Home > Paragon Bank > Securities
Paragon Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $60,227,000 | 2,357 |
| U.S. Government securities | $49,979,000 | 1,874 |
| U.S. Treasury securities | $16,544,000 | 1,030 |
| U.S. Government agency obligations | $33,435,000 | 2,054 |
| Securities issued by states & political subdivisions | $10,248,000 | 2,426 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,431,000 | 1,524 |
| Mortgage-backed securities | $27,916,000 | 1,758 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $24,738,000 | 1,330 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $584,000 | 2,303 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,594,000 | 907 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $60,227,000 | 2,144 |
| Total debt securities | $60,227,000 | 2,338 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $61,609,000 | 2,313 |
| U.S. Government securities | $51,719,000 | 1,816 |
| U.S. Treasury securities | $18,670,000 | 1,005 |
| U.S. Government agency obligations | $33,049,000 | 2,042 |
| Securities issued by states & political subdivisions | $9,890,000 | 2,456 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,252,000 | 1,424 |
| Mortgage-backed securities | $27,510,000 | 1,739 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $24,465,000 | 1,316 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $581,000 | 2,286 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,464,000 | 912 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $61,609,000 | 2,080 |
| Total debt securities | $61,609,000 | 2,297 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $66,265,000 | 2,276 |
| U.S. Government securities | $55,742,000 | 1,784 |
| U.S. Treasury securities | $18,647,000 | 1,012 |
| U.S. Government agency obligations | $37,095,000 | 1,960 |
| Securities issued by states & political subdivisions | $10,523,000 | 2,461 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,864,000 | 1,316 |
| Mortgage-backed securities | $31,174,000 | 1,672 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $26,232,000 | 1,302 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $608,000 | 2,280 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,334,000 | 698 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $66,265,000 | 2,049 |
| Total debt securities | $66,265,000 | 2,262 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $69,442,000 | 2,292 |
| U.S. Government securities | $57,603,000 | 1,824 |
| U.S. Treasury securities | $18,771,000 | 1,080 |
| U.S. Government agency obligations | $38,832,000 | 1,913 |
| Securities issued by states & political subdivisions | $11,839,000 | 2,397 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,838,000 | 2,498 |
| Mortgage-backed securities | $32,769,000 | 1,686 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $27,676,000 | 1,307 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $641,000 | 2,307 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,452,000 | 724 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $69,442,000 | 2,045 |
| Total debt securities | $69,442,000 | 2,269 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $70,430,000 | 2,296 |
| U.S. Government securities | $58,262,000 | 1,829 |
| U.S. Treasury securities | $18,487,000 | 1,120 |
| U.S. Government agency obligations | $39,775,000 | 1,889 |
| Securities issued by states & political subdivisions | $12,168,000 | 2,412 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,490,000 | 2,378 |
| Mortgage-backed securities | $33,200,000 | 1,688 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $28,176,000 | 1,304 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $649,000 | 2,327 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,375,000 | 733 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $70,430,000 | 2,057 |
| Total debt securities | $70,430,000 | 2,279 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $71,147,000 | 2,286 |
| U.S. Government securities | $58,620,000 | 1,826 |
| U.S. Treasury securities | $18,310,000 | 1,156 |
| U.S. Government agency obligations | $40,310,000 | 1,898 |
| Securities issued by states & political subdivisions | $12,527,000 | 2,385 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,904,000 | 2,294 |
| Mortgage-backed securities | $33,700,000 | 1,682 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $28,658,000 | 1,303 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $673,000 | 2,346 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,369,000 | 746 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $71,147,000 | 2,051 |
| Total debt securities | $71,147,000 | 2,269 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $75,357,000 | 2,225 |
| U.S. Government securities | $62,574,000 | 1,763 |
| U.S. Treasury securities | $18,712,000 | 1,140 |
| U.S. Government agency obligations | $43,862,000 | 1,833 |
| Securities issued by states & political subdivisions | $12,783,000 | 2,430 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,480,000 | 2,253 |
| Mortgage-backed securities | $36,605,000 | 1,656 |
| Certificates of participation in pools of residential mortgages | $31,235,000 | 1,302 |
| Issued or guaranteed by U.S. | $31,235,000 | 1,275 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $729,000 | 2,414 |
| CMOs issued by government agencies or sponsored agencies | $729,000 | 2,341 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $4,641,000 | 1,203 |
| Commercial mortgage pass-through securities | $4,641,000 | 728 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $75,357,000 | 2,043 |
| Total debt securities | $75,357,000 | 2,210 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $77,344,000 | 2,154 |
| U.S. Government securities | $63,482,000 | 1,713 |
| U.S. Treasury securities | $19,089,000 | 995 |
| U.S. Government agency obligations | $44,393,000 | 1,836 |
| Securities issued by states & political subdivisions | $13,862,000 | 2,370 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,470,000 | 2,146 |
| Mortgage-backed securities | $36,818,000 | 1,686 |
| Certificates of participation in pools of residential mortgages | $34,206,000 | 1,261 |
| Issued or guaranteed by U.S. | $34,206,000 | 1,240 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $784,000 | 2,388 |
| CMOs issued by government agencies or sponsored agencies | $784,000 | 2,318 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $1,828,000 | 1,548 |
| Commercial mortgage pass-through securities | $1,828,000 | 1,057 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $77,344,000 | 1,997 |
| Total debt securities | $77,344,000 | 2,142 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $67,009,000 | 2,297 |
| U.S. Government securities | $53,041,000 | 1,792 |
| U.S. Treasury securities | $9,764,000 | 1,062 |
| U.S. Government agency obligations | $43,277,000 | 1,830 |
| Securities issued by states & political subdivisions | $13,968,000 | 2,397 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,092,000 | 2,119 |
| Mortgage-backed securities | $36,163,000 | 1,669 |
| Certificates of participation in pools of residential mortgages | $33,290,000 | 1,262 |
| Issued or guaranteed by U.S. | $33,290,000 | 1,236 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $867,000 | 2,346 |
| CMOs issued by government agencies or sponsored agencies | $867,000 | 2,287 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $2,006,000 | 1,493 |
| Commercial mortgage pass-through securities | $2,006,000 | 1,016 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $67,009,000 | 2,154 |
| Total debt securities | $67,009,000 | 2,284 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $70,965,000 | 2,144 |
| U.S. Government securities | $54,643,000 | 1,702 |
| U.S. Treasury securities | $7,871,000 | 972 |
| U.S. Government agency obligations | $46,772,000 | 1,705 |
| Securities issued by states & political subdivisions | $16,322,000 | 2,224 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,570,000 | 1,957 |
| Mortgage-backed securities | $39,502,000 | 1,569 |
| Certificates of participation in pools of residential mortgages | $36,477,000 | 1,156 |
| Issued or guaranteed by U.S. | $36,477,000 | 1,134 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $982,000 | 2,330 |
| CMOs issued by government agencies or sponsored agencies | $982,000 | 2,274 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $2,043,000 | 1,490 |
| Commercial mortgage pass-through securities | $2,043,000 | 1,013 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $70,965,000 | 2,012 |
| Total debt securities | $70,965,000 | 2,129 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $55,131,000 | 2,441 |
| U.S. Government securities | $38,708,000 | 2,037 |
| U.S. Treasury securities | $1,930,000 | 1,500 |
| U.S. Government agency obligations | $36,778,000 | 1,940 |
| Securities issued by states & political subdivisions | $16,423,000 | 2,195 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,619,000 | 1,851 |
| Mortgage-backed securities | $29,027,000 | 1,834 |
| Certificates of participation in pools of residential mortgages | $27,902,000 | 1,335 |
| Issued or guaranteed by U.S. | $27,902,000 | 1,302 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $1,125,000 | 2,254 |
| CMOs issued by government agencies or sponsored agencies | $1,125,000 | 2,209 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $55,131,000 | 2,289 |
| Total debt securities | $55,131,000 | 2,425 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $55,256,000 | 2,288 |
| U.S. Government securities | $38,920,000 | 1,911 |
| U.S. Treasury securities | $1,919,000 | 1,181 |
| U.S. Government agency obligations | $37,001,000 | 1,853 |
| Securities issued by states & political subdivisions | $16,336,000 | 2,146 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,527,000 | 1,733 |
| Mortgage-backed securities | $32,608,000 | 1,650 |
| Certificates of participation in pools of residential mortgages | $31,323,000 | 1,166 |
| Issued or guaranteed by U.S. | $31,323,000 | 1,136 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,285,000 | 2,172 |
| CMOs issued by government agencies or sponsored agencies | $1,285,000 | 2,129 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $55,256,000 | 2,153 |
| Total debt securities | $55,256,000 | 2,271 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $60,172,000 | 2,072 |
| U.S. Government securities | $43,513,000 | 1,651 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $43,513,000 | 1,565 |
| Securities issued by states & political subdivisions | $16,659,000 | 2,086 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,711,000 | 1,611 |
| Mortgage-backed securities | $39,018,000 | 1,401 |
| Certificates of participation in pools of residential mortgages | $37,382,000 | 946 |
| Issued or guaranteed by U.S. | $37,382,000 | 927 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,636,000 | 2,121 |
| CMOs issued by government agencies or sponsored agencies | $1,636,000 | 2,072 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $60,172,000 | 1,945 |
| Total debt securities | $60,172,000 | 2,054 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $52,555,000 | 2,153 |
| U.S. Government securities | $41,044,000 | 1,666 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $41,044,000 | 1,592 |
| Securities issued by states & political subdivisions | $11,511,000 | 2,351 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,761,000 | 1,481 |
| Mortgage-backed securities | $36,457,000 | 1,444 |
| Certificates of participation in pools of residential mortgages | $33,794,000 | 995 |
| Issued or guaranteed by U.S. | $33,794,000 | 972 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,663,000 | 1,903 |
| CMOs issued by government agencies or sponsored agencies | $2,663,000 | 1,853 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $52,555,000 | 2,011 |
| Total debt securities | $52,554,000 | 2,134 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $58,709,000 | 1,933 |
| U.S. Government securities | $43,924,000 | 1,569 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $43,924,000 | 1,485 |
| Securities issued by states & political subdivisions | $14,785,000 | 2,034 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,757,000 | 1,281 |
| Mortgage-backed securities | $34,768,000 | 1,466 |
| Certificates of participation in pools of residential mortgages | $32,897,000 | 962 |
| Issued or guaranteed by U.S. | $32,897,000 | 939 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,871,000 | 2,113 |
| CMOs issued by government agencies or sponsored agencies | $1,871,000 | 2,066 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $58,709,000 | 1,807 |
| Total debt securities | $58,709,000 | 1,920 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $64,097,000 | 1,761 |
| U.S. Government securities | $45,801,000 | 1,527 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $45,801,000 | 1,446 |
| Securities issued by states & political subdivisions | $18,296,000 | 1,656 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,684,000 | 3,061 |
| Mortgage-backed securities | $31,746,000 | 1,540 |
| Certificates of participation in pools of residential mortgages | $29,634,000 | 1,035 |
| Issued or guaranteed by U.S. | $29,634,000 | 1,006 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $2,112,000 | 2,064 |
| CMOs issued by government agencies or sponsored agencies | $2,112,000 | 2,015 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $64,097,000 | 1,634 |
| Total debt securities | $64,097,000 | 1,745 |
| Structured notes | ||
| Amortized cost | $3,004,000 | 148 |
| Fair value | $3,005,000 | 145 |
| 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 | $50,198,000 | 2,094 |
| U.S. Government securities | $41,593,000 | 1,667 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $41,593,000 | 1,574 |
| Securities issued by states & political subdivisions | $8,605,000 | 2,471 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,627,000 | 2,977 |
| Mortgage-backed securities | $25,777,000 | 1,707 |
| Certificates of participation in pools of residential mortgages | $24,696,000 | 1,157 |
| Issued or guaranteed by U.S. | $24,696,000 | 1,128 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $18,000 | 2,848 |
| CMOs issued by government agencies or sponsored agencies | $18,000 | 2,793 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $1,063,000 | 1,531 |
| Commercial mortgage pass-through securities | $1,063,000 | 1,067 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $50,198,000 | 1,945 |
| Total debt securities | $50,198,000 | 2,073 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $48,298,000 | 2,139 |
| U.S. Government securities | $40,910,000 | 1,681 |
| U.S. Treasury securities | $2,693,000 | 867 |
| U.S. Government agency obligations | $38,217,000 | 1,677 |
| Securities issued by states & political subdivisions | $7,388,000 | 2,640 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,159,000 | 3,101 |
| Mortgage-backed securities | $21,892,000 | 1,833 |
| Certificates of participation in pools of residential mortgages | $20,784,000 | 1,264 |
| Issued or guaranteed by U.S. | $20,784,000 | 1,229 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $18,000 | 2,875 |
| CMOs issued by government agencies or sponsored agencies | $18,000 | 2,817 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $1,090,000 | 1,505 |
| Commercial mortgage pass-through securities | $1,090,000 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $48,298,000 | 1,976 |
| Total debt securities | $48,298,000 | 2,124 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $51,072,000 | 2,089 |
| U.S. Government securities | $43,660,000 | 1,645 |
| U.S. Treasury securities | $2,662,000 | 883 |
| U.S. Government agency obligations | $40,998,000 | 1,624 |
| Securities issued by states & political subdivisions | $7,412,000 | 2,699 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,823,000 | 3,071 |
| Mortgage-backed securities | $22,770,000 | 1,759 |
| Certificates of participation in pools of residential mortgages | $21,695,000 | 1,206 |
| Issued or guaranteed by U.S. | $21,695,000 | 1,191 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $32,000 | 2,858 |
| CMOs issued by government agencies or sponsored agencies | $32,000 | 2,801 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $1,043,000 | 1,514 |
| Commercial mortgage pass-through securities | $1,043,000 | 1,078 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $51,072,000 | 1,931 |
| Total debt securities | $51,072,000 | 2,075 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $51,137,000 | 2,124 |
| U.S. Government securities | $43,724,000 | 1,646 |
| U.S. Treasury securities | $2,599,000 | 912 |
| U.S. Government agency obligations | $41,125,000 | 1,633 |
| Securities issued by states & political subdivisions | $7,413,000 | 2,750 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,530,000 | 3,027 |
| Mortgage-backed securities | $23,334,000 | 1,745 |
| Certificates of participation in pools of residential mortgages | $22,273,000 | 1,207 |
| Issued or guaranteed by U.S. | $22,273,000 | 1,193 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $45,000 | 2,869 |
| CMOs issued by government agencies or sponsored agencies | $45,000 | 2,806 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $1,016,000 | 1,451 |
| Commercial mortgage pass-through securities | $1,016,000 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $51,137,000 | 1,958 |
| Total debt securities | $51,137,000 | 2,107 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $51,362,000 | 2,137 |
| U.S. Government securities | $43,458,000 | 1,663 |
| U.S. Treasury securities | $2,544,000 | 914 |
| U.S. Government agency obligations | $40,914,000 | 1,656 |
| Securities issued by states & political subdivisions | $7,904,000 | 2,752 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,755,000 | 2,891 |
| Mortgage-backed securities | $23,529,000 | 1,746 |
| Certificates of participation in pools of residential mortgages | $22,518,000 | 1,206 |
| Issued or guaranteed by U.S. | $22,518,000 | 1,197 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $45,000 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $45,000 | 2,820 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $966,000 | 1,455 |
| Commercial mortgage pass-through securities | $966,000 | 1,083 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $51,362,000 | 1,971 |
| Total debt securities | $51,362,000 | 2,123 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $46,453,000 | 2,323 |
| U.S. Government securities | $38,478,000 | 1,843 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $38,478,000 | 1,736 |
| Securities issued by states & political subdivisions | $7,975,000 | 2,772 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,149,000 | 2,723 |
| Mortgage-backed securities | $21,468,000 | 1,819 |
| Certificates of participation in pools of residential mortgages | $20,420,000 | 1,295 |
| Issued or guaranteed by U.S. | $20,420,000 | 1,289 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $84,000 | 2,863 |
| CMOs issued by government agencies or sponsored agencies | $84,000 | 2,803 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $964,000 | 1,434 |
| Commercial mortgage pass-through securities | $964,000 | 1,056 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $46,453,000 | 2,131 |
| Total debt securities | $46,453,000 | 2,303 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $48,236,000 | 2,294 |
| U.S. Government securities | $39,723,000 | 1,779 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $39,723,000 | 1,687 |
| Securities issued by states & political subdivisions | $8,513,000 | 2,756 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,669,000 | 1,981 |
| Mortgage-backed securities | $22,457,000 | 1,804 |
| Certificates of participation in pools of residential mortgages | $21,351,000 | 1,298 |
| Issued or guaranteed by U.S. | $21,351,000 | 1,250 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $127,000 | 2,860 |
| CMOs issued by government agencies or sponsored agencies | $127,000 | 2,789 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $979,000 | 1,390 |
| Commercial mortgage pass-through securities | $979,000 | 1,015 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $48,236,000 | 2,109 |
| Total debt securities | $48,236,000 | 2,273 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $49,349,000 | 2,279 |
| U.S. Government securities | $40,792,000 | 1,790 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $40,792,000 | 1,696 |
| Securities issued by states & political subdivisions | $8,557,000 | 2,791 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,058,000 | 1,861 |
| Mortgage-backed securities | $23,404,000 | 1,755 |
| Certificates of participation in pools of residential mortgages | $22,237,000 | 1,303 |
| Issued or guaranteed by U.S. | $22,237,000 | 1,300 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $125,000 | 2,857 |
| CMOs issued by government agencies or sponsored agencies | $125,000 | 2,786 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $1,042,000 | 1,198 |
| Commercial mortgage pass-through securities | $1,042,000 | 792 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $49,349,000 | 2,087 |
| Total debt securities | $49,349,000 | 2,259 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $45,874,000 | 2,426 |
| U.S. Government securities | $37,238,000 | 1,899 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $37,238,000 | 1,817 |
| Securities issued by states & political subdivisions | $8,636,000 | 2,837 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,108,000 | 1,664 |
| Mortgage-backed securities | $19,545,000 | 1,968 |
| Certificates of participation in pools of residential mortgages | $18,373,000 | 1,507 |
| Issued or guaranteed by U.S. | $18,373,000 | 1,505 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $128,000 | 2,860 |
| CMOs issued by government agencies or sponsored agencies | $128,000 | 2,786 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $1,044,000 | 1,178 |
| Commercial mortgage pass-through securities | $1,044,000 | 792 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $45,874,000 | 2,229 |
| Total debt securities | $45,874,000 | 2,408 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $44,763,000 | 2,521 |
| U.S. Government securities | $35,967,000 | 1,970 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $35,967,000 | 1,880 |
| Securities issued by states & political subdivisions | $8,796,000 | 2,863 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,826,000 | 1,741 |
| Mortgage-backed securities | $20,493,000 | 1,935 |
| Certificates of participation in pools of residential mortgages | $19,317,000 | 1,491 |
| Issued or guaranteed by U.S. | $19,317,000 | 1,487 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $130,000 | 2,883 |
| CMOs issued by government agencies or sponsored agencies | $130,000 | 2,815 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $1,046,000 | 1,162 |
| Commercial mortgage pass-through securities | $1,046,000 | 790 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $44,763,000 | 2,312 |
| Total debt securities | $44,762,000 | 2,503 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $42,874,000 | 2,612 |
| U.S. Government securities | $34,057,000 | 2,093 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $34,057,000 | 1,988 |
| Securities issued by states & political subdivisions | $8,817,000 | 2,881 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,689,000 | 1,820 |
| Mortgage-backed securities | $18,527,000 | 2,071 |
| Certificates of participation in pools of residential mortgages | $17,346,000 | 1,646 |
| Issued or guaranteed by U.S. | $17,346,000 | 1,645 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $132,000 | 2,918 |
| CMOs issued by government agencies or sponsored agencies | $132,000 | 2,838 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $1,049,000 | 1,126 |
| Commercial mortgage pass-through securities | $1,049,000 | 768 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $42,874,000 | 2,396 |
| Total debt securities | $42,874,000 | 2,596 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $42,104,000 | 2,675 |
| U.S. Government securities | $33,063,000 | 2,175 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $33,063,000 | 2,070 |
| Securities issued by states & political subdivisions | $9,041,000 | 2,889 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,946,000 | 2,240 |
| Mortgage-backed securities | $17,807,000 | 2,175 |
| Certificates of participation in pools of residential mortgages | $17,674,000 | 1,673 |
| Issued or guaranteed by U.S. | $17,674,000 | 1,673 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $133,000 | 2,963 |
| CMOs issued by government agencies or sponsored agencies | $133,000 | 2,882 |
| 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) | $42,104,000 | 2,444 |
| Total debt securities | $42,104,000 | 2,658 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $39,866,000 | 2,752 |
| U.S. Government securities | $30,822,000 | 2,262 |
| U.S. Treasury securities | $1,974,000 | 914 |
| U.S. Government agency obligations | $28,848,000 | 2,257 |
| Securities issued by states & political subdivisions | $9,044,000 | 2,923 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,463,000 | 1,778 |
| Mortgage-backed securities | $15,720,000 | 2,294 |
| Certificates of participation in pools of residential mortgages | $15,577,000 | 1,804 |
| Issued or guaranteed by U.S. | $15,577,000 | 1,802 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $143,000 | 2,962 |
| CMOs issued by government agencies or sponsored agencies | $143,000 | 2,868 |
| 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) | $39,866,000 | 2,517 |
| Total debt securities | $39,866,000 | 2,733 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $30,295,000 | 3,192 |
| U.S. Government securities | $20,859,000 | 2,837 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $20,859,000 | 2,722 |
| Securities issued by states & political subdivisions | $9,436,000 | 2,883 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,228,000 | 1,927 |
| Mortgage-backed securities | $11,766,000 | 2,615 |
| Certificates of participation in pools of residential mortgages | $11,595,000 | 2,119 |
| Issued or guaranteed by U.S. | $11,595,000 | 2,119 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $171,000 | 2,970 |
| CMOs issued by government agencies or sponsored agencies | $171,000 | 2,882 |
| 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) | $30,295,000 | 2,925 |
| Total debt securities | $30,296,000 | 3,171 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $31,258,000 | 3,221 |
| U.S. Government securities | $21,794,000 | 2,830 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $21,794,000 | 2,716 |
| Securities issued by states & political subdivisions | $9,464,000 | 2,865 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,825,000 | 1,851 |
| Mortgage-backed securities | $12,368,000 | 2,607 |
| Certificates of participation in pools of residential mortgages | $12,141,000 | 2,102 |
| Issued or guaranteed by U.S. | $12,141,000 | 2,098 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $227,000 | 2,963 |
| CMOs issued by government agencies or sponsored agencies | $227,000 | 2,860 |
| 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) | $31,258,000 | 2,953 |
| Total debt securities | $31,258,000 | 3,196 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $36,291,000 | 2,993 |
| U.S. Government securities | $26,657,000 | 2,606 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $26,657,000 | 2,506 |
| Securities issued by states & political subdivisions | $9,634,000 | 2,840 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,067,000 | 2,085 |
| Mortgage-backed securities | $13,026,000 | 2,556 |
| Certificates of participation in pools of residential mortgages | $12,664,000 | 2,064 |
| Issued or guaranteed by U.S. | $12,664,000 | 2,062 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $362,000 | 2,890 |
| CMOs issued by government agencies or sponsored agencies | $362,000 | 2,798 |
| 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) | $36,291,000 | 2,730 |
| Total debt securities | $36,291,000 | 2,972 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $35,540,000 | 3,064 |
| U.S. Government securities | $25,980,000 | 2,658 |
| U.S. Treasury securities | $1,946,000 | 904 |
| U.S. Government agency obligations | $24,034,000 | 2,686 |
| Securities issued by states & political subdivisions | $9,560,000 | 2,859 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,974,000 | 2,375 |
| Mortgage-backed securities | $10,239,000 | 2,817 |
| Certificates of participation in pools of residential mortgages | $9,716,000 | 2,373 |
| Issued or guaranteed by U.S. | $9,716,000 | 2,370 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $523,000 | 2,821 |
| CMOs issued by government agencies or sponsored agencies | $523,000 | 2,732 |
| 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) | $35,540,000 | 2,796 |
| Total debt securities | $35,540,000 | 3,043 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $3,000 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $37,004,000 | 3,019 |
| U.S. Government securities | $27,331,000 | 2,627 |
| U.S. Treasury securities | $1,968,000 | 850 |
| U.S. Government agency obligations | $25,363,000 | 2,650 |
| Securities issued by states & political subdivisions | $9,673,000 | 2,866 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,431,000 | 2,148 |
| Mortgage-backed securities | $10,882,000 | 2,795 |
| Certificates of participation in pools of residential mortgages | $10,149,000 | 2,342 |
| Issued or guaranteed by U.S. | $10,149,000 | 2,340 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $733,000 | 2,760 |
| CMOs issued by government agencies or sponsored agencies | $733,000 | 2,675 |
| 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) | $37,004,000 | 2,758 |
| Total debt securities | $37,004,000 | 2,997 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $3,000 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $41,891,000 | 2,821 |
| U.S. Government securities | $32,279,000 | 2,435 |
| U.S. Treasury securities | $4,895,000 | 582 |
| U.S. Government agency obligations | $27,384,000 | 2,616 |
| Securities issued by states & political subdivisions | $9,612,000 | 2,891 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,032,000 | 2,215 |
| Mortgage-backed securities | $11,406,000 | 2,810 |
| Certificates of participation in pools of residential mortgages | $10,390,000 | 2,382 |
| Issued or guaranteed by U.S. | $10,390,000 | 2,381 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,016,000 | 2,675 |
| CMOs issued by government agencies or sponsored agencies | $1,016,000 | 2,597 |
| 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) | $41,891,000 | 2,582 |
| Total debt securities | $41,891,000 | 2,801 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $11,000 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $40,366,000 | 2,932 |
| U.S. Government securities | $30,536,000 | 2,560 |
| U.S. Treasury securities | $1,985,000 | 849 |
| U.S. Government agency obligations | $28,551,000 | 2,596 |
| Securities issued by states & political subdivisions | $9,830,000 | 2,857 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,650,000 | 2,070 |
| Mortgage-backed securities | $12,190,000 | 2,777 |
| Certificates of participation in pools of residential mortgages | $10,930,000 | 2,352 |
| Issued or guaranteed by U.S. | $10,930,000 | 2,352 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,260,000 | 2,617 |
| CMOs issued by government agencies or sponsored agencies | $1,260,000 | 2,541 |
| 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) | $40,366,000 | 2,683 |
| Total debt securities | $40,366,000 | 2,907 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $17,000 | 248 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $42,455,000 | 2,875 |
| U.S. Government securities | $32,668,000 | 2,488 |
| U.S. Treasury securities | $1,939,000 | 871 |
| U.S. Government agency obligations | $30,729,000 | 2,494 |
| Securities issued by states & political subdivisions | $9,787,000 | 2,865 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,734,000 | 2,184 |
| Mortgage-backed securities | $12,639,000 | 2,775 |
| Certificates of participation in pools of residential mortgages | $11,189,000 | 2,376 |
| Issued or guaranteed by U.S. | $11,189,000 | 2,372 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,450,000 | 2,597 |
| CMOs issued by government agencies or sponsored agencies | $1,450,000 | 2,522 |
| 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) | $42,455,000 | 2,625 |
| Total debt securities | $42,455,000 | 2,855 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $40,000 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $44,390,000 | 2,854 |
| U.S. Government securities | $34,632,000 | 2,454 |
| U.S. Treasury securities | $3,780,000 | 648 |
| U.S. Government agency obligations | $30,852,000 | 2,568 |
| Securities issued by states & political subdivisions | $9,758,000 | 2,901 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,315,000 | 2,025 |
| Mortgage-backed securities | $13,062,000 | 2,806 |
| Certificates of participation in pools of residential mortgages | $11,353,000 | 2,428 |
| Issued or guaranteed by U.S. | $11,353,000 | 2,424 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,709,000 | 2,556 |
| CMOs issued by government agencies or sponsored agencies | $1,709,000 | 2,470 |
| 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) | $44,390,000 | 2,594 |
| Total debt securities | $44,390,000 | 2,828 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $57,000 | 227 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $51,717,000 | 2,606 |
| U.S. Government securities | $39,966,000 | 2,250 |
| U.S. Treasury securities | $8,512,000 | 383 |
| U.S. Government agency obligations | $31,454,000 | 2,572 |
| Securities issued by states & political subdivisions | $11,751,000 | 2,644 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,653,000 | 1,853 |
| Mortgage-backed securities | $13,796,000 | 2,776 |
| Certificates of participation in pools of residential mortgages | $11,756,000 | 2,424 |
| Issued or guaranteed by U.S. | $11,756,000 | 2,423 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,040,000 | 2,472 |
| CMOs issued by government agencies or sponsored agencies | $2,040,000 | 2,392 |
| 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) | $51,717,000 | 2,375 |
| Total debt securities | $51,718,000 | 2,584 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $51,000 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $51,668,000 | 2,616 |
| U.S. Government securities | $40,022,000 | 2,266 |
| U.S. Treasury securities | $8,406,000 | 364 |
| U.S. Government agency obligations | $31,616,000 | 2,600 |
| Securities issued by states & political subdivisions | $11,646,000 | 2,676 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,598,000 | 2,295 |
| Mortgage-backed securities | $14,272,000 | 2,750 |
| Certificates of participation in pools of residential mortgages | $11,937,000 | 2,429 |
| Issued or guaranteed by U.S. | $11,937,000 | 2,428 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $2,335,000 | 2,389 |
| CMOs issued by government agencies or sponsored agencies | $2,335,000 | 2,315 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $51,668,000 | 2,385 |
| Total debt securities | $51,668,000 | 2,591 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $81,000 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $55,461,000 | 2,469 |
| U.S. Government securities | $42,949,000 | 2,138 |
| U.S. Treasury securities | $8,274,000 | 338 |
| U.S. Government agency obligations | $34,675,000 | 2,436 |
| Securities issued by states & political subdivisions | $12,512,000 | 2,558 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,889,000 | 3,452 |
| Mortgage-backed securities | $14,685,000 | 2,723 |
| Certificates of participation in pools of residential mortgages | $12,090,000 | 2,405 |
| Issued or guaranteed by U.S. | $12,090,000 | 2,405 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $2,595,000 | 2,303 |
| CMOs issued by government agencies or sponsored agencies | $2,595,000 | 2,216 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $55,461,000 | 2,250 |
| Total debt securities | $55,461,000 | 2,446 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $97,000 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $56,473,000 | 2,449 |
| U.S. Government securities | $43,797,000 | 2,120 |
| U.S. Treasury securities | $8,366,000 | 330 |
| U.S. Government agency obligations | $35,431,000 | 2,401 |
| Securities issued by states & political subdivisions | $12,676,000 | 2,519 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,979,000 | 3,636 |
| Mortgage-backed securities | $15,362,000 | 2,686 |
| Certificates of participation in pools of residential mortgages | $12,407,000 | 2,385 |
| Issued or guaranteed by U.S. | $12,407,000 | 2,383 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $2,955,000 | 2,241 |
| CMOs issued by government agencies or sponsored agencies | $2,955,000 | 2,154 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $56,473,000 | 2,227 |
| Total debt securities | $56,473,000 | 2,427 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $96,000 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $58,279,000 | 2,377 |
| U.S. Government securities | $45,362,000 | 2,022 |
| U.S. Treasury securities | $8,494,000 | 323 |
| U.S. Government agency obligations | $36,868,000 | 2,326 |
| Securities issued by states & political subdivisions | $12,917,000 | 2,486 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,401,000 | 2,691 |
| Mortgage-backed securities | $16,436,000 | 2,616 |
| Certificates of participation in pools of residential mortgages | $12,839,000 | 2,325 |
| Issued or guaranteed by U.S. | $12,839,000 | 2,324 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,597,000 | 2,148 |
| CMOs issued by government agencies or sponsored agencies | $3,597,000 | 2,062 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $58,279,000 | 2,169 |
| Total debt securities | $58,279,000 | 2,354 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $132,000 | 220 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $44,358,000 | 2,934 |
| U.S. Government securities | $31,432,000 | 2,730 |
| U.S. Treasury securities | $2,928,000 | 602 |
| U.S. Government agency obligations | $28,504,000 | 2,834 |
| Securities issued by states & political subdivisions | $12,926,000 | 2,488 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,501,000 | 2,601 |
| Mortgage-backed securities | $5,687,000 | 3,954 |
| Certificates of participation in pools of residential mortgages | $1,225,000 | 4,582 |
| Issued or guaranteed by U.S. | $1,225,000 | 4,580 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,462,000 | 2,060 |
| CMOs issued by government agencies or sponsored agencies | $4,462,000 | 1,975 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $44,358,000 | 2,720 |
| Total debt securities | $44,358,000 | 2,908 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,588 |
| Fair value | $1,001,000 | 1,633 |
| Trading account assets | $69,000 | 222 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $34,882,000 | 3,371 |
| U.S. Government securities | $24,842,000 | 3,075 |
| U.S. Treasury securities | $1,968,000 | 702 |
| U.S. Government agency obligations | $22,874,000 | 3,171 |
| Securities issued by states & political subdivisions | $10,040,000 | 2,825 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,919,000 | 2,211 |
| Mortgage-backed securities | $6,771,000 | 3,766 |
| Certificates of participation in pools of residential mortgages | $1,242,000 | 4,611 |
| Issued or guaranteed by U.S. | $1,242,000 | 4,610 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $5,529,000 | 1,961 |
| CMOs issued by government agencies or sponsored agencies | $5,529,000 | 1,868 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $34,882,000 | 3,119 |
| Total debt securities | $34,881,000 | 3,341 |
| Structured notes | ||
| Amortized cost | $1,002,000 | 1,610 |
| Fair value | $1,004,000 | 1,645 |
| Trading account assets | $68,000 | 220 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $43,401,000 | 2,969 |
| U.S. Government securities | $32,836,000 | 2,637 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $32,836,000 | 2,579 |
| Securities issued by states & political subdivisions | $10,565,000 | 2,719 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,440,000 | 2,126 |
| Mortgage-backed securities | $22,672,000 | 2,334 |
| Certificates of participation in pools of residential mortgages | $16,009,000 | 2,153 |
| Issued or guaranteed by U.S. | $16,009,000 | 2,152 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $6,663,000 | 1,879 |
| CMOs issued by government agencies or sponsored agencies | $6,663,000 | 1,787 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $43,401,000 | 2,744 |
| Total debt securities | $43,401,000 | 2,943 |
| Structured notes | ||
| Amortized cost | $1,004,000 | 1,744 |
| Fair value | $1,004,000 | 1,798 |
| Trading account assets | $46,000 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $46,650,000 | 2,840 |
| U.S. Government securities | $35,453,000 | 2,534 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $35,453,000 | 2,482 |
| Securities issued by states & political subdivisions | $11,197,000 | 2,581 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,428,000 | 1,971 |
| Mortgage-backed securities | $26,435,000 | 2,160 |
| Certificates of participation in pools of residential mortgages | $18,526,000 | 2,001 |
| Issued or guaranteed by U.S. | $18,526,000 | 2,001 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $7,909,000 | 1,759 |
| CMOs issued by government agencies or sponsored agencies | $7,909,000 | 1,670 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $46,650,000 | 2,611 |
| Total debt securities | $46,650,000 | 2,816 |
| Structured notes | ||
| Amortized cost | $2,902,000 | 1,291 |
| Fair value | $2,902,000 | 1,294 |
| Trading account assets | $76,000 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $44,359,000 | 2,946 |
| U.S. Government securities | $36,485,000 | 2,513 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $36,485,000 | 2,457 |
| Securities issued by states & political subdivisions | $7,874,000 | 3,009 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,455,000 | 2,055 |
| Mortgage-backed securities | $31,868,000 | 1,925 |
| Certificates of participation in pools of residential mortgages | $22,431,000 | 1,726 |
| Issued or guaranteed by U.S. | $22,431,000 | 1,723 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $9,437,000 | 1,654 |
| CMOs issued by government agencies or sponsored agencies | $9,437,000 | 1,556 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $44,359,000 | 2,704 |
| Total debt securities | $44,359,000 | 2,923 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $33,000 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $46,606,000 | 2,745 |
| U.S. Government securities | $39,120,000 | 2,268 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $39,120,000 | 2,212 |
| Securities issued by states & political subdivisions | $7,486,000 | 3,047 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,426,000 | 1,676 |
| Mortgage-backed securities | $30,364,000 | 1,913 |
| Certificates of participation in pools of residential mortgages | $22,627,000 | 1,625 |
| Issued or guaranteed by U.S. | $22,627,000 | 1,621 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $7,737,000 | 1,774 |
| CMOs issued by government agencies or sponsored agencies | $7,737,000 | 1,614 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $46,606,000 | 2,496 |
| Total debt securities | $46,606,000 | 2,718 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $48,000 | 192 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $44,317,000 | 2,775 |
| U.S. Government securities | $37,674,000 | 2,290 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $37,674,000 | 2,222 |
| Securities issued by states & political subdivisions | $6,643,000 | 3,148 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,647,000 | 1,643 |
| Mortgage-backed securities | $31,194,000 | 1,823 |
| Certificates of participation in pools of residential mortgages | $23,573,000 | 1,503 |
| Issued or guaranteed by U.S. | $23,573,000 | 1,499 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $7,621,000 | 1,790 |
| CMOs issued by government agencies or sponsored agencies | $7,621,000 | 1,620 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $44,317,000 | 2,528 |
| Total debt securities | $44,316,000 | 2,751 |
| Structured notes | ||
| Amortized cost | $2,836,000 | 1,507 |
| Fair value | $2,838,000 | 1,514 |
| Trading account assets | $58,000 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $43,693,000 | 2,818 |
| U.S. Government securities | $35,671,000 | 2,445 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $35,671,000 | 2,376 |
| Securities issued by states & political subdivisions | $8,022,000 | 2,839 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,948,000 | 1,658 |
| Mortgage-backed securities | $32,524,000 | 1,719 |
| Certificates of participation in pools of residential mortgages | $24,746,000 | 1,426 |
| Issued or guaranteed by U.S. | $24,746,000 | 1,421 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $7,778,000 | 1,744 |
| CMOs issued by government agencies or sponsored agencies | $7,778,000 | 1,564 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $43,693,000 | 2,568 |
| Total debt securities | $43,694,000 | 2,801 |
| Structured notes | ||
| Amortized cost | $1,001,000 | 2,443 |
| Fair value | $1,002,000 | 2,498 |
| Trading account assets | $185,000 | 187 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $48,217,000 | 2,596 |
| U.S. Government securities | $40,512,000 | 2,191 |
| U.S. Treasury securities | $2,292,000 | 696 |
| U.S. Government agency obligations | $38,220,000 | 2,219 |
| Securities issued by states & political subdivisions | $7,705,000 | 2,842 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,189,000 | 2,565 |
| Mortgage-backed securities | $30,053,000 | 1,780 |
| Certificates of participation in pools of residential mortgages | $24,700,000 | 1,385 |
| Issued or guaranteed by U.S. | $24,700,000 | 1,379 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $5,353,000 | 1,950 |
| CMOs issued by government agencies or sponsored agencies | $5,353,000 | 1,761 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $48,217,000 | 2,349 |
| Total debt securities | $48,217,000 | 2,573 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $308,000 | 174 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $47,249,000 | 2,530 |
| U.S. Government securities | $40,818,000 | 2,063 |
| U.S. Treasury securities | $2,247,000 | 710 |
| U.S. Government agency obligations | $38,571,000 | 2,095 |
| Securities issued by states & political subdivisions | $6,431,000 | 3,090 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,317,000 | 2,112 |
| Mortgage-backed securities | $26,551,000 | 1,897 |
| Certificates of participation in pools of residential mortgages | $23,084,000 | 1,414 |
| Issued or guaranteed by U.S. | $23,084,000 | 1,408 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,467,000 | 2,250 |
| CMOs issued by government agencies or sponsored agencies | $3,467,000 | 2,023 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $47,249,000 | 2,273 |
| Total debt securities | $47,249,000 | 2,503 |
| Structured notes | ||
| Amortized cost | $1,502,000 | 2,092 |
| Fair value | $1,496,000 | 2,121 |
| Trading account assets | $378,000 | 171 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $41,156,000 | 2,797 |
| U.S. Government securities | $37,167,000 | 2,218 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $37,167,000 | 2,139 |
| Securities issued by states & political subdivisions | $3,989,000 | 3,633 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,533,000 | 1,714 |
| Mortgage-backed securities | $21,948,000 | 2,094 |
| Certificates of participation in pools of residential mortgages | $19,393,000 | 1,571 |
| Issued or guaranteed by U.S. | $19,393,000 | 1,568 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,555,000 | 2,427 |
| CMOs issued by government agencies or sponsored agencies | $2,555,000 | 2,181 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $41,156,000 | 2,514 |
| Total debt securities | $41,156,000 | 2,769 |
| Structured notes | ||
| Amortized cost | $1,511,000 | 2,128 |
| Fair value | $1,516,000 | 2,151 |
| Trading account assets | $209,000 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $37,623,000 | 2,969 |
| U.S. Government securities | $37,623,000 | 2,222 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $37,623,000 | 2,146 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,744,000 | 1,711 |
| Mortgage-backed securities | $20,365,000 | 2,172 |
| Certificates of participation in pools of residential mortgages | $18,787,000 | 1,620 |
| Issued or guaranteed by U.S. | $18,787,000 | 1,613 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,578,000 | 2,666 |
| CMOs issued by government agencies or sponsored agencies | $1,578,000 | 2,367 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $37,623,000 | 2,674 |
| Total debt securities | $37,623,000 | 2,942 |
| Structured notes | ||
| Amortized cost | $1,519,000 | 2,233 |
| Fair value | $1,518,000 | 2,241 |
| Trading account assets | $93,000 | 193 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $41,875,000 | 2,772 |
| U.S. Government securities | $41,875,000 | 2,065 |
| U.S. Treasury securities | $492,000 | 992 |
| U.S. Government agency obligations | $41,383,000 | 2,014 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,508,000 | 1,995 |
| Mortgage-backed securities | $18,252,000 | 2,377 |
| Certificates of participation in pools of residential mortgages | $16,671,000 | 1,849 |
| Issued or guaranteed by U.S. | $16,671,000 | 1,846 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,581,000 | 2,629 |
| CMOs issued by government agencies or sponsored agencies | $1,581,000 | 2,307 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $41,875,000 | 2,474 |
| Total debt securities | $41,875,000 | 2,746 |
| Structured notes | ||
| Amortized cost | $3,094,000 | 1,380 |
| Fair value | $3,117,000 | 1,377 |
| Trading account assets | $203,000 | 199 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $52,154,000 | 2,293 |
| U.S. Government securities | $52,154,000 | 1,684 |
| U.S. Treasury securities | $1,451,000 | 687 |
| U.S. Government agency obligations | $50,703,000 | 1,673 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,455,000 | 1,957 |
| Mortgage-backed securities | $17,400,000 | 2,500 |
| Certificates of participation in pools of residential mortgages | $17,400,000 | 1,862 |
| Issued or guaranteed by U.S. | $17,400,000 | 1,857 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $52,154,000 | 2,038 |
| Total debt securities | $52,154,000 | 2,270 |
| Structured notes | ||
| Amortized cost | $3,359,000 | 1,107 |
| Fair value | $3,365,000 | 1,108 |
| Trading account assets | $334,000 | 192 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $64,679,000 | 1,918 |
| U.S. Government securities | $64,679,000 | 1,364 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $64,679,000 | 1,325 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,922,000 | 1,450 |
| Mortgage-backed securities | $41,986,000 | 1,396 |
| Certificates of participation in pools of residential mortgages | $41,420,000 | 968 |
| Issued or guaranteed by U.S. | $41,420,000 | 963 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $566,000 | 3,138 |
| CMOs issued by government agencies or sponsored agencies | $566,000 | 2,796 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $64,679,000 | 1,693 |
| Total debt securities | $64,679,000 | 1,882 |
| Structured notes | ||
| Amortized cost | $3,527,000 | 757 |
| Fair value | $3,498,000 | 771 |
| Trading account assets | $131,000 | 221 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $46,539,000 | 2,471 |
| U.S. Government securities | $46,539,000 | 1,774 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $46,539,000 | 1,737 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,292,000 | 1,435 |
| Mortgage-backed securities | $39,726,000 | 1,461 |
| Certificates of participation in pools of residential mortgages | $39,132,000 | 1,030 |
| Issued or guaranteed by U.S. | $39,132,000 | 1,018 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $594,000 | 3,132 |
| CMOs issued by government agencies or sponsored agencies | $594,000 | 2,774 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $46,539,000 | 2,177 |
| Total debt securities | $46,539,000 | 2,442 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $48,326,000 | 2,405 |
| U.S. Government securities | $48,326,000 | 1,729 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $48,326,000 | 1,691 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,351,000 | 1,466 |
| Mortgage-backed securities | $42,967,000 | 1,387 |
| Certificates of participation in pools of residential mortgages | $40,500,000 | 1,030 |
| Issued or guaranteed by U.S. | $40,500,000 | 1,017 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,467,000 | 2,369 |
| CMOs issued by government agencies or sponsored agencies | $2,467,000 | 1,988 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $48,326,000 | 2,115 |
| Total debt securities | $48,326,000 | 2,373 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $62,702,000 | 1,896 |
| U.S. Government securities | $62,702,000 | 1,376 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $62,702,000 | 1,350 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,355,000 | 1,275 |
| Mortgage-backed securities | $54,249,000 | 1,115 |
| Certificates of participation in pools of residential mortgages | $47,295,000 | 882 |
| Issued or guaranteed by U.S. | $47,295,000 | 874 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $6,954,000 | 1,560 |
| CMOs issued by government agencies or sponsored agencies | $6,954,000 | 1,264 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $62,702,000 | 1,661 |
| Total debt securities | $62,702,000 | 1,880 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $62,200,000 | 1,867 |
| U.S. Government securities | $62,200,000 | 1,353 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $62,200,000 | 1,324 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,669,000 | 1,081 |
| Mortgage-backed securities | $51,002,000 | 1,114 |
| Certificates of participation in pools of residential mortgages | $46,524,000 | 857 |
| Issued or guaranteed by U.S. | $46,524,000 | 847 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $4,478,000 | 1,801 |
| CMOs issued by government agencies or sponsored agencies | $4,478,000 | 1,491 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $62,200,000 | 1,641 |
| Total debt securities | $62,200,000 | 1,844 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $87,663,000 | 1,376 |
| U.S. Government securities | $87,663,000 | 957 |
| U.S. Treasury securities | $967,000 | 701 |
| U.S. Government agency obligations | $86,696,000 | 948 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,211,000 | 994 |
| Mortgage-backed securities | $68,050,000 | 864 |
| Certificates of participation in pools of residential mortgages | $63,558,000 | 630 |
| Issued or guaranteed by U.S. | $63,558,000 | 623 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $4,492,000 | 1,789 |
| CMOs issued by government agencies or sponsored agencies | $4,492,000 | 1,489 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $87,663,000 | 1,195 |
| Total debt securities | $87,663,000 | 1,347 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $90,072,000 | 1,332 |
| U.S. Government securities | $90,072,000 | 931 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $90,072,000 | 908 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,830,000 | 934 |
| Mortgage-backed securities | $73,270,000 | 782 |
| Certificates of participation in pools of residential mortgages | $66,493,000 | 582 |
| Issued or guaranteed by U.S. | $66,493,000 | 576 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $6,777,000 | 1,477 |
| CMOs issued by government agencies or sponsored agencies | $6,777,000 | 1,202 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $90,072,000 | 1,173 |
| Total debt securities | $90,072,000 | 1,296 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $85,911,000 | 1,390 |
| U.S. Government securities | $85,911,000 | 963 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $85,911,000 | 930 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,101,000 | 956 |
| Mortgage-backed securities | $69,035,000 | 746 |
| Certificates of participation in pools of residential mortgages | $58,324,000 | 594 |
| Issued or guaranteed by U.S. | $58,324,000 | 586 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $10,711,000 | 1,104 |
| CMOs issued by government agencies or sponsored agencies | $10,711,000 | 880 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $85,911,000 | 1,206 |
| Total debt securities | $85,911,000 | 1,357 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $65,734,000 | 1,788 |
| U.S. Government securities | $65,734,000 | 1,304 |
| U.S. Treasury securities | $1,189,000 | 711 |
| U.S. Government agency obligations | $64,545,000 | 1,292 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,471,000 | 2,068 |
| Mortgage-backed securities | $47,068,000 | 970 |
| Certificates of participation in pools of residential mortgages | $36,322,000 | 842 |
| Issued or guaranteed by U.S. | $36,322,000 | 833 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $10,746,000 | 1,058 |
| CMOs issued by government agencies or sponsored agencies | $10,746,000 | 845 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $65,734,000 | 1,544 |
| Total debt securities | $65,734,000 | 1,744 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $57,985,000 | 1,974 |
| U.S. Government securities | $57,985,000 | 1,468 |
| U.S. Treasury securities | $2,079,000 | 629 |
| U.S. Government agency obligations | $55,906,000 | 1,488 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,976,000 | 1,540 |
| Mortgage-backed securities | $35,039,000 | 1,174 |
| Certificates of participation in pools of residential mortgages | $26,894,000 | 1,038 |
| Issued or guaranteed by U.S. | $26,894,000 | 1,033 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $8,145,000 | 1,202 |
| CMOs issued by government agencies or sponsored agencies | $8,145,000 | 974 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $57,985,000 | 1,702 |
| Total debt securities | $57,985,000 | 1,929 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $51,394,000 | 2,252 |
| U.S. Government securities | $51,394,000 | 1,663 |
| U.S. Treasury securities | $2,223,000 | 663 |
| U.S. Government agency obligations | $49,171,000 | 1,692 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,438,000 | 1,462 |
| Mortgage-backed securities | $30,027,000 | 1,304 |
| Certificates of participation in pools of residential mortgages | $23,625,000 | 1,131 |
| Issued or guaranteed by U.S. | $23,625,000 | 1,122 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $6,402,000 | 1,346 |
| CMOs issued by government agencies or sponsored agencies | $6,402,000 | 1,118 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $51,394,000 | 1,937 |
| Total debt securities | $51,394,000 | 2,220 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $53,055,000 | 2,206 |
| U.S. Government securities | $53,055,000 | 1,659 |
| U.S. Treasury securities | $2,962,000 | 635 |
| U.S. Government agency obligations | $50,093,000 | 1,696 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,896,000 | 1,779 |
| Mortgage-backed securities | $29,981,000 | 1,332 |
| Certificates of participation in pools of residential mortgages | $23,484,000 | 1,164 |
| Issued or guaranteed by U.S. | $23,484,000 | 1,155 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $6,497,000 | 1,331 |
| CMOs issued by government agencies or sponsored agencies | $6,497,000 | 1,110 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $53,055,000 | 1,909 |
| Total debt securities | $53,055,000 | 2,158 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $55,104,000 | 2,153 |
| U.S. Government securities | $55,104,000 | 1,625 |
| U.S. Treasury securities | $2,187,000 | 740 |
| U.S. Government agency obligations | $52,917,000 | 1,648 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,363,000 | 1,611 |
| Mortgage-backed securities | $31,163,000 | 1,299 |
| Certificates of participation in pools of residential mortgages | $24,551,000 | 1,133 |
| Issued or guaranteed by U.S. | $24,551,000 | 1,124 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $6,612,000 | 1,281 |
| CMOs issued by government agencies or sponsored agencies | $6,612,000 | 1,075 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $55,104,000 | 1,834 |
| Total debt securities | $55,104,000 | 2,111 |
| Structured notes | ||
| Amortized cost | $3,425,000 | 1,121 |
| Fair value | $3,387,000 | 1,117 |
| 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 | $56,526,000 | 2,090 |
| U.S. Government securities | $56,526,000 | 1,587 |
| U.S. Treasury securities | $2,069,000 | 790 |
| U.S. Government agency obligations | $54,457,000 | 1,594 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,146,000 | 1,237 |
| Mortgage-backed securities | $30,775,000 | 1,326 |
| Certificates of participation in pools of residential mortgages | $24,135,000 | 1,165 |
| Issued or guaranteed by U.S. | $24,135,000 | 1,157 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $6,640,000 | 1,268 |
| CMOs issued by government agencies or sponsored agencies | $6,640,000 | 1,065 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $56,526,000 | 1,784 |
| Total debt securities | $56,526,000 | 2,051 |
| Structured notes | ||
| Amortized cost | $3,422,000 | 1,163 |
| Fair value | $3,346,000 | 1,158 |
| 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 | $51,325,000 | 2,305 |
| U.S. Government securities | $51,325,000 | 1,767 |
| U.S. Treasury securities | $956,000 | 1,255 |
| U.S. Government agency obligations | $50,369,000 | 1,736 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,889,000 | 1,306 |
| Mortgage-backed securities | $25,492,000 | 1,516 |
| Certificates of participation in pools of residential mortgages | $19,699,000 | 1,368 |
| Issued or guaranteed by U.S. | $19,699,000 | 1,361 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $5,793,000 | 1,383 |
| CMOs issued by government agencies or sponsored agencies | $5,793,000 | 1,170 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $51,325,000 | 1,980 |
| Total debt securities | $51,325,000 | 2,259 |
| Structured notes | ||
| Amortized cost | $3,420,000 | 1,193 |
| Fair value | $3,355,000 | 1,193 |
| 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 | $38,736,000 | 2,906 |
| U.S. Government securities | $38,736,000 | 2,245 |
| U.S. Treasury securities | $964,000 | 1,270 |
| U.S. Government agency obligations | $37,772,000 | 2,235 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,537,000 | 1,815 |
| Mortgage-backed securities | $19,792,000 | 1,817 |
| Certificates of participation in pools of residential mortgages | $13,902,000 | 1,751 |
| Issued or guaranteed by U.S. | $13,902,000 | 1,739 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $5,890,000 | 1,362 |
| CMOs issued by government agencies or sponsored agencies | $5,890,000 | 1,163 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $38,736,000 | 2,504 |
| Total debt securities | $38,736,000 | 2,861 |
| Structured notes | ||
| Amortized cost | $3,415,000 | 1,186 |
| Fair value | $3,357,000 | 1,188 |
| 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 | $29,847,000 | 3,563 |
| U.S. Government securities | $29,847,000 | 2,771 |
| U.S. Treasury securities | $980,000 | 1,244 |
| U.S. Government agency obligations | $28,867,000 | 2,746 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,669,000 | 2,219 |
| Mortgage-backed securities | $10,779,000 | 2,619 |
| Certificates of participation in pools of residential mortgages | $10,779,000 | 2,103 |
| Issued or guaranteed by U.S. | $10,779,000 | 2,092 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $29,847,000 | 3,079 |
| Total debt securities | $29,847,000 | 3,506 |
| Structured notes | ||
| Amortized cost | $3,407,000 | 1,161 |
| Fair value | $3,391,000 | 1,156 |
| 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 | $16,553,000 | 5,163 |
| U.S. Government securities | $16,553,000 | 4,312 |
| U.S. Treasury securities | $985,000 | 1,286 |
| U.S. Government agency obligations | $15,568,000 | 4,334 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,793,000 | 5,012 |
| Mortgage-backed securities | $2,982,000 | 4,472 |
| Certificates of participation in pools of residential mortgages | $2,982,000 | 3,884 |
| Issued or guaranteed by U.S. | $2,982,000 | 3,870 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $16,553,000 | 4,501 |
| Total debt securities | $16,552,000 | 5,111 |
| Structured notes | ||
| Amortized cost | $3,398,000 | 1,167 |
| Fair value | $3,400,000 | 1,161 |
| 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 | $9,144,000 | 6,606 |
| U.S. Government securities | $9,144,000 | 5,888 |
| U.S. Treasury securities | $966,000 | 1,397 |
| U.S. Government agency obligations | $8,178,000 | 5,993 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| 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 | $0 | 2,887 |
| 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 | $314,000 | 6,948 |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $9,144,000 | 5,871 |
| Total debt securities | $9,144,000 | 6,550 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |