Home > Bank of Jamestown > Securities
Bank of Jamestown, Securities
| 2023-12-31 | Rank | |
| Total securities | $74,000,000 | 2,092 |
| U.S. Government securities | $30,670,000 | 2,458 |
| U.S. Treasury securities | $3,429,000 | 2,039 |
| U.S. Government agency obligations | $27,241,000 | 2,258 |
| Securities issued by states & political subdivisions | $42,384,000 | 1,030 |
| Other domestic debt securities | $949,000 | 2,005 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $949,000 | 578 |
| 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 | $53,550,000 | 1,429 |
| Mortgage-backed securities | $7,247,000 | 2,805 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,130,000 | 2,826 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $663,000 | 2,273 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $443,000 | 1,413 |
| Other commercial mortgage-backed securities | $3,011,000 | 846 |
| Held to maturity securities (book value) | $30,434,000 | 688 |
| Available-for-sale securities (fair market value) | $43,569,000 | 2,546 |
| Total debt securities | $74,003,000 | 2,075 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 415 |
| Fair value | $3,283,000 | 413 |
| 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 | $74,697,000 | 2,043 |
| U.S. Government securities | $30,752,000 | 2,438 |
| U.S. Treasury securities | $3,387,000 | 2,116 |
| U.S. Government agency obligations | $27,365,000 | 2,223 |
| Securities issued by states & political subdivisions | $43,024,000 | 991 |
| Other domestic debt securities | $924,000 | 2,015 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $924,000 | 579 |
| 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 | $50,135,000 | 1,425 |
| Mortgage-backed securities | $7,204,000 | 2,797 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,132,000 | 2,828 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $678,000 | 2,254 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $431,000 | 1,397 |
| Other commercial mortgage-backed securities | $2,963,000 | 836 |
| Held to maturity securities (book value) | $30,826,000 | 693 |
| Available-for-sale securities (fair market value) | $43,874,000 | 2,518 |
| Total debt securities | $74,700,000 | 2,028 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 431 |
| Fair value | $3,189,000 | 430 |
| 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 | $78,108,000 | 2,042 |
| U.S. Government securities | $32,171,000 | 2,435 |
| U.S. Treasury securities | $4,376,000 | 2,002 |
| U.S. Government agency obligations | $27,795,000 | 2,262 |
| Securities issued by states & political subdivisions | $44,504,000 | 1,007 |
| Other domestic debt securities | $1,437,000 | 1,884 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $937,000 | 566 |
| Other domestic debt securities - All other | $500,000 | 1,703 |
| 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 | $50,858,000 | 1,398 |
| Mortgage-backed securities | $7,634,000 | 2,798 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,398,000 | 2,819 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $706,000 | 2,244 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $440,000 | 1,387 |
| Other commercial mortgage-backed securities | $3,090,000 | 826 |
| Held to maturity securities (book value) | $31,088,000 | 691 |
| Available-for-sale securities (fair market value) | $47,024,000 | 2,494 |
| Total debt securities | $78,112,000 | 2,030 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 462 |
| Fair value | $3,176,000 | 466 |
| 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 | $79,923,000 | 2,090 |
| U.S. Government securities | $33,115,000 | 2,484 |
| U.S. Treasury securities | $4,390,000 | 2,076 |
| U.S. Government agency obligations | $28,725,000 | 2,226 |
| Securities issued by states & political subdivisions | $45,372,000 | 1,030 |
| Other domestic debt securities | $1,443,000 | 1,928 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $943,000 | 566 |
| Other domestic debt securities - All other | $500,000 | 1,749 |
| 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 | $48,414,000 | 1,383 |
| Mortgage-backed securities | $7,976,000 | 2,822 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,578,000 | 2,840 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $737,000 | 2,279 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $448,000 | 1,404 |
| Other commercial mortgage-backed securities | $3,213,000 | 838 |
| Held to maturity securities (book value) | $31,601,000 | 713 |
| Available-for-sale securities (fair market value) | $48,329,000 | 2,539 |
| Total debt securities | $79,930,000 | 2,074 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 487 |
| Fair value | $3,204,000 | 493 |
| 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 | $80,506,000 | 2,100 |
| U.S. Government securities | $34,131,000 | 2,447 |
| U.S. Treasury securities | $4,353,000 | 2,129 |
| U.S. Government agency obligations | $29,778,000 | 2,184 |
| Securities issued by states & political subdivisions | $45,875,000 | 1,048 |
| Other domestic debt securities | $500,000 | 2,212 |
| 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 | $500,000 | 1,764 |
| 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 | $43,737,000 | 1,398 |
| Mortgage-backed securities | $9,136,000 | 2,758 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,377,000 | 2,306 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $759,000 | 2,287 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $32,305,000 | 710 |
| Available-for-sale securities (fair market value) | $48,201,000 | 2,568 |
| Total debt securities | $80,506,000 | 2,087 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 506 |
| Fair value | $3,165,000 | 510 |
| 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 | $80,267,000 | 2,116 |
| U.S. Government securities | $33,151,000 | 2,507 |
| U.S. Treasury securities | $4,325,000 | 2,173 |
| U.S. Government agency obligations | $28,826,000 | 2,251 |
| Securities issued by states & political subdivisions | $46,616,000 | 1,040 |
| Other domestic debt securities | $500,000 | 2,174 |
| 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 | $500,000 | 1,769 |
| 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 | $43,060,000 | 1,341 |
| Mortgage-backed securities | $8,347,000 | 2,840 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,539,000 | 2,413 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $808,000 | 2,285 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $32,758,000 | 697 |
| Available-for-sale securities (fair market value) | $47,509,000 | 2,594 |
| Total debt securities | $80,267,000 | 2,102 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 504 |
| Fair value | $3,108,000 | 513 |
| 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 | $71,066,000 | 2,311 |
| U.S. Government securities | $23,419,000 | 2,984 |
| U.S. Treasury securities | $2,946,000 | 2,312 |
| U.S. Government agency obligations | $20,473,000 | 2,676 |
| Securities issued by states & political subdivisions | $47,147,000 | 1,072 |
| Other domestic debt securities | $500,000 | 2,050 |
| 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 | $500,000 | 1,762 |
| 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 | $43,256,000 | 1,329 |
| Mortgage-backed securities | $7,960,000 | 2,915 |
| Certificates of participation in pools of residential mortgages | $7,545,000 | 2,513 |
| Issued or guaranteed by U.S. | $7,545,000 | 2,444 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $415,000 | 2,550 |
| CMOs issued by government agencies or sponsored agencies | $415,000 | 2,478 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $29,466,000 | 654 |
| Available-for-sale securities (fair market value) | $41,600,000 | 2,817 |
| Total debt securities | $71,065,000 | 2,300 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 486 |
| Fair value | $3,259,000 | 489 |
| 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 | $63,391,000 | 2,451 |
| U.S. Government securities | $13,736,000 | 3,474 |
| U.S. Treasury securities | $489,000 | 2,588 |
| U.S. Government agency obligations | $13,247,000 | 3,102 |
| Securities issued by states & political subdivisions | $49,155,000 | 1,040 |
| Other domestic debt securities | $500,000 | 2,046 |
| 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 | $500,000 | 1,752 |
| 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 | $46,806,000 | 1,198 |
| Mortgage-backed securities | $4,543,000 | 3,238 |
| Certificates of participation in pools of residential mortgages | $4,069,000 | 2,947 |
| Issued or guaranteed by U.S. | $4,069,000 | 2,865 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $474,000 | 2,517 |
| CMOs issued by government agencies or sponsored agencies | $474,000 | 2,446 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $28,042,000 | 599 |
| Available-for-sale securities (fair market value) | $35,349,000 | 2,989 |
| Total debt securities | $63,391,000 | 2,437 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 419 |
| Fair value | $3,312,000 | 423 |
| 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 | $62,129,000 | 2,402 |
| U.S. Government securities | $10,935,000 | 3,524 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $10,935,000 | 3,231 |
| Securities issued by states & political subdivisions | $50,694,000 | 1,062 |
| Other domestic debt securities | $500,000 | 2,018 |
| 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 | $500,000 | 1,706 |
| 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 | $43,582,000 | 1,279 |
| Mortgage-backed securities | $2,915,000 | 3,416 |
| Certificates of participation in pools of residential mortgages | $2,320,000 | 3,209 |
| Issued or guaranteed by U.S. | $2,320,000 | 3,106 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $595,000 | 2,448 |
| CMOs issued by government agencies or sponsored agencies | $595,000 | 2,392 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $28,348,000 | 496 |
| Available-for-sale securities (fair market value) | $33,781,000 | 2,999 |
| Total debt securities | $62,129,000 | 2,388 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 354 |
| Fair value | $3,466,000 | 356 |
| 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 | $60,948,000 | 2,357 |
| U.S. Government securities | $9,231,000 | 3,616 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $9,231,000 | 3,367 |
| Securities issued by states & political subdivisions | $51,217,000 | 1,015 |
| Other domestic debt securities | $500,000 | 1,975 |
| 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 | $500,000 | 1,648 |
| 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 | $45,533,000 | 1,198 |
| Mortgage-backed securities | $2,123,000 | 3,565 |
| Certificates of participation in pools of residential mortgages | $437,000 | 3,711 |
| Issued or guaranteed by U.S. | $437,000 | 3,629 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,686,000 | 2,131 |
| CMOs issued by government agencies or sponsored agencies | $1,686,000 | 2,078 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $28,640,000 | 469 |
| Available-for-sale securities (fair market value) | $32,308,000 | 2,991 |
| Total debt securities | $60,948,000 | 2,340 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 384 |
| Fair value | $2,495,000 | 391 |
| 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 | $56,729,000 | 2,397 |
| U.S. Government securities | $6,280,000 | 3,848 |
| U.S. Treasury securities | $2,000,000 | 1,468 |
| U.S. Government agency obligations | $4,280,000 | 3,858 |
| Securities issued by states & political subdivisions | $49,949,000 | 1,004 |
| Other domestic debt securities | $500,000 | 1,968 |
| 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 | $500,000 | 1,604 |
| 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 | $45,048,000 | 1,196 |
| Mortgage-backed securities | $1,309,000 | 3,716 |
| Certificates of participation in pools of residential mortgages | $486,000 | 3,708 |
| Issued or guaranteed by U.S. | $486,000 | 3,619 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $823,000 | 2,377 |
| CMOs issued by government agencies or sponsored agencies | $823,000 | 2,328 |
| 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) | $29,245,000 | 438 |
| Available-for-sale securities (fair market value) | $27,484,000 | 3,116 |
| Total debt securities | $56,730,000 | 2,378 |
| 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 | $54,759,000 | 2,308 |
| U.S. Government securities | $3,990,000 | 4,022 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $3,990,000 | 3,846 |
| Securities issued by states & political subdivisions | $50,269,000 | 964 |
| Other domestic debt securities | $500,000 | 1,944 |
| 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 | $500,000 | 1,550 |
| 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 | $46,630,000 | 1,125 |
| Mortgage-backed securities | $1,515,000 | 3,663 |
| Certificates of participation in pools of residential mortgages | $544,000 | 3,685 |
| Issued or guaranteed by U.S. | $544,000 | 3,595 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $971,000 | 2,285 |
| CMOs issued by government agencies or sponsored agencies | $971,000 | 2,237 |
| 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) | $31,140,000 | 407 |
| Available-for-sale securities (fair market value) | $23,619,000 | 3,158 |
| Total debt securities | $54,759,000 | 2,292 |
| 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 | $51,627,000 | 2,280 |
| U.S. Government securities | $2,198,000 | 4,184 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $2,198,000 | 4,045 |
| Securities issued by states & political subdivisions | $48,929,000 | 952 |
| Other domestic debt securities | $500,000 | 1,878 |
| 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 | $500,000 | 1,483 |
| 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 | $38,840,000 | 1,265 |
| Mortgage-backed securities | $1,697,000 | 3,635 |
| Certificates of participation in pools of residential mortgages | $605,000 | 3,649 |
| Issued or guaranteed by U.S. | $605,000 | 3,564 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,092,000 | 2,269 |
| CMOs issued by government agencies or sponsored agencies | $1,092,000 | 2,220 |
| 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) | $31,435,000 | 378 |
| Available-for-sale securities (fair market value) | $20,192,000 | 3,207 |
| Total debt securities | $51,627,000 | 2,262 |
| 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 | $52,898,000 | 2,142 |
| U.S. Government securities | $3,418,000 | 4,033 |
| U.S. Treasury securities | $1,006,000 | 989 |
| U.S. Government agency obligations | $2,412,000 | 4,038 |
| Securities issued by states & political subdivisions | $48,980,000 | 862 |
| Other domestic debt securities | $500,000 | 1,856 |
| 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 | $500,000 | 1,463 |
| 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 | $37,106,000 | 1,286 |
| Mortgage-backed securities | $1,910,000 | 3,606 |
| Certificates of participation in pools of residential mortgages | $674,000 | 3,626 |
| Issued or guaranteed by U.S. | $674,000 | 3,537 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,236,000 | 2,245 |
| CMOs issued by government agencies or sponsored agencies | $1,236,000 | 2,196 |
| 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) | $33,492,000 | 350 |
| Available-for-sale securities (fair market value) | $19,406,000 | 3,172 |
| Total debt securities | $52,897,000 | 2,123 |
| 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 | $53,537,000 | 2,064 |
| U.S. Government securities | $6,627,000 | 3,638 |
| U.S. Treasury securities | $3,012,000 | 751 |
| U.S. Government agency obligations | $3,615,000 | 3,861 |
| Securities issued by states & political subdivisions | $46,410,000 | 851 |
| Other domestic debt securities | $500,000 | 1,794 |
| 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 | $500,000 | 1,412 |
| 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 | $33,663,000 | 1,391 |
| Mortgage-backed securities | $2,112,000 | 3,581 |
| Certificates of participation in pools of residential mortgages | $748,000 | 3,601 |
| Issued or guaranteed by U.S. | $748,000 | 3,510 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,364,000 | 2,240 |
| CMOs issued by government agencies or sponsored agencies | $1,364,000 | 2,197 |
| 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) | $35,308,000 | 344 |
| Available-for-sale securities (fair market value) | $18,229,000 | 3,207 |
| Total debt securities | $53,537,000 | 2,043 |
| 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 | $54,037,000 | 1,993 |
| U.S. Government securities | $6,777,000 | 3,656 |
| U.S. Treasury securities | $3,025,000 | 768 |
| U.S. Government agency obligations | $3,752,000 | 3,890 |
| Securities issued by states & political subdivisions | $46,760,000 | 757 |
| Other domestic debt securities | $500,000 | 1,717 |
| 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 | $500,000 | 1,315 |
| 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 | $33,028,000 | 1,329 |
| Mortgage-backed securities | $2,247,000 | 3,571 |
| Certificates of participation in pools of residential mortgages | $803,000 | 3,600 |
| Issued or guaranteed by U.S. | $803,000 | 3,499 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,444,000 | 2,221 |
| CMOs issued by government agencies or sponsored agencies | $1,444,000 | 2,175 |
| 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) | $36,171,000 | 337 |
| Available-for-sale securities (fair market value) | $17,866,000 | 3,210 |
| Total debt securities | $54,037,000 | 1,974 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $54,891,000 | 1,973 |
| U.S. Government securities | $7,387,000 | 3,678 |
| U.S. Treasury securities | $4,007,000 | 750 |
| U.S. Government agency obligations | $3,380,000 | 4,041 |
| Securities issued by states & political subdivisions | $47,004,000 | 708 |
| Other domestic debt securities | $500,000 | 1,692 |
| 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 | $500,000 | 1,290 |
| 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 | $46,923,000 | 1,005 |
| Mortgage-backed securities | $2,382,000 | 3,543 |
| Certificates of participation in pools of residential mortgages | $844,000 | 3,575 |
| Issued or guaranteed by U.S. | $844,000 | 3,488 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,538,000 | 2,208 |
| CMOs issued by government agencies or sponsored agencies | $1,538,000 | 2,162 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $36,215,000 | 359 |
| Available-for-sale securities (fair market value) | $18,676,000 | 3,206 |
| Total debt securities | $54,891,000 | 1,955 |
| 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 | $57,084,000 | 1,902 |
| U.S. Government securities | $8,051,000 | 3,676 |
| U.S. Treasury securities | $2,497,000 | 886 |
| U.S. Government agency obligations | $5,554,000 | 3,801 |
| Securities issued by states & political subdivisions | $48,533,000 | 679 |
| Other domestic debt securities | $500,000 | 1,729 |
| 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 | $500,000 | 1,290 |
| 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 | $45,190,000 | 1,049 |
| Mortgage-backed securities | $2,554,000 | 3,538 |
| Certificates of participation in pools of residential mortgages | $905,000 | 3,584 |
| Issued or guaranteed by U.S. | $905,000 | 3,495 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,649,000 | 2,200 |
| CMOs issued by government agencies or sponsored agencies | $1,649,000 | 2,157 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $36,864,000 | 382 |
| Available-for-sale securities (fair market value) | $20,220,000 | 3,140 |
| Total debt securities | $57,084,000 | 1,885 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 450 |
| Fair value | $1,500,000 | 438 |
| 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 | $59,914,000 | 1,846 |
| U.S. Government securities | $8,693,000 | 3,655 |
| U.S. Treasury securities | $2,495,000 | 904 |
| U.S. Government agency obligations | $6,198,000 | 3,801 |
| Securities issued by states & political subdivisions | $50,721,000 | 666 |
| Other domestic debt securities | $500,000 | 1,720 |
| 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 | $500,000 | 1,323 |
| 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 | $46,304,000 | 1,049 |
| Mortgage-backed securities | $2,700,000 | 3,509 |
| Certificates of participation in pools of residential mortgages | $966,000 | 3,572 |
| Issued or guaranteed by U.S. | $966,000 | 3,492 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,734,000 | 2,155 |
| CMOs issued by government agencies or sponsored agencies | $1,734,000 | 2,108 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $38,112,000 | 390 |
| Available-for-sale securities (fair market value) | $21,802,000 | 3,110 |
| Total debt securities | $59,912,000 | 1,828 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 440 |
| Fair value | $2,000,000 | 402 |
| 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 | $63,966,000 | 1,797 |
| U.S. Government securities | $10,752,000 | 3,449 |
| U.S. Treasury securities | $3,975,000 | 778 |
| U.S. Government agency obligations | $6,777,000 | 3,770 |
| Securities issued by states & political subdivisions | $52,714,000 | 666 |
| Other domestic debt securities | $500,000 | 1,718 |
| 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 | $500,000 | 1,322 |
| 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 | $47,131,000 | 1,050 |
| Mortgage-backed securities | $2,800,000 | 3,507 |
| Certificates of participation in pools of residential mortgages | $1,021,000 | 3,573 |
| Issued or guaranteed by U.S. | $1,021,000 | 3,487 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,779,000 | 2,150 |
| CMOs issued by government agencies or sponsored agencies | $1,779,000 | 2,096 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $39,651,000 | 391 |
| Available-for-sale securities (fair market value) | $24,315,000 | 3,015 |
| Total debt securities | $63,967,000 | 1,780 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 449 |
| Fair value | $1,992,000 | 418 |
| 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 | $66,641,000 | 1,759 |
| U.S. Government securities | $11,811,000 | 3,374 |
| U.S. Treasury securities | $4,959,000 | 685 |
| U.S. Government agency obligations | $6,852,000 | 3,793 |
| Securities issued by states & political subdivisions | $54,330,000 | 661 |
| Other domestic debt securities | $500,000 | 1,704 |
| 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 | $500,000 | 1,323 |
| 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 | $47,868,000 | 1,047 |
| Mortgage-backed securities | $2,910,000 | 3,503 |
| Certificates of participation in pools of residential mortgages | $1,064,000 | 3,577 |
| Issued or guaranteed by U.S. | $1,064,000 | 3,505 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,846,000 | 2,131 |
| CMOs issued by government agencies or sponsored agencies | $1,846,000 | 2,075 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $39,698,000 | 407 |
| Available-for-sale securities (fair market value) | $26,943,000 | 2,911 |
| Total debt securities | $66,631,000 | 1,743 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 468 |
| Fair value | $1,978,000 | 444 |
| 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 | $67,422,000 | 1,759 |
| U.S. Government securities | $11,421,000 | 3,473 |
| U.S. Treasury securities | $4,485,000 | 710 |
| U.S. Government agency obligations | $6,936,000 | 3,833 |
| Securities issued by states & political subdivisions | $55,501,000 | 641 |
| Other domestic debt securities | $500,000 | 1,673 |
| 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 | $500,000 | 1,334 |
| 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 | $47,045,000 | 1,051 |
| Mortgage-backed securities | $3,035,000 | 3,520 |
| Certificates of participation in pools of residential mortgages | $1,119,000 | 3,602 |
| Issued or guaranteed by U.S. | $1,119,000 | 3,572 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,916,000 | 2,106 |
| CMOs issued by government agencies or sponsored agencies | $1,916,000 | 2,049 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $40,055,000 | 417 |
| Available-for-sale securities (fair market value) | $27,367,000 | 2,898 |
| Total debt securities | $67,421,000 | 1,744 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 468 |
| Fair value | $1,959,000 | 446 |
| 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 | $67,807,000 | 1,779 |
| U.S. Government securities | $11,651,000 | 3,456 |
| U.S. Treasury securities | $4,476,000 | 672 |
| U.S. Government agency obligations | $7,175,000 | 3,807 |
| Securities issued by states & political subdivisions | $56,156,000 | 650 |
| 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 | $47,143,000 | 1,075 |
| Mortgage-backed securities | $3,253,000 | 3,520 |
| Certificates of participation in pools of residential mortgages | $1,196,000 | 3,632 |
| Issued or guaranteed by U.S. | $1,196,000 | 3,463 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $2,057,000 | 2,074 |
| CMOs issued by government agencies or sponsored agencies | $2,057,000 | 2,020 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $40,358,000 | 419 |
| Available-for-sale securities (fair market value) | $27,449,000 | 2,926 |
| Total debt securities | $67,807,000 | 1,760 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 471 |
| Fair value | $1,968,000 | 450 |
| 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 | $66,892,000 | 1,822 |
| U.S. Government securities | $9,346,000 | 3,782 |
| U.S. Treasury securities | $1,988,000 | 907 |
| U.S. Government agency obligations | $7,358,000 | 3,864 |
| Securities issued by states & political subdivisions | $57,546,000 | 650 |
| 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 | $42,404,000 | 1,180 |
| Mortgage-backed securities | $3,442,000 | 3,519 |
| Certificates of participation in pools of residential mortgages | $1,273,000 | 3,652 |
| Issued or guaranteed by U.S. | $1,273,000 | 3,645 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,169,000 | 2,040 |
| CMOs issued by government agencies or sponsored agencies | $2,169,000 | 1,980 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $40,493,000 | 427 |
| Available-for-sale securities (fair market value) | $26,399,000 | 3,003 |
| Total debt securities | $66,892,000 | 1,804 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 462 |
| Fair value | $1,969,000 | 441 |
| 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 | $68,386,000 | 1,812 |
| U.S. Government securities | $10,142,000 | 3,725 |
| U.S. Treasury securities | $1,993,000 | 870 |
| U.S. Government agency obligations | $8,149,000 | 3,815 |
| Securities issued by states & political subdivisions | $58,244,000 | 670 |
| 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 | $42,564,000 | 1,197 |
| Mortgage-backed securities | $3,695,000 | 3,498 |
| Certificates of participation in pools of residential mortgages | $1,357,000 | 3,667 |
| Issued or guaranteed by U.S. | $1,357,000 | 3,661 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $2,338,000 | 1,993 |
| CMOs issued by government agencies or sponsored agencies | $2,338,000 | 1,929 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $40,553,000 | 434 |
| Available-for-sale securities (fair market value) | $27,833,000 | 2,995 |
| Total debt securities | $68,386,000 | 1,798 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 462 |
| Fair value | $1,981,000 | 438 |
| 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 | $73,759,000 | 1,737 |
| U.S. Government securities | $11,963,000 | 3,540 |
| U.S. Treasury securities | $2,503,000 | 766 |
| U.S. Government agency obligations | $9,460,000 | 3,662 |
| Securities issued by states & political subdivisions | $61,796,000 | 635 |
| 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 | $39,989,000 | 1,267 |
| Mortgage-backed securities | $3,980,000 | 3,503 |
| Certificates of participation in pools of residential mortgages | $1,451,000 | 3,692 |
| Issued or guaranteed by U.S. | $1,451,000 | 3,685 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $2,529,000 | 1,968 |
| CMOs issued by government agencies or sponsored agencies | $2,529,000 | 1,908 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $41,077,000 | 449 |
| Available-for-sale securities (fair market value) | $32,682,000 | 2,786 |
| Total debt securities | $73,759,000 | 1,712 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 478 |
| Fair value | $1,990,000 | 460 |
| 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 | $78,555,000 | 1,684 |
| U.S. Government securities | $16,796,000 | 3,139 |
| U.S. Treasury securities | $6,010,000 | 511 |
| U.S. Government agency obligations | $10,786,000 | 3,574 |
| Securities issued by states & political subdivisions | $61,759,000 | 636 |
| 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 | $41,121,000 | 1,246 |
| Mortgage-backed securities | $4,302,000 | 3,482 |
| Certificates of participation in pools of residential mortgages | $1,541,000 | 3,703 |
| Issued or guaranteed by U.S. | $1,541,000 | 3,697 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,761,000 | 1,950 |
| CMOs issued by government agencies or sponsored agencies | $2,761,000 | 1,887 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $41,380,000 | 454 |
| Available-for-sale securities (fair market value) | $37,175,000 | 2,623 |
| Total debt securities | $78,555,000 | 1,663 |
| Structured notes | ||
| Amortized cost | $2,999,000 | 375 |
| Fair value | $2,989,000 | 366 |
| 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 | $76,161,000 | 1,732 |
| U.S. Government securities | $14,025,000 | 3,409 |
| U.S. Treasury securities | $3,020,000 | 754 |
| U.S. Government agency obligations | $11,005,000 | 3,588 |
| Securities issued by states & political subdivisions | $62,136,000 | 627 |
| 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 | $40,144,000 | 1,281 |
| Mortgage-backed securities | $4,541,000 | 3,487 |
| Certificates of participation in pools of residential mortgages | $1,618,000 | 3,744 |
| Issued or guaranteed by U.S. | $1,618,000 | 3,739 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,923,000 | 1,926 |
| CMOs issued by government agencies or sponsored agencies | $2,923,000 | 1,867 |
| 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) | $41,239,000 | 466 |
| Available-for-sale securities (fair market value) | $34,922,000 | 2,742 |
| Total debt securities | $76,161,000 | 1,709 |
| Structured notes | ||
| Amortized cost | $2,999,000 | 394 |
| Fair value | $2,977,000 | 385 |
| 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 | $76,129,000 | 1,734 |
| U.S. Government securities | $14,272,000 | 3,366 |
| U.S. Treasury securities | $3,031,000 | 728 |
| U.S. Government agency obligations | $11,241,000 | 3,556 |
| Securities issued by states & political subdivisions | $61,857,000 | 639 |
| 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 | $40,499,000 | 1,273 |
| Mortgage-backed securities | $4,810,000 | 3,454 |
| Certificates of participation in pools of residential mortgages | $1,699,000 | 3,749 |
| Issued or guaranteed by U.S. | $1,699,000 | 3,742 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,111,000 | 1,880 |
| CMOs issued by government agencies or sponsored agencies | $3,111,000 | 1,813 |
| 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) | $41,432,000 | 462 |
| Available-for-sale securities (fair market value) | $34,697,000 | 2,728 |
| Total debt securities | $76,129,000 | 1,709 |
| Structured notes | ||
| Amortized cost | $2,999,000 | 379 |
| Fair value | $2,961,000 | 369 |
| 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 | $77,326,000 | 1,706 |
| U.S. Government securities | $14,259,000 | 3,371 |
| U.S. Treasury securities | $3,046,000 | 622 |
| U.S. Government agency obligations | $11,213,000 | 3,568 |
| Securities issued by states & political subdivisions | $63,067,000 | 635 |
| 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 | $39,887,000 | 1,300 |
| Mortgage-backed securities | $4,207,000 | 3,585 |
| Certificates of participation in pools of residential mortgages | $749,000 | 4,137 |
| Issued or guaranteed by U.S. | $749,000 | 4,134 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,458,000 | 1,834 |
| CMOs issued by government agencies or sponsored agencies | $3,458,000 | 1,766 |
| 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) | $42,076,000 | 465 |
| Available-for-sale securities (fair market value) | $35,250,000 | 2,689 |
| Total debt securities | $77,326,000 | 1,678 |
| Structured notes | ||
| Amortized cost | $3,499,000 | 326 |
| Fair value | $3,499,000 | 325 |
| 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 | $83,275,000 | 1,629 |
| U.S. Government securities | $18,596,000 | 3,071 |
| U.S. Treasury securities | $3,059,000 | 651 |
| U.S. Government agency obligations | $15,537,000 | 3,225 |
| Securities issued by states & political subdivisions | $64,679,000 | 603 |
| 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 | $40,777,000 | 1,300 |
| Mortgage-backed securities | $4,525,000 | 3,561 |
| Certificates of participation in pools of residential mortgages | $805,000 | 4,169 |
| Issued or guaranteed by U.S. | $805,000 | 4,164 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,720,000 | 1,809 |
| CMOs issued by government agencies or sponsored agencies | $3,720,000 | 1,742 |
| 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) | $43,053,000 | 467 |
| Available-for-sale securities (fair market value) | $40,222,000 | 2,529 |
| Total debt securities | $83,275,000 | 1,607 |
| Structured notes | ||
| Amortized cost | $3,999,000 | 344 |
| Fair value | $3,999,000 | 345 |
| 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 | $79,615,000 | 1,704 |
| U.S. Government securities | $18,858,000 | 3,125 |
| U.S. Treasury securities | $5,058,000 | 531 |
| U.S. Government agency obligations | $13,800,000 | 3,477 |
| Securities issued by states & political subdivisions | $60,757,000 | 641 |
| 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 | $40,089,000 | 1,332 |
| Mortgage-backed securities | $4,811,000 | 3,531 |
| Certificates of participation in pools of residential mortgages | $860,000 | 4,173 |
| Issued or guaranteed by U.S. | $860,000 | 4,169 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,951,000 | 1,777 |
| CMOs issued by government agencies or sponsored agencies | $3,951,000 | 1,711 |
| 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) | $43,121,000 | 477 |
| Available-for-sale securities (fair market value) | $36,494,000 | 2,722 |
| Total debt securities | $79,615,000 | 1,681 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 402 |
| Fair value | $3,996,000 | 414 |
| 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 | $75,794,000 | 1,798 |
| U.S. Government securities | $15,532,000 | 3,484 |
| U.S. Treasury securities | $3,056,000 | 698 |
| U.S. Government agency obligations | $12,476,000 | 3,660 |
| Securities issued by states & political subdivisions | $59,602,000 | 646 |
| Other domestic debt securities | $660,000 | 1,778 |
| 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 | $660,000 | 1,437 |
| 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 | $41,893,000 | 1,278 |
| Mortgage-backed securities | $5,015,000 | 3,502 |
| Certificates of participation in pools of residential mortgages | $913,000 | 4,187 |
| Issued or guaranteed by U.S. | $913,000 | 4,184 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,102,000 | 1,771 |
| CMOs issued by government agencies or sponsored agencies | $4,102,000 | 1,709 |
| 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) | $43,335,000 | 482 |
| Available-for-sale securities (fair market value) | $32,459,000 | 2,945 |
| Total debt securities | $75,794,000 | 1,774 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 559 |
| Fair value | $3,000,000 | 564 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $75,922,000 | 1,796 |
| U.S. Government securities | $18,098,000 | 3,297 |
| U.S. Treasury securities | $3,084,000 | 662 |
| U.S. Government agency obligations | $15,014,000 | 3,484 |
| Securities issued by states & political subdivisions | $57,164,000 | 666 |
| Other domestic debt securities | $660,000 | 1,797 |
| 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 | $660,000 | 1,437 |
| 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 | $42,563,000 | 1,265 |
| Mortgage-backed securities | $5,317,000 | 3,502 |
| Certificates of participation in pools of residential mortgages | $967,000 | 4,224 |
| Issued or guaranteed by U.S. | $967,000 | 4,219 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $4,350,000 | 1,752 |
| CMOs issued by government agencies or sponsored agencies | $4,350,000 | 1,690 |
| 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) | $42,646,000 | 484 |
| Available-for-sale securities (fair market value) | $33,276,000 | 2,942 |
| Total debt securities | $75,922,000 | 1,770 |
| Structured notes | ||
| Amortized cost | $5,496,000 | 422 |
| Fair value | $5,505,000 | 420 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $75,487,000 | 1,842 |
| U.S. Government securities | $25,935,000 | 2,789 |
| U.S. Treasury securities | $3,089,000 | 676 |
| U.S. Government agency obligations | $22,846,000 | 2,925 |
| Securities issued by states & political subdivisions | $48,892,000 | 797 |
| Other domestic debt securities | $660,000 | 1,804 |
| 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 | $660,000 | 1,446 |
| 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 | $36,424,000 | 1,439 |
| Mortgage-backed securities | $10,688,000 | 2,874 |
| Certificates of participation in pools of residential mortgages | $5,207,000 | 3,117 |
| Issued or guaranteed by U.S. | $5,207,000 | 3,115 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,481,000 | 1,646 |
| CMOs issued by government agencies or sponsored agencies | $5,481,000 | 1,579 |
| 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) | $41,269,000 | 505 |
| Available-for-sale securities (fair market value) | $34,218,000 | 2,950 |
| Total debt securities | $75,487,000 | 1,823 |
| Structured notes | ||
| Amortized cost | $7,494,000 | 392 |
| Fair value | $7,489,000 | 388 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $80,583,000 | 1,761 |
| U.S. Government securities | $28,120,000 | 2,702 |
| U.S. Treasury securities | $3,099,000 | 664 |
| U.S. Government agency obligations | $25,021,000 | 2,822 |
| Securities issued by states & political subdivisions | $51,803,000 | 720 |
| Other domestic debt securities | $660,000 | 1,863 |
| 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 | $660,000 | 1,480 |
| 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 | $36,532,000 | 1,449 |
| Mortgage-backed securities | $11,333,000 | 2,856 |
| Certificates of participation in pools of residential mortgages | $5,532,000 | 3,122 |
| Issued or guaranteed by U.S. | $5,532,000 | 3,120 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $5,801,000 | 1,648 |
| CMOs issued by government agencies or sponsored agencies | $5,801,000 | 1,583 |
| 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) | $43,970,000 | 481 |
| Available-for-sale securities (fair market value) | $36,613,000 | 2,875 |
| Total debt securities | $80,583,000 | 1,737 |
| Structured notes | ||
| Amortized cost | $9,995,000 | 349 |
| Fair value | $10,006,000 | 344 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $85,036,000 | 1,681 |
| U.S. Government securities | $31,927,000 | 2,521 |
| U.S. Treasury securities | $3,080,000 | 685 |
| U.S. Government agency obligations | $28,847,000 | 2,605 |
| Securities issued by states & political subdivisions | $52,449,000 | 700 |
| Other domestic debt securities | $660,000 | 1,881 |
| 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 | $660,000 | 1,495 |
| 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 | $34,013,000 | 1,543 |
| Mortgage-backed securities | $11,753,000 | 2,858 |
| Certificates of participation in pools of residential mortgages | $5,747,000 | 3,143 |
| Issued or guaranteed by U.S. | $5,747,000 | 3,140 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $6,006,000 | 1,666 |
| CMOs issued by government agencies or sponsored agencies | $6,006,000 | 1,603 |
| 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) | $45,099,000 | 473 |
| Available-for-sale securities (fair market value) | $39,937,000 | 2,739 |
| Total debt securities | $85,036,000 | 1,661 |
| Structured notes | ||
| Amortized cost | $13,494,000 | 250 |
| Fair value | $13,449,000 | 249 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $83,452,000 | 1,749 |
| U.S. Government securities | $27,900,000 | 2,823 |
| U.S. Treasury securities | $1,534,000 | 900 |
| U.S. Government agency obligations | $26,366,000 | 2,821 |
| Securities issued by states & political subdivisions | $54,892,000 | 666 |
| Other domestic debt securities | $660,000 | 1,931 |
| 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 | $660,000 | 1,527 |
| 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 | $35,080,000 | 1,504 |
| Mortgage-backed securities | $12,129,000 | 2,881 |
| Certificates of participation in pools of residential mortgages | $5,952,000 | 3,180 |
| Issued or guaranteed by U.S. | $5,952,000 | 3,177 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $6,177,000 | 1,668 |
| CMOs issued by government agencies or sponsored agencies | $6,177,000 | 1,593 |
| 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) | $47,483,000 | 457 |
| Available-for-sale securities (fair market value) | $35,969,000 | 3,006 |
| Total debt securities | $83,452,000 | 1,728 |
| Structured notes | ||
| Amortized cost | $11,146,000 | 354 |
| Fair value | $11,078,000 | 349 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $86,175,000 | 1,712 |
| U.S. Government securities | $26,485,000 | 2,969 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $26,485,000 | 2,875 |
| Securities issued by states & political subdivisions | $59,030,000 | 607 |
| Other domestic debt securities | $660,000 | 1,981 |
| 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 | $660,000 | 1,576 |
| 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 | $39,488,000 | 1,396 |
| Mortgage-backed securities | $11,675,000 | 2,987 |
| Certificates of participation in pools of residential mortgages | $6,223,000 | 3,201 |
| Issued or guaranteed by U.S. | $6,223,000 | 3,199 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $5,452,000 | 1,780 |
| CMOs issued by government agencies or sponsored agencies | $5,452,000 | 1,701 |
| 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) | $53,456,000 | 414 |
| Available-for-sale securities (fair market value) | $32,719,000 | 3,201 |
| Total debt securities | $86,175,000 | 1,690 |
| Structured notes | ||
| Amortized cost | $11,763,000 | 350 |
| Fair value | $11,647,000 | 348 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $84,210,000 | 1,757 |
| U.S. Government securities | $23,341,000 | 3,212 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $23,341,000 | 3,130 |
| Securities issued by states & political subdivisions | $60,209,000 | 583 |
| Other domestic debt securities | $660,000 | 2,042 |
| 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 | $660,000 | 1,615 |
| 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 | $39,566,000 | 1,395 |
| Mortgage-backed securities | $10,405,000 | 3,157 |
| Certificates of participation in pools of residential mortgages | $4,827,000 | 3,504 |
| Issued or guaranteed by U.S. | $4,827,000 | 3,504 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $5,578,000 | 1,765 |
| CMOs issued by government agencies or sponsored agencies | $5,578,000 | 1,689 |
| 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) | $54,763,000 | 396 |
| Available-for-sale securities (fair market value) | $29,447,000 | 3,424 |
| Total debt securities | $84,210,000 | 1,734 |
| Structured notes | ||
| Amortized cost | $9,765,000 | 447 |
| Fair value | $9,550,000 | 432 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $83,421,000 | 1,768 |
| U.S. Government securities | $20,521,000 | 3,444 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $20,521,000 | 3,353 |
| Securities issued by states & political subdivisions | $62,240,000 | 551 |
| Other domestic debt securities | $660,000 | 2,092 |
| 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 | $660,000 | 1,652 |
| 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 | $40,125,000 | 1,385 |
| Mortgage-backed securities | $9,116,000 | 3,314 |
| Certificates of participation in pools of residential mortgages | $3,309,000 | 3,884 |
| Issued or guaranteed by U.S. | $3,309,000 | 3,879 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $5,807,000 | 1,745 |
| CMOs issued by government agencies or sponsored agencies | $5,807,000 | 1,662 |
| 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) | $55,392,000 | 381 |
| Available-for-sale securities (fair market value) | $28,029,000 | 3,504 |
| Total debt securities | $83,421,000 | 1,747 |
| Structured notes | ||
| Amortized cost | $9,265,000 | 454 |
| Fair value | $8,924,000 | 446 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $82,223,000 | 1,819 |
| U.S. Government securities | $18,590,000 | 3,656 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $18,590,000 | 3,564 |
| Securities issued by states & political subdivisions | $62,973,000 | 547 |
| Other domestic debt securities | $660,000 | 2,143 |
| 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 | $660,000 | 1,690 |
| 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 | $38,981,000 | 1,395 |
| Mortgage-backed securities | $9,602,000 | 3,267 |
| Certificates of participation in pools of residential mortgages | $3,476,000 | 3,863 |
| Issued or guaranteed by U.S. | $3,476,000 | 3,857 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $6,126,000 | 1,736 |
| CMOs issued by government agencies or sponsored agencies | $6,126,000 | 1,651 |
| 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) | $56,039,000 | 364 |
| Available-for-sale securities (fair market value) | $26,184,000 | 3,660 |
| Total debt securities | $82,223,000 | 1,797 |
| Structured notes | ||
| Amortized cost | $6,765,000 | 576 |
| Fair value | $6,506,000 | 573 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $81,329,000 | 1,811 |
| U.S. Government securities | $19,049,000 | 3,602 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $19,049,000 | 3,510 |
| Securities issued by states & political subdivisions | $62,280,000 | 540 |
| 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 | $37,536,000 | 1,400 |
| Mortgage-backed securities | $10,047,000 | 3,221 |
| Certificates of participation in pools of residential mortgages | $3,685,000 | 3,798 |
| Issued or guaranteed by U.S. | $3,685,000 | 3,793 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $6,362,000 | 1,751 |
| CMOs issued by government agencies or sponsored agencies | $6,362,000 | 1,658 |
| 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) | $57,137,000 | 336 |
| Available-for-sale securities (fair market value) | $24,192,000 | 3,806 |
| Total debt securities | $81,329,000 | 1,785 |
| Structured notes | ||
| Amortized cost | $6,068,000 | 592 |
| Fair value | $6,225,000 | 580 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $81,178,000 | 1,827 |
| U.S. Government securities | $21,793,000 | 3,376 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $21,793,000 | 3,295 |
| Securities issued by states & political subdivisions | $59,385,000 | 569 |
| 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 | $37,577,000 | 1,434 |
| Mortgage-backed securities | $10,796,000 | 3,186 |
| Certificates of participation in pools of residential mortgages | $4,036,000 | 3,763 |
| Issued or guaranteed by U.S. | $4,036,000 | 3,759 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $6,760,000 | 1,748 |
| CMOs issued by government agencies or sponsored agencies | $6,760,000 | 1,658 |
| 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) | $61,002,000 | 301 |
| Available-for-sale securities (fair market value) | $20,176,000 | 4,157 |
| Total debt securities | $81,178,000 | 1,805 |
| Structured notes | ||
| Amortized cost | $7,496,000 | 519 |
| Fair value | $7,493,000 | 518 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $82,261,000 | 1,781 |
| U.S. Government securities | $23,423,000 | 3,198 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $23,423,000 | 3,127 |
| Securities issued by states & political subdivisions | $58,838,000 | 564 |
| 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 | $37,261,000 | 1,426 |
| Mortgage-backed securities | $11,408,000 | 3,138 |
| Certificates of participation in pools of residential mortgages | $4,372,000 | 3,671 |
| Issued or guaranteed by U.S. | $4,372,000 | 3,668 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $7,036,000 | 1,754 |
| CMOs issued by government agencies or sponsored agencies | $7,036,000 | 1,658 |
| 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) | $62,502,000 | 290 |
| Available-for-sale securities (fair market value) | $19,759,000 | 4,145 |
| Total debt securities | $82,261,000 | 1,762 |
| Structured notes | ||
| Amortized cost | $7,499,000 | 538 |
| Fair value | $7,495,000 | 541 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $81,250,000 | 1,810 |
| U.S. Government securities | $22,171,000 | 3,372 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $22,171,000 | 3,306 |
| Securities issued by states & political subdivisions | $59,079,000 | 529 |
| 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 | $32,689,000 | 1,577 |
| Mortgage-backed securities | $11,929,000 | 3,224 |
| Certificates of participation in pools of residential mortgages | $4,729,000 | 3,749 |
| Issued or guaranteed by U.S. | $4,729,000 | 3,748 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $7,200,000 | 1,814 |
| CMOs issued by government agencies or sponsored agencies | $7,200,000 | 1,724 |
| 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) | $63,234,000 | 288 |
| Available-for-sale securities (fair market value) | $18,016,000 | 4,360 |
| Total debt securities | $81,250,000 | 1,785 |
| Structured notes | ||
| Amortized cost | $7,198,000 | 572 |
| Fair value | $7,200,000 | 572 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $79,838,000 | 1,830 |
| U.S. Government securities | $22,595,000 | 3,388 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $22,595,000 | 3,317 |
| Securities issued by states & political subdivisions | $57,243,000 | 525 |
| 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 | $28,436,000 | 1,771 |
| Mortgage-backed securities | $9,201,000 | 3,583 |
| Certificates of participation in pools of residential mortgages | $4,890,000 | 3,729 |
| Issued or guaranteed by U.S. | $4,890,000 | 3,728 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,311,000 | 2,237 |
| CMOs issued by government agencies or sponsored agencies | $4,311,000 | 2,136 |
| 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) | $61,040,000 | 297 |
| Available-for-sale securities (fair market value) | $18,798,000 | 4,318 |
| Total debt securities | $79,838,000 | 1,802 |
| Structured notes | ||
| Amortized cost | $9,332,000 | 522 |
| Fair value | $9,345,000 | 524 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $81,784,000 | 1,792 |
| U.S. Government securities | $23,568,000 | 3,368 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $23,568,000 | 3,298 |
| Securities issued by states & political subdivisions | $58,216,000 | 496 |
| 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 | $29,201,000 | 1,758 |
| Mortgage-backed securities | $3,727,000 | 4,538 |
| Certificates of participation in pools of residential mortgages | $2,385,000 | 4,383 |
| Issued or guaranteed by U.S. | $2,385,000 | 4,380 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,342,000 | 3,029 |
| CMOs issued by government agencies or sponsored agencies | $1,342,000 | 2,887 |
| 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) | $67,035,000 | 280 |
| Available-for-sale securities (fair market value) | $14,749,000 | 4,753 |
| Total debt securities | $81,784,000 | 1,771 |
| Structured notes | ||
| Amortized cost | $8,038,000 | 715 |
| Fair value | $7,241,000 | 786 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $85,277,000 | 1,661 |
| U.S. Government securities | $24,892,000 | 3,179 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $24,892,000 | 3,113 |
| Securities issued by states & political subdivisions | $60,385,000 | 458 |
| 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 | $27,312,000 | 1,730 |
| Mortgage-backed securities | $1,753,000 | 4,972 |
| Certificates of participation in pools of residential mortgages | $345,000 | 5,182 |
| Issued or guaranteed by U.S. | $345,000 | 5,170 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,408,000 | 2,967 |
| CMOs issued by government agencies or sponsored agencies | $1,408,000 | 2,745 |
| 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) | $67,667,000 | 274 |
| Available-for-sale securities (fair market value) | $17,610,000 | 4,405 |
| Total debt securities | $85,277,000 | 1,642 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 663 |
| Fair value | $10,055,000 | 546 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $83,231,000 | 1,651 |
| U.S. Government securities | $26,577,000 | 2,976 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $26,577,000 | 2,894 |
| Securities issued by states & political subdivisions | $56,654,000 | 471 |
| 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 | $25,792,000 | 1,764 |
| Mortgage-backed securities | $1,865,000 | 4,927 |
| Certificates of participation in pools of residential mortgages | $382,000 | 5,170 |
| Issued or guaranteed by U.S. | $382,000 | 5,155 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,483,000 | 2,933 |
| CMOs issued by government agencies or sponsored agencies | $1,483,000 | 2,700 |
| 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) | $60,686,000 | 294 |
| Available-for-sale securities (fair market value) | $22,545,000 | 3,899 |
| Total debt securities | $83,231,000 | 1,630 |
| Structured notes | ||
| Amortized cost | $18,098,000 | 310 |
| Fair value | $18,121,000 | 311 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $84,831,000 | 1,629 |
| U.S. Government securities | $27,598,000 | 2,976 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $27,598,000 | 2,889 |
| Securities issued by states & political subdivisions | $57,233,000 | 433 |
| 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 | $24,595,000 | 1,875 |
| Mortgage-backed securities | $1,402,000 | 5,068 |
| Certificates of participation in pools of residential mortgages | $414,000 | 5,160 |
| Issued or guaranteed by U.S. | $414,000 | 5,146 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $988,000 | 3,085 |
| CMOs issued by government agencies or sponsored agencies | $988,000 | 2,834 |
| 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) | $59,325,000 | 294 |
| Available-for-sale securities (fair market value) | $25,506,000 | 3,671 |
| Total debt securities | $84,831,000 | 1,613 |
| Structured notes | ||
| Amortized cost | $21,548,000 | 292 |
| Fair value | $21,601,000 | 293 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $87,698,000 | 1,574 |
| U.S. Government securities | $27,023,000 | 2,997 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $27,023,000 | 2,903 |
| Securities issued by states & political subdivisions | $60,675,000 | 390 |
| 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 | $27,970,000 | 1,695 |
| Mortgage-backed securities | $1,422,000 | 5,026 |
| Certificates of participation in pools of residential mortgages | $447,000 | 5,112 |
| Issued or guaranteed by U.S. | $447,000 | 5,101 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $975,000 | 3,029 |
| CMOs issued by government agencies or sponsored agencies | $975,000 | 2,771 |
| 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) | $63,842,000 | 280 |
| Available-for-sale securities (fair market value) | $23,856,000 | 3,812 |
| Total debt securities | $87,698,000 | 1,551 |
| Structured notes | ||
| Amortized cost | $20,543,000 | 347 |
| Fair value | $20,495,000 | 347 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $87,223,000 | 1,521 |
| U.S. Government securities | $25,577,000 | 2,955 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $25,577,000 | 2,868 |
| Securities issued by states & political subdivisions | $61,646,000 | 369 |
| 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 | $28,199,000 | 1,661 |
| Mortgage-backed securities | $1,469,000 | 4,964 |
| Certificates of participation in pools of residential mortgages | $492,000 | 5,033 |
| Issued or guaranteed by U.S. | $492,000 | 5,020 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $977,000 | 3,016 |
| CMOs issued by government agencies or sponsored agencies | $977,000 | 2,739 |
| 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) | $67,605,000 | 254 |
| Available-for-sale securities (fair market value) | $19,618,000 | 4,076 |
| Total debt securities | $87,223,000 | 1,499 |
| Structured notes | ||
| Amortized cost | $16,043,000 | 418 |
| Fair value | $16,077,000 | 417 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $77,693,000 | 1,631 |
| U.S. Government securities | $26,632,000 | 2,864 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $26,632,000 | 2,773 |
| Securities issued by states & political subdivisions | $51,061,000 | 457 |
| 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 | $30,760,000 | 1,570 |
| Mortgage-backed securities | $554,000 | 5,444 |
| Certificates of participation in pools of residential mortgages | $554,000 | 4,991 |
| Issued or guaranteed by U.S. | $554,000 | 4,979 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $60,180,000 | 291 |
| Available-for-sale securities (fair market value) | $17,513,000 | 4,248 |
| Total debt securities | $77,693,000 | 1,617 |
| Structured notes | ||
| Amortized cost | $14,543,000 | 428 |
| Fair value | $14,655,000 | 429 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $77,744,000 | 1,650 |
| U.S. Government securities | $33,304,000 | 2,474 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $33,304,000 | 2,396 |
| Securities issued by states & political subdivisions | $44,440,000 | 505 |
| 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 | $31,710,000 | 1,534 |
| Mortgage-backed securities | $619,000 | 5,435 |
| Certificates of participation in pools of residential mortgages | $619,000 | 5,007 |
| Issued or guaranteed by U.S. | $619,000 | 4,997 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $53,656,000 | 327 |
| Available-for-sale securities (fair market value) | $24,088,000 | 3,633 |
| Total debt securities | $77,744,000 | 1,634 |
| Structured notes | ||
| Amortized cost | $15,674,000 | 420 |
| Fair value | $15,786,000 | 419 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $76,159,000 | 1,684 |
| U.S. Government securities | $36,348,000 | 2,336 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $36,348,000 | 2,274 |
| Securities issued by states & political subdivisions | $39,811,000 | 566 |
| 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 | $28,972,000 | 1,706 |
| Mortgage-backed securities | $653,000 | 5,525 |
| Certificates of participation in pools of residential mortgages | $653,000 | 5,114 |
| Issued or guaranteed by U.S. | $653,000 | 5,104 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $56,438,000 | 310 |
| Available-for-sale securities (fair market value) | $19,721,000 | 4,083 |
| Total debt securities | $76,159,000 | 1,660 |
| Structured notes | ||
| Amortized cost | $9,333,000 | 585 |
| Fair value | $9,361,000 | 585 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $74,169,000 | 1,703 |
| U.S. Government securities | $37,640,000 | 2,224 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $37,640,000 | 2,159 |
| Securities issued by states & political subdivisions | $36,529,000 | 634 |
| 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 | $31,110,000 | 1,612 |
| Mortgage-backed securities | $706,000 | 5,561 |
| Certificates of participation in pools of residential mortgages | $706,000 | 5,149 |
| Issued or guaranteed by U.S. | $706,000 | 5,140 |
| 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) | $57,426,000 | 302 |
| Available-for-sale securities (fair market value) | $16,743,000 | 4,355 |
| Total debt securities | $74,169,000 | 1,684 |
| Structured notes | ||
| Amortized cost | $12,000,000 | 347 |
| Fair value | $12,012,000 | 343 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $72,948,000 | 1,726 |
| U.S. Government securities | $39,017,000 | 2,140 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $39,017,000 | 2,078 |
| Securities issued by states & political subdivisions | $33,931,000 | 699 |
| 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 | $27,944,000 | 1,753 |
| Mortgage-backed securities | $752,000 | 5,616 |
| Certificates of participation in pools of residential mortgages | $752,000 | 5,207 |
| Issued or guaranteed by U.S. | $752,000 | 5,192 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $53,126,000 | 343 |
| Available-for-sale securities (fair market value) | $19,822,000 | 4,040 |
| Total debt securities | $72,948,000 | 1,705 |
| Structured notes | ||
| Amortized cost | $9,000,000 | 287 |
| Fair value | $9,059,000 | 284 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $67,028,000 | 1,828 |
| U.S. Government securities | $38,275,000 | 2,145 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $38,275,000 | 2,098 |
| Securities issued by states & political subdivisions | $28,753,000 | 796 |
| 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 | $26,607,000 | 1,830 |
| Mortgage-backed securities | $805,000 | 5,644 |
| Certificates of participation in pools of residential mortgages | $805,000 | 5,235 |
| Issued or guaranteed by U.S. | $805,000 | 5,216 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $47,708,000 | 382 |
| Available-for-sale securities (fair market value) | $19,320,000 | 4,064 |
| Total debt securities | $67,028,000 | 1,807 |
| Structured notes | ||
| Amortized cost | $7,500,000 | 209 |
| Fair value | $7,522,000 | 206 |
| 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 | $66,969,000 | 1,812 |
| U.S. Government securities | $42,439,000 | 1,971 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $42,439,000 | 1,929 |
| Securities issued by states & political subdivisions | $24,530,000 | 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 | $30,646,000 | 1,660 |
| Mortgage-backed securities | $862,000 | 5,682 |
| Certificates of participation in pools of residential mortgages | $862,000 | 5,275 |
| Issued or guaranteed by U.S. | $862,000 | 5,257 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $40,539,000 | 430 |
| Available-for-sale securities (fair market value) | $26,430,000 | 3,384 |
| Total debt securities | $66,969,000 | 1,792 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 582 |
| Fair value | $2,000,000 | 621 |
| 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 | $68,878,000 | 1,757 |
| U.S. Government securities | $48,403,000 | 1,753 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $48,403,000 | 1,726 |
| Securities issued by states & political subdivisions | $20,475,000 | 1,071 |
| 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 | $34,148,000 | 1,517 |
| Mortgage-backed securities | $904,000 | 5,670 |
| Certificates of participation in pools of residential mortgages | $904,000 | 5,258 |
| Issued or guaranteed by U.S. | $904,000 | 5,243 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $26,738,000 | 604 |
| Available-for-sale securities (fair market value) | $42,140,000 | 2,351 |
| Total debt securities | $68,878,000 | 1,735 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 780 |
| Fair value | $1,590,000 | 769 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $69,653,000 | 1,695 |
| U.S. Government securities | $49,141,000 | 1,664 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $49,141,000 | 1,640 |
| Securities issued by states & political subdivisions | $20,512,000 | 1,040 |
| 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 | $34,644,000 | 1,472 |
| Mortgage-backed securities | $935,000 | 5,627 |
| Certificates of participation in pools of residential mortgages | $935,000 | 5,211 |
| Issued or guaranteed by U.S. | $935,000 | 5,196 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $28,946,000 | 568 |
| Available-for-sale securities (fair market value) | $40,707,000 | 2,370 |
| Total debt securities | $69,653,000 | 1,673 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 312 |
| Fair value | $4,036,000 | 313 |
| 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 | $70,388,000 | 1,702 |
| U.S. Government securities | $49,623,000 | 1,678 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $49,623,000 | 1,650 |
| Securities issued by states & political subdivisions | $20,765,000 | 1,047 |
| 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 | $27,746,000 | 1,748 |
| Mortgage-backed securities | $972,000 | 5,612 |
| Certificates of participation in pools of residential mortgages | $972,000 | 5,193 |
| Issued or guaranteed by U.S. | $972,000 | 5,172 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,737,000 | 612 |
| Available-for-sale securities (fair market value) | $44,651,000 | 2,248 |
| Total debt securities | $70,388,000 | 1,672 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 642 |
| Fair value | $2,032,000 | 632 |
| 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 | $65,043,000 | 1,825 |
| U.S. Government securities | $43,223,000 | 1,908 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $43,223,000 | 1,868 |
| Securities issued by states & political subdivisions | $21,820,000 | 996 |
| 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 | $27,181,000 | 1,759 |
| Mortgage-backed securities | $1,000 | 6,648 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,404 |
| Issued or guaranteed by U.S. | $1,000 | 6,375 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,655,000 | 648 |
| Available-for-sale securities (fair market value) | $41,388,000 | 2,380 |
| Total debt securities | $65,043,000 | 1,785 |
| Structured notes | ||
| Amortized cost | $6,833,000 | 209 |
| Fair value | $6,904,000 | 209 |
| 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 | $73,179,000 | 1,617 |
| U.S. Government securities | $51,104,000 | 1,639 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $51,104,000 | 1,605 |
| Securities issued by states & political subdivisions | $22,075,000 | 962 |
| 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 | $29,937,000 | 1,603 |
| Mortgage-backed securities | $2,000 | 6,583 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,338 |
| Issued or guaranteed by U.S. | $2,000 | 6,317 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $26,577,000 | 622 |
| Available-for-sale securities (fair market value) | $46,602,000 | 2,134 |
| Total debt securities | $73,179,000 | 1,574 |
| Structured notes | ||
| Amortized cost | $17,649,000 | 110 |
| Fair value | $17,674,000 | 110 |
| 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 | $71,582,000 | 1,664 |
| U.S. Government securities | $49,510,000 | 1,707 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $49,510,000 | 1,667 |
| Securities issued by states & political subdivisions | $22,072,000 | 933 |
| 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 | $30,304,000 | 1,556 |
| Mortgage-backed securities | $2,000 | 6,562 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,304 |
| Issued or guaranteed by U.S. | $2,000 | 6,281 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,074,000 | 632 |
| Available-for-sale securities (fair market value) | $44,508,000 | 2,221 |
| Total debt securities | $71,582,000 | 1,625 |
| Structured notes | ||
| Amortized cost | $19,649,000 | 114 |
| Fair value | $19,519,000 | 113 |
| 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 | $69,563,000 | 1,682 |
| U.S. Government securities | $47,405,000 | 1,793 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $47,405,000 | 1,742 |
| Securities issued by states & political subdivisions | $22,158,000 | 917 |
| 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 | $29,104,000 | 1,600 |
| Mortgage-backed securities | $2,000 | 6,595 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,333 |
| Issued or guaranteed by U.S. | $2,000 | 6,313 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,160,000 | 637 |
| Available-for-sale securities (fair market value) | $42,403,000 | 2,287 |
| Total debt securities | $69,563,000 | 1,650 |
| Structured notes | ||
| Amortized cost | $19,649,000 | 122 |
| Fair value | $19,216,000 | 124 |
| 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 | $69,156,000 | 1,702 |
| U.S. Government securities | $46,751,000 | 1,832 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $46,751,000 | 1,776 |
| Securities issued by states & political subdivisions | $22,405,000 | 900 |
| 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 | $29,864,000 | 1,573 |
| Mortgage-backed securities | $2,000 | 6,618 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,361 |
| Issued or guaranteed by U.S. | $2,000 | 6,337 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $28,905,000 | 621 |
| Available-for-sale securities (fair market value) | $40,251,000 | 2,409 |
| Total debt securities | $69,156,000 | 1,668 |
| Structured notes | ||
| Amortized cost | $21,647,000 | 125 |
| Fair value | $21,388,000 | 125 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $68,308,000 | 1,740 |
| U.S. Government securities | $45,587,000 | 1,906 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $45,587,000 | 1,845 |
| Securities issued by states & political subdivisions | $22,721,000 | 887 |
| 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 | $29,365,000 | 1,597 |
| Mortgage-backed securities | $2,000 | 6,655 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,396 |
| Issued or guaranteed by U.S. | $2,000 | 6,370 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $29,221,000 | 623 |
| Available-for-sale securities (fair market value) | $39,087,000 | 2,477 |
| Total debt securities | $68,308,000 | 1,706 |
| Structured notes | ||
| Amortized cost | $22,647,000 | 123 |
| Fair value | $22,263,000 | 127 |
| 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 | $68,115,000 | 1,763 |
| U.S. Government securities | $45,050,000 | 1,945 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $45,050,000 | 1,882 |
| Securities issued by states & political subdivisions | $23,065,000 | 864 |
| 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 | $28,887,000 | 1,584 |
| Mortgage-backed securities | $2,000 | 6,710 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,451 |
| Issued or guaranteed by U.S. | $2,000 | 6,423 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $29,565,000 | 647 |
| Available-for-sale securities (fair market value) | $38,550,000 | 2,503 |
| Total debt securities | $68,115,000 | 1,727 |
| Structured notes | ||
| Amortized cost | $22,647,000 | 134 |
| Fair value | $22,226,000 | 138 |
| 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 | $67,994,000 | 1,764 |
| U.S. Government securities | $44,746,000 | 1,957 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $44,746,000 | 1,892 |
| Securities issued by states & political subdivisions | $23,248,000 | 838 |
| 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 | $30,383,000 | 1,502 |
| Mortgage-backed securities | $3,000 | 6,748 |
| Certificates of participation in pools of residential mortgages | $3,000 | 6,482 |
| Issued or guaranteed by U.S. | $3,000 | 6,460 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $29,749,000 | 647 |
| Available-for-sale securities (fair market value) | $38,245,000 | 2,519 |
| Total debt securities | $67,994,000 | 1,727 |
| Structured notes | ||
| Amortized cost | $22,647,000 | 149 |
| Fair value | $21,697,000 | 154 |
| 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 | $68,072,000 | 1,785 |
| U.S. Government securities | $44,724,000 | 1,990 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $44,724,000 | 1,925 |
| Securities issued by states & political subdivisions | $23,348,000 | 821 |
| 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 | $27,683,000 | 1,638 |
| Mortgage-backed securities | $3,000 | 6,789 |
| Certificates of participation in pools of residential mortgages | $3,000 | 6,518 |
| Issued or guaranteed by U.S. | $3,000 | 6,499 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $29,849,000 | 659 |
| Available-for-sale securities (fair market value) | $38,223,000 | 2,554 |
| Total debt securities | $68,072,000 | 1,750 |
| Structured notes | ||
| Amortized cost | $22,647,000 | 156 |
| Fair value | $21,971,000 | 158 |
| 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 | $67,441,000 | 1,800 |
| U.S. Government securities | $43,910,000 | 2,026 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $43,910,000 | 1,957 |
| Securities issued by states & political subdivisions | $23,531,000 | 809 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,578,000 | 1,694 |
| Mortgage-backed securities | $3,000 | 6,862 |
| Certificates of participation in pools of residential mortgages | $3,000 | 6,582 |
| Issued or guaranteed by U.S. | $3,000 | 6,565 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $30,032,000 | 669 |
| Available-for-sale securities (fair market value) | $37,409,000 | 2,579 |
| Total debt securities | $67,441,000 | 1,762 |
| Structured notes | ||
| Amortized cost | $23,147,000 | 147 |
| Fair value | $22,577,000 | 152 |
| 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 | $67,507,000 | 1,788 |
| U.S. Government securities | $43,740,000 | 2,007 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $43,740,000 | 1,936 |
| Securities issued by states & political subdivisions | $23,767,000 | 799 |
| 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 | $26,675,000 | 1,636 |
| Mortgage-backed securities | $3,000 | 6,899 |
| Certificates of participation in pools of residential mortgages | $3,000 | 6,624 |
| Issued or guaranteed by U.S. | $3,000 | 6,606 |
| 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) | $30,268,000 | 680 |
| Available-for-sale securities (fair market value) | $37,239,000 | 2,556 |
| Total debt securities | $67,510,000 | 1,747 |
| Structured notes | ||
| Amortized cost | $23,147,000 | 140 |
| Fair value | $22,819,000 | 142 |
| 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 | $67,741,000 | 1,798 |
| U.S. Government securities | $43,983,000 | 2,014 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $43,983,000 | 1,940 |
| Securities issued by states & political subdivisions | $23,758,000 | 784 |
| 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 | $26,270,000 | 1,650 |
| Mortgage-backed securities | $3,000 | 6,946 |
| Certificates of participation in pools of residential mortgages | $3,000 | 6,682 |
| Issued or guaranteed by U.S. | $3,000 | 6,663 |
| 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) | $30,759,000 | 683 |
| Available-for-sale securities (fair market value) | $36,982,000 | 2,607 |
| Total debt securities | $67,741,000 | 1,755 |
| Structured notes | ||
| Amortized cost | $23,147,000 | 145 |
| Fair value | $23,022,000 | 145 |
| 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 | $68,869,000 | 1,802 |
| U.S. Government securities | $44,439,000 | 2,046 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $44,439,000 | 1,962 |
| Securities issued by states & political subdivisions | $24,430,000 | 764 |
| 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 | $23,932,000 | 1,807 |
| Mortgage-backed securities | $9,000 | 6,931 |
| Certificates of participation in pools of residential mortgages | $9,000 | 6,646 |
| Issued or guaranteed by U.S. | $9,000 | 6,629 |
| 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) | $31,437,000 | 699 |
| Available-for-sale securities (fair market value) | $37,432,000 | 2,604 |
| Total debt securities | $68,869,000 | 1,761 |
| Structured notes | ||
| Amortized cost | $23,147,000 | 144 |
| Fair value | $22,594,000 | 147 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $68,113,000 | 1,832 |
| U.S. Government securities | $43,400,000 | 2,101 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $43,400,000 | 2,016 |
| Securities issued by states & political subdivisions | $24,713,000 | 776 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,004,000 | 1,785 |
| Mortgage-backed securities | $9,000 | 6,988 |
| Certificates of participation in pools of residential mortgages | $9,000 | 6,697 |
| Issued or guaranteed by U.S. | $9,000 | 6,685 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $31,720,000 | 686 |
| Available-for-sale securities (fair market value) | $36,393,000 | 2,695 |
| Total debt securities | $68,113,000 | 1,783 |
| Structured notes | ||
| Amortized cost | $23,147,000 | 147 |
| Fair value | $22,855,000 | 147 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $67,051,000 | 1,852 |
| U.S. Government securities | $42,085,000 | 2,104 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $42,085,000 | 2,027 |
| Securities issued by states & political subdivisions | $24,966,000 | 761 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,467,000 | 1,782 |
| Mortgage-backed securities | $9,000 | 7,038 |
| Certificates of participation in pools of residential mortgages | $9,000 | 6,740 |
| Issued or guaranteed by U.S. | $9,000 | 6,728 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $31,973,000 | 679 |
| Available-for-sale securities (fair market value) | $35,078,000 | 2,757 |
| Total debt securities | $67,051,000 | 1,799 |
| Structured notes | ||
| Amortized cost | $23,647,000 | 150 |
| Fair value | $23,509,000 | 151 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $66,850,000 | 1,868 |
| U.S. Government securities | $41,886,000 | 2,152 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $41,886,000 | 2,078 |
| Securities issued by states & political subdivisions | $24,964,000 | 745 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,005,000 | 1,866 |
| Mortgage-backed securities | $10,000 | 7,101 |
| Certificates of participation in pools of residential mortgages | $10,000 | 6,801 |
| Issued or guaranteed by U.S. | $10,000 | 6,790 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $32,971,000 | 673 |
| Available-for-sale securities (fair market value) | $33,879,000 | 2,885 |
| Total debt securities | $66,850,000 | 1,814 |
| Structured notes | ||
| Amortized cost | $23,647,000 | 144 |
| Fair value | $22,885,000 | 145 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $67,184,000 | 1,877 |
| U.S. Government securities | $41,967,000 | 2,157 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $41,967,000 | 2,088 |
| Securities issued by states & political subdivisions | $25,217,000 | 740 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,130,000 | 1,851 |
| Mortgage-backed securities | $13,000 | 7,096 |
| Certificates of participation in pools of residential mortgages | $13,000 | 6,789 |
| Issued or guaranteed by U.S. | $13,000 | 6,775 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $33,227,000 | 653 |
| Available-for-sale securities (fair market value) | $33,957,000 | 2,877 |
| Total debt securities | $67,184,000 | 1,825 |
| Structured notes | ||
| Amortized cost | $22,147,000 | 124 |
| Fair value | $22,190,000 | 124 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $69,358,000 | 1,855 |
| U.S. Government securities | $44,033,000 | 2,132 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $44,033,000 | 2,052 |
| Securities issued by states & political subdivisions | $25,325,000 | 730 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,484,000 | 1,725 |
| Mortgage-backed securities | $13,000 | 7,148 |
| Certificates of participation in pools of residential mortgages | $13,000 | 6,864 |
| Issued or guaranteed by U.S. | $13,000 | 6,840 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $31,336,000 | 683 |
| Available-for-sale securities (fair market value) | $38,022,000 | 2,676 |
| Total debt securities | $69,358,000 | 1,817 |
| Structured notes | ||
| Amortized cost | $18,647,000 | 141 |
| Fair value | $18,314,000 | 141 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $69,133,000 | 1,846 |
| U.S. Government securities | $43,758,000 | 2,086 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $43,758,000 | 2,016 |
| Securities issued by states & political subdivisions | $25,375,000 | 721 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,443,000 | 1,649 |
| Mortgage-backed securities | $36,000 | 7,032 |
| Certificates of participation in pools of residential mortgages | $18,000 | 6,856 |
| Issued or guaranteed by U.S. | $18,000 | 6,833 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $18,000 | 4,020 |
| CMOs issued by government agencies or sponsored agencies | $18,000 | 3,817 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $31,385,000 | 667 |
| Available-for-sale securities (fair market value) | $37,748,000 | 2,650 |
| Total debt securities | $69,133,000 | 1,797 |
| Structured notes | ||
| Amortized cost | $18,110,000 | 119 |
| Fair value | $17,885,000 | 122 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $71,041,000 | 1,753 |
| U.S. Government securities | $45,812,000 | 1,920 |
| U.S. Treasury securities | $8,100,000 | 472 |
| U.S. Government agency obligations | $37,712,000 | 2,194 |
| Securities issued by states & political subdivisions | $25,229,000 | 718 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,509,000 | 1,379 |
| Mortgage-backed securities | $328,000 | 6,511 |
| Certificates of participation in pools of residential mortgages | $21,000 | 6,858 |
| Issued or guaranteed by U.S. | $21,000 | 6,838 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $307,000 | 3,660 |
| CMOs issued by government agencies or sponsored agencies | $307,000 | 3,487 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,750,000 | 737 |
| Available-for-sale securities (fair market value) | $45,291,000 | 2,224 |
| Total debt securities | $71,041,000 | 1,697 |
| Structured notes | ||
| Amortized cost | $9,625,000 | 191 |
| Fair value | $9,696,000 | 190 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $70,561,000 | 1,740 |
| U.S. Government securities | $45,620,000 | 1,917 |
| U.S. Treasury securities | $11,950,000 | 379 |
| U.S. Government agency obligations | $33,670,000 | 2,377 |
| Securities issued by states & political subdivisions | $24,941,000 | 694 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,140,000 | 1,327 |
| Mortgage-backed securities | $2,510,000 | 5,092 |
| Certificates of participation in pools of residential mortgages | $22,000 | 6,878 |
| Issued or guaranteed by U.S. | $22,000 | 6,859 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,488,000 | 2,391 |
| CMOs issued by government agencies or sponsored agencies | $2,488,000 | 2,260 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,478,000 | 758 |
| Available-for-sale securities (fair market value) | $45,083,000 | 2,200 |
| Total debt securities | $70,561,000 | 1,686 |
| Structured notes | ||
| Amortized cost | $1,144,000 | 859 |
| Fair value | $1,143,000 | 857 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $61,578,000 | 1,960 |
| U.S. Government securities | $36,217,000 | 2,325 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $36,217,000 | 2,237 |
| Securities issued by states & political subdivisions | $25,235,000 | 678 |
| Other domestic debt securities | $126,000 | 3,832 |
| Privately issued residential mortgage-backed securities | $126,000 | 1,107 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,304,000 | 1,442 |
| Mortgage-backed securities | $4,257,000 | 4,394 |
| Certificates of participation in pools of residential mortgages | $23,000 | 6,872 |
| Issued or guaranteed by U.S. | $23,000 | 6,851 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $4,234,000 | 1,962 |
| CMOs issued by government agencies or sponsored agencies | $4,108,000 | 1,884 |
| Privately issued | $126,000 | 990 |
| 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) | $29,795,000 | 667 |
| Available-for-sale securities (fair market value) | $31,783,000 | 2,885 |
| Total debt securities | $61,578,000 | 1,889 |
| Structured notes | ||
| Amortized cost | $999,000 | 957 |
| Fair value | $998,000 | 970 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $46,353,000 | 2,348 |
| U.S. Government securities | $25,058,000 | 2,944 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $25,058,000 | 2,789 |
| Securities issued by states & political subdivisions | $20,781,000 | 791 |
| Other domestic debt securities | $514,000 | 3,353 |
| Privately issued residential mortgage-backed securities | $514,000 | 956 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,851,000 | 1,609 |
| Mortgage-backed securities | $5,180,000 | 3,924 |
| Certificates of participation in pools of residential mortgages | $35,000 | 6,807 |
| Issued or guaranteed by U.S. | $35,000 | 6,785 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $5,145,000 | 1,834 |
| CMOs issued by government agencies or sponsored agencies | $4,631,000 | 1,823 |
| Privately issued | $514,000 | 865 |
| 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) | $22,418,000 | 844 |
| Available-for-sale securities (fair market value) | $23,935,000 | 3,377 |
| Total debt securities | $46,353,000 | 2,279 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $33,086,000 | 3,178 |
| U.S. Government securities | $17,236,000 | 4,081 |
| U.S. Treasury securities | $508,000 | 3,230 |
| U.S. Government agency obligations | $16,728,000 | 3,895 |
| Securities issued by states & political subdivisions | $15,579,000 | 1,048 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $271,000 | 5,193 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,485,000 | 1,986 |
| Mortgage-backed securities | $856,000 | 5,685 |
| Certificates of participation in pools of residential mortgages | $75,000 | 6,505 |
| Issued or guaranteed by U.S. | $75,000 | 6,484 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $781,000 | 3,063 |
| CMOs issued by government agencies or sponsored agencies | $781,000 | 2,908 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,935,000 | 1,292 |
| Available-for-sale securities (fair market value) | $16,151,000 | 4,399 |
| Total debt securities | $32,815,000 | 3,110 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $32,211,000 | 3,374 |
| U.S. Government securities | $16,997,000 | 4,360 |
| U.S. Treasury securities | $1,500,000 | 3,145 |
| U.S. Government agency obligations | $15,497,000 | 4,208 |
| Securities issued by states & political subdivisions | $14,961,000 | 1,110 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $253,000 | 5,223 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,145,000 | 2,188 |
| Mortgage-backed securities | $1,314,000 | 5,571 |
| Certificates of participation in pools of residential mortgages | $153,000 | 6,526 |
| Issued or guaranteed by U.S. | $153,000 | 6,508 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,161,000 | 2,889 |
| CMOs issued by government agencies or sponsored agencies | $1,161,000 | 2,746 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,275,000 | 1,495 |
| Available-for-sale securities (fair market value) | $15,936,000 | 4,559 |
| Total debt securities | $31,958,000 | 3,298 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $29,802,000 | 3,661 |
| U.S. Government securities | $16,699,000 | 4,455 |
| U.S. Treasury securities | $4,032,000 | 2,630 |
| U.S. Government agency obligations | $12,667,000 | 4,581 |
| Securities issued by states & political subdivisions | $12,877,000 | 1,291 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $226,000 | 5,198 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,985,000 | 2,170 |
| Mortgage-backed securities | $2,660,000 | 4,932 |
| Certificates of participation in pools of residential mortgages | $904,000 | 5,386 |
| Issued or guaranteed by U.S. | $904,000 | 5,369 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,756,000 | 2,768 |
| CMOs issued by government agencies or sponsored agencies | $1,756,000 | 2,630 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,037,000 | 1,737 |
| Available-for-sale securities (fair market value) | $14,765,000 | 4,691 |
| Total debt securities | $29,576,000 | 3,578 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $26,938,000 | 3,973 |
| U.S. Government securities | $17,441,000 | 4,524 |
| U.S. Treasury securities | $4,000,000 | 3,700 |
| U.S. Government agency obligations | $13,441,000 | 4,333 |
| Securities issued by states & political subdivisions | $9,497,000 | 1,552 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,946,000 | 2,205 |
| Mortgage-backed securities | $2,923,000 | 4,828 |
| Certificates of participation in pools of residential mortgages | $1,337,000 | 4,975 |
| Issued or guaranteed by U.S. | $1,337,000 | 4,957 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,586,000 | 2,945 |
| CMOs issued by government agencies or sponsored agencies | $1,586,000 | 2,835 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,424,000 | 2,168 |
| Available-for-sale securities (fair market value) | $12,514,000 | 5,032 |
| Total debt securities | $26,938,000 | 3,859 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,189 |
| Fair value | $1,001,000 | 1,196 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $27,584,000 | 4,173 |
| U.S. Government securities | $18,317,000 | 4,733 |
| U.S. Treasury securities | $2,995,000 | 5,108 |
| U.S. Government agency obligations | $15,322,000 | 4,124 |
| Securities issued by states & political subdivisions | $9,267,000 | 1,571 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,967,000 | 2,366 |
| Mortgage-backed securities | $3,857,000 | 4,767 |
| Certificates of participation in pools of residential mortgages | $2,078,000 | 4,683 |
| Issued or guaranteed by U.S. | $2,078,000 | 4,660 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,779,000 | 3,226 |
| CMOs issued by government agencies or sponsored agencies | $1,779,000 | 3,092 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,150,000 | 2,231 |
| Available-for-sale securities (fair market value) | $11,434,000 | 5,568 |
| Total debt securities | $27,584,000 | 4,072 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,681 |
| Fair value | $996,000 | 1,773 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $24,220,000 | 4,828 |
| U.S. Government securities | $16,609,000 | 5,339 |
| U.S. Treasury securities | $3,019,000 | 6,004 |
| U.S. Government agency obligations | $13,590,000 | 4,489 |
| Securities issued by states & political subdivisions | $7,611,000 | 1,936 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,390,000 | 3,350 |
| Mortgage-backed securities | $3,108,000 | 5,460 |
| Certificates of participation in pools of residential mortgages | $2,539,000 | 4,486 |
| Issued or guaranteed by U.S. | $2,539,000 | 4,461 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $569,000 | 4,753 |
| CMOs issued by government agencies or sponsored agencies | $569,000 | 4,578 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,204,000 | 2,173 |
| Available-for-sale securities (fair market value) | $6,016,000 | 7,566 |
| Total debt securities | $24,220,000 | 4,728 |
| Structured notes | ||
| Amortized cost | $4,474,000 | 821 |
| Fair value | $4,466,000 | 795 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $21,448,000 | 5,596 |
| U.S. Government securities | $15,127,000 | 6,030 |
| U.S. Treasury securities | $4,457,000 | 5,916 |
| U.S. Government agency obligations | $10,670,000 | 5,131 |
| Securities issued by states & political subdivisions | $6,321,000 | 2,411 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,647,000 | 3,616 |
| Mortgage-backed securities | $3,738,000 | 5,379 |
| Certificates of participation in pools of residential mortgages | $3,117,000 | 4,295 |
| Issued or guaranteed by U.S. | $3,117,000 | 4,271 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $621,000 | 5,055 |
| CMOs issued by government agencies or sponsored agencies | $621,000 | 4,833 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,037,000 | 4,101 |
| Available-for-sale securities (fair market value) | $5,411,000 | 6,650 |
| Total debt securities | $21,448,000 | 5,500 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $22,194,000 | 5,686 |
| U.S. Government securities | $16,222,000 | 5,954 |
| U.S. Treasury securities | $5,614,000 | 5,285 |
| U.S. Government agency obligations | $10,608,000 | 5,366 |
| Securities issued by states & political subdivisions | $5,964,000 | 2,580 |
| Other domestic debt securities | $8,000 | 6,479 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,000 | 5,044 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,371,000 | 2,915 |
| Mortgage-backed securities | $5,122,000 | 5,190 |
| Certificates of participation in pools of residential mortgages | $4,312,000 | 4,103 |
| Issued or guaranteed by U.S. | $4,312,000 | 4,065 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $810,000 | 5,242 |
| CMOs issued by government agencies or sponsored agencies | $810,000 | 5,024 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $22,194,000 | 5,564 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $21,551,000 | 5,812 |
| U.S. Government securities | $16,739,000 | 5,795 |
| U.S. Treasury securities | $5,034,000 | 5,759 |
| U.S. Government agency obligations | $11,705,000 | 4,960 |
| Securities issued by states & political subdivisions | $4,559,000 | 2,984 |
| Other domestic debt securities | $253,000 | 5,919 |
| Privately issued residential mortgage-backed securities | $183,000 | 3,142 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $70,000 | 5,403 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,937,000 | 4,016 |
| Mortgage-backed securities | $6,901,000 | 4,626 |
| Certificates of participation in pools of residential mortgages | $4,069,000 | 4,413 |
| Issued or guaranteed by U.S. | $4,069,000 | 4,360 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $2,832,000 | 3,556 |
| CMOs issued by government agencies or sponsored agencies | $2,649,000 | 3,331 |
| Privately issued | $183,000 | 2,679 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $21,551,000 | 5,708 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |