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $48,391,000 | 1,559 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| 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 | $2,269,000 | 4,319 |
| Mortgage-backed securities | $30,912,000 | 1,541 |
| Certificates of participation in pools of residential mortgages | $3,761,000 | 3,214 |
| Issued or guaranteed by U.S. | $3,761,000 | 3,210 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $10,710,000 | 1,089 |
| CMOs issued by government agencies or sponsored agencies | $10,710,000 | 1,038 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $16,441,000 | 353 |
| Commercial mortgage pass-through securities | $16,441,000 | 194 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $48,391,000 | 2,205 |
| Total debt securities | $48,392,000 | 2,397 |
| 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 | $46,482,000 | 2,503 |
| U.S. Government securities | $46,482,000 | 1,667 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $46,482,000 | 1,595 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| 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 | $2,309,000 | 4,376 |
| Mortgage-backed securities | $27,944,000 | 1,671 |
| Certificates of participation in pools of residential mortgages | $4,077,000 | 3,182 |
| Issued or guaranteed by U.S. | $4,077,000 | 3,181 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $11,572,000 | 1,059 |
| CMOs issued by government agencies or sponsored agencies | $11,572,000 | 1,007 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $12,295,000 | 408 |
| Commercial mortgage pass-through securities | $12,295,000 | 223 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $46,482,000 | 2,271 |
| Total debt securities | $46,481,000 | 2,477 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $50,948,000 | 2,375 |
| U.S. Government securities | $50,948,000 | 1,593 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $50,948,000 | 1,521 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| 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 | $2,346,000 | 4,456 |
| Mortgage-backed securities | $32,095,000 | 1,536 |
| Certificates of participation in pools of residential mortgages | $4,281,000 | 3,173 |
| Issued or guaranteed by U.S. | $4,281,000 | 3,169 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $12,334,000 | 1,024 |
| CMOs issued by government agencies or sponsored agencies | $12,334,000 | 978 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $15,480,000 | 337 |
| Commercial mortgage pass-through securities | $15,480,000 | 188 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $50,948,000 | 2,160 |
| Total debt securities | $50,947,000 | 2,349 |
| 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 | $49,415,000 | 2,469 |
| U.S. Government securities | $49,415,000 | 1,682 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $49,415,000 | 1,603 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| 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 | $2,257,000 | 4,502 |
| Mortgage-backed securities | $28,354,000 | 1,675 |
| Certificates of participation in pools of residential mortgages | $4,397,000 | 3,161 |
| Issued or guaranteed by U.S. | $4,397,000 | 3,160 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $12,831,000 | 1,022 |
| CMOs issued by government agencies or sponsored agencies | $12,831,000 | 968 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $11,126,000 | 399 |
| Commercial mortgage pass-through securities | $11,126,000 | 213 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $49,415,000 | 2,239 |
| Total debt securities | $49,413,000 | 2,441 |
| 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 | $48,214,000 | 2,524 |
| U.S. Government securities | $48,214,000 | 1,736 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $48,214,000 | 1,660 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| 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 | $2,294,000 | 4,534 |
| Mortgage-backed securities | $27,264,000 | 1,714 |
| Certificates of participation in pools of residential mortgages | $4,436,000 | 3,152 |
| Issued or guaranteed by U.S. | $4,436,000 | 3,150 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $13,057,000 | 1,025 |
| CMOs issued by government agencies or sponsored agencies | $13,057,000 | 973 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $9,771,000 | 401 |
| Commercial mortgage pass-through securities | $9,771,000 | 214 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $48,214,000 | 2,295 |
| Total debt securities | $48,214,000 | 2,503 |
| 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 | $46,850,000 | 2,598 |
| U.S. Government securities | $46,850,000 | 1,803 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $46,850,000 | 1,729 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| 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 | $2,234,000 | 4,624 |
| Mortgage-backed securities | $26,407,000 | 1,767 |
| Certificates of participation in pools of residential mortgages | $4,663,000 | 3,139 |
| Issued or guaranteed by U.S. | $4,663,000 | 3,136 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $13,789,000 | 1,007 |
| CMOs issued by government agencies or sponsored agencies | $13,789,000 | 957 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $7,955,000 | 422 |
| Commercial mortgage pass-through securities | $7,955,000 | 237 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $46,850,000 | 2,379 |
| Total debt securities | $46,850,000 | 2,579 |
| 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 | $55,207,000 | 2,354 |
| U.S. Government securities | $55,207,000 | 1,619 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $55,207,000 | 1,547 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| 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 | $1,002,000 | 5,045 |
| Mortgage-backed securities | $29,163,000 | 1,710 |
| Certificates of participation in pools of residential mortgages | $6,566,000 | 2,902 |
| Issued or guaranteed by U.S. | $6,566,000 | 2,900 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $15,792,000 | 965 |
| CMOs issued by government agencies or sponsored agencies | $15,792,000 | 917 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $6,805,000 | 428 |
| Commercial mortgage pass-through securities | $6,805,000 | 243 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $55,207,000 | 2,147 |
| Total debt securities | $55,208,000 | 2,327 |
| 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 | $57,223,000 | 2,337 |
| U.S. Government securities | $53,793,000 | 1,700 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $53,793,000 | 1,625 |
| Securities issued by states & political subdivisions | $3,430,000 | 3,965 |
| 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 | $10,710,000 | 3,106 |
| Mortgage-backed securities | $38,824,000 | 1,435 |
| Certificates of participation in pools of residential mortgages | $21,276,000 | 1,579 |
| Issued or guaranteed by U.S. | $21,276,000 | 1,579 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $17,548,000 | 931 |
| CMOs issued by government agencies or sponsored agencies | $17,548,000 | 883 |
| 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) | $31,838,000 | 593 |
| Available-for-sale securities (fair market value) | $25,385,000 | 3,487 |
| Total debt securities | $57,232,000 | 2,311 |
| 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 | $64,459,000 | 2,167 |
| U.S. Government securities | $61,030,000 | 1,525 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $61,030,000 | 1,461 |
| Securities issued by states & political subdivisions | $3,429,000 | 4,006 |
| 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 | $10,996,000 | 3,081 |
| Mortgage-backed securities | $44,172,000 | 1,343 |
| Certificates of participation in pools of residential mortgages | $27,114,000 | 1,340 |
| Issued or guaranteed by U.S. | $27,114,000 | 1,338 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $17,058,000 | 966 |
| CMOs issued by government agencies or sponsored agencies | $17,058,000 | 916 |
| 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) | $32,795,000 | 580 |
| Available-for-sale securities (fair market value) | $31,664,000 | 3,147 |
| Total debt securities | $64,459,000 | 2,139 |
| 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 | $63,842,000 | 2,206 |
| U.S. Government securities | $60,414,000 | 1,570 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $60,414,000 | 1,506 |
| Securities issued by states & political subdivisions | $3,428,000 | 4,048 |
| 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 | $1,005,000 | 5,246 |
| Mortgage-backed securities | $42,485,000 | 1,417 |
| Certificates of participation in pools of residential mortgages | $24,938,000 | 1,458 |
| Issued or guaranteed by U.S. | $24,938,000 | 1,458 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $17,547,000 | 964 |
| CMOs issued by government agencies or sponsored agencies | $17,547,000 | 917 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $33,696,000 | 574 |
| Available-for-sale securities (fair market value) | $30,146,000 | 3,312 |
| Total debt securities | $63,843,000 | 2,186 |
| 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 | $62,876,000 | 2,221 |
| U.S. Government securities | $59,449,000 | 1,614 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $59,449,000 | 1,553 |
| Securities issued by states & political subdivisions | $3,427,000 | 4,094 |
| 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 | $1,007,000 | 5,302 |
| Mortgage-backed securities | $42,163,000 | 1,446 |
| Certificates of participation in pools of residential mortgages | $24,909,000 | 1,508 |
| Issued or guaranteed by U.S. | $24,909,000 | 1,508 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $17,254,000 | 995 |
| CMOs issued by government agencies or sponsored agencies | $17,254,000 | 943 |
| 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) | $35,871,000 | 542 |
| Available-for-sale securities (fair market value) | $27,005,000 | 3,536 |
| Total debt securities | $62,876,000 | 2,207 |
| 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 | $69,908,000 | 2,061 |
| U.S. Government securities | $66,481,000 | 1,477 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $66,481,000 | 1,421 |
| Securities issued by states & political subdivisions | $3,427,000 | 4,121 |
| 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 | $1,008,000 | 5,344 |
| Mortgage-backed securities | $49,082,000 | 1,260 |
| Certificates of participation in pools of residential mortgages | $31,091,000 | 1,291 |
| Issued or guaranteed by U.S. | $31,091,000 | 1,291 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $17,991,000 | 977 |
| CMOs issued by government agencies or sponsored agencies | $17,991,000 | 926 |
| 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) | $36,855,000 | 523 |
| Available-for-sale securities (fair market value) | $33,053,000 | 3,204 |
| Total debt securities | $69,908,000 | 2,038 |
| 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 | $61,677,000 | 2,269 |
| U.S. Government securities | $58,251,000 | 1,643 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $58,251,000 | 1,583 |
| Securities issued by states & political subdivisions | $3,426,000 | 4,138 |
| 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 | $1,010,000 | 5,399 |
| Mortgage-backed securities | $43,698,000 | 1,400 |
| Certificates of participation in pools of residential mortgages | $26,351,000 | 1,470 |
| Issued or guaranteed by U.S. | $26,351,000 | 1,469 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $17,347,000 | 997 |
| CMOs issued by government agencies or sponsored agencies | $17,347,000 | 945 |
| 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) | $28,457,000 | 612 |
| Available-for-sale securities (fair market value) | $33,220,000 | 3,201 |
| Total debt securities | $61,676,000 | 2,250 |
| 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 | $60,195,000 | 2,317 |
| U.S. Government securities | $55,770,000 | 1,715 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $55,770,000 | 1,664 |
| Securities issued by states & political subdivisions | $4,425,000 | 3,904 |
| 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 | $1,011,000 | 5,452 |
| Mortgage-backed securities | $38,968,000 | 1,538 |
| Certificates of participation in pools of residential mortgages | $31,053,000 | 1,282 |
| Issued or guaranteed by U.S. | $31,053,000 | 1,278 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $7,915,000 | 1,535 |
| CMOs issued by government agencies or sponsored agencies | $7,915,000 | 1,463 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $20,756,000 | 732 |
| Available-for-sale securities (fair market value) | $39,439,000 | 2,905 |
| Total debt securities | $60,195,000 | 2,298 |
| 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 | $56,168,000 | 2,456 |
| U.S. Government securities | $51,743,000 | 1,818 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $51,743,000 | 1,765 |
| Securities issued by states & political subdivisions | $4,425,000 | 3,901 |
| 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 | $1,013,000 | 5,471 |
| Mortgage-backed securities | $34,494,000 | 1,696 |
| Certificates of participation in pools of residential mortgages | $26,114,000 | 1,475 |
| Issued or guaranteed by U.S. | $26,114,000 | 1,473 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $8,380,000 | 1,514 |
| CMOs issued by government agencies or sponsored agencies | $8,380,000 | 1,432 |
| 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) | $22,876,000 | 641 |
| Available-for-sale securities (fair market value) | $33,292,000 | 3,212 |
| Total debt securities | $56,166,000 | 2,433 |
| 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 | $48,581,000 | 2,762 |
| U.S. Government securities | $44,157,000 | 2,094 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $44,157,000 | 2,039 |
| Securities issued by states & political subdivisions | $4,424,000 | 3,901 |
| 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 | $1,001,000 | 5,551 |
| Mortgage-backed securities | $28,087,000 | 1,989 |
| Certificates of participation in pools of residential mortgages | $24,209,000 | 1,592 |
| Issued or guaranteed by U.S. | $24,209,000 | 1,590 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,878,000 | 2,154 |
| CMOs issued by government agencies or sponsored agencies | $3,878,000 | 2,059 |
| 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) | $25,993,000 | 564 |
| Available-for-sale securities (fair market value) | $22,588,000 | 3,955 |
| Total debt securities | $48,582,000 | 2,735 |
| 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 | $49,107,000 | 2,677 |
| U.S. Government securities | $44,683,000 | 2,037 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $44,683,000 | 1,977 |
| Securities issued by states & political subdivisions | $4,424,000 | 3,895 |
| 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 | $1,002,000 | 5,579 |
| Mortgage-backed securities | $28,281,000 | 1,950 |
| Certificates of participation in pools of residential mortgages | $26,090,000 | 1,477 |
| Issued or guaranteed by U.S. | $26,090,000 | 1,474 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $2,191,000 | 2,616 |
| CMOs issued by government agencies or sponsored agencies | $2,191,000 | 2,510 |
| 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) | $28,433,000 | 528 |
| Available-for-sale securities (fair market value) | $20,674,000 | 4,076 |
| Total debt securities | $49,106,000 | 2,652 |
| 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 | $56,581,000 | 2,418 |
| U.S. Government securities | $52,158,000 | 1,828 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $52,158,000 | 1,789 |
| Securities issued by states & political subdivisions | $4,423,000 | 3,871 |
| 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 | $1,004,000 | 5,658 |
| Mortgage-backed securities | $33,578,000 | 1,840 |
| Certificates of participation in pools of residential mortgages | $31,079,000 | 1,360 |
| Issued or guaranteed by U.S. | $31,079,000 | 1,359 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $2,499,000 | 2,620 |
| CMOs issued by government agencies or sponsored agencies | $2,499,000 | 2,511 |
| 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) | $31,551,000 | 496 |
| Available-for-sale securities (fair market value) | $25,030,000 | 3,756 |
| Total debt securities | $56,582,000 | 2,397 |
| 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 | $62,052,000 | 2,252 |
| U.S. Government securities | $57,629,000 | 1,726 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $57,629,000 | 1,681 |
| Securities issued by states & political subdivisions | $4,423,000 | 3,816 |
| 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 | $6,468,000 | 4,029 |
| Mortgage-backed securities | $38,829,000 | 1,678 |
| Certificates of participation in pools of residential mortgages | $36,095,000 | 1,214 |
| Issued or guaranteed by U.S. | $36,095,000 | 1,214 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,734,000 | 2,581 |
| CMOs issued by government agencies or sponsored agencies | $2,734,000 | 2,464 |
| 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) | $33,469,000 | 466 |
| Available-for-sale securities (fair market value) | $28,583,000 | 3,540 |
| Total debt securities | $62,051,000 | 2,231 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $61,584,000 | 2,273 |
| U.S. Government securities | $57,162,000 | 1,763 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $57,162,000 | 1,722 |
| Securities issued by states & political subdivisions | $4,422,000 | 3,757 |
| 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 | $6,471,000 | 4,034 |
| Mortgage-backed securities | $40,278,000 | 1,642 |
| Certificates of participation in pools of residential mortgages | $37,347,000 | 1,158 |
| Issued or guaranteed by U.S. | $37,347,000 | 1,158 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,931,000 | 2,551 |
| CMOs issued by government agencies or sponsored agencies | $2,931,000 | 2,432 |
| 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) | $35,163,000 | 464 |
| Available-for-sale securities (fair market value) | $26,421,000 | 3,703 |
| Total debt securities | $61,583,000 | 2,256 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $61,873,000 | 2,206 |
| U.S. Government securities | $57,451,000 | 1,687 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $57,451,000 | 1,648 |
| Securities issued by states & political subdivisions | $4,422,000 | 3,734 |
| 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 | $8,100,000 | 3,544 |
| Mortgage-backed securities | $41,397,000 | 1,528 |
| Certificates of participation in pools of residential mortgages | $38,109,000 | 1,092 |
| Issued or guaranteed by U.S. | $38,109,000 | 1,091 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $3,288,000 | 2,432 |
| CMOs issued by government agencies or sponsored agencies | $3,288,000 | 2,248 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $38,261,000 | 428 |
| Available-for-sale securities (fair market value) | $23,612,000 | 3,876 |
| Total debt securities | $61,872,000 | 2,188 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $61,364,000 | 2,139 |
| U.S. Government securities | $56,943,000 | 1,654 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $56,943,000 | 1,609 |
| Securities issued by states & political subdivisions | $4,421,000 | 3,673 |
| 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 | $8,452,000 | 3,457 |
| Mortgage-backed securities | $38,783,000 | 1,537 |
| Certificates of participation in pools of residential mortgages | $37,328,000 | 1,066 |
| Issued or guaranteed by U.S. | $37,328,000 | 1,063 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,455,000 | 2,947 |
| CMOs issued by government agencies or sponsored agencies | $1,455,000 | 2,709 |
| 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) | $44,600,000 | 370 |
| Available-for-sale securities (fair market value) | $16,764,000 | 4,460 |
| Total debt securities | $61,364,000 | 2,118 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $67,320,000 | 1,986 |
| U.S. Government securities | $59,773,000 | 1,617 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $59,773,000 | 1,574 |
| Securities issued by states & political subdivisions | $7,547,000 | 2,915 |
| 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 | $8,618,000 | 3,450 |
| Mortgage-backed securities | $36,470,000 | 1,581 |
| Certificates of participation in pools of residential mortgages | $34,894,000 | 1,095 |
| Issued or guaranteed by U.S. | $34,894,000 | 1,089 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,576,000 | 2,863 |
| CMOs issued by government agencies or sponsored agencies | $1,576,000 | 2,625 |
| 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) | $49,902,000 | 332 |
| Available-for-sale securities (fair market value) | $17,418,000 | 4,438 |
| Total debt securities | $67,322,000 | 1,964 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $72,681,000 | 1,842 |
| U.S. Government securities | $64,193,000 | 1,524 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $64,193,000 | 1,465 |
| Securities issued by states & political subdivisions | $8,488,000 | 2,721 |
| 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 | $8,803,000 | 3,444 |
| Mortgage-backed securities | $38,783,000 | 1,472 |
| Certificates of participation in pools of residential mortgages | $36,995,000 | 1,011 |
| Issued or guaranteed by U.S. | $36,995,000 | 1,006 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,788,000 | 2,747 |
| CMOs issued by government agencies or sponsored agencies | $1,788,000 | 2,499 |
| 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) | $52,495,000 | 326 |
| Available-for-sale securities (fair market value) | $20,186,000 | 4,146 |
| Total debt securities | $72,680,000 | 1,822 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $75,240,000 | 1,714 |
| U.S. Government securities | $66,790,000 | 1,382 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $66,790,000 | 1,324 |
| Securities issued by states & political subdivisions | $8,450,000 | 2,721 |
| 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 | $9,027,000 | 3,337 |
| Mortgage-backed securities | $31,114,000 | 1,686 |
| Certificates of participation in pools of residential mortgages | $29,016,000 | 1,187 |
| Issued or guaranteed by U.S. | $29,016,000 | 1,176 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,098,000 | 2,584 |
| CMOs issued by government agencies or sponsored agencies | $2,098,000 | 2,345 |
| 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) | $45,056,000 | 350 |
| Available-for-sale securities (fair market value) | $30,184,000 | 3,197 |
| Total debt securities | $75,240,000 | 1,701 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $73,174,000 | 1,717 |
| U.S. Government securities | $67,634,000 | 1,329 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $67,634,000 | 1,274 |
| Securities issued by states & political subdivisions | $5,540,000 | 3,228 |
| 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 | $9,298,000 | 3,328 |
| Mortgage-backed securities | $30,590,000 | 1,700 |
| Certificates of participation in pools of residential mortgages | $28,264,000 | 1,191 |
| Issued or guaranteed by U.S. | $28,264,000 | 1,181 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,326,000 | 2,488 |
| CMOs issued by government agencies or sponsored agencies | $2,326,000 | 2,244 |
| 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) | $44,206,000 | 366 |
| Available-for-sale securities (fair market value) | $28,968,000 | 3,256 |
| Total debt securities | $73,174,000 | 1,700 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $75,243,000 | 1,690 |
| U.S. Government securities | $68,845,000 | 1,337 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $68,845,000 | 1,281 |
| Securities issued by states & political subdivisions | $6,170,000 | 2,956 |
| 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 | $228,000 | 980 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,565,000 | 3,302 |
| Mortgage-backed securities | $33,771,000 | 1,541 |
| Certificates of participation in pools of residential mortgages | $31,264,000 | 1,087 |
| Issued or guaranteed by U.S. | $31,264,000 | 1,080 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,507,000 | 2,377 |
| CMOs issued by government agencies or sponsored agencies | $2,507,000 | 2,118 |
| 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) | $42,714,000 | 393 |
| Available-for-sale securities (fair market value) | $32,529,000 | 2,988 |
| Total debt securities | $75,014,000 | 1,675 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $76,185,000 | 1,683 |
| U.S. Government securities | $63,151,000 | 1,452 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $63,151,000 | 1,401 |
| Securities issued by states & political subdivisions | $12,786,000 | 1,894 |
| 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 | $248,000 | 991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,759,000 | 3,364 |
| Mortgage-backed securities | $33,162,000 | 1,605 |
| Certificates of participation in pools of residential mortgages | $30,477,000 | 1,174 |
| Issued or guaranteed by U.S. | $30,477,000 | 1,167 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,685,000 | 2,293 |
| CMOs issued by government agencies or sponsored agencies | $2,685,000 | 2,012 |
| 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) | $48,243,000 | 359 |
| Available-for-sale securities (fair market value) | $27,942,000 | 3,320 |
| Total debt securities | $75,936,000 | 1,667 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $77,507,000 | 1,641 |
| U.S. Government securities | $63,090,000 | 1,410 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $63,090,000 | 1,368 |
| Securities issued by states & political subdivisions | $14,185,000 | 1,733 |
| 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 | $232,000 | 1,029 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,002,000 | 3,330 |
| Mortgage-backed securities | $33,885,000 | 1,603 |
| Certificates of participation in pools of residential mortgages | $33,134,000 | 1,127 |
| Issued or guaranteed by U.S. | $33,134,000 | 1,118 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $751,000 | 3,038 |
| CMOs issued by government agencies or sponsored agencies | $751,000 | 2,688 |
| 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) | $46,171,000 | 382 |
| Available-for-sale securities (fair market value) | $31,336,000 | 3,070 |
| Total debt securities | $77,276,000 | 1,623 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,971 |
| Fair value | $990,000 | 2,126 |
| 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 | $77,275,000 | 1,636 |
| U.S. Government securities | $63,802,000 | 1,384 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $63,802,000 | 1,344 |
| Securities issued by states & political subdivisions | $13,256,000 | 1,852 |
| 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 | $217,000 | 1,097 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,223,000 | 3,314 |
| Mortgage-backed securities | $37,451,000 | 1,522 |
| Certificates of participation in pools of residential mortgages | $36,642,000 | 1,067 |
| Issued or guaranteed by U.S. | $36,642,000 | 1,061 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $809,000 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $809,000 | 2,648 |
| 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) | $44,532,000 | 409 |
| Available-for-sale securities (fair market value) | $32,743,000 | 2,964 |
| Total debt securities | $77,059,000 | 1,621 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,528 |
| Fair value | $1,004,000 | 1,576 |
| 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 | $70,746,000 | 1,752 |
| U.S. Government securities | $57,785,000 | 1,481 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $57,785,000 | 1,442 |
| Securities issued by states & political subdivisions | $12,754,000 | 1,869 |
| 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 | $207,000 | 1,143 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,250,000 | 2,885 |
| Mortgage-backed securities | $40,343,000 | 1,435 |
| Certificates of participation in pools of residential mortgages | $39,450,000 | 1,023 |
| Issued or guaranteed by U.S. | $39,450,000 | 1,012 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $893,000 | 2,950 |
| CMOs issued by government agencies or sponsored agencies | $893,000 | 2,586 |
| 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) | $41,166,000 | 426 |
| Available-for-sale securities (fair market value) | $29,580,000 | 3,118 |
| Total debt securities | $70,540,000 | 1,731 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $72,164,000 | 1,699 |
| U.S. Government securities | $59,978,000 | 1,430 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $59,978,000 | 1,396 |
| Securities issued by states & political subdivisions | $12,007,000 | 1,860 |
| 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 | $179,000 | 1,178 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,247,000 | 2,805 |
| Mortgage-backed securities | $44,429,000 | 1,344 |
| Certificates of participation in pools of residential mortgages | $43,441,000 | 973 |
| Issued or guaranteed by U.S. | $43,441,000 | 963 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $988,000 | 2,941 |
| CMOs issued by government agencies or sponsored agencies | $988,000 | 2,562 |
| 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) | $41,817,000 | 418 |
| Available-for-sale securities (fair market value) | $30,347,000 | 3,070 |
| Total debt securities | $71,988,000 | 1,678 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $73,280,000 | 1,658 |
| U.S. Government securities | $60,538,000 | 1,422 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $60,538,000 | 1,397 |
| Securities issued by states & political subdivisions | $12,532,000 | 1,746 |
| 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 | $210,000 | 1,127 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,728,000 | 2,776 |
| Mortgage-backed securities | $46,799,000 | 1,259 |
| Certificates of participation in pools of residential mortgages | $45,757,000 | 905 |
| Issued or guaranteed by U.S. | $45,757,000 | 897 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,042,000 | 2,826 |
| CMOs issued by government agencies or sponsored agencies | $1,042,000 | 2,483 |
| 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) | $43,523,000 | 402 |
| Available-for-sale securities (fair market value) | $29,757,000 | 3,102 |
| Total debt securities | $73,070,000 | 1,642 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $69,444,000 | 1,699 |
| U.S. Government securities | $56,947,000 | 1,467 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $56,947,000 | 1,440 |
| Securities issued by states & political subdivisions | $12,321,000 | 1,743 |
| 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 | $176,000 | 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 | $15,134,000 | 2,716 |
| Mortgage-backed securities | $45,286,000 | 1,219 |
| Certificates of participation in pools of residential mortgages | $44,218,000 | 895 |
| Issued or guaranteed by U.S. | $44,218,000 | 885 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,068,000 | 2,720 |
| CMOs issued by government agencies or sponsored agencies | $1,068,000 | 2,378 |
| 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) | $35,678,000 | 472 |
| Available-for-sale securities (fair market value) | $33,766,000 | 2,764 |
| Total debt securities | $69,266,000 | 1,682 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $68,239,000 | 1,751 |
| U.S. Government securities | $55,651,000 | 1,507 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $55,651,000 | 1,481 |
| Securities issued by states & political subdivisions | $12,413,000 | 1,746 |
| 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 | $175,000 | 1,569 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,599,000 | 2,626 |
| Mortgage-backed securities | $45,617,000 | 1,199 |
| Certificates of participation in pools of residential mortgages | $44,512,000 | 882 |
| Issued or guaranteed by U.S. | $44,512,000 | 872 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,105,000 | 2,695 |
| CMOs issued by government agencies or sponsored agencies | $1,105,000 | 2,361 |
| 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) | $33,952,000 | 483 |
| Available-for-sale securities (fair market value) | $34,287,000 | 2,793 |
| Total debt securities | $68,064,000 | 1,726 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $64,807,000 | 1,831 |
| U.S. Government securities | $51,812,000 | 1,610 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $51,812,000 | 1,574 |
| Securities issued by states & political subdivisions | $12,806,000 | 1,711 |
| 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 | $189,000 | 1,566 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,158,000 | 3,513 |
| Mortgage-backed securities | $39,751,000 | 1,288 |
| Certificates of participation in pools of residential mortgages | $38,584,000 | 952 |
| Issued or guaranteed by U.S. | $38,584,000 | 943 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,167,000 | 2,670 |
| CMOs issued by government agencies or sponsored agencies | $1,167,000 | 2,334 |
| 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) | $36,820,000 | 440 |
| Available-for-sale securities (fair market value) | $27,987,000 | 3,212 |
| Total debt securities | $64,618,000 | 1,797 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $63,139,000 | 1,845 |
| U.S. Government securities | $50,239,000 | 1,667 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $50,239,000 | 1,634 |
| Securities issued by states & political subdivisions | $12,721,000 | 1,709 |
| 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 | $179,000 | 1,525 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,526,000 | 2,526 |
| Mortgage-backed securities | $32,039,000 | 1,368 |
| Certificates of participation in pools of residential mortgages | $30,824,000 | 1,008 |
| Issued or guaranteed by U.S. | $30,824,000 | 999 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,215,000 | 2,527 |
| CMOs issued by government agencies or sponsored agencies | $1,215,000 | 2,225 |
| 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) | $38,108,000 | 450 |
| Available-for-sale securities (fair market value) | $25,031,000 | 3,444 |
| Total debt securities | $62,960,000 | 1,814 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $64,358,000 | 1,823 |
| U.S. Government securities | $51,259,000 | 1,647 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $51,259,000 | 1,612 |
| Securities issued by states & political subdivisions | $12,639,000 | 1,675 |
| 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 | $460,000 | 1,235 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,973,000 | 2,364 |
| Mortgage-backed securities | $25,093,000 | 1,513 |
| Certificates of participation in pools of residential mortgages | $23,839,000 | 1,142 |
| Issued or guaranteed by U.S. | $23,839,000 | 1,135 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,254,000 | 2,448 |
| CMOs issued by government agencies or sponsored agencies | $1,254,000 | 2,150 |
| 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) | $33,946,000 | 526 |
| Available-for-sale securities (fair market value) | $30,412,000 | 3,000 |
| Total debt securities | $63,898,000 | 1,792 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $66,820,000 | 1,742 |
| U.S. Government securities | $51,296,000 | 1,650 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $51,296,000 | 1,609 |
| Securities issued by states & political subdivisions | $12,527,000 | 1,661 |
| Other domestic debt securities | $2,000,000 | 1,506 |
| 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 | $2,000,000 | 998 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $997,000 | 976 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,628,000 | 3,315 |
| Mortgage-backed securities | $22,271,000 | 1,621 |
| Certificates of participation in pools of residential mortgages | $20,973,000 | 1,243 |
| Issued or guaranteed by U.S. | $20,973,000 | 1,234 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,298,000 | 2,403 |
| CMOs issued by government agencies or sponsored agencies | $1,298,000 | 2,118 |
| 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) | $31,858,000 | 557 |
| Available-for-sale securities (fair market value) | $34,962,000 | 2,690 |
| Total debt securities | $65,823,000 | 1,733 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $70,293,000 | 1,677 |
| U.S. Government securities | $55,638,000 | 1,530 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $55,638,000 | 1,497 |
| Securities issued by states & political subdivisions | $12,645,000 | 1,642 |
| Other domestic debt securities | $1,000,000 | 1,912 |
| 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 | $1,000,000 | 1,357 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $1,010,000 | 980 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,626,000 | 3,316 |
| Mortgage-backed securities | $23,573,000 | 1,546 |
| Certificates of participation in pools of residential mortgages | $22,203,000 | 1,195 |
| Issued or guaranteed by U.S. | $22,203,000 | 1,186 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,370,000 | 2,336 |
| CMOs issued by government agencies or sponsored agencies | $1,370,000 | 2,057 |
| 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) | $33,728,000 | 553 |
| Available-for-sale securities (fair market value) | $36,565,000 | 2,600 |
| Total debt securities | $69,283,000 | 1,664 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $68,208,000 | 1,742 |
| U.S. Government securities | $56,131,000 | 1,559 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $56,131,000 | 1,527 |
| Securities issued by states & political subdivisions | $10,579,000 | 1,895 |
| 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 | $1,498,000 | 888 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,139,000 | 5,690 |
| Mortgage-backed securities | $23,640,000 | 1,551 |
| Certificates of participation in pools of residential mortgages | $22,215,000 | 1,206 |
| Issued or guaranteed by U.S. | $22,215,000 | 1,197 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,425,000 | 2,308 |
| CMOs issued by government agencies or sponsored agencies | $1,425,000 | 2,043 |
| 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) | $32,482,000 | 588 |
| Available-for-sale securities (fair market value) | $35,726,000 | 2,659 |
| Total debt securities | $66,710,000 | 1,748 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $70,116,000 | 1,717 |
| U.S. Government securities | $59,337,000 | 1,509 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $59,337,000 | 1,469 |
| Securities issued by states & political subdivisions | $9,284,000 | 2,126 |
| 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 | $1,495,000 | 902 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,138,000 | 5,723 |
| Mortgage-backed securities | $25,872,000 | 1,481 |
| Certificates of participation in pools of residential mortgages | $24,372,000 | 1,142 |
| Issued or guaranteed by U.S. | $24,372,000 | 1,133 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,500,000 | 2,252 |
| CMOs issued by government agencies or sponsored agencies | $1,500,000 | 1,985 |
| 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) | $32,624,000 | 610 |
| Available-for-sale securities (fair market value) | $37,492,000 | 2,572 |
| Total debt securities | $68,621,000 | 1,719 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $70,877,000 | 1,693 |
| U.S. Government securities | $60,350,000 | 1,490 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $60,350,000 | 1,449 |
| Securities issued by states & political subdivisions | $9,059,000 | 2,134 |
| 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 | $1,468,000 | 907 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,131,000 | 5,739 |
| Mortgage-backed securities | $27,127,000 | 1,451 |
| Certificates of participation in pools of residential mortgages | $25,557,000 | 1,109 |
| Issued or guaranteed by U.S. | $25,557,000 | 1,102 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,570,000 | 2,215 |
| CMOs issued by government agencies or sponsored agencies | $1,570,000 | 1,953 |
| 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) | $33,619,000 | 602 |
| Available-for-sale securities (fair market value) | $37,258,000 | 2,574 |
| Total debt securities | $69,409,000 | 1,694 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $69,652,000 | 1,747 |
| U.S. Government securities | $60,018,000 | 1,529 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $60,018,000 | 1,476 |
| Securities issued by states & political subdivisions | $7,631,000 | 2,414 |
| Other domestic debt securities | $501,000 | 2,420 |
| 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 | $501,000 | 1,879 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $1,502,000 | 919 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,132,000 | 5,729 |
| Mortgage-backed securities | $27,659,000 | 1,427 |
| Certificates of participation in pools of residential mortgages | $26,001,000 | 1,117 |
| Issued or guaranteed by U.S. | $26,001,000 | 1,109 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,658,000 | 2,192 |
| CMOs issued by government agencies or sponsored agencies | $1,658,000 | 1,932 |
| 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) | $36,758,000 | 578 |
| Available-for-sale securities (fair market value) | $32,894,000 | 2,869 |
| Total debt securities | $68,150,000 | 1,747 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $68,971,000 | 1,755 |
| U.S. Government securities | $59,279,000 | 1,546 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $59,279,000 | 1,493 |
| Securities issued by states & political subdivisions | $7,675,000 | 2,397 |
| Other domestic debt securities | $502,000 | 2,496 |
| 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 | $502,000 | 1,988 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $1,515,000 | 942 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $939,000 | 6,497 |
| Mortgage-backed securities | $28,815,000 | 1,406 |
| Certificates of participation in pools of residential mortgages | $27,072,000 | 1,104 |
| Issued or guaranteed by U.S. | $27,072,000 | 1,094 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,743,000 | 2,153 |
| CMOs issued by government agencies or sponsored agencies | $1,743,000 | 1,905 |
| 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) | $36,708,000 | 586 |
| Available-for-sale securities (fair market value) | $32,263,000 | 2,907 |
| Total debt securities | $67,456,000 | 1,761 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $64,006,000 | 1,875 |
| U.S. Government securities | $54,278,000 | 1,652 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $54,278,000 | 1,590 |
| Securities issued by states & political subdivisions | $7,702,000 | 2,361 |
| Other domestic debt securities | $505,000 | 2,529 |
| 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 | $505,000 | 2,049 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,521,000 | 944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $941,000 | 6,519 |
| Mortgage-backed securities | $29,582,000 | 1,404 |
| Certificates of participation in pools of residential mortgages | $27,690,000 | 1,111 |
| Issued or guaranteed by U.S. | $27,690,000 | 1,101 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,892,000 | 2,102 |
| CMOs issued by government agencies or sponsored agencies | $1,892,000 | 1,866 |
| 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) | $38,129,000 | 572 |
| Available-for-sale securities (fair market value) | $25,877,000 | 3,386 |
| Total debt securities | $62,485,000 | 1,882 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $61,519,000 | 1,961 |
| U.S. Government securities | $53,978,000 | 1,675 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $53,978,000 | 1,606 |
| Securities issued by states & political subdivisions | $4,018,000 | 3,395 |
| Other domestic debt securities | $2,009,000 | 1,680 |
| 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 | $2,009,000 | 1,271 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,514,000 | 951 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $951,000 | 6,516 |
| Mortgage-backed securities | $31,114,000 | 1,385 |
| Certificates of participation in pools of residential mortgages | $29,030,000 | 1,091 |
| Issued or guaranteed by U.S. | $29,030,000 | 1,082 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,084,000 | 2,085 |
| CMOs issued by government agencies or sponsored agencies | $2,084,000 | 1,851 |
| 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) | $33,976,000 | 642 |
| Available-for-sale securities (fair market value) | $27,543,000 | 3,289 |
| Total debt securities | $60,005,000 | 1,955 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $65,329,000 | 1,880 |
| U.S. Government securities | $56,832,000 | 1,629 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $56,832,000 | 1,563 |
| Securities issued by states & political subdivisions | $3,949,000 | 3,420 |
| Other domestic debt securities | $3,016,000 | 1,449 |
| 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 | $3,016,000 | 1,080 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $1,532,000 | 996 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $952,000 | 6,567 |
| Mortgage-backed securities | $34,001,000 | 1,339 |
| Certificates of participation in pools of residential mortgages | $31,750,000 | 1,057 |
| Issued or guaranteed by U.S. | $31,750,000 | 1,049 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,251,000 | 2,058 |
| CMOs issued by government agencies or sponsored agencies | $2,251,000 | 1,838 |
| 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) | $35,825,000 | 624 |
| Available-for-sale securities (fair market value) | $29,504,000 | 3,170 |
| Total debt securities | $63,797,000 | 1,879 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $60,404,000 | 2,059 |
| U.S. Government securities | $53,921,000 | 1,722 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $53,921,000 | 1,650 |
| Securities issued by states & political subdivisions | $903,000 | 5,206 |
| Other domestic debt securities | $4,033,000 | 1,281 |
| 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 | $4,033,000 | 939 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $1,547,000 | 1,021 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $956,000 | 6,559 |
| Mortgage-backed securities | $34,881,000 | 1,343 |
| Certificates of participation in pools of residential mortgages | $32,466,000 | 1,050 |
| Issued or guaranteed by U.S. | $32,466,000 | 1,043 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $2,415,000 | 2,051 |
| CMOs issued by government agencies or sponsored agencies | $2,415,000 | 1,831 |
| 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) | $38,143,000 | 591 |
| Available-for-sale securities (fair market value) | $22,261,000 | 3,853 |
| Total debt securities | $58,857,000 | 2,052 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $64,812,000 | 1,905 |
| U.S. Government securities | $58,308,000 | 1,588 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $58,308,000 | 1,537 |
| Securities issued by states & political subdivisions | $904,000 | 5,235 |
| Other domestic debt securities | $3,552,000 | 1,375 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,552,000 | 1,052 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $2,048,000 | 923 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $963,000 | 6,587 |
| Mortgage-backed securities | $36,847,000 | 1,281 |
| Certificates of participation in pools of residential mortgages | $34,302,000 | 1,018 |
| Issued or guaranteed by U.S. | $34,302,000 | 1,011 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,545,000 | 2,013 |
| CMOs issued by government agencies or sponsored agencies | $2,545,000 | 1,802 |
| 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) | $43,918,000 | 512 |
| Available-for-sale securities (fair market value) | $20,894,000 | 3,986 |
| Total debt securities | $62,764,000 | 1,911 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $62,302,000 | 2,012 |
| U.S. Government securities | $55,338,000 | 1,701 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $55,338,000 | 1,639 |
| Securities issued by states & political subdivisions | $904,000 | 5,267 |
| Other domestic debt securities | $4,064,000 | 1,320 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,064,000 | 1,001 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $1,996,000 | 967 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $963,000 | 6,607 |
| Mortgage-backed securities | $34,851,000 | 1,358 |
| Certificates of participation in pools of residential mortgages | $32,945,000 | 1,050 |
| Issued or guaranteed by U.S. | $32,945,000 | 1,043 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,906,000 | 2,275 |
| CMOs issued by government agencies or sponsored agencies | $1,906,000 | 2,042 |
| 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) | $38,450,000 | 592 |
| Available-for-sale securities (fair market value) | $23,852,000 | 3,739 |
| Total debt securities | $60,306,000 | 2,020 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $56,590,000 | 2,189 |
| U.S. Government securities | $49,980,000 | 1,837 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $49,980,000 | 1,780 |
| Securities issued by states & political subdivisions | $905,000 | 5,269 |
| Other domestic debt securities | $3,615,000 | 1,507 |
| 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 | $3,615,000 | 1,171 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $2,090,000 | 1,005 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $974,000 | 6,583 |
| Mortgage-backed securities | $32,758,000 | 1,431 |
| Certificates of participation in pools of residential mortgages | $30,721,000 | 1,127 |
| Issued or guaranteed by U.S. | $30,721,000 | 1,118 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $2,037,000 | 2,267 |
| CMOs issued by government agencies or sponsored agencies | $2,037,000 | 2,027 |
| 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) | $31,802,000 | 672 |
| Available-for-sale securities (fair market value) | $24,788,000 | 3,629 |
| Total debt securities | $54,501,000 | 2,206 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $61,428,000 | 2,086 |
| U.S. Government securities | $51,890,000 | 1,834 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $51,890,000 | 1,772 |
| Securities issued by states & political subdivisions | $905,000 | 5,318 |
| Other domestic debt securities | $6,566,000 | 1,092 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,566,000 | 863 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $2,067,000 | 1,001 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $972,000 | 6,579 |
| Mortgage-backed securities | $32,618,000 | 1,452 |
| Certificates of participation in pools of residential mortgages | $31,300,000 | 1,119 |
| Issued or guaranteed by U.S. | $31,300,000 | 1,110 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,318,000 | 2,594 |
| CMOs issued by government agencies or sponsored agencies | $1,318,000 | 2,460 |
| 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) | $31,242,000 | 686 |
| Available-for-sale securities (fair market value) | $30,186,000 | 3,191 |
| Total debt securities | $59,362,000 | 2,092 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $58,714,000 | 2,149 |
| U.S. Government securities | $49,388,000 | 1,880 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $49,388,000 | 1,814 |
| Securities issued by states & political subdivisions | $905,000 | 5,343 |
| Other domestic debt securities | $6,607,000 | 1,142 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,607,000 | 919 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $1,814,000 | 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 | $978,000 | 6,591 |
| Mortgage-backed securities | $32,425,000 | 1,449 |
| Certificates of participation in pools of residential mortgages | $30,397,000 | 1,129 |
| Issued or guaranteed by U.S. | $30,397,000 | 1,125 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $2,028,000 | 2,308 |
| CMOs issued by government agencies or sponsored agencies | $2,028,000 | 2,182 |
| 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) | $28,854,000 | 712 |
| Available-for-sale securities (fair market value) | $29,860,000 | 3,167 |
| Total debt securities | $56,899,000 | 2,152 |
| 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 | $54,908,000 | 2,214 |
| U.S. Government securities | $46,044,000 | 1,911 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $46,044,000 | 1,840 |
| Securities issued by states & political subdivisions | $906,000 | 5,314 |
| Other domestic debt securities | $6,127,000 | 1,229 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,127,000 | 975 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $1,831,000 | 1,137 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,205,000 | 6,371 |
| Mortgage-backed securities | $30,604,000 | 1,513 |
| Certificates of participation in pools of residential mortgages | $26,969,000 | 1,223 |
| Issued or guaranteed by U.S. | $26,969,000 | 1,218 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $3,635,000 | 2,003 |
| CMOs issued by government agencies or sponsored agencies | $3,635,000 | 1,887 |
| 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) | $25,919,000 | 734 |
| Available-for-sale securities (fair market value) | $28,989,000 | 3,146 |
| Total debt securities | $53,076,000 | 2,212 |
| 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 | $53,006,000 | 2,264 |
| U.S. Government securities | $45,734,000 | 1,912 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $45,734,000 | 1,841 |
| Securities issued by states & political subdivisions | $906,000 | 5,273 |
| Other domestic debt securities | $4,108,000 | 1,565 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,108,000 | 1,296 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $2,258,000 | 1,021 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,209,000 | 6,401 |
| Mortgage-backed securities | $26,697,000 | 1,662 |
| Certificates of participation in pools of residential mortgages | $23,604,000 | 1,344 |
| Issued or guaranteed by U.S. | $23,604,000 | 1,340 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $3,093,000 | 2,198 |
| CMOs issued by government agencies or sponsored agencies | $3,093,000 | 2,089 |
| 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) | $28,561,000 | 689 |
| Available-for-sale securities (fair market value) | $24,445,000 | 3,526 |
| Total debt securities | $50,757,000 | 2,265 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 910 |
| Fair value | $1,002,000 | 1,033 |
| 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 | $47,405,000 | 2,443 |
| U.S. Government securities | $39,693,000 | 2,143 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $39,693,000 | 2,059 |
| Securities issued by states & political subdivisions | $906,000 | 5,289 |
| Other domestic debt securities | $4,606,000 | 1,467 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,606,000 | 1,211 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $2,200,000 | 1,047 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,212,000 | 6,428 |
| Mortgage-backed securities | $23,045,000 | 1,808 |
| Certificates of participation in pools of residential mortgages | $19,564,000 | 1,490 |
| Issued or guaranteed by U.S. | $19,564,000 | 1,485 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $3,481,000 | 2,131 |
| CMOs issued by government agencies or sponsored agencies | $3,481,000 | 2,029 |
| 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) | $25,231,000 | 777 |
| Available-for-sale securities (fair market value) | $22,174,000 | 3,740 |
| Total debt securities | $45,205,000 | 2,467 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 765 |
| Fair value | $1,006,000 | 875 |
| 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 | $33,089,000 | 3,102 |
| U.S. Government securities | $25,541,000 | 2,902 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $25,541,000 | 2,749 |
| Securities issued by states & political subdivisions | $908,000 | 5,368 |
| Other domestic debt securities | $5,278,000 | 1,372 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,278,000 | 1,087 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $1,362,000 | 1,190 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,201,000 | 6,547 |
| Mortgage-backed securities | $18,398,000 | 1,960 |
| Certificates of participation in pools of residential mortgages | $14,611,000 | 1,633 |
| Issued or guaranteed by U.S. | $14,611,000 | 1,623 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $3,787,000 | 2,151 |
| CMOs issued by government agencies or sponsored agencies | $3,787,000 | 2,017 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,543,000 | 1,025 |
| Available-for-sale securities (fair market value) | $15,546,000 | 4,512 |
| Total debt securities | $31,727,000 | 3,142 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $28,279,000 | 3,578 |
| U.S. Government securities | $24,594,000 | 3,108 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $24,594,000 | 2,885 |
| Securities issued by states & political subdivisions | $909,000 | 5,475 |
| Other domestic debt securities | $1,145,000 | 2,354 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,145,000 | 2,043 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $1,631,000 | 1,812 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,150,000 | 6,914 |
| Mortgage-backed securities | $11,613,000 | 2,143 |
| Certificates of participation in pools of residential mortgages | $8,817,000 | 1,891 |
| Issued or guaranteed by U.S. | $8,817,000 | 1,880 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,796,000 | 2,001 |
| CMOs issued by government agencies or sponsored agencies | $2,796,000 | 1,859 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,523,000 | 1,321 |
| Available-for-sale securities (fair market value) | $11,756,000 | 5,287 |
| Total debt securities | $26,648,000 | 3,664 |
| 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 | $28,401,000 | 3,755 |
| U.S. Government securities | $24,154,000 | 3,332 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $24,154,000 | 2,972 |
| Securities issued by states & political subdivisions | $539,000 | 6,324 |
| Other domestic debt securities | $1,897,000 | 1,910 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,897,000 | 1,590 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $1,811,000 | 1,621 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,150,000 | 7,021 |
| Mortgage-backed securities | $12,664,000 | 2,184 |
| Certificates of participation in pools of residential mortgages | $9,363,000 | 1,959 |
| Issued or guaranteed by U.S. | $9,363,000 | 1,948 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $3,301,000 | 1,990 |
| CMOs issued by government agencies or sponsored agencies | $3,301,000 | 1,841 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $26,590,000 | 996 |
| Available-for-sale securities (fair market value) | $1,811,000 | 8,489 |
| Total debt securities | $26,590,000 | 3,844 |
| 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 | $23,128,000 | 4,387 |
| U.S. Government securities | $18,844,000 | 4,085 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $18,844,000 | 3,484 |
| Securities issued by states & political subdivisions | $539,000 | 6,496 |
| Other domestic debt securities | $1,893,000 | 1,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,893,000 | 1,464 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $1,852,000 | 1,593 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $900,000 | 7,314 |
| Mortgage-backed securities | $12,342,000 | 2,348 |
| Certificates of participation in pools of residential mortgages | $11,856,000 | 1,734 |
| Issued or guaranteed by U.S. | $11,856,000 | 1,725 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $486,000 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $486,000 | 3,652 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,274,000 | 1,350 |
| Available-for-sale securities (fair market value) | $2,854,000 | 8,159 |
| Total debt securities | $21,276,000 | 4,522 |
| 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 | $21,980,000 | 4,586 |
| U.S. Government securities | $21,203,000 | 3,910 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $21,203,000 | 3,073 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $777,000 | 2,767 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 7,512 |
| Mortgage-backed securities | $14,701,000 | 2,046 |
| Certificates of participation in pools of residential mortgages | $13,699,000 | 1,586 |
| Issued or guaranteed by U.S. | $13,699,000 | 1,574 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,002,000 | 3,389 |
| CMOs issued by government agencies or sponsored agencies | $1,002,000 | 3,262 |
| 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) | $17,701,000 | 1,823 |
| Available-for-sale securities (fair market value) | $4,279,000 | 7,766 |
| Total debt securities | $21,203,000 | 4,602 |
| 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 | $23,561,000 | 4,711 |
| U.S. Government securities | $22,809,000 | 4,020 |
| U.S. Treasury securities | $4,008,000 | 4,350 |
| U.S. Government agency obligations | $18,801,000 | 3,518 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $752,000 | 2,779 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $725,000 | 8,249 |
| Mortgage-backed securities | $13,821,000 | 2,397 |
| Certificates of participation in pools of residential mortgages | $13,821,000 | 1,739 |
| Issued or guaranteed by U.S. | $13,821,000 | 1,720 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| 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) | $16,847,000 | 2,166 |
| Available-for-sale securities (fair market value) | $6,714,000 | 7,090 |
| Total debt securities | $22,852,000 | 4,728 |
| 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 | $24,494,000 | 4,782 |
| U.S. Government securities | $23,884,000 | 4,022 |
| U.S. Treasury securities | $7,263,000 | 3,496 |
| U.S. Government agency obligations | $16,621,000 | 3,861 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $9,000 | 5,073 |
| Privately issued residential mortgage-backed securities | $9,000 | 2,472 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $601,000 | 2,948 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $425,000 | 9,036 |
| Mortgage-backed securities | $10,100,000 | 3,077 |
| Certificates of participation in pools of residential mortgages | $10,091,000 | 2,168 |
| Issued or guaranteed by U.S. | $10,091,000 | 2,142 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $9,000 | 6,070 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $9,000 | 2,131 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,834,000 | 2,219 |
| Available-for-sale securities (fair market value) | $6,660,000 | 7,285 |
| Total debt securities | $23,864,000 | 4,777 |
| 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 | $23,638,000 | 5,202 |
| U.S. Government securities | $23,008,000 | 4,418 |
| U.S. Treasury securities | $10,950,000 | 3,123 |
| U.S. Government agency obligations | $12,058,000 | 4,710 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $56,000 | 5,329 |
| Privately issued residential mortgage-backed securities | $56,000 | 2,403 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $574,000 | 2,837 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $375,000 | 9,553 |
| Mortgage-backed securities | $9,118,000 | 3,409 |
| Certificates of participation in pools of residential mortgages | $9,062,000 | 2,392 |
| Issued or guaranteed by U.S. | $9,062,000 | 2,380 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $56,000 | 6,353 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $56,000 | 2,082 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,442,000 | 4,917 |
| Available-for-sale securities (fair market value) | $11,196,000 | 4,436 |
| Total debt securities | $23,634,000 | 5,115 |
| 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 | $31,439,000 | 4,312 |
| U.S. Government securities | $29,687,000 | 3,623 |
| U.S. Treasury securities | $14,020,000 | 2,592 |
| U.S. Government agency obligations | $15,667,000 | 4,030 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $1,195,000 | 3,069 |
| Privately issued residential mortgage-backed securities | $194,000 | 2,372 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,001,000 | 2,565 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $557,000 | 2,873 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $375,000 | 9,869 |
| Mortgage-backed securities | $11,862,000 | 3,267 |
| Certificates of participation in pools of residential mortgages | $11,668,000 | 2,248 |
| Issued or guaranteed by U.S. | $11,668,000 | 2,219 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $194,000 | 6,384 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $194,000 | 1,987 |
| 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 | $30,882,000 | 4,266 |
| 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 | $34,685,000 | 3,935 |
| U.S. Government securities | $29,440,000 | 3,624 |
| U.S. Treasury securities | $13,325,000 | 2,775 |
| U.S. Government agency obligations | $16,115,000 | 3,892 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $3,846,000 | 2,007 |
| Privately issued residential mortgage-backed securities | $422,000 | 2,507 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,424,000 | 1,518 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $1,399,000 | 1,559 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $225,000 | 10,448 |
| Mortgage-backed securities | $10,273,000 | 3,673 |
| Certificates of participation in pools of residential mortgages | $9,851,000 | 2,564 |
| Issued or guaranteed by U.S. | $9,851,000 | 2,526 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $422,000 | 6,067 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $422,000 | 2,117 |
| 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 | $33,286,000 | 3,993 |
| 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 |