Home > Oregon Coast Bank > Securities
Oregon Coast Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $172,334,000 | 1,111 |
| U.S. Government securities | $96,882,000 | 1,191 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $96,882,000 | 995 |
| Securities issued by states & political subdivisions | $66,672,000 | 685 |
| Other domestic debt securities | $6,818,000 | 1,210 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $6,818,000 | 817 |
| Foreign debt securities | $1,962,000 | 156 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $97,891,000 | 919 |
| Mortgage-backed securities | $66,267,000 | 1,053 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $50,181,000 | 825 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,207,000 | 2,106 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $11,325,000 | 430 |
| Other commercial mortgage-backed securities | $3,554,000 | 802 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $172,334,000 | 945 |
| Total debt securities | $172,333,000 | 1,098 |
| Structured notes | ||
| Amortized cost | $7,428,000 | 215 |
| Fair value | $7,175,000 | 204 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $167,558,000 | 1,126 |
| U.S. Government securities | $95,752,000 | 1,193 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $95,752,000 | 1,002 |
| Securities issued by states & political subdivisions | $63,166,000 | 700 |
| Other domestic debt securities | $6,690,000 | 1,211 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $6,690,000 | 823 |
| Foreign debt securities | $1,950,000 | 155 |
| 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 | $96,439,000 | 908 |
| Mortgage-backed securities | $65,828,000 | 1,035 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $50,073,000 | 815 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,227,000 | 2,068 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $10,816,000 | 426 |
| Other commercial mortgage-backed securities | $3,712,000 | 775 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $167,558,000 | 961 |
| Total debt securities | $167,557,000 | 1,112 |
| Structured notes | ||
| Amortized cost | $7,428,000 | 224 |
| Fair value | $7,013,000 | 204 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $174,873,000 | 1,120 |
| U.S. Government securities | $99,851,000 | 1,198 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $99,851,000 | 1,005 |
| Securities issued by states & political subdivisions | $65,502,000 | 713 |
| Other domestic debt securities | $7,592,000 | 1,160 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $7,592,000 | 770 |
| Foreign debt securities | $1,928,000 | 164 |
| 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 | $115,281,000 | 779 |
| Mortgage-backed securities | $69,979,000 | 1,026 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $53,618,000 | 802 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,285,000 | 2,061 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $11,116,000 | 425 |
| Other commercial mortgage-backed securities | $3,960,000 | 765 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $174,873,000 | 961 |
| Total debt securities | $174,883,000 | 1,105 |
| Structured notes | ||
| Amortized cost | $7,428,000 | 251 |
| Fair value | $7,023,000 | 237 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $179,284,000 | 1,142 |
| U.S. Government securities | $103,705,000 | 1,217 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $103,705,000 | 976 |
| Securities issued by states & political subdivisions | $65,961,000 | 744 |
| Other domestic debt securities | $7,733,000 | 1,201 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $7,733,000 | 797 |
| Foreign debt securities | $1,885,000 | 146 |
| 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 | $51,054,000 | 1,338 |
| Mortgage-backed securities | $73,468,000 | 1,041 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $56,634,000 | 808 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,355,000 | 2,073 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $11,296,000 | 445 |
| Other commercial mortgage-backed securities | $4,183,000 | 764 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $179,284,000 | 984 |
| Total debt securities | $179,275,000 | 1,131 |
| Structured notes | ||
| Amortized cost | $7,428,000 | 271 |
| Fair value | $7,121,000 | 258 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $178,832,000 | 1,174 |
| U.S. Government securities | $104,119,000 | 1,213 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $104,119,000 | 970 |
| Securities issued by states & political subdivisions | $65,221,000 | 781 |
| Other domestic debt securities | $7,625,000 | 1,227 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $7,625,000 | 813 |
| Foreign debt securities | $1,867,000 | 153 |
| 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 | $39,178,000 | 1,491 |
| Mortgage-backed securities | $74,449,000 | 1,031 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $57,692,000 | 804 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,376,000 | 2,085 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $11,040,000 | 446 |
| Other commercial mortgage-backed securities | $4,341,000 | 756 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $178,832,000 | 1,016 |
| Total debt securities | $178,824,000 | 1,161 |
| Structured notes | ||
| Amortized cost | $14,428,000 | 150 |
| Fair value | $13,629,000 | 146 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $181,170,000 | 1,165 |
| U.S. Government securities | $107,898,000 | 1,203 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $107,898,000 | 952 |
| Securities issued by states & political subdivisions | $63,631,000 | 799 |
| Other domestic debt securities | $7,720,000 | 1,181 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $7,720,000 | 803 |
| Foreign debt securities | $1,921,000 | 152 |
| 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 | $39,159,000 | 1,415 |
| Mortgage-backed securities | $78,262,000 | 1,005 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $59,168,000 | 797 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,456,000 | 2,072 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $12,927,000 | 417 |
| Other commercial mortgage-backed securities | $4,711,000 | 768 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $181,170,000 | 1,014 |
| Total debt securities | $181,162,000 | 1,153 |
| Structured notes | ||
| Amortized cost | $14,427,000 | 147 |
| Fair value | $13,612,000 | 143 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $187,799,000 | 1,144 |
| U.S. Government securities | $111,402,000 | 1,184 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $111,402,000 | 963 |
| Securities issued by states & political subdivisions | $66,569,000 | 797 |
| Other domestic debt securities | $7,863,000 | 1,112 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $7,863,000 | 803 |
| Foreign debt securities | $1,965,000 | 151 |
| 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 | $41,074,000 | 1,369 |
| Mortgage-backed securities | $81,090,000 | 995 |
| Certificates of participation in pools of residential mortgages | $63,951,000 | 792 |
| Issued or guaranteed by U.S. | $63,951,000 | 778 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $17,139,000 | 684 |
| Commercial mortgage pass-through securities | $13,865,000 | 407 |
| Other commercial mortgage-backed securities | $3,274,000 | 924 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $187,799,000 | 1,013 |
| Total debt securities | $187,794,000 | 1,132 |
| Structured notes | ||
| Amortized cost | $14,426,000 | 134 |
| Fair value | $13,889,000 | 130 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $200,831,000 | 1,069 |
| U.S. Government securities | $119,839,000 | 1,099 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $119,839,000 | 913 |
| Securities issued by states & political subdivisions | $70,748,000 | 766 |
| Other domestic debt securities | $8,220,000 | 1,064 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $8,220,000 | 772 |
| Foreign debt securities | $2,024,000 | 139 |
| 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 | $15,270,000 | 2,295 |
| Mortgage-backed securities | $91,961,000 | 925 |
| Certificates of participation in pools of residential mortgages | $70,329,000 | 754 |
| Issued or guaranteed by U.S. | $70,329,000 | 744 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $21,632,000 | 590 |
| Commercial mortgage pass-through securities | $17,509,000 | 351 |
| Other commercial mortgage-backed securities | $4,123,000 | 856 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $200,831,000 | 947 |
| Total debt securities | $200,830,000 | 1,056 |
| Structured notes | ||
| Amortized cost | $11,426,000 | 140 |
| Fair value | $11,176,000 | 137 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $199,668,000 | 1,048 |
| U.S. Government securities | $115,274,000 | 1,055 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $115,274,000 | 921 |
| Securities issued by states & political subdivisions | $75,882,000 | 758 |
| Other domestic debt securities | $6,392,000 | 1,165 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $6,392,000 | 844 |
| Foreign debt securities | $2,120,000 | 128 |
| 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 | $16,468,000 | 2,209 |
| Mortgage-backed securities | $93,430,000 | 912 |
| Certificates of participation in pools of residential mortgages | $72,458,000 | 731 |
| Issued or guaranteed by U.S. | $72,458,000 | 719 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $20,972,000 | 594 |
| Commercial mortgage pass-through securities | $16,404,000 | 372 |
| Other commercial mortgage-backed securities | $4,568,000 | 805 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $199,668,000 | 952 |
| Total debt securities | $199,668,000 | 1,034 |
| Structured notes | ||
| Amortized cost | $4,428,000 | 313 |
| Fair value | $4,395,000 | 312 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $170,458,000 | 1,135 |
| U.S. Government securities | $85,460,000 | 1,262 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $85,460,000 | 1,129 |
| Securities issued by states & political subdivisions | $76,356,000 | 721 |
| Other domestic debt securities | $6,482,000 | 1,109 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $6,482,000 | 789 |
| Foreign debt securities | $2,160,000 | 123 |
| 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 | $14,819,000 | 2,271 |
| Mortgage-backed securities | $79,485,000 | 1,002 |
| Certificates of participation in pools of residential mortgages | $65,761,000 | 772 |
| Issued or guaranteed by U.S. | $65,761,000 | 759 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $13,724,000 | 748 |
| Commercial mortgage pass-through securities | $10,623,000 | 470 |
| Other commercial mortgage-backed securities | $3,101,000 | 911 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $170,458,000 | 1,047 |
| Total debt securities | $170,458,000 | 1,123 |
| Structured notes | ||
| Amortized cost | $1,428,000 | 553 |
| Fair value | $1,434,000 | 551 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $145,848,000 | 1,228 |
| U.S. Government securities | $51,516,000 | 1,698 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $51,516,000 | 1,555 |
| Securities issued by states & political subdivisions | $87,833,000 | 614 |
| Other domestic debt securities | $6,499,000 | 1,079 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $6,499,000 | 745 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,525,000 | 2,219 |
| Mortgage-backed securities | $51,516,000 | 1,288 |
| Certificates of participation in pools of residential mortgages | $34,967,000 | 1,140 |
| Issued or guaranteed by U.S. | $34,967,000 | 1,115 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $16,549,000 | 663 |
| Commercial mortgage pass-through securities | $11,752,000 | 424 |
| Other commercial mortgage-backed securities | $4,797,000 | 776 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $145,848,000 | 1,135 |
| Total debt securities | $145,848,000 | 1,212 |
| Structured notes | ||
| Amortized cost | $1,428,000 | 482 |
| Fair value | $1,423,000 | 480 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $160,843,000 | 1,068 |
| U.S. Government securities | $63,114,000 | 1,384 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $63,114,000 | 1,292 |
| Securities issued by states & political subdivisions | $81,945,000 | 608 |
| Other domestic debt securities | $15,784,000 | 655 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $15,784,000 | 409 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,508,000 | 2,265 |
| Mortgage-backed securities | $63,114,000 | 1,087 |
| Certificates of participation in pools of residential mortgages | $41,530,000 | 974 |
| Issued or guaranteed by U.S. | $41,530,000 | 951 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $21,584,000 | 526 |
| Commercial mortgage pass-through securities | $15,944,000 | 340 |
| Other commercial mortgage-backed securities | $5,640,000 | 696 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $160,843,000 | 983 |
| Total debt securities | $160,844,000 | 1,056 |
| Structured notes | ||
| Amortized cost | $3,428,000 | 173 |
| Fair value | $3,465,000 | 172 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $139,029,000 | 1,110 |
| U.S. Government securities | $48,470,000 | 1,542 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $48,470,000 | 1,461 |
| Securities issued by states & political subdivisions | $77,221,000 | 620 |
| Other domestic debt securities | $13,338,000 | 669 |
| 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 | $13,338,000 | 433 |
| 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 | $18,658,000 | 1,985 |
| Mortgage-backed securities | $48,470,000 | 1,214 |
| Certificates of participation in pools of residential mortgages | $23,310,000 | 1,321 |
| Issued or guaranteed by U.S. | $23,310,000 | 1,295 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $25,160,000 | 459 |
| Commercial mortgage pass-through securities | $17,667,000 | 295 |
| Other commercial mortgage-backed securities | $7,493,000 | 593 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $139,029,000 | 1,023 |
| Total debt securities | $139,029,000 | 1,091 |
| Structured notes | ||
| Amortized cost | $3,428,000 | 105 |
| Fair value | $3,376,000 | 107 |
| 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 | $123,987,000 | 1,150 |
| U.S. Government securities | $51,038,000 | 1,431 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $51,038,000 | 1,352 |
| Securities issued by states & political subdivisions | $59,580,000 | 728 |
| Other domestic debt securities | $13,369,000 | 648 |
| 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 | $13,369,000 | 422 |
| 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 | $21,187,000 | 1,823 |
| Mortgage-backed securities | $51,038,000 | 1,137 |
| Certificates of participation in pools of residential mortgages | $27,200,000 | 1,146 |
| Issued or guaranteed by U.S. | $27,200,000 | 1,118 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $23,838,000 | 446 |
| Commercial mortgage pass-through securities | $15,153,000 | 320 |
| Other commercial mortgage-backed securities | $8,685,000 | 536 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $123,987,000 | 1,055 |
| Total debt securities | $123,987,000 | 1,130 |
| Structured notes | ||
| Amortized cost | $3,428,000 | 102 |
| Fair value | $3,384,000 | 102 |
| 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 | $103,003,000 | 1,281 |
| U.S. Government securities | $46,784,000 | 1,511 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $46,784,000 | 1,416 |
| Securities issued by states & political subdivisions | $42,016,000 | 932 |
| Other domestic debt securities | $14,203,000 | 593 |
| 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 | $14,203,000 | 389 |
| 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 | $22,676,000 | 1,768 |
| Mortgage-backed securities | $46,784,000 | 1,194 |
| Certificates of participation in pools of residential mortgages | $21,444,000 | 1,305 |
| Issued or guaranteed by U.S. | $21,444,000 | 1,269 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $71,000 | 2,792 |
| CMOs issued by government agencies or sponsored agencies | $71,000 | 2,745 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $25,269,000 | 429 |
| Commercial mortgage pass-through securities | $15,670,000 | 307 |
| Other commercial mortgage-backed securities | $9,599,000 | 488 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $103,003,000 | 1,187 |
| Total debt securities | $103,001,000 | 1,263 |
| Structured notes | ||
| Amortized cost | $3,428,000 | 111 |
| Fair value | $3,411,000 | 110 |
| 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 | $104,070,000 | 1,237 |
| U.S. Government securities | $73,346,000 | 1,053 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $73,346,000 | 988 |
| Securities issued by states & political subdivisions | $9,230,000 | 2,398 |
| Other domestic debt securities | $21,494,000 | 461 |
| 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 | $21,494,000 | 277 |
| 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 | $22,264,000 | 1,732 |
| Mortgage-backed securities | $73,346,000 | 851 |
| Certificates of participation in pools of residential mortgages | $41,083,000 | 814 |
| Issued or guaranteed by U.S. | $41,083,000 | 794 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $4,578,000 | 1,669 |
| CMOs issued by government agencies or sponsored agencies | $4,578,000 | 1,625 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $27,685,000 | 407 |
| Commercial mortgage pass-through securities | $17,654,000 | 273 |
| Other commercial mortgage-backed securities | $10,031,000 | 475 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $104,070,000 | 1,142 |
| Total debt securities | $104,070,000 | 1,220 |
| Structured notes | ||
| Amortized cost | $3,930,000 | 129 |
| Fair value | $3,857,000 | 128 |
| 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 | $102,464,000 | 1,247 |
| U.S. Government securities | $81,275,000 | 992 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $81,275,000 | 936 |
| Securities issued by states & political subdivisions | $1,926,000 | 3,593 |
| Other domestic debt securities | $19,263,000 | 452 |
| 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 | $19,263,000 | 276 |
| 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 | $20,900,000 | 1,792 |
| Mortgage-backed securities | $81,275,000 | 776 |
| Certificates of participation in pools of residential mortgages | $45,784,000 | 729 |
| Issued or guaranteed by U.S. | $45,784,000 | 712 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $5,219,000 | 1,573 |
| CMOs issued by government agencies or sponsored agencies | $5,219,000 | 1,533 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $30,272,000 | 375 |
| Commercial mortgage pass-through securities | $19,391,000 | 260 |
| Other commercial mortgage-backed securities | $10,881,000 | 434 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $102,464,000 | 1,140 |
| Total debt securities | $102,463,000 | 1,226 |
| Structured notes | ||
| Amortized cost | $5,932,000 | 119 |
| Fair value | $5,691,000 | 121 |
| 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 | $101,760,000 | 1,248 |
| U.S. Government securities | $84,884,000 | 973 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $84,884,000 | 913 |
| Securities issued by states & political subdivisions | $1,936,000 | 3,620 |
| Other domestic debt securities | $14,940,000 | 518 |
| 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 | $14,940,000 | 323 |
| 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 | $21,073,000 | 1,781 |
| Mortgage-backed securities | $84,884,000 | 726 |
| Certificates of participation in pools of residential mortgages | $47,405,000 | 689 |
| Issued or guaranteed by U.S. | $47,405,000 | 669 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $5,027,000 | 1,596 |
| CMOs issued by government agencies or sponsored agencies | $5,027,000 | 1,558 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $32,452,000 | 364 |
| Commercial mortgage pass-through securities | $20,967,000 | 245 |
| Other commercial mortgage-backed securities | $11,485,000 | 412 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $101,760,000 | 1,130 |
| Total debt securities | $101,760,000 | 1,224 |
| Structured notes | ||
| Amortized cost | $5,934,000 | 161 |
| Fair value | $5,653,000 | 169 |
| 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 | $91,056,000 | 1,372 |
| U.S. Government securities | $75,643,000 | 1,080 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $75,643,000 | 1,022 |
| Securities issued by states & political subdivisions | $2,956,000 | 3,434 |
| Other domestic debt securities | $12,457,000 | 556 |
| 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 | $12,457,000 | 365 |
| 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 | $23,620,000 | 1,715 |
| Mortgage-backed securities | $75,643,000 | 795 |
| Certificates of participation in pools of residential mortgages | $34,585,000 | 870 |
| Issued or guaranteed by U.S. | $34,585,000 | 863 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,498,000 | 2,217 |
| CMOs issued by government agencies or sponsored agencies | $1,498,000 | 2,169 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $39,560,000 | 306 |
| Commercial mortgage pass-through securities | $30,125,000 | 188 |
| Other commercial mortgage-backed securities | $9,435,000 | 435 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $91,056,000 | 1,252 |
| Total debt securities | $91,057,000 | 1,359 |
| Structured notes | ||
| Amortized cost | $5,936,000 | 184 |
| Fair value | $5,645,000 | 190 |
| 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 | $102,474,000 | 1,256 |
| U.S. Government securities | $74,596,000 | 1,090 |
| U.S. Treasury securities | $2,959,000 | 890 |
| U.S. Government agency obligations | $71,637,000 | 1,063 |
| Securities issued by states & political subdivisions | $11,443,000 | 2,284 |
| Other domestic debt securities | $16,435,000 | 474 |
| 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 | $16,435,000 | 306 |
| 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 | $24,024,000 | 1,720 |
| Mortgage-backed securities | $71,637,000 | 818 |
| Certificates of participation in pools of residential mortgages | $35,755,000 | 854 |
| Issued or guaranteed by U.S. | $35,755,000 | 846 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,556,000 | 2,202 |
| CMOs issued by government agencies or sponsored agencies | $1,556,000 | 2,151 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $34,326,000 | 313 |
| Commercial mortgage pass-through securities | $32,364,000 | 163 |
| Other commercial mortgage-backed securities | $1,962,000 | 729 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $102,474,000 | 1,133 |
| Total debt securities | $102,473,000 | 1,235 |
| Structured notes | ||
| Amortized cost | $5,938,000 | 198 |
| Fair value | $5,639,000 | 202 |
| 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 | $95,264,000 | 1,349 |
| U.S. Government securities | $61,386,000 | 1,260 |
| U.S. Treasury securities | $2,951,000 | 887 |
| U.S. Government agency obligations | $58,435,000 | 1,248 |
| Securities issued by states & political subdivisions | $17,518,000 | 1,808 |
| Other domestic debt securities | $16,360,000 | 456 |
| 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 | $16,360,000 | 298 |
| 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 | $24,276,000 | 1,708 |
| Mortgage-backed securities | $58,435,000 | 948 |
| Certificates of participation in pools of residential mortgages | $21,726,000 | 1,231 |
| Issued or guaranteed by U.S. | $21,726,000 | 1,220 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,595,000 | 2,197 |
| CMOs issued by government agencies or sponsored agencies | $1,595,000 | 2,146 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $35,114,000 | 300 |
| Commercial mortgage pass-through securities | $33,104,000 | 153 |
| Other commercial mortgage-backed securities | $2,010,000 | 687 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $95,264,000 | 1,230 |
| Total debt securities | $95,264,000 | 1,333 |
| Structured notes | ||
| Amortized cost | $5,940,000 | 203 |
| Fair value | $5,686,000 | 205 |
| 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 | $97,403,000 | 1,322 |
| U.S. Government securities | $58,502,000 | 1,318 |
| U.S. Treasury securities | $2,923,000 | 870 |
| U.S. Government agency obligations | $55,579,000 | 1,297 |
| Securities issued by states & political subdivisions | $22,553,000 | 1,512 |
| Other domestic debt securities | $16,348,000 | 443 |
| 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 | $16,348,000 | 295 |
| 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 | $18,977,000 | 1,985 |
| Mortgage-backed securities | $55,579,000 | 975 |
| Certificates of participation in pools of residential mortgages | $23,420,000 | 1,186 |
| Issued or guaranteed by U.S. | $23,420,000 | 1,180 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,650,000 | 2,180 |
| CMOs issued by government agencies or sponsored agencies | $1,650,000 | 2,127 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $30,509,000 | 328 |
| Commercial mortgage pass-through securities | $28,492,000 | 180 |
| Other commercial mortgage-backed securities | $2,017,000 | 683 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $97,403,000 | 1,198 |
| Total debt securities | $97,402,000 | 1,303 |
| Structured notes | ||
| Amortized cost | $5,942,000 | 200 |
| Fair value | $5,701,000 | 202 |
| 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 | $82,743,000 | 1,516 |
| U.S. Government securities | $44,148,000 | 1,640 |
| U.S. Treasury securities | $3,899,000 | 739 |
| U.S. Government agency obligations | $40,249,000 | 1,670 |
| Securities issued by states & political subdivisions | $22,211,000 | 1,583 |
| Other domestic debt securities | $16,384,000 | 491 |
| 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 | $16,384,000 | 296 |
| 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 | $18,977,000 | 2,025 |
| Mortgage-backed securities | $40,249,000 | 1,258 |
| Certificates of participation in pools of residential mortgages | $25,029,000 | 1,169 |
| Issued or guaranteed by U.S. | $25,029,000 | 1,133 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,808,000 | 2,149 |
| CMOs issued by government agencies or sponsored agencies | $1,808,000 | 2,094 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $13,412,000 | 522 |
| Commercial mortgage pass-through securities | $12,568,000 | 322 |
| Other commercial mortgage-backed securities | $844,000 | 879 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $82,743,000 | 1,389 |
| Total debt securities | $82,744,000 | 1,499 |
| Structured notes | ||
| Amortized cost | $5,944,000 | 199 |
| Fair value | $5,699,000 | 201 |
| 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 | $80,082,000 | 1,573 |
| U.S. Government securities | $40,438,000 | 1,801 |
| U.S. Treasury securities | $3,909,000 | 712 |
| U.S. Government agency obligations | $36,529,000 | 1,842 |
| Securities issued by states & political subdivisions | $23,179,000 | 1,576 |
| Other domestic debt securities | $16,465,000 | 423 |
| 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 | $16,465,000 | 290 |
| 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 | $19,757,000 | 2,007 |
| Mortgage-backed securities | $36,529,000 | 1,339 |
| Certificates of participation in pools of residential mortgages | $26,261,000 | 1,149 |
| Issued or guaranteed by U.S. | $26,261,000 | 1,146 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,887,000 | 2,113 |
| CMOs issued by government agencies or sponsored agencies | $1,887,000 | 2,056 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $8,381,000 | 587 |
| Commercial mortgage pass-through securities | $7,519,000 | 345 |
| Other commercial mortgage-backed securities | $862,000 | 860 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $80,082,000 | 1,430 |
| Total debt securities | $80,082,000 | 1,556 |
| Structured notes | ||
| Amortized cost | $5,946,000 | 200 |
| Fair value | $5,752,000 | 199 |
| 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 | $84,127,000 | 1,545 |
| U.S. Government securities | $37,338,000 | 1,896 |
| U.S. Treasury securities | $3,947,000 | 676 |
| U.S. Government agency obligations | $33,391,000 | 1,973 |
| Securities issued by states & political subdivisions | $27,168,000 | 1,423 |
| Other domestic debt securities | $19,621,000 | 383 |
| 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 | $19,621,000 | 257 |
| 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 | $20,642,000 | 1,971 |
| Mortgage-backed securities | $32,408,000 | 1,445 |
| Certificates of participation in pools of residential mortgages | $22,492,000 | 1,309 |
| Issued or guaranteed by U.S. | $22,492,000 | 1,308 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,950,000 | 2,079 |
| CMOs issued by government agencies or sponsored agencies | $1,950,000 | 2,020 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $7,966,000 | 588 |
| Commercial mortgage pass-through securities | $7,064,000 | 360 |
| Other commercial mortgage-backed securities | $902,000 | 832 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $84,127,000 | 1,406 |
| Total debt securities | $84,126,000 | 1,525 |
| Structured notes | ||
| Amortized cost | $5,948,000 | 198 |
| Fair value | $5,796,000 | 198 |
| 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 | $91,703,000 | 1,451 |
| U.S. Government securities | $36,730,000 | 1,942 |
| U.S. Treasury securities | $4,998,000 | 547 |
| U.S. Government agency obligations | $31,732,000 | 2,065 |
| Securities issued by states & political subdivisions | $28,726,000 | 1,367 |
| Other domestic debt securities | $26,247,000 | 319 |
| 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 | $26,247,000 | 209 |
| 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 | $16,942,000 | 2,251 |
| Mortgage-backed securities | $30,737,000 | 1,504 |
| Certificates of participation in pools of residential mortgages | $20,577,000 | 1,432 |
| Issued or guaranteed by U.S. | $20,577,000 | 1,429 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $2,067,000 | 2,068 |
| CMOs issued by government agencies or sponsored agencies | $2,067,000 | 2,009 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $8,093,000 | 569 |
| Commercial mortgage pass-through securities | $7,173,000 | 357 |
| Other commercial mortgage-backed securities | $920,000 | 814 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $91,703,000 | 1,310 |
| Total debt securities | $91,704,000 | 1,434 |
| Structured notes | ||
| Amortized cost | $5,950,000 | 205 |
| Fair value | $5,804,000 | 206 |
| 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 | $86,555,000 | 1,554 |
| U.S. Government securities | $38,887,000 | 1,903 |
| U.S. Treasury securities | $10,992,000 | 359 |
| U.S. Government agency obligations | $27,895,000 | 2,303 |
| Securities issued by states & political subdivisions | $21,349,000 | 1,767 |
| Other domestic debt securities | $26,319,000 | 332 |
| 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 | $26,319,000 | 221 |
| 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 | $19,177,000 | 2,141 |
| Mortgage-backed securities | $25,896,000 | 1,701 |
| Certificates of participation in pools of residential mortgages | $21,603,000 | 1,416 |
| Issued or guaranteed by U.S. | $21,603,000 | 1,415 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,268,000 | 2,048 |
| CMOs issued by government agencies or sponsored agencies | $2,268,000 | 1,985 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $2,025,000 | 977 |
| Commercial mortgage pass-through securities | $2,025,000 | 647 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $86,555,000 | 1,407 |
| Total debt securities | $86,556,000 | 1,536 |
| Structured notes | ||
| Amortized cost | $3,592,000 | 330 |
| Fair value | $3,822,000 | 318 |
| 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 | $85,107,000 | 1,593 |
| U.S. Government securities | $42,101,000 | 1,840 |
| U.S. Treasury securities | $12,925,000 | 347 |
| U.S. Government agency obligations | $29,176,000 | 2,260 |
| Securities issued by states & political subdivisions | $16,719,000 | 2,109 |
| Other domestic debt securities | $26,287,000 | 343 |
| 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 | $26,287,000 | 226 |
| 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 | $24,532,000 | 1,833 |
| Mortgage-backed securities | $27,180,000 | 1,679 |
| Certificates of participation in pools of residential mortgages | $20,524,000 | 1,499 |
| Issued or guaranteed by U.S. | $20,524,000 | 1,499 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,656,000 | 1,392 |
| CMOs issued by government agencies or sponsored agencies | $6,656,000 | 1,330 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $85,107,000 | 1,438 |
| Total debt securities | $85,107,000 | 1,569 |
| Structured notes | ||
| Amortized cost | $3,954,000 | 337 |
| Fair value | $3,822,000 | 335 |
| 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 | $91,549,000 | 1,490 |
| U.S. Government securities | $35,435,000 | 2,055 |
| U.S. Treasury securities | $4,000,000 | 656 |
| U.S. Government agency obligations | $31,435,000 | 2,132 |
| Securities issued by states & political subdivisions | $22,485,000 | 1,726 |
| Other domestic debt securities | $31,610,000 | 294 |
| 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 | $31,610,000 | 193 |
| Foreign debt securities | $2,019,000 | 146 |
| 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 | $26,176,000 | 1,742 |
| Mortgage-backed securities | $29,438,000 | 1,593 |
| Certificates of participation in pools of residential mortgages | $21,741,000 | 1,450 |
| Issued or guaranteed by U.S. | $21,741,000 | 1,450 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $7,697,000 | 1,278 |
| CMOs issued by government agencies or sponsored agencies | $7,697,000 | 1,216 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $91,549,000 | 1,327 |
| Total debt securities | $91,549,000 | 1,467 |
| Structured notes | ||
| Amortized cost | $5,955,000 | 221 |
| Fair value | $5,783,000 | 217 |
| 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 | $95,567,000 | 1,426 |
| U.S. Government securities | $38,137,000 | 1,933 |
| U.S. Treasury securities | $4,068,000 | 563 |
| U.S. Government agency obligations | $34,069,000 | 2,015 |
| Securities issued by states & political subdivisions | $22,400,000 | 1,730 |
| Other domestic debt securities | $33,007,000 | 290 |
| 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 | $33,007,000 | 189 |
| Foreign debt securities | $2,023,000 | 141 |
| 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 | $25,985,000 | 1,774 |
| Mortgage-backed securities | $32,046,000 | 1,515 |
| Certificates of participation in pools of residential mortgages | $23,459,000 | 1,376 |
| Issued or guaranteed by U.S. | $23,459,000 | 1,375 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $8,587,000 | 1,239 |
| CMOs issued by government agencies or sponsored agencies | $8,587,000 | 1,181 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $95,567,000 | 1,268 |
| Total debt securities | $95,568,000 | 1,407 |
| Structured notes | ||
| Amortized cost | $5,957,000 | 211 |
| Fair value | $5,760,000 | 213 |
| 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 | $87,474,000 | 1,565 |
| U.S. Government securities | $38,175,000 | 1,975 |
| U.S. Treasury securities | $4,089,000 | 580 |
| U.S. Government agency obligations | $34,086,000 | 2,069 |
| Securities issued by states & political subdivisions | $18,483,000 | 1,983 |
| Other domestic debt securities | $28,790,000 | 321 |
| 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 | $28,790,000 | 208 |
| Foreign debt securities | $2,026,000 | 137 |
| 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 | $21,825,000 | 2,025 |
| Mortgage-backed securities | $34,086,000 | 1,466 |
| Certificates of participation in pools of residential mortgages | $24,777,000 | 1,340 |
| Issued or guaranteed by U.S. | $24,777,000 | 1,336 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $9,309,000 | 1,214 |
| CMOs issued by government agencies or sponsored agencies | $9,309,000 | 1,153 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $87,474,000 | 1,406 |
| Total debt securities | $87,475,000 | 1,540 |
| Structured notes | ||
| Amortized cost | $5,959,000 | 248 |
| Fair value | $5,774,000 | 249 |
| 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 | $80,243,000 | 1,694 |
| U.S. Government securities | $28,174,000 | 2,512 |
| U.S. Treasury securities | $4,038,000 | 591 |
| U.S. Government agency obligations | $24,136,000 | 2,644 |
| Securities issued by states & political subdivisions | $19,337,000 | 1,897 |
| Other domestic debt securities | $30,704,000 | 307 |
| 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 | $30,704,000 | 202 |
| Foreign debt securities | $2,028,000 | 135 |
| 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 | $22,685,000 | 1,984 |
| Mortgage-backed securities | $24,136,000 | 1,870 |
| Certificates of participation in pools of residential mortgages | $14,577,000 | 1,912 |
| Issued or guaranteed by U.S. | $14,577,000 | 1,911 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $9,559,000 | 1,198 |
| CMOs issued by government agencies or sponsored agencies | $9,559,000 | 1,137 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $80,243,000 | 1,520 |
| Total debt securities | $80,242,000 | 1,672 |
| Structured notes | ||
| Amortized cost | $5,961,000 | 290 |
| Fair value | $5,767,000 | 294 |
| 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 | $85,311,000 | 1,618 |
| U.S. Government securities | $34,351,000 | 2,246 |
| U.S. Treasury securities | $6,008,000 | 517 |
| U.S. Government agency obligations | $28,343,000 | 2,438 |
| Securities issued by states & political subdivisions | $19,218,000 | 1,924 |
| Other domestic debt securities | $29,714,000 | 311 |
| 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 | $29,714,000 | 206 |
| Foreign debt securities | $2,028,000 | 127 |
| 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 | $24,108,000 | 1,912 |
| Mortgage-backed securities | $28,343,000 | 1,680 |
| Certificates of participation in pools of residential mortgages | $17,938,000 | 1,678 |
| Issued or guaranteed by U.S. | $17,938,000 | 1,677 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $10,405,000 | 1,149 |
| CMOs issued by government agencies or sponsored agencies | $10,405,000 | 1,097 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $85,311,000 | 1,453 |
| Total debt securities | $85,309,000 | 1,598 |
| Structured notes | ||
| Amortized cost | $5,963,000 | 347 |
| Fair value | $5,797,000 | 352 |
| 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 | $88,022,000 | 1,576 |
| U.S. Government securities | $36,671,000 | 2,164 |
| U.S. Treasury securities | $3,076,000 | 663 |
| U.S. Government agency obligations | $33,595,000 | 2,233 |
| Securities issued by states & political subdivisions | $20,201,000 | 1,855 |
| Other domestic debt securities | $29,117,000 | 310 |
| 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 | $29,117,000 | 202 |
| Foreign debt securities | $2,033,000 | 130 |
| 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 | $19,462,000 | 2,210 |
| Mortgage-backed securities | $33,088,000 | 1,525 |
| Certificates of participation in pools of residential mortgages | $18,938,000 | 1,630 |
| Issued or guaranteed by U.S. | $18,938,000 | 1,630 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $14,150,000 | 997 |
| CMOs issued by government agencies or sponsored agencies | $14,150,000 | 943 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $88,022,000 | 1,402 |
| Total debt securities | $88,021,000 | 1,553 |
| Structured notes | ||
| Amortized cost | $5,964,000 | 402 |
| Fair value | $5,878,000 | 402 |
| 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 | $77,052,000 | 1,807 |
| U.S. Government securities | $32,941,000 | 2,406 |
| U.S. Treasury securities | $3,038,000 | 680 |
| U.S. Government agency obligations | $29,903,000 | 2,469 |
| Securities issued by states & political subdivisions | $16,752,000 | 2,093 |
| Other domestic debt securities | $25,322,000 | 340 |
| 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 | $25,322,000 | 220 |
| Foreign debt securities | $2,037,000 | 133 |
| 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 | $20,104,000 | 2,211 |
| Mortgage-backed securities | $29,395,000 | 1,701 |
| Certificates of participation in pools of residential mortgages | $14,447,000 | 1,996 |
| Issued or guaranteed by U.S. | $14,447,000 | 1,996 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $14,948,000 | 994 |
| CMOs issued by government agencies or sponsored agencies | $14,948,000 | 941 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $77,052,000 | 1,625 |
| Total debt securities | $77,052,000 | 1,790 |
| Structured notes | ||
| Amortized cost | $5,966,000 | 471 |
| Fair value | $5,943,000 | 459 |
| 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 | $71,078,000 | 1,967 |
| U.S. Government securities | $25,938,000 | 2,838 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $25,938,000 | 2,751 |
| Securities issued by states & political subdivisions | $17,365,000 | 2,034 |
| Other domestic debt securities | $25,734,000 | 337 |
| 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 | $25,734,000 | 221 |
| Foreign debt securities | $2,041,000 | 145 |
| 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 | $20,489,000 | 2,207 |
| Mortgage-backed securities | $25,428,000 | 1,892 |
| Certificates of participation in pools of residential mortgages | $11,627,000 | 2,271 |
| Issued or guaranteed by U.S. | $11,627,000 | 2,271 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $13,801,000 | 1,073 |
| CMOs issued by government agencies or sponsored agencies | $13,801,000 | 1,027 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $71,078,000 | 1,786 |
| Total debt securities | $71,076,000 | 1,951 |
| Structured notes | ||
| Amortized cost | $4,540,000 | 625 |
| Fair value | $4,528,000 | 628 |
| 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 | $74,019,000 | 1,914 |
| U.S. Government securities | $28,528,000 | 2,701 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $28,528,000 | 2,618 |
| Securities issued by states & political subdivisions | $16,051,000 | 2,159 |
| Other domestic debt securities | $27,398,000 | 313 |
| 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 | $27,398,000 | 205 |
| Foreign debt securities | $2,042,000 | 133 |
| 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 | $18,300,000 | 2,368 |
| Mortgage-backed securities | $28,017,000 | 1,815 |
| Certificates of participation in pools of residential mortgages | $13,590,000 | 2,140 |
| Issued or guaranteed by U.S. | $13,590,000 | 2,138 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $14,427,000 | 1,067 |
| CMOs issued by government agencies or sponsored agencies | $14,427,000 | 1,016 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $74,019,000 | 1,726 |
| Total debt securities | $74,018,000 | 1,892 |
| Structured notes | ||
| Amortized cost | $4,542,000 | 681 |
| Fair value | $4,588,000 | 671 |
| 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 | $76,596,000 | 1,883 |
| U.S. Government securities | $33,893,000 | 2,497 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $33,893,000 | 2,419 |
| Securities issued by states & political subdivisions | $16,326,000 | 2,141 |
| Other domestic debt securities | $24,331,000 | 352 |
| 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 | $24,331,000 | 226 |
| Foreign debt securities | $2,046,000 | 133 |
| 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 | $23,062,000 | 2,038 |
| Mortgage-backed securities | $33,380,000 | 1,677 |
| Certificates of participation in pools of residential mortgages | $15,827,000 | 2,028 |
| Issued or guaranteed by U.S. | $15,827,000 | 2,026 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $17,553,000 | 963 |
| CMOs issued by government agencies or sponsored agencies | $17,553,000 | 916 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $76,596,000 | 1,688 |
| Total debt securities | $76,593,000 | 1,860 |
| Structured notes | ||
| Amortized cost | $4,544,000 | 755 |
| Fair value | $4,550,000 | 750 |
| 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 | $82,009,000 | 1,785 |
| U.S. Government securities | $37,283,000 | 2,355 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $37,283,000 | 2,289 |
| Securities issued by states & political subdivisions | $16,120,000 | 2,173 |
| Other domestic debt securities | $26,575,000 | 345 |
| 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 | $26,575,000 | 220 |
| Foreign debt securities | $2,031,000 | 135 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,346,000 | 1,810 |
| Mortgage-backed securities | $36,770,000 | 1,586 |
| Certificates of participation in pools of residential mortgages | $16,482,000 | 2,004 |
| Issued or guaranteed by U.S. | $16,482,000 | 2,004 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $20,288,000 | 890 |
| CMOs issued by government agencies or sponsored agencies | $20,288,000 | 841 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $82,009,000 | 1,598 |
| Total debt securities | $82,008,000 | 1,763 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 1,279 |
| Fair value | $2,031,000 | 1,183 |
| 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 | $82,966,000 | 1,781 |
| U.S. Government securities | $39,504,000 | 2,296 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $39,504,000 | 2,228 |
| Securities issued by states & political subdivisions | $14,453,000 | 2,354 |
| Other domestic debt securities | $26,971,000 | 346 |
| Privately issued residential mortgage-backed securities | $1,372,000 | 399 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $25,599,000 | 240 |
| Foreign debt securities | $2,038,000 | 138 |
| 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 | $29,781,000 | 1,715 |
| Mortgage-backed securities | $40,363,000 | 1,495 |
| Certificates of participation in pools of residential mortgages | $15,331,000 | 2,110 |
| Issued or guaranteed by U.S. | $15,331,000 | 2,108 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $25,032,000 | 779 |
| CMOs issued by government agencies or sponsored agencies | $23,660,000 | 773 |
| Privately issued | $1,372,000 | 384 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $82,966,000 | 1,594 |
| Total debt securities | $82,967,000 | 1,758 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 1,308 |
| Fair value | $2,038,000 | 1,213 |
| 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 | $80,590,000 | 1,828 |
| U.S. Government securities | $37,001,000 | 2,380 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $37,001,000 | 2,318 |
| Securities issued by states & political subdivisions | $12,152,000 | 2,595 |
| Other domestic debt securities | $28,372,000 | 353 |
| Privately issued residential mortgage-backed securities | $1,413,000 | 422 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $26,959,000 | 234 |
| Foreign debt securities | $3,065,000 | 103 |
| 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 | $23,365,000 | 2,045 |
| Mortgage-backed securities | $37,898,000 | 1,564 |
| Certificates of participation in pools of residential mortgages | $14,391,000 | 2,201 |
| Issued or guaranteed by U.S. | $14,391,000 | 2,201 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $23,507,000 | 818 |
| CMOs issued by government agencies or sponsored agencies | $22,094,000 | 794 |
| Privately issued | $1,413,000 | 403 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $80,590,000 | 1,628 |
| Total debt securities | $80,590,000 | 1,806 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 1,289 |
| Fair value | $2,019,000 | 1,187 |
| 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 | $85,808,000 | 1,751 |
| U.S. Government securities | $38,597,000 | 2,319 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $38,597,000 | 2,258 |
| Securities issued by states & political subdivisions | $13,686,000 | 2,421 |
| Other domestic debt securities | $28,457,000 | 360 |
| Privately issued residential mortgage-backed securities | $1,505,000 | 441 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $26,952,000 | 230 |
| Foreign debt securities | $5,068,000 | 91 |
| 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 | $16,836,000 | 2,469 |
| Mortgage-backed securities | $39,585,000 | 1,521 |
| Certificates of participation in pools of residential mortgages | $14,799,000 | 2,172 |
| Issued or guaranteed by U.S. | $14,799,000 | 2,170 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $24,786,000 | 810 |
| CMOs issued by government agencies or sponsored agencies | $23,281,000 | 792 |
| Privately issued | $1,505,000 | 422 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $85,808,000 | 1,566 |
| Total debt securities | $85,808,000 | 1,722 |
| Structured notes | ||
| Amortized cost | $1,997,000 | 1,284 |
| Fair value | $2,003,000 | 1,175 |
| 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 | $71,598,000 | 2,024 |
| U.S. Government securities | $20,603,000 | 3,451 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $20,603,000 | 3,363 |
| Securities issued by states & political subdivisions | $11,707,000 | 2,644 |
| Other domestic debt securities | $34,209,000 | 319 |
| Privately issued residential mortgage-backed securities | $1,637,000 | 445 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $32,572,000 | 204 |
| Foreign debt securities | $5,079,000 | 95 |
| 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 | $17,958,000 | 2,370 |
| Mortgage-backed securities | $20,847,000 | 2,322 |
| Certificates of participation in pools of residential mortgages | $545,000 | 4,834 |
| Issued or guaranteed by U.S. | $545,000 | 4,830 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $20,302,000 | 938 |
| CMOs issued by government agencies or sponsored agencies | $18,665,000 | 924 |
| Privately issued | $1,637,000 | 427 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $71,598,000 | 1,830 |
| Total debt securities | $71,598,000 | 1,997 |
| Structured notes | ||
| Amortized cost | $2,872,000 | 1,014 |
| Fair value | $2,890,000 | 991 |
| 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 | $76,011,000 | 1,944 |
| U.S. Government securities | $23,055,000 | 3,263 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $23,055,000 | 3,180 |
| Securities issued by states & political subdivisions | $11,181,000 | 2,697 |
| Other domestic debt securities | $35,566,000 | 318 |
| Privately issued residential mortgage-backed securities | $1,785,000 | 453 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $33,781,000 | 198 |
| Foreign debt securities | $6,209,000 | 85 |
| 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 | $18,131,000 | 2,369 |
| Mortgage-backed securities | $23,304,000 | 2,206 |
| Certificates of participation in pools of residential mortgages | $609,000 | 4,858 |
| Issued or guaranteed by U.S. | $609,000 | 4,856 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $22,695,000 | 912 |
| CMOs issued by government agencies or sponsored agencies | $20,910,000 | 913 |
| Privately issued | $1,785,000 | 438 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $76,011,000 | 1,761 |
| Total debt securities | $76,010,000 | 1,916 |
| Structured notes | ||
| Amortized cost | $3,008,000 | 969 |
| Fair value | $3,043,000 | 964 |
| 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 | $79,251,000 | 1,847 |
| U.S. Government securities | $23,362,000 | 3,199 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $23,362,000 | 3,128 |
| Securities issued by states & political subdivisions | $10,638,000 | 2,741 |
| Other domestic debt securities | $37,910,000 | 299 |
| Privately issued residential mortgage-backed securities | $1,831,000 | 468 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $36,079,000 | 184 |
| Foreign debt securities | $7,341,000 | 80 |
| 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 | $19,414,000 | 2,247 |
| Mortgage-backed securities | $23,504,000 | 2,212 |
| Certificates of participation in pools of residential mortgages | $664,000 | 4,870 |
| Issued or guaranteed by U.S. | $664,000 | 4,869 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $22,840,000 | 921 |
| CMOs issued by government agencies or sponsored agencies | $21,009,000 | 916 |
| Privately issued | $1,831,000 | 454 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $79,251,000 | 1,671 |
| Total debt securities | $79,251,000 | 1,822 |
| Structured notes | ||
| Amortized cost | $3,162,000 | 997 |
| Fair value | $3,193,000 | 994 |
| 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 | $89,545,000 | 1,649 |
| U.S. Government securities | $36,001,000 | 2,475 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $36,001,000 | 2,419 |
| Securities issued by states & political subdivisions | $8,569,000 | 3,032 |
| Other domestic debt securities | $34,674,000 | 321 |
| Privately issued residential mortgage-backed securities | $1,915,000 | 500 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $32,759,000 | 210 |
| Foreign debt securities | $10,301,000 | 67 |
| 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 | $15,390,000 | 2,630 |
| Mortgage-backed securities | $32,517,000 | 1,883 |
| Certificates of participation in pools of residential mortgages | $731,000 | 4,940 |
| Issued or guaranteed by U.S. | $731,000 | 4,937 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $31,786,000 | 772 |
| CMOs issued by government agencies or sponsored agencies | $29,871,000 | 759 |
| Privately issued | $1,915,000 | 481 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $89,545,000 | 1,499 |
| Total debt securities | $89,545,000 | 1,628 |
| Structured notes | ||
| Amortized cost | $5,840,000 | 695 |
| Fair value | $5,801,000 | 695 |
| 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 | $84,825,000 | 1,735 |
| U.S. Government securities | $38,580,000 | 2,378 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $38,580,000 | 2,328 |
| Securities issued by states & political subdivisions | $4,578,000 | 3,790 |
| Other domestic debt securities | $34,452,000 | 327 |
| Privately issued residential mortgage-backed securities | $2,044,000 | 515 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $310,000 | 326 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $32,098,000 | 208 |
| Foreign debt securities | $7,215,000 | 73 |
| 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 | $18,032,000 | 2,438 |
| Mortgage-backed securities | $35,011,000 | 1,809 |
| Certificates of participation in pools of residential mortgages | $784,000 | 4,946 |
| Issued or guaranteed by U.S. | $784,000 | 4,943 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $34,227,000 | 746 |
| CMOs issued by government agencies or sponsored agencies | $32,183,000 | 716 |
| Privately issued | $2,044,000 | 495 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $84,825,000 | 1,580 |
| Total debt securities | $84,825,000 | 1,710 |
| Structured notes | ||
| Amortized cost | $7,084,000 | 672 |
| Fair value | $7,070,000 | 675 |
| 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 | $81,488,000 | 1,799 |
| U.S. Government securities | $40,346,000 | 2,308 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $40,346,000 | 2,256 |
| Securities issued by states & political subdivisions | $3,350,000 | 4,046 |
| Other domestic debt securities | $37,792,000 | 296 |
| Privately issued residential mortgage-backed securities | $2,171,000 | 528 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $356,000 | 264 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $35,265,000 | 190 |
| 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 | $17,540,000 | 2,469 |
| Mortgage-backed securities | $40,056,000 | 1,646 |
| Certificates of participation in pools of residential mortgages | $2,958,000 | 4,214 |
| Issued or guaranteed by U.S. | $2,958,000 | 4,210 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $37,098,000 | 735 |
| CMOs issued by government agencies or sponsored agencies | $34,927,000 | 696 |
| Privately issued | $2,171,000 | 509 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $81,488,000 | 1,643 |
| Total debt securities | $81,487,000 | 1,779 |
| Structured notes | ||
| Amortized cost | $2,932,000 | 1,463 |
| Fair value | $2,915,000 | 1,460 |
| 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 | $79,250,000 | 1,771 |
| U.S. Government securities | $45,012,000 | 2,054 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $45,012,000 | 2,004 |
| Securities issued by states & political subdivisions | $3,358,000 | 4,033 |
| Other domestic debt securities | $30,880,000 | 351 |
| Privately issued residential mortgage-backed securities | $2,246,000 | 582 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $392,000 | 195 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $28,242,000 | 203 |
| 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 | $20,103,000 | 2,151 |
| Mortgage-backed securities | $38,638,000 | 1,613 |
| Certificates of participation in pools of residential mortgages | $3,236,000 | 4,056 |
| Issued or guaranteed by U.S. | $3,236,000 | 4,050 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $35,402,000 | 756 |
| CMOs issued by government agencies or sponsored agencies | $33,156,000 | 695 |
| Privately issued | $2,246,000 | 556 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $79,250,000 | 1,617 |
| Total debt securities | $79,249,000 | 1,750 |
| Structured notes | ||
| Amortized cost | $8,116,000 | 656 |
| Fair value | $8,099,000 | 660 |
| 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 | $83,866,000 | 1,644 |
| U.S. Government securities | $49,091,000 | 1,863 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $49,091,000 | 1,814 |
| Securities issued by states & political subdivisions | $3,345,000 | 3,970 |
| Other domestic debt securities | $31,430,000 | 346 |
| Privately issued residential mortgage-backed securities | $2,373,000 | 605 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $443,000 | 182 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $28,614,000 | 190 |
| 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 | $15,346,000 | 2,523 |
| Mortgage-backed securities | $40,561,000 | 1,480 |
| Certificates of participation in pools of residential mortgages | $3,564,000 | 3,918 |
| Issued or guaranteed by U.S. | $3,564,000 | 3,906 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $36,997,000 | 716 |
| CMOs issued by government agencies or sponsored agencies | $34,624,000 | 652 |
| Privately issued | $2,373,000 | 572 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $83,866,000 | 1,495 |
| Total debt securities | $83,866,000 | 1,624 |
| Structured notes | ||
| Amortized cost | $11,348,000 | 500 |
| Fair value | $11,382,000 | 499 |
| 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 | $72,547,000 | 1,860 |
| U.S. Government securities | $43,880,000 | 2,044 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $43,880,000 | 1,985 |
| Securities issued by states & political subdivisions | $979,000 | 4,930 |
| Other domestic debt securities | $27,688,000 | 367 |
| Privately issued residential mortgage-backed securities | $2,617,000 | 597 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $503,000 | 168 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $24,568,000 | 197 |
| 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 | $19,358,000 | 2,214 |
| Mortgage-backed securities | $37,473,000 | 1,551 |
| Certificates of participation in pools of residential mortgages | $2,709,000 | 4,139 |
| Issued or guaranteed by U.S. | $2,709,000 | 4,126 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $34,764,000 | 740 |
| CMOs issued by government agencies or sponsored agencies | $32,147,000 | 673 |
| Privately issued | $2,617,000 | 566 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $72,547,000 | 1,680 |
| Total debt securities | $72,547,000 | 1,842 |
| Structured notes | ||
| Amortized cost | $8,994,000 | 761 |
| Fair value | $9,024,000 | 753 |
| 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 | $67,096,000 | 1,977 |
| U.S. Government securities | $35,204,000 | 2,463 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $35,204,000 | 2,388 |
| Securities issued by states & political subdivisions | $3,984,000 | 3,704 |
| Other domestic debt securities | $27,908,000 | 374 |
| Privately issued residential mortgage-backed securities | $6,558,000 | 427 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $554,000 | 165 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $20,796,000 | 234 |
| 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 | $17,389,000 | 2,361 |
| Mortgage-backed securities | $39,363,000 | 1,455 |
| Certificates of participation in pools of residential mortgages | $1,013,000 | 4,771 |
| Issued or guaranteed by U.S. | $1,013,000 | 4,765 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $38,350,000 | 688 |
| CMOs issued by government agencies or sponsored agencies | $31,792,000 | 649 |
| Privately issued | $6,558,000 | 411 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $67,096,000 | 1,791 |
| Total debt securities | $67,094,000 | 1,958 |
| Structured notes | ||
| Amortized cost | $2,366,000 | 1,893 |
| Fair value | $2,399,000 | 1,886 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $62,144,000 | 2,025 |
| U.S. Government securities | $34,533,000 | 2,381 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $34,533,000 | 2,302 |
| Securities issued by states & political subdivisions | $968,000 | 4,962 |
| Other domestic debt securities | $26,643,000 | 418 |
| Privately issued residential mortgage-backed securities | $6,968,000 | 443 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $582,000 | 146 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $19,093,000 | 247 |
| 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 | $19,879,000 | 2,139 |
| Mortgage-backed securities | $39,061,000 | 1,425 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $39,061,000 | 661 |
| CMOs issued by government agencies or sponsored agencies | $32,093,000 | 636 |
| Privately issued | $6,968,000 | 424 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $62,144,000 | 1,832 |
| Total debt securities | $62,144,000 | 2,006 |
| Structured notes | ||
| Amortized cost | $2,395,000 | 1,758 |
| Fair value | $2,440,000 | 1,735 |
| 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 | $61,489,000 | 2,009 |
| U.S. Government securities | $35,553,000 | 2,292 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $35,553,000 | 2,218 |
| Securities issued by states & political subdivisions | $978,000 | 4,880 |
| Other domestic debt securities | $24,958,000 | 429 |
| Privately issued residential mortgage-backed securities | $7,586,000 | 457 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $632,000 | 145 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $16,740,000 | 257 |
| 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 | $17,347,000 | 2,345 |
| Mortgage-backed securities | $38,078,000 | 1,423 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $38,078,000 | 660 |
| CMOs issued by government agencies or sponsored agencies | $30,492,000 | 645 |
| Privately issued | $7,586,000 | 439 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $61,489,000 | 1,796 |
| Total debt securities | $61,488,000 | 1,988 |
| Structured notes | ||
| Amortized cost | $2,432,000 | 1,756 |
| Fair value | $2,496,000 | 1,748 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $54,482,000 | 2,214 |
| U.S. Government securities | $33,558,000 | 2,453 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $33,558,000 | 2,376 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $20,924,000 | 476 |
| Privately issued residential mortgage-backed securities | $6,918,000 | 508 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $690,000 | 136 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $13,316,000 | 285 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,867,000 | 2,414 |
| Mortgage-backed securities | $33,288,000 | 1,561 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $33,288,000 | 696 |
| CMOs issued by government agencies or sponsored agencies | $26,370,000 | 683 |
| Privately issued | $6,918,000 | 492 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $54,482,000 | 1,982 |
| Total debt securities | $54,482,000 | 2,188 |
| Structured notes | ||
| Amortized cost | $2,459,000 | 1,844 |
| Fair value | $2,526,000 | 1,786 |
| 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 | $47,259,000 | 2,507 |
| U.S. Government securities | $28,538,000 | 2,812 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $28,538,000 | 2,742 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $18,721,000 | 529 |
| Privately issued residential mortgage-backed securities | $7,119,000 | 528 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $717,000 | 137 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $10,885,000 | 323 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,559,000 | 2,724 |
| Mortgage-backed securities | $22,457,000 | 2,105 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $22,457,000 | 876 |
| CMOs issued by government agencies or sponsored agencies | $15,338,000 | 918 |
| Privately issued | $7,119,000 | 508 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $47,259,000 | 2,237 |
| Total debt securities | $47,258,000 | 2,484 |
| Structured notes | ||
| Amortized cost | $8,499,000 | 626 |
| Fair value | $8,547,000 | 623 |
| 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 | $50,070,000 | 2,366 |
| U.S. Government securities | $28,292,000 | 2,792 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $28,292,000 | 2,721 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $21,778,000 | 494 |
| Privately issued residential mortgage-backed securities | $8,219,000 | 527 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $761,000 | 157 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $12,798,000 | 292 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,037,000 | 2,910 |
| Mortgage-backed securities | $19,335,000 | 2,339 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $19,335,000 | 966 |
| CMOs issued by government agencies or sponsored agencies | $11,116,000 | 1,065 |
| Privately issued | $8,219,000 | 506 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $50,070,000 | 2,109 |
| Total debt securities | $50,072,000 | 2,338 |
| Structured notes | ||
| Amortized cost | $12,605,000 | 331 |
| Fair value | $12,569,000 | 329 |
| 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 | $49,806,000 | 2,380 |
| U.S. Government securities | $29,086,000 | 2,735 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $29,086,000 | 2,669 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $20,720,000 | 557 |
| Privately issued residential mortgage-backed securities | $7,847,000 | 580 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $801,000 | 156 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $12,072,000 | 328 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,048,000 | 2,467 |
| Mortgage-backed securities | $17,913,000 | 2,502 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $17,913,000 | 992 |
| CMOs issued by government agencies or sponsored agencies | $10,066,000 | 1,123 |
| Privately issued | $7,847,000 | 555 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $49,806,000 | 2,111 |
| Total debt securities | $49,807,000 | 2,351 |
| Structured notes | ||
| Amortized cost | $14,304,000 | 176 |
| Fair value | $14,395,000 | 175 |
| 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 | $41,095,000 | 2,738 |
| U.S. Government securities | $27,906,000 | 2,776 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $27,906,000 | 2,709 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $13,189,000 | 766 |
| Privately issued residential mortgage-backed securities | $4,694,000 | 729 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $852,000 | 174 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $7,643,000 | 487 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,597,000 | 3,787 |
| Mortgage-backed securities | $29,679,000 | 1,810 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $29,679,000 | 706 |
| CMOs issued by government agencies or sponsored agencies | $24,985,000 | 599 |
| Privately issued | $4,694,000 | 701 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $41,095,000 | 2,425 |
| Total debt securities | $41,095,000 | 2,711 |
| Structured notes | ||
| Amortized cost | $2,873,000 | 616 |
| Fair value | $2,921,000 | 594 |
| 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 | $41,291,000 | 2,713 |
| U.S. Government securities | $29,991,000 | 2,677 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $29,991,000 | 2,618 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $11,290,000 | 803 |
| Privately issued residential mortgage-backed securities | $4,853,000 | 726 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $948,000 | 219 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,489,000 | 611 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $10,000 | 1,588 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,847,000 | 3,780 |
| Mortgage-backed securities | $31,456,000 | 1,745 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $31,456,000 | 675 |
| CMOs issued by government agencies or sponsored agencies | $26,603,000 | 555 |
| Privately issued | $4,853,000 | 695 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $41,291,000 | 2,428 |
| Total debt securities | $41,291,000 | 2,686 |
| Structured notes | ||
| Amortized cost | $3,816,000 | 339 |
| Fair value | $3,855,000 | 333 |
| 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 | $41,717,000 | 2,673 |
| U.S. Government securities | $29,925,000 | 2,680 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $29,925,000 | 2,625 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $11,759,000 | 757 |
| Privately issued residential mortgage-backed securities | $2,933,000 | 854 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $972,000 | 203 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,854,000 | 466 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $33,000 | 1,424 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,027,000 | 5,588 |
| Mortgage-backed securities | $28,233,000 | 1,852 |
| Certificates of participation in pools of residential mortgages | $3,091,000 | 4,323 |
| Issued or guaranteed by U.S. | $3,091,000 | 4,311 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $25,142,000 | 751 |
| CMOs issued by government agencies or sponsored agencies | $22,209,000 | 622 |
| Privately issued | $2,933,000 | 816 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $41,717,000 | 2,378 |
| Total debt securities | $41,684,000 | 2,650 |
| Structured notes | ||
| Amortized cost | $5,120,000 | 269 |
| Fair value | $5,050,000 | 272 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $38,416,000 | 2,827 |
| U.S. Government securities | $32,058,000 | 2,451 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $32,058,000 | 2,402 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $6,238,000 | 1,061 |
| Privately issued residential mortgage-backed securities | $3,281,000 | 813 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,076,000 | 183 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,881,000 | 1,145 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $120,000 | 1,314 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,052,000 | 5,198 |
| Mortgage-backed securities | $31,537,000 | 1,624 |
| Certificates of participation in pools of residential mortgages | $3,280,000 | 4,185 |
| Issued or guaranteed by U.S. | $3,280,000 | 4,174 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $28,257,000 | 665 |
| CMOs issued by government agencies or sponsored agencies | $24,976,000 | 524 |
| Privately issued | $3,281,000 | 779 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $38,416,000 | 2,494 |
| Total debt securities | $38,295,000 | 2,797 |
| Structured notes | ||
| Amortized cost | $2,440,000 | 549 |
| Fair value | $2,432,000 | 541 |
| 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 | $26,755,000 | 3,719 |
| U.S. Government securities | $22,697,000 | 3,244 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $22,697,000 | 3,184 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $4,058,000 | 1,364 |
| Privately issued residential mortgage-backed securities | $194,000 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,198,000 | 181 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,666,000 | 1,021 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,018,000 | 5,221 |
| Mortgage-backed securities | $20,058,000 | 2,236 |
| Certificates of participation in pools of residential mortgages | $2,148,000 | 4,639 |
| Issued or guaranteed by U.S. | $2,148,000 | 4,620 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $17,910,000 | 871 |
| CMOs issued by government agencies or sponsored agencies | $17,716,000 | 661 |
| Privately issued | $194,000 | 1,331 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $26,755,000 | 3,308 |
| Total debt securities | $26,757,000 | 3,673 |
| Structured notes | ||
| Amortized cost | $1,507,000 | 800 |
| Fair value | $1,491,000 | 811 |
| 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 | $21,329,000 | 4,264 |
| U.S. Government securities | $18,702,000 | 3,680 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $18,702,000 | 3,614 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $2,627,000 | 1,578 |
| Privately issued residential mortgage-backed securities | $211,000 | 1,388 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,416,000 | 1,040 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,166,000 | 5,115 |
| Mortgage-backed securities | $16,998,000 | 2,406 |
| Certificates of participation in pools of residential mortgages | $1,322,000 | 4,946 |
| Issued or guaranteed by U.S. | $1,322,000 | 4,924 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $15,676,000 | 931 |
| CMOs issued by government agencies or sponsored agencies | $15,465,000 | 724 |
| Privately issued | $211,000 | 1,314 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $21,329,000 | 3,823 |
| Total debt securities | $21,330,000 | 4,208 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,489 |
| Fair value | $503,000 | 1,526 |
| 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 | $22,102,000 | 4,197 |
| U.S. Government securities | $19,551,000 | 3,647 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $19,551,000 | 3,574 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $2,551,000 | 1,485 |
| Privately issued residential mortgage-backed securities | $228,000 | 1,277 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,323,000 | 990 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,690,000 | 4,966 |
| Mortgage-backed securities | $16,303,000 | 2,205 |
| Certificates of participation in pools of residential mortgages | $755,000 | 5,106 |
| Issued or guaranteed by U.S. | $755,000 | 5,085 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $15,548,000 | 869 |
| CMOs issued by government agencies or sponsored agencies | $15,320,000 | 679 |
| Privately issued | $228,000 | 1,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $22,102,000 | 3,724 |
| Total debt securities | $22,102,000 | 4,139 |
| Structured notes | ||
| Amortized cost | $1,636,000 | 1,231 |
| Fair value | $1,629,000 | 1,233 |
| 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 | $24,482,000 | 3,961 |
| U.S. Government securities | $23,279,000 | 3,251 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $23,279,000 | 3,187 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $1,203,000 | 1,856 |
| Privately issued residential mortgage-backed securities | $236,000 | 1,233 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $967,000 | 1,422 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,533,000 | 3,891 |
| Mortgage-backed securities | $15,270,000 | 2,144 |
| Certificates of participation in pools of residential mortgages | $821,000 | 4,945 |
| Issued or guaranteed by U.S. | $821,000 | 4,930 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $14,449,000 | 872 |
| CMOs issued by government agencies or sponsored agencies | $14,213,000 | 682 |
| Privately issued | $236,000 | 1,170 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $24,482,000 | 3,495 |
| Total debt securities | $24,482,000 | 3,909 |
| Structured notes | ||
| Amortized cost | $2,634,000 | 1,052 |
| Fair value | $2,643,000 | 1,044 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $21,666,000 | 4,262 |
| U.S. Government securities | $20,937,000 | 3,530 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $20,937,000 | 3,449 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $729,000 | 2,103 |
| Privately issued residential mortgage-backed securities | $236,000 | 1,191 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $493,000 | 1,724 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,583,000 | 3,858 |
| Mortgage-backed securities | $13,015,000 | 2,292 |
| Certificates of participation in pools of residential mortgages | $895,000 | 4,889 |
| Issued or guaranteed by U.S. | $895,000 | 4,873 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $12,120,000 | 948 |
| CMOs issued by government agencies or sponsored agencies | $11,884,000 | 753 |
| Privately issued | $236,000 | 1,121 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $21,666,000 | 3,758 |
| Total debt securities | $21,666,000 | 4,215 |
| Structured notes | ||
| Amortized cost | $4,929,000 | 669 |
| Fair value | $4,913,000 | 650 |
| 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 | $16,391,000 | 5,021 |
| U.S. Government securities | $14,951,000 | 4,440 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $14,951,000 | 4,328 |
| Securities issued by states & political subdivisions | $696,000 | 5,236 |
| Other domestic debt securities | $744,000 | 2,101 |
| Privately issued residential mortgage-backed securities | $246,000 | 1,144 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $498,000 | 1,739 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,792,000 | 3,832 |
| Mortgage-backed securities | $8,783,000 | 2,831 |
| Certificates of participation in pools of residential mortgages | $959,000 | 4,858 |
| Issued or guaranteed by U.S. | $959,000 | 4,839 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $7,824,000 | 1,212 |
| CMOs issued by government agencies or sponsored agencies | $7,578,000 | 1,021 |
| Privately issued | $246,000 | 1,070 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $16,391,000 | 4,427 |
| Total debt securities | $16,390,000 | 4,971 |
| Structured notes | ||
| Amortized cost | $5,431,000 | 653 |
| Fair value | $5,424,000 | 648 |
| 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 | $17,790,000 | 4,865 |
| U.S. Government securities | $16,352,000 | 4,265 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $16,352,000 | 4,158 |
| Securities issued by states & political subdivisions | $686,000 | 5,261 |
| Other domestic debt securities | $752,000 | 2,107 |
| Privately issued residential mortgage-backed securities | $256,000 | 1,119 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $496,000 | 1,793 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,898,000 | 3,829 |
| Mortgage-backed securities | $9,201,000 | 2,757 |
| Certificates of participation in pools of residential mortgages | $1,018,000 | 4,788 |
| Issued or guaranteed by U.S. | $1,018,000 | 4,770 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $8,183,000 | 1,178 |
| CMOs issued by government agencies or sponsored agencies | $7,927,000 | 1,001 |
| Privately issued | $256,000 | 1,053 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $17,790,000 | 4,287 |
| Total debt securities | $17,792,000 | 4,820 |
| Structured notes | ||
| Amortized cost | $5,429,000 | 687 |
| Fair value | $5,414,000 | 678 |
| 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 | $19,134,000 | 4,703 |
| U.S. Government securities | $17,700,000 | 4,081 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $17,700,000 | 3,972 |
| Securities issued by states & political subdivisions | $679,000 | 5,304 |
| Other domestic debt securities | $755,000 | 2,119 |
| Privately issued residential mortgage-backed securities | $265,000 | 1,099 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $490,000 | 1,842 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,013,000 | 3,603 |
| Mortgage-backed securities | $9,581,000 | 2,693 |
| Certificates of participation in pools of residential mortgages | $1,098,000 | 4,737 |
| Issued or guaranteed by U.S. | $1,098,000 | 4,711 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $8,483,000 | 1,119 |
| CMOs issued by government agencies or sponsored agencies | $8,218,000 | 949 |
| Privately issued | $265,000 | 1,022 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $19,134,000 | 4,118 |
| Total debt securities | $19,135,000 | 4,654 |
| Structured notes | ||
| Amortized cost | $5,427,000 | 746 |
| Fair value | $5,398,000 | 738 |
| 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 | $13,103,000 | 5,676 |
| U.S. Government securities | $11,700,000 | 5,178 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $11,700,000 | 5,043 |
| Securities issued by states & political subdivisions | $671,000 | 5,343 |
| Other domestic debt securities | $732,000 | 2,169 |
| Privately issued residential mortgage-backed securities | $275,000 | 1,080 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $457,000 | 1,922 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,563,000 | 3,677 |
| Mortgage-backed securities | $2,920,000 | 4,313 |
| Certificates of participation in pools of residential mortgages | $1,185,000 | 4,705 |
| Issued or guaranteed by U.S. | $1,185,000 | 4,682 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,735,000 | 2,159 |
| CMOs issued by government agencies or sponsored agencies | $1,460,000 | 1,991 |
| Privately issued | $275,000 | 1,007 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $13,103,000 | 5,012 |
| Total debt securities | $13,100,000 | 5,620 |
| Structured notes | ||
| Amortized cost | $5,687,000 | 771 |
| Fair value | $5,613,000 | 756 |
| 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 | $15,738,000 | 5,248 |
| U.S. Government securities | $14,345,000 | 4,672 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $14,345,000 | 4,535 |
| Securities issued by states & political subdivisions | $665,000 | 5,369 |
| Other domestic debt securities | $728,000 | 2,232 |
| Privately issued residential mortgage-backed securities | $303,000 | 1,050 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $425,000 | 2,047 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,563,000 | 3,135 |
| Mortgage-backed securities | $2,078,000 | 4,710 |
| Certificates of participation in pools of residential mortgages | $1,247,000 | 4,695 |
| Issued or guaranteed by U.S. | $1,247,000 | 4,675 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $831,000 | 2,624 |
| CMOs issued by government agencies or sponsored agencies | $528,000 | 2,517 |
| Privately issued | $303,000 | 982 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $15,738,000 | 4,609 |
| Total debt securities | $15,738,000 | 5,196 |
| Structured notes | ||
| Amortized cost | $5,686,000 | 773 |
| Fair value | $5,628,000 | 766 |
| 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 | $16,794,000 | 5,086 |
| U.S. Government securities | $14,456,000 | 4,628 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $14,456,000 | 4,492 |
| Securities issued by states & political subdivisions | $659,000 | 5,400 |
| Other domestic debt securities | $1,679,000 | 1,750 |
| Privately issued residential mortgage-backed securities | $314,000 | 1,012 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,365,000 | 1,412 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,684,000 | 3,644 |
| Mortgage-backed securities | $2,238,000 | 4,663 |
| Certificates of participation in pools of residential mortgages | $1,356,000 | 4,655 |
| Issued or guaranteed by U.S. | $1,356,000 | 4,634 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $882,000 | 2,587 |
| CMOs issued by government agencies or sponsored agencies | $568,000 | 2,505 |
| Privately issued | $314,000 | 940 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $16,794,000 | 4,420 |
| Total debt securities | $16,794,000 | 5,039 |
| Structured notes | ||
| Amortized cost | $5,686,000 | 779 |
| Fair value | $5,616,000 | 773 |
| 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 | $16,739,000 | 5,089 |
| U.S. Government securities | $14,233,000 | 4,651 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $14,233,000 | 4,515 |
| Securities issued by states & political subdivisions | $656,000 | 5,427 |
| Other domestic debt securities | $1,850,000 | 1,718 |
| Privately issued residential mortgage-backed securities | $367,000 | 985 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,483,000 | 1,426 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,695,000 | 3,633 |
| Mortgage-backed securities | $2,040,000 | 4,815 |
| Certificates of participation in pools of residential mortgages | $1,458,000 | 4,642 |
| Issued or guaranteed by U.S. | $1,458,000 | 4,622 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $582,000 | 2,797 |
| CMOs issued by government agencies or sponsored agencies | $215,000 | 2,882 |
| Privately issued | $367,000 | 917 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $16,739,000 | 4,425 |
| Total debt securities | $16,740,000 | 5,040 |
| Structured notes | ||
| Amortized cost | $5,685,000 | 770 |
| Fair value | $5,645,000 | 769 |
| 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 | $14,346,000 | 5,519 |
| U.S. Government securities | $12,246,000 | 5,088 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $12,246,000 | 4,948 |
| Securities issued by states & political subdivisions | $651,000 | 5,429 |
| Other domestic debt securities | $1,449,000 | 1,932 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,449,000 | 1,511 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,269,000 | 4,829 |
| Mortgage-backed securities | $2,039,000 | 4,910 |
| Certificates of participation in pools of residential mortgages | $1,598,000 | 4,624 |
| Issued or guaranteed by U.S. | $1,598,000 | 4,601 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $441,000 | 2,991 |
| CMOs issued by government agencies or sponsored agencies | $441,000 | 2,711 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $14,346,000 | 4,838 |
| Total debt securities | $14,346,000 | 5,454 |
| Structured notes | ||
| Amortized cost | $4,800,000 | 893 |
| Fair value | $4,777,000 | 891 |
| 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 | $16,176,000 | 5,285 |
| U.S. Government securities | $14,023,000 | 4,802 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $14,023,000 | 4,658 |
| Securities issued by states & political subdivisions | $650,000 | 5,439 |
| Other domestic debt securities | $1,503,000 | 1,950 |
| 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 | $1,503,000 | 1,560 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,697,000 | 4,396 |
| Mortgage-backed securities | $2,452,000 | 4,779 |
| Certificates of participation in pools of residential mortgages | $1,736,000 | 4,605 |
| Issued or guaranteed by U.S. | $1,736,000 | 4,589 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $716,000 | 2,805 |
| CMOs issued by government agencies or sponsored agencies | $716,000 | 2,546 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $16,176,000 | 4,627 |
| Total debt securities | $16,176,000 | 5,225 |
| Structured notes | ||
| Amortized cost | $6,283,000 | 679 |
| Fair value | $6,186,000 | 676 |
| 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 | $17,973,000 | 5,021 |
| U.S. Government securities | $14,452,000 | 4,752 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $14,452,000 | 4,602 |
| Securities issued by states & political subdivisions | $646,000 | 5,455 |
| Other domestic debt securities | $2,875,000 | 1,530 |
| Privately issued residential mortgage-backed securities | $672,000 | 828 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,203,000 | 1,336 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,461,000 | 5,195 |
| Mortgage-backed securities | $4,456,000 | 4,116 |
| Certificates of participation in pools of residential mortgages | $2,821,000 | 4,083 |
| Issued or guaranteed by U.S. | $2,821,000 | 4,071 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,635,000 | 2,340 |
| CMOs issued by government agencies or sponsored agencies | $963,000 | 2,449 |
| Privately issued | $672,000 | 767 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $17,973,000 | 4,387 |
| Total debt securities | $17,974,000 | 4,963 |
| Structured notes | ||
| Amortized cost | $5,300,000 | 773 |
| Fair value | $5,254,000 | 774 |
| 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 | $16,539,000 | 5,244 |
| U.S. Government securities | $13,578,000 | 4,908 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $13,578,000 | 4,762 |
| Securities issued by states & political subdivisions | $643,000 | 5,516 |
| Other domestic debt securities | $2,318,000 | 1,687 |
| Privately issued residential mortgage-backed securities | $708,000 | 769 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,610,000 | 1,596 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,484,000 | 5,197 |
| Mortgage-backed securities | $4,082,000 | 4,248 |
| Certificates of participation in pools of residential mortgages | $2,091,000 | 4,455 |
| Issued or guaranteed by U.S. | $2,091,000 | 4,442 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,991,000 | 2,181 |
| CMOs issued by government agencies or sponsored agencies | $1,283,000 | 2,284 |
| Privately issued | $708,000 | 712 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $16,539,000 | 4,564 |
| Total debt securities | $16,539,000 | 5,171 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 984 |
| Fair value | $3,972,000 | 1,029 |
| 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 | $14,333,000 | 5,690 |
| U.S. Government securities | $12,089,000 | 5,281 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $12,089,000 | 5,125 |
| Securities issued by states & political subdivisions | $633,000 | 5,551 |
| Other domestic debt securities | $1,611,000 | 2,033 |
| 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 | $1,611,000 | 1,684 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,446,000 | 5,183 |
| Mortgage-backed securities | $2,688,000 | 4,834 |
| Certificates of participation in pools of residential mortgages | $1,098,000 | 5,134 |
| Issued or guaranteed by U.S. | $1,098,000 | 5,120 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,590,000 | 2,420 |
| CMOs issued by government agencies or sponsored agencies | $1,590,000 | 2,185 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $14,333,000 | 4,998 |
| Total debt securities | $14,334,000 | 5,617 |
| Structured notes | ||
| Amortized cost | $4,097,000 | 953 |
| Fair value | $4,005,000 | 956 |
| 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 | $7,816,000 | 7,040 |
| U.S. Government securities | $5,745,000 | 6,931 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $5,745,000 | 6,767 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $2,071,000 | 1,962 |
| 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 | $2,071,000 | 1,617 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $2,402,000 | 5,008 |
| Certificates of participation in pools of residential mortgages | $171,000 | 6,195 |
| Issued or guaranteed by U.S. | $171,000 | 6,172 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $2,231,000 | 2,193 |
| CMOs issued by government agencies or sponsored agencies | $2,231,000 | 1,966 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $7,816,000 | 6,273 |
| Total debt securities | $7,818,000 | 6,962 |
| Structured notes | ||
| Amortized cost | $5,063,000 | 670 |
| Fair value | $5,141,000 | 668 |
| 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 | $8,440,000 | 6,965 |
| U.S. Government securities | $5,789,000 | 7,007 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $5,789,000 | 6,819 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $2,651,000 | 1,792 |
| Privately issued residential mortgage-backed securities | $572,000 | 707 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,079,000 | 1,711 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $1,294,000 | 5,576 |
| Certificates of participation in pools of residential mortgages | $192,000 | 6,210 |
| Issued or guaranteed by U.S. | $192,000 | 6,186 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,102,000 | 2,699 |
| CMOs issued by government agencies or sponsored agencies | $530,000 | 2,973 |
| Privately issued | $572,000 | 618 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,079,000 | 2,819 |
| Available-for-sale securities (fair market value) | $6,361,000 | 6,658 |
| Total debt securities | $8,434,000 | 6,883 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,180 |
| Fair value | $1,968,000 | 1,275 |
| 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 | $9,536,000 | 6,642 |
| U.S. Government securities | $5,118,000 | 7,102 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $5,118,000 | 6,925 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $4,418,000 | 1,442 |
| Privately issued residential mortgage-backed securities | $1,000,000 | 647 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,418,000 | 1,381 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $2,160,000 | 5,107 |
| Certificates of participation in pools of residential mortgages | $230,000 | 6,187 |
| Issued or guaranteed by U.S. | $230,000 | 6,160 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,930,000 | 2,362 |
| CMOs issued by government agencies or sponsored agencies | $930,000 | 2,744 |
| Privately issued | $1,000,000 | 575 |
| 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) | $3,418,000 | 2,414 |
| Available-for-sale securities (fair market value) | $6,118,000 | 6,679 |
| Total debt securities | $9,539,000 | 6,543 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,004 |
| Fair value | $1,967,000 | 1,088 |
| 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 | $5,124,000 | 7,734 |
| U.S. Government securities | $960,000 | 8,613 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $960,000 | 8,466 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $4,164,000 | 1,540 |
| Privately issued residential mortgage-backed securities | $1,000,000 | 687 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,164,000 | 1,524 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $1,960,000 | 5,346 |
| Certificates of participation in pools of residential mortgages | $354,000 | 6,027 |
| Issued or guaranteed by U.S. | $354,000 | 6,006 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,606,000 | 2,685 |
| CMOs issued by government agencies or sponsored agencies | $606,000 | 3,166 |
| Privately issued | $1,000,000 | 611 |
| 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) | $3,164,000 | 2,510 |
| Available-for-sale securities (fair market value) | $1,960,000 | 7,776 |
| Total debt securities | $5,124,000 | 7,649 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,191 |
| Fair value | $1,000,000 | 1,348 |
| 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 | $6,372,000 | 7,433 |
| U.S. Government securities | $2,364,000 | 8,140 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $2,364,000 | 7,962 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $4,008,000 | 1,591 |
| Privately issued residential mortgage-backed securities | $994,000 | 704 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,014,000 | 1,578 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $2,358,000 | 5,162 |
| Certificates of participation in pools of residential mortgages | $448,000 | 5,919 |
| Issued or guaranteed by U.S. | $448,000 | 5,900 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,910,000 | 2,648 |
| CMOs issued by government agencies or sponsored agencies | $916,000 | 3,059 |
| Privately issued | $994,000 | 624 |
| 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) | $3,014,000 | 2,586 |
| Available-for-sale securities (fair market value) | $3,358,000 | 7,388 |
| Total debt securities | $6,373,000 | 7,340 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 910 |
| Fair value | $1,000,000 | 1,073 |
| 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 | $4,179,000 | 8,062 |
| U.S. Government securities | $2,500,000 | 8,128 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $2,500,000 | 7,933 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $1,679,000 | 2,353 |
| 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 | $1,679,000 | 2,059 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $510,000 | 6,338 |
| Certificates of participation in pools of residential mortgages | $510,000 | 5,819 |
| Issued or guaranteed by U.S. | $510,000 | 5,800 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $4,179,000 | 7,172 |
| Total debt securities | $4,179,000 | 7,977 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 765 |
| Fair value | $996,000 | 977 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |