Home > Border Bank > Securities
Border Bank, Securities
| 2020-09-30 | Rank | |
| Total securities | $91,435,000 | 1,436 |
| U.S. Government securities | $67,584,000 | 1,145 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $67,584,000 | 1,082 |
| Securities issued by states & political subdivisions | $22,505,000 | 1,651 |
| Other domestic debt securities | $1,155,000 | 1,601 |
| Privately issued residential mortgage-backed securities | $1,155,000 | 394 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,517,000 | 1,673 |
| Mortgage-backed securities | $62,392,000 | 1,000 |
| Certificates of participation in pools of residential mortgages | $24,545,000 | 1,235 |
| Issued or guaranteed by U.S. | $24,545,000 | 1,204 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $27,219,000 | 615 |
| CMOs issued by government agencies or sponsored agencies | $26,064,000 | 603 |
| Privately issued | $1,155,000 | 243 |
| Commercial mortgage-backed securities | $10,628,000 | 735 |
| Commercial mortgage pass-through securities | $9,630,000 | 443 |
| Other commercial mortgage-backed securities | $998,000 | 1,102 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $91,244,000 | 1,336 |
| Total debt securities | $91,239,000 | 1,423 |
| 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 | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $90,630,000 | 1,407 |
| U.S. Government securities | $70,662,000 | 1,080 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $70,662,000 | 1,016 |
| Securities issued by states & political subdivisions | $19,774,000 | 1,694 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,109,000 | 1,659 |
| Mortgage-backed securities | $63,985,000 | 959 |
| Certificates of participation in pools of residential mortgages | $24,799,000 | 1,191 |
| Issued or guaranteed by U.S. | $24,799,000 | 1,157 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $27,172,000 | 634 |
| CMOs issued by government agencies or sponsored agencies | $27,172,000 | 598 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $12,014,000 | 669 |
| Commercial mortgage pass-through securities | $10,127,000 | 414 |
| Other commercial mortgage-backed securities | $1,887,000 | 907 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $90,436,000 | 1,303 |
| Total debt securities | $90,435,000 | 1,395 |
| 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 | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $86,970,000 | 1,407 |
| U.S. Government securities | $68,787,000 | 1,109 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $68,787,000 | 1,045 |
| Securities issued by states & political subdivisions | $17,996,000 | 1,674 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,793,000 | 1,541 |
| Mortgage-backed securities | $62,138,000 | 972 |
| Certificates of participation in pools of residential mortgages | $28,152,000 | 1,076 |
| Issued or guaranteed by U.S. | $28,152,000 | 1,046 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $23,215,000 | 736 |
| CMOs issued by government agencies or sponsored agencies | $23,215,000 | 706 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $10,771,000 | 705 |
| Commercial mortgage pass-through securities | $8,687,000 | 461 |
| Other commercial mortgage-backed securities | $2,084,000 | 849 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $86,783,000 | 1,313 |
| Total debt securities | $86,784,000 | 1,395 |
| 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 | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $90,032,000 | 1,376 |
| U.S. Government securities | $69,875,000 | 1,120 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $69,875,000 | 1,046 |
| Securities issued by states & political subdivisions | $19,957,000 | 1,531 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,640,000 | 1,506 |
| Mortgage-backed securities | $62,370,000 | 943 |
| Certificates of participation in pools of residential mortgages | $28,814,000 | 1,039 |
| Issued or guaranteed by U.S. | $28,814,000 | 1,015 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $22,390,000 | 757 |
| CMOs issued by government agencies or sponsored agencies | $22,390,000 | 728 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $11,166,000 | 668 |
| Commercial mortgage pass-through securities | $8,958,000 | 441 |
| Other commercial mortgage-backed securities | $2,208,000 | 812 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $89,832,000 | 1,263 |
| Total debt securities | $89,832,000 | 1,364 |
| 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 | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $91,731,000 | 1,349 |
| U.S. Government securities | $71,591,000 | 1,101 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $71,591,000 | 1,034 |
| Securities issued by states & political subdivisions | $19,976,000 | 1,517 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $164,000 | 227 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,763,000 | 1,501 |
| Mortgage-backed securities | $63,678,000 | 917 |
| Certificates of participation in pools of residential mortgages | $31,620,000 | 935 |
| Issued or guaranteed by U.S. | $31,620,000 | 908 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $20,410,000 | 798 |
| CMOs issued by government agencies or sponsored agencies | $20,410,000 | 771 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $11,648,000 | 649 |
| Commercial mortgage pass-through securities | $9,161,000 | 433 |
| Other commercial mortgage-backed securities | $2,487,000 | 764 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $91,731,000 | 1,234 |
| Total debt securities | $91,568,000 | 1,337 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $91,927,000 | 1,359 |
| U.S. Government securities | $72,238,000 | 1,119 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $72,238,000 | 1,058 |
| Securities issued by states & political subdivisions | $19,527,000 | 1,574 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $162,000 | 243 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,951,000 | 1,618 |
| Mortgage-backed securities | $63,806,000 | 899 |
| Certificates of participation in pools of residential mortgages | $31,316,000 | 939 |
| Issued or guaranteed by U.S. | $31,316,000 | 931 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $20,586,000 | 781 |
| CMOs issued by government agencies or sponsored agencies | $20,586,000 | 743 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $11,904,000 | 618 |
| Commercial mortgage pass-through securities | $9,236,000 | 437 |
| Other commercial mortgage-backed securities | $2,668,000 | 717 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $91,927,000 | 1,241 |
| Total debt securities | $91,767,000 | 1,345 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $92,097,000 | 1,377 |
| U.S. Government securities | $65,734,000 | 1,196 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $65,734,000 | 1,135 |
| Securities issued by states & political subdivisions | $18,643,000 | 1,691 |
| Other domestic debt securities | $7,560,000 | 717 |
| Privately issued residential mortgage-backed securities | $7,560,000 | 164 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $160,000 | 259 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,689,000 | 1,607 |
| Mortgage-backed securities | $66,535,000 | 871 |
| Certificates of participation in pools of residential mortgages | $31,565,000 | 941 |
| Issued or guaranteed by U.S. | $31,565,000 | 932 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $29,523,000 | 585 |
| CMOs issued by government agencies or sponsored agencies | $21,963,000 | 685 |
| Privately issued | $7,560,000 | 116 |
| Commercial mortgage-backed securities | $5,447,000 | 850 |
| Commercial mortgage pass-through securities | $5,447,000 | 570 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $92,097,000 | 1,249 |
| Total debt securities | $91,942,000 | 1,364 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $94,098,000 | 1,363 |
| U.S. Government securities | $75,220,000 | 1,087 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $75,220,000 | 1,032 |
| Securities issued by states & political subdivisions | $18,720,000 | 1,726 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $158,000 | 386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,455,000 | 1,351 |
| Mortgage-backed securities | $66,009,000 | 866 |
| Certificates of participation in pools of residential mortgages | $34,489,000 | 886 |
| Issued or guaranteed by U.S. | $34,489,000 | 879 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $20,851,000 | 752 |
| CMOs issued by government agencies or sponsored agencies | $20,851,000 | 715 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $10,669,000 | 600 |
| Commercial mortgage pass-through securities | $6,834,000 | 495 |
| Other commercial mortgage-backed securities | $3,835,000 | 547 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $94,098,000 | 1,245 |
| Total debt securities | $93,937,000 | 1,349 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $81,268,000 | 1,517 |
| U.S. Government securities | $65,503,000 | 1,210 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $65,503,000 | 1,137 |
| Securities issued by states & political subdivisions | $15,607,000 | 1,983 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $158,000 | 417 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,400,000 | 1,649 |
| Mortgage-backed securities | $57,818,000 | 943 |
| Certificates of participation in pools of residential mortgages | $26,545,000 | 1,090 |
| Issued or guaranteed by U.S. | $26,545,000 | 1,084 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $20,605,000 | 738 |
| CMOs issued by government agencies or sponsored agencies | $20,605,000 | 705 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $10,668,000 | 594 |
| Commercial mortgage pass-through securities | $6,754,000 | 483 |
| Other commercial mortgage-backed securities | $3,914,000 | 547 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $81,268,000 | 1,391 |
| Total debt securities | $81,112,000 | 1,502 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $84,352,000 | 1,494 |
| U.S. Government securities | $68,427,000 | 1,174 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $68,427,000 | 1,111 |
| Securities issued by states & political subdivisions | $15,766,000 | 2,019 |
| 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 | $159,000 | 441 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,128,000 | 1,619 |
| Mortgage-backed securities | $60,057,000 | 930 |
| Certificates of participation in pools of residential mortgages | $29,969,000 | 1,021 |
| Issued or guaranteed by U.S. | $29,969,000 | 996 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $18,941,000 | 776 |
| CMOs issued by government agencies or sponsored agencies | $18,941,000 | 741 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $11,147,000 | 576 |
| Commercial mortgage pass-through securities | $6,998,000 | 454 |
| Other commercial mortgage-backed securities | $4,149,000 | 519 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $84,352,000 | 1,366 |
| Total debt securities | $84,194,000 | 1,480 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $84,073,000 | 1,516 |
| U.S. Government securities | $68,177,000 | 1,192 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $68,177,000 | 1,135 |
| Securities issued by states & political subdivisions | $15,736,000 | 2,056 |
| 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 | $160,000 | 480 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,315,000 | 1,623 |
| Mortgage-backed securities | $59,617,000 | 932 |
| Certificates of participation in pools of residential mortgages | $31,229,000 | 1,015 |
| Issued or guaranteed by U.S. | $31,229,000 | 1,014 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $17,526,000 | 812 |
| CMOs issued by government agencies or sponsored agencies | $17,526,000 | 770 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $10,862,000 | 515 |
| Commercial mortgage pass-through securities | $6,507,000 | 380 |
| Other commercial mortgage-backed securities | $4,355,000 | 503 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $84,073,000 | 1,378 |
| Total debt securities | $83,915,000 | 1,500 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $84,886,000 | 1,532 |
| U.S. Government securities | $68,615,000 | 1,202 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $68,615,000 | 1,145 |
| Securities issued by states & political subdivisions | $16,108,000 | 2,091 |
| 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 | $163,000 | 711 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,989,000 | 1,634 |
| Mortgage-backed securities | $59,386,000 | 953 |
| Certificates of participation in pools of residential mortgages | $32,736,000 | 1,006 |
| Issued or guaranteed by U.S. | $32,736,000 | 1,006 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $16,415,000 | 834 |
| CMOs issued by government agencies or sponsored agencies | $16,415,000 | 795 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $10,235,000 | 517 |
| Commercial mortgage pass-through securities | $5,659,000 | 413 |
| Other commercial mortgage-backed securities | $4,576,000 | 472 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $84,886,000 | 1,395 |
| Total debt securities | $84,722,000 | 1,519 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $83,780,000 | 1,574 |
| U.S. Government securities | $67,773,000 | 1,239 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $67,773,000 | 1,180 |
| Securities issued by states & political subdivisions | $15,842,000 | 2,134 |
| 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 | $165,000 | 733 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,126,000 | 1,647 |
| Mortgage-backed securities | $58,302,000 | 975 |
| Certificates of participation in pools of residential mortgages | $34,368,000 | 983 |
| Issued or guaranteed by U.S. | $34,368,000 | 983 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $16,178,000 | 835 |
| CMOs issued by government agencies or sponsored agencies | $16,178,000 | 792 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $7,756,000 | 588 |
| Commercial mortgage pass-through securities | $3,029,000 | 564 |
| Other commercial mortgage-backed securities | $4,727,000 | 442 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $83,780,000 | 1,435 |
| Total debt securities | $83,614,000 | 1,554 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $85,194,000 | 1,572 |
| U.S. Government securities | $69,157,000 | 1,236 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $69,157,000 | 1,184 |
| Securities issued by states & political subdivisions | $15,871,000 | 2,151 |
| 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 | $166,000 | 739 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,108,000 | 1,714 |
| Mortgage-backed securities | $59,805,000 | 974 |
| Certificates of participation in pools of residential mortgages | $34,739,000 | 994 |
| Issued or guaranteed by U.S. | $34,739,000 | 993 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $17,037,000 | 811 |
| CMOs issued by government agencies or sponsored agencies | $17,037,000 | 771 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $8,029,000 | 564 |
| Commercial mortgage pass-through securities | $3,164,000 | 529 |
| Other commercial mortgage-backed securities | $4,865,000 | 434 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $85,194,000 | 1,429 |
| Total debt securities | $85,027,000 | 1,554 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $82,344,000 | 1,632 |
| U.S. Government securities | $66,728,000 | 1,286 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $66,728,000 | 1,228 |
| Securities issued by states & political subdivisions | $15,450,000 | 2,198 |
| 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 | $166,000 | 748 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,285,000 | 1,632 |
| Mortgage-backed securities | $57,270,000 | 1,030 |
| Certificates of participation in pools of residential mortgages | $35,735,000 | 998 |
| Issued or guaranteed by U.S. | $35,735,000 | 997 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $13,090,000 | 979 |
| CMOs issued by government agencies or sponsored agencies | $13,090,000 | 935 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $8,445,000 | 543 |
| Commercial mortgage pass-through securities | $3,521,000 | 490 |
| Other commercial mortgage-backed securities | $4,924,000 | 430 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $82,344,000 | 1,479 |
| Total debt securities | $82,177,000 | 1,609 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $82,173,000 | 1,634 |
| U.S. Government securities | $66,590,000 | 1,272 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $66,590,000 | 1,219 |
| Securities issued by states & political subdivisions | $15,416,000 | 2,221 |
| 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 | $167,000 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,495,000 | 1,614 |
| Mortgage-backed securities | $56,522,000 | 1,021 |
| Certificates of participation in pools of residential mortgages | $36,981,000 | 970 |
| Issued or guaranteed by U.S. | $36,981,000 | 970 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $10,515,000 | 1,102 |
| CMOs issued by government agencies or sponsored agencies | $10,515,000 | 1,052 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $9,026,000 | 504 |
| Commercial mortgage pass-through securities | $4,689,000 | 422 |
| Other commercial mortgage-backed securities | $4,337,000 | 433 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $82,173,000 | 1,472 |
| Total debt securities | $82,007,000 | 1,614 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $58,750,000 | 2,116 |
| U.S. Government securities | $44,105,000 | 1,748 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $44,105,000 | 1,666 |
| Securities issued by states & political subdivisions | $14,474,000 | 2,317 |
| 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 | $171,000 | 748 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,373,000 | 2,012 |
| Mortgage-backed securities | $42,731,000 | 1,245 |
| Certificates of participation in pools of residential mortgages | $24,176,000 | 1,352 |
| Issued or guaranteed by U.S. | $24,176,000 | 1,350 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $8,847,000 | 1,224 |
| CMOs issued by government agencies or sponsored agencies | $8,847,000 | 1,170 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $9,708,000 | 465 |
| Commercial mortgage pass-through securities | $4,883,000 | 374 |
| Other commercial mortgage-backed securities | $4,825,000 | 409 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $58,750,000 | 1,940 |
| Total debt securities | $58,579,000 | 2,097 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $60,271,000 | 2,110 |
| U.S. Government securities | $44,871,000 | 1,768 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $44,871,000 | 1,685 |
| Securities issued by states & political subdivisions | $15,228,000 | 2,256 |
| 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 | $172,000 | 766 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,099,000 | 2,008 |
| Mortgage-backed securities | $44,871,000 | 1,216 |
| Certificates of participation in pools of residential mortgages | $25,624,000 | 1,309 |
| Issued or guaranteed by U.S. | $25,624,000 | 1,305 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $9,449,000 | 1,203 |
| CMOs issued by government agencies or sponsored agencies | $9,449,000 | 1,144 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $9,798,000 | 438 |
| Commercial mortgage pass-through securities | $4,929,000 | 346 |
| Other commercial mortgage-backed securities | $4,869,000 | 395 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $60,271,000 | 1,913 |
| Total debt securities | $60,103,000 | 2,088 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $57,305,000 | 2,195 |
| U.S. Government securities | $43,240,000 | 1,870 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $43,240,000 | 1,789 |
| Securities issued by states & political subdivisions | $13,894,000 | 2,369 |
| 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 | $171,000 | 772 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,526,000 | 2,137 |
| Mortgage-backed securities | $43,240,000 | 1,261 |
| Certificates of participation in pools of residential mortgages | $22,429,000 | 1,448 |
| Issued or guaranteed by U.S. | $22,429,000 | 1,447 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $9,354,000 | 1,214 |
| CMOs issued by government agencies or sponsored agencies | $9,354,000 | 1,156 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $11,457,000 | 388 |
| Commercial mortgage pass-through securities | $6,606,000 | 278 |
| Other commercial mortgage-backed securities | $4,851,000 | 387 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $57,305,000 | 1,990 |
| Total debt securities | $57,135,000 | 2,176 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $57,523,000 | 2,220 |
| U.S. Government securities | $44,084,000 | 1,854 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $44,084,000 | 1,772 |
| Securities issued by states & political subdivisions | $13,268,000 | 2,444 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $171,000 | 776 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,714,000 | 2,190 |
| Mortgage-backed securities | $44,084,000 | 1,253 |
| Certificates of participation in pools of residential mortgages | $22,550,000 | 1,446 |
| Issued or guaranteed by U.S. | $22,550,000 | 1,445 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $9,149,000 | 1,232 |
| CMOs issued by government agencies or sponsored agencies | $9,149,000 | 1,173 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $12,385,000 | 353 |
| Commercial mortgage pass-through securities | $8,584,000 | 234 |
| Other commercial mortgage-backed securities | $3,801,000 | 391 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $57,523,000 | 2,018 |
| Total debt securities | $57,350,000 | 2,204 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $58,184,000 | 2,231 |
| U.S. Government securities | $44,642,000 | 1,872 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $44,642,000 | 1,788 |
| Securities issued by states & political subdivisions | $13,370,000 | 2,442 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $172,000 | 800 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,784,000 | 2,193 |
| Mortgage-backed securities | $44,642,000 | 1,244 |
| Certificates of participation in pools of residential mortgages | $22,652,000 | 1,450 |
| Issued or guaranteed by U.S. | $22,652,000 | 1,450 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $9,808,000 | 1,200 |
| CMOs issued by government agencies or sponsored agencies | $9,808,000 | 1,144 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $12,182,000 | 331 |
| Commercial mortgage pass-through securities | $10,062,000 | 207 |
| Other commercial mortgage-backed securities | $2,120,000 | 470 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $58,184,000 | 2,032 |
| Total debt securities | $58,011,000 | 2,213 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $59,494,000 | 2,225 |
| U.S. Government securities | $46,527,000 | 1,879 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $46,527,000 | 1,795 |
| Securities issued by states & political subdivisions | $12,793,000 | 2,501 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $174,000 | 808 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,106,000 | 2,210 |
| Mortgage-backed securities | $46,527,000 | 1,250 |
| Certificates of participation in pools of residential mortgages | $23,874,000 | 1,437 |
| Issued or guaranteed by U.S. | $23,874,000 | 1,437 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $10,437,000 | 1,221 |
| CMOs issued by government agencies or sponsored agencies | $10,437,000 | 1,171 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $12,216,000 | 301 |
| Commercial mortgage pass-through securities | $10,085,000 | 187 |
| Other commercial mortgage-backed securities | $2,131,000 | 452 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $59,494,000 | 2,015 |
| Total debt securities | $59,320,000 | 2,204 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $58,989,000 | 2,281 |
| U.S. Government securities | $46,725,000 | 1,917 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $46,725,000 | 1,835 |
| Securities issued by states & political subdivisions | $12,089,000 | 2,563 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $175,000 | 817 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,619,000 | 2,196 |
| Mortgage-backed securities | $46,725,000 | 1,253 |
| Certificates of participation in pools of residential mortgages | $23,096,000 | 1,487 |
| Issued or guaranteed by U.S. | $23,096,000 | 1,487 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $12,235,000 | 1,150 |
| CMOs issued by government agencies or sponsored agencies | $12,235,000 | 1,095 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $11,394,000 | 300 |
| Commercial mortgage pass-through securities | $10,237,000 | 177 |
| Other commercial mortgage-backed securities | $1,157,000 | 506 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $58,989,000 | 2,060 |
| Total debt securities | $58,817,000 | 2,266 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $58,510,000 | 2,313 |
| U.S. Government securities | $47,080,000 | 1,909 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $47,080,000 | 1,835 |
| Securities issued by states & political subdivisions | $11,257,000 | 2,674 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $173,000 | 824 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,164,000 | 2,154 |
| Mortgage-backed securities | $47,080,000 | 1,269 |
| Certificates of participation in pools of residential mortgages | $23,812,000 | 1,476 |
| Issued or guaranteed by U.S. | $23,812,000 | 1,474 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $11,566,000 | 1,220 |
| CMOs issued by government agencies or sponsored agencies | $11,566,000 | 1,159 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $11,702,000 | 296 |
| Commercial mortgage pass-through securities | $10,526,000 | 178 |
| Other commercial mortgage-backed securities | $1,176,000 | 485 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $58,510,000 | 2,094 |
| Total debt securities | $58,340,000 | 2,298 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $56,655,000 | 2,410 |
| U.S. Government securities | $45,253,000 | 2,014 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $45,253,000 | 1,937 |
| Securities issued by states & political subdivisions | $11,227,000 | 2,712 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $175,000 | 845 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,823,000 | 2,187 |
| Mortgage-backed securities | $45,253,000 | 1,341 |
| Certificates of participation in pools of residential mortgages | $22,929,000 | 1,560 |
| Issued or guaranteed by U.S. | $22,929,000 | 1,560 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $10,507,000 | 1,310 |
| CMOs issued by government agencies or sponsored agencies | $10,507,000 | 1,245 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $11,817,000 | 291 |
| Commercial mortgage pass-through securities | $10,608,000 | 179 |
| Other commercial mortgage-backed securities | $1,209,000 | 447 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $56,655,000 | 2,177 |
| Total debt securities | $56,479,000 | 2,396 |
| Structured notes | ||
| Amortized cost | $1,223,000 | 1,475 |
| Fair value | $1,209,000 | 1,475 |
| 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 | $56,140,000 | 2,440 |
| U.S. Government securities | $45,095,000 | 2,043 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $45,095,000 | 1,970 |
| Securities issued by states & political subdivisions | $10,871,000 | 2,758 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $174,000 | 878 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,491,000 | 2,153 |
| Mortgage-backed securities | $45,095,000 | 1,375 |
| Certificates of participation in pools of residential mortgages | $22,266,000 | 1,636 |
| Issued or guaranteed by U.S. | $22,266,000 | 1,635 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $12,357,000 | 1,210 |
| CMOs issued by government agencies or sponsored agencies | $12,357,000 | 1,150 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $10,472,000 | 306 |
| Commercial mortgage pass-through securities | $9,227,000 | 187 |
| Other commercial mortgage-backed securities | $1,245,000 | 430 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $56,140,000 | 2,215 |
| Total debt securities | $55,976,000 | 2,426 |
| Structured notes | ||
| Amortized cost | $1,256,000 | 1,500 |
| Fair value | $1,255,000 | 1,499 |
| 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 | $56,112,000 | 2,450 |
| U.S. Government securities | $45,203,000 | 2,058 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $45,203,000 | 2,002 |
| Securities issued by states & political subdivisions | $10,734,000 | 2,786 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $175,000 | 883 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,067,000 | 2,174 |
| Mortgage-backed securities | $45,203,000 | 1,359 |
| Certificates of participation in pools of residential mortgages | $22,965,000 | 1,610 |
| Issued or guaranteed by U.S. | $22,965,000 | 1,610 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $11,738,000 | 1,256 |
| CMOs issued by government agencies or sponsored agencies | $11,738,000 | 1,188 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $10,500,000 | 287 |
| Commercial mortgage pass-through securities | $9,228,000 | 179 |
| Other commercial mortgage-backed securities | $1,272,000 | 412 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $56,112,000 | 2,228 |
| Total debt securities | $55,937,000 | 2,440 |
| Structured notes | ||
| Amortized cost | $1,288,000 | 1,500 |
| Fair value | $1,272,000 | 1,502 |
| 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 | $53,806,000 | 2,528 |
| U.S. Government securities | $43,176,000 | 2,125 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $43,176,000 | 2,066 |
| Securities issued by states & political subdivisions | $10,456,000 | 2,833 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $174,000 | 896 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,011,000 | 1,941 |
| Mortgage-backed securities | $43,176,000 | 1,419 |
| Certificates of participation in pools of residential mortgages | $21,581,000 | 1,676 |
| Issued or guaranteed by U.S. | $21,581,000 | 1,675 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $11,063,000 | 1,294 |
| CMOs issued by government agencies or sponsored agencies | $11,063,000 | 1,228 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $10,532,000 | 273 |
| Commercial mortgage pass-through securities | $9,230,000 | 171 |
| Other commercial mortgage-backed securities | $1,302,000 | 400 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $53,806,000 | 2,299 |
| Total debt securities | $53,631,000 | 2,514 |
| Structured notes | ||
| Amortized cost | $1,320,000 | 1,484 |
| Fair value | $1,302,000 | 1,479 |
| 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 | $54,507,000 | 2,521 |
| U.S. Government securities | $43,772,000 | 2,121 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $43,772,000 | 2,064 |
| Securities issued by states & political subdivisions | $10,559,000 | 2,828 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $176,000 | 899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,107,000 | 1,926 |
| Mortgage-backed securities | $43,772,000 | 1,424 |
| Certificates of participation in pools of residential mortgages | $22,739,000 | 1,623 |
| Issued or guaranteed by U.S. | $22,739,000 | 1,620 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $10,388,000 | 1,346 |
| CMOs issued by government agencies or sponsored agencies | $10,388,000 | 1,285 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $10,645,000 | 262 |
| Commercial mortgage pass-through securities | $9,312,000 | 161 |
| Other commercial mortgage-backed securities | $1,333,000 | 401 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $54,507,000 | 2,284 |
| Total debt securities | $54,333,000 | 2,501 |
| Structured notes | ||
| Amortized cost | $1,348,000 | 1,470 |
| Fair value | $1,333,000 | 1,464 |
| 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 | $54,406,000 | 2,512 |
| U.S. Government securities | $42,773,000 | 2,114 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $42,773,000 | 2,058 |
| Securities issued by states & political subdivisions | $11,433,000 | 2,678 |
| 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 | $200,000 | 896 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,316,000 | 1,884 |
| Mortgage-backed securities | $42,773,000 | 1,425 |
| Certificates of participation in pools of residential mortgages | $23,737,000 | 1,580 |
| Issued or guaranteed by U.S. | $23,737,000 | 1,578 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $8,251,000 | 1,532 |
| CMOs issued by government agencies or sponsored agencies | $8,251,000 | 1,449 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $10,785,000 | 245 |
| Commercial mortgage pass-through securities | $9,427,000 | 156 |
| Other commercial mortgage-backed securities | $1,358,000 | 355 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $54,406,000 | 2,281 |
| Total debt securities | $54,206,000 | 2,498 |
| Structured notes | ||
| Amortized cost | $1,374,000 | 1,448 |
| Fair value | $1,358,000 | 1,449 |
| 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 | $52,502,000 | 2,611 |
| U.S. Government securities | $40,611,000 | 2,255 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $40,611,000 | 2,191 |
| Securities issued by states & political subdivisions | $11,691,000 | 2,628 |
| 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 | $200,000 | 910 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,805,000 | 1,895 |
| Mortgage-backed securities | $40,611,000 | 1,538 |
| Certificates of participation in pools of residential mortgages | $20,540,000 | 1,791 |
| Issued or guaranteed by U.S. | $20,540,000 | 1,789 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $8,868,000 | 1,532 |
| CMOs issued by government agencies or sponsored agencies | $8,868,000 | 1,444 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $11,203,000 | 217 |
| Commercial mortgage pass-through securities | $9,780,000 | 146 |
| Other commercial mortgage-backed securities | $1,423,000 | 283 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $52,502,000 | 2,406 |
| Total debt securities | $52,302,000 | 2,594 |
| Structured notes | ||
| Amortized cost | $1,401,000 | 1,466 |
| Fair value | $1,423,000 | 1,465 |
| 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 | $51,263,000 | 2,590 |
| U.S. Government securities | $39,542,000 | 2,244 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $39,542,000 | 2,188 |
| Securities issued by states & political subdivisions | $11,521,000 | 2,630 |
| 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 | $200,000 | 881 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,024,000 | 1,852 |
| Mortgage-backed securities | $39,542,000 | 1,549 |
| Certificates of participation in pools of residential mortgages | $18,783,000 | 1,838 |
| Issued or guaranteed by U.S. | $18,783,000 | 1,836 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $9,457,000 | 1,545 |
| CMOs issued by government agencies or sponsored agencies | $9,457,000 | 1,448 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $11,302,000 | 186 |
| Commercial mortgage pass-through securities | $9,853,000 | 123 |
| Other commercial mortgage-backed securities | $1,449,000 | 222 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $51,263,000 | 2,381 |
| Total debt securities | $51,064,000 | 2,575 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $51,308,000 | 2,612 |
| U.S. Government securities | $46,741,000 | 2,015 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $46,741,000 | 1,972 |
| Securities issued by states & political subdivisions | $4,367,000 | 3,884 |
| 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 | $200,000 | 886 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,476,000 | 1,961 |
| Mortgage-backed securities | $46,741,000 | 1,438 |
| Certificates of participation in pools of residential mortgages | $25,371,000 | 1,580 |
| Issued or guaranteed by U.S. | $25,371,000 | 1,579 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $11,137,000 | 1,489 |
| CMOs issued by government agencies or sponsored agencies | $11,137,000 | 1,390 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $10,233,000 | 185 |
| Commercial mortgage pass-through securities | $8,753,000 | 111 |
| Other commercial mortgage-backed securities | $1,480,000 | 213 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $51,308,000 | 2,397 |
| Total debt securities | $51,107,000 | 2,593 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $50,516,000 | 2,652 |
| U.S. Government securities | $45,968,000 | 2,038 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $45,968,000 | 1,989 |
| Securities issued by states & political subdivisions | $4,362,000 | 3,832 |
| 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 | $186,000 | 896 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,260,000 | 1,979 |
| Mortgage-backed securities | $45,968,000 | 1,476 |
| Certificates of participation in pools of residential mortgages | $24,177,000 | 1,646 |
| Issued or guaranteed by U.S. | $24,177,000 | 1,645 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $13,105,000 | 1,391 |
| CMOs issued by government agencies or sponsored agencies | $13,105,000 | 1,291 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $8,686,000 | 187 |
| Commercial mortgage pass-through securities | $8,686,000 | 103 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $50,516,000 | 2,441 |
| Total debt securities | $50,328,000 | 2,635 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $51,474,000 | 2,609 |
| U.S. Government securities | $47,473,000 | 2,046 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $47,473,000 | 2,001 |
| Securities issued by states & political subdivisions | $3,815,000 | 3,914 |
| 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 | $186,000 | 876 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,921,000 | 2,026 |
| Mortgage-backed securities | $47,473,000 | 1,437 |
| Certificates of participation in pools of residential mortgages | $25,780,000 | 1,561 |
| Issued or guaranteed by U.S. | $25,780,000 | 1,558 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $12,623,000 | 1,451 |
| CMOs issued by government agencies or sponsored agencies | $12,623,000 | 1,340 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $9,070,000 | 167 |
| Commercial mortgage pass-through securities | $7,565,000 | 94 |
| Other commercial mortgage-backed securities | $1,505,000 | 186 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $51,474,000 | 2,393 |
| Total debt securities | $51,290,000 | 2,595 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $48,333,000 | 2,663 |
| U.S. Government securities | $44,285,000 | 2,080 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $44,285,000 | 2,035 |
| Securities issued by states & political subdivisions | $3,866,000 | 3,882 |
| 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 | $182,000 | 871 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,472,000 | 1,927 |
| Mortgage-backed securities | $44,285,000 | 1,446 |
| Certificates of participation in pools of residential mortgages | $22,216,000 | 1,649 |
| Issued or guaranteed by U.S. | $22,216,000 | 1,647 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $14,456,000 | 1,320 |
| CMOs issued by government agencies or sponsored agencies | $14,456,000 | 1,164 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $7,613,000 | 139 |
| Commercial mortgage pass-through securities | $7,613,000 | 67 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $48,333,000 | 2,419 |
| Total debt securities | $48,151,000 | 2,648 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $48,881,000 | 2,571 |
| U.S. Government securities | $44,834,000 | 1,997 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $44,834,000 | 1,947 |
| Securities issued by states & political subdivisions | $3,864,000 | 3,834 |
| 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 | $183,000 | 913 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,925,000 | 1,910 |
| Mortgage-backed securities | $44,329,000 | 1,383 |
| Certificates of participation in pools of residential mortgages | $22,863,000 | 1,546 |
| Issued or guaranteed by U.S. | $22,863,000 | 1,543 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $16,172,000 | 1,217 |
| CMOs issued by government agencies or sponsored agencies | $16,172,000 | 1,076 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $5,294,000 | 132 |
| Commercial mortgage pass-through securities | $5,294,000 | 72 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $48,881,000 | 2,337 |
| Total debt securities | $48,699,000 | 2,556 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $52,327,000 | 2,457 |
| U.S. Government securities | $46,186,000 | 1,966 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $46,186,000 | 1,907 |
| Securities issued by states & political subdivisions | $5,961,000 | 3,267 |
| 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 | $180,000 | 919 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,871,000 | 1,861 |
| Mortgage-backed securities | $45,675,000 | 1,339 |
| Certificates of participation in pools of residential mortgages | $24,648,000 | 1,430 |
| Issued or guaranteed by U.S. | $24,648,000 | 1,425 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $17,198,000 | 1,150 |
| CMOs issued by government agencies or sponsored agencies | $17,198,000 | 1,005 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $3,829,000 | 155 |
| Commercial mortgage pass-through securities | $3,829,000 | 88 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $52,327,000 | 2,224 |
| Total debt securities | $52,147,000 | 2,440 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $49,872,000 | 2,529 |
| U.S. Government securities | $43,786,000 | 2,060 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $43,786,000 | 1,993 |
| Securities issued by states & political subdivisions | $5,908,000 | 3,236 |
| 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 | $178,000 | 927 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,865,000 | 1,927 |
| Mortgage-backed securities | $43,270,000 | 1,357 |
| Certificates of participation in pools of residential mortgages | $25,524,000 | 1,344 |
| Issued or guaranteed by U.S. | $25,524,000 | 1,339 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $17,746,000 | 1,104 |
| CMOs issued by government agencies or sponsored agencies | $17,746,000 | 953 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $49,872,000 | 2,287 |
| Total debt securities | $49,694,000 | 2,512 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $44,784,000 | 2,648 |
| U.S. Government securities | $38,758,000 | 2,156 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $38,758,000 | 2,085 |
| Securities issued by states & political subdivisions | $5,849,000 | 3,225 |
| 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 | $177,000 | 928 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,798,000 | 1,946 |
| Mortgage-backed securities | $38,236,000 | 1,445 |
| Certificates of participation in pools of residential mortgages | $20,368,000 | 1,538 |
| Issued or guaranteed by U.S. | $20,368,000 | 1,532 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $17,868,000 | 1,087 |
| CMOs issued by government agencies or sponsored agencies | $17,868,000 | 922 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $44,784,000 | 2,378 |
| Total debt securities | $44,605,000 | 2,630 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $38,189,000 | 2,963 |
| U.S. Government securities | $32,406,000 | 2,468 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $32,406,000 | 2,388 |
| Securities issued by states & political subdivisions | $5,603,000 | 3,211 |
| 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 | $180,000 | 969 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,193,000 | 1,888 |
| Mortgage-backed securities | $31,881,000 | 1,652 |
| Certificates of participation in pools of residential mortgages | $12,529,000 | 2,120 |
| Issued or guaranteed by U.S. | $12,529,000 | 2,114 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $19,352,000 | 1,029 |
| CMOs issued by government agencies or sponsored agencies | $19,352,000 | 871 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $38,189,000 | 2,681 |
| Total debt securities | $38,009,000 | 2,948 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $35,379,000 | 3,119 |
| U.S. Government securities | $28,089,000 | 2,797 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $28,089,000 | 2,713 |
| Securities issued by states & political subdivisions | $6,077,000 | 2,994 |
| Other domestic debt securities | $1,039,000 | 2,122 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $1,039,000 | 215 |
| 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 | $174,000 | 1,013 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,020,000 | 2,093 |
| Mortgage-backed securities | $27,093,000 | 1,806 |
| Certificates of participation in pools of residential mortgages | $8,916,000 | 2,597 |
| Issued or guaranteed by U.S. | $8,916,000 | 2,591 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $17,138,000 | 1,070 |
| CMOs issued by government agencies or sponsored agencies | $17,138,000 | 885 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $1,039,000 | 215 |
| Commercial mortgage pass-through securities | $1,039,000 | 149 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $35,379,000 | 2,810 |
| Total debt securities | $35,201,000 | 3,102 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $43,008,000 | 2,708 |
| U.S. Government securities | $33,727,000 | 2,474 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $33,727,000 | 2,405 |
| Securities issued by states & political subdivisions | $5,878,000 | 3,019 |
| Other domestic debt securities | $3,226,000 | 1,450 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $3,226,000 | 125 |
| 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 | $177,000 | 1,051 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,565,000 | 2,070 |
| Mortgage-backed securities | $32,386,000 | 1,638 |
| Certificates of participation in pools of residential mortgages | $16,492,000 | 1,861 |
| Issued or guaranteed by U.S. | $16,492,000 | 1,858 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $12,668,000 | 1,231 |
| CMOs issued by government agencies or sponsored agencies | $12,668,000 | 1,022 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $3,226,000 | 125 |
| Commercial mortgage pass-through securities | $3,226,000 | 75 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $43,008,000 | 2,420 |
| Total debt securities | $42,830,000 | 2,689 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $36,224,000 | 3,066 |
| U.S. Government securities | $28,017,000 | 2,810 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $28,017,000 | 2,741 |
| Securities issued by states & political subdivisions | $5,844,000 | 3,037 |
| Other domestic debt securities | $2,187,000 | 1,760 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $2,187,000 | 151 |
| 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 | $176,000 | 1,074 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,173,000 | 2,567 |
| Mortgage-backed securities | $25,091,000 | 1,988 |
| Certificates of participation in pools of residential mortgages | $16,464,000 | 1,941 |
| Issued or guaranteed by U.S. | $16,464,000 | 1,934 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $6,440,000 | 1,677 |
| CMOs issued by government agencies or sponsored agencies | $6,440,000 | 1,413 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $2,187,000 | 151 |
| Commercial mortgage pass-through securities | $2,187,000 | 93 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $36,224,000 | 2,743 |
| Total debt securities | $36,047,000 | 3,052 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| 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 | $31,407,000 | 3,393 |
| U.S. Government securities | $25,484,000 | 2,983 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $25,484,000 | 2,920 |
| Securities issued by states & political subdivisions | $3,597,000 | 3,701 |
| Other domestic debt securities | $2,150,000 | 1,854 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $2,150,000 | 168 |
| 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 | $176,000 | 1,132 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,677,000 | 1,862 |
| Mortgage-backed securities | $19,030,000 | 2,412 |
| Certificates of participation in pools of residential mortgages | $16,880,000 | 1,960 |
| Issued or guaranteed by U.S. | $16,880,000 | 1,952 |
| 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 | $2,150,000 | 168 |
| Commercial mortgage pass-through securities | $2,150,000 | 96 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $31,407,000 | 3,047 |
| Total debt securities | $31,232,000 | 3,364 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| 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 | $40,104,000 | 2,787 |
| U.S. Government securities | $24,760,000 | 3,022 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $24,760,000 | 2,956 |
| Securities issued by states & political subdivisions | $13,656,000 | 1,745 |
| Other domestic debt securities | $1,515,000 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $1,515,000 | 181 |
| 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 | $173,000 | 1,168 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,109,000 | 1,709 |
| Mortgage-backed securities | $18,133,000 | 2,497 |
| Certificates of participation in pools of residential mortgages | $16,618,000 | 2,033 |
| Issued or guaranteed by U.S. | $16,618,000 | 2,020 |
| 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 | $1,515,000 | 181 |
| Commercial mortgage pass-through securities | $1,515,000 | 102 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $40,104,000 | 2,480 |
| Total debt securities | $39,930,000 | 2,768 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $42,403,000 | 2,657 |
| U.S. Government securities | $22,131,000 | 3,296 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $22,131,000 | 3,234 |
| Securities issued by states & political subdivisions | $20,097,000 | 1,129 |
| 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 | $175,000 | 1,182 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,702,000 | 1,579 |
| Mortgage-backed securities | $13,940,000 | 2,926 |
| Certificates of participation in pools of residential mortgages | $13,940,000 | 2,287 |
| Issued or guaranteed by U.S. | $13,940,000 | 2,274 |
| 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) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $42,403,000 | 2,370 |
| Total debt securities | $42,227,000 | 2,639 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $40,303,000 | 2,746 |
| U.S. Government securities | $19,623,000 | 3,615 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $19,623,000 | 3,539 |
| Securities issued by states & political subdivisions | $20,506,000 | 1,069 |
| 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 | $174,000 | 1,153 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,436,000 | 1,868 |
| Mortgage-backed securities | $11,370,000 | 3,179 |
| Certificates of participation in pools of residential mortgages | $11,370,000 | 2,556 |
| Issued or guaranteed by U.S. | $11,370,000 | 2,541 |
| 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) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $40,303,000 | 2,450 |
| Total debt securities | $40,129,000 | 2,728 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $38,146,000 | 2,847 |
| U.S. Government securities | $18,639,000 | 3,680 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $18,639,000 | 3,610 |
| Securities issued by states & political subdivisions | $19,335,000 | 1,108 |
| 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 | $172,000 | 1,235 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,720,000 | 1,889 |
| Mortgage-backed securities | $10,580,000 | 3,196 |
| Certificates of participation in pools of residential mortgages | $10,580,000 | 2,602 |
| Issued or guaranteed by U.S. | $10,580,000 | 2,585 |
| 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) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $38,146,000 | 2,513 |
| Total debt securities | $37,970,000 | 2,815 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $35,605,000 | 3,028 |
| U.S. Government securities | $16,733,000 | 3,977 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $16,733,000 | 3,914 |
| Securities issued by states & political subdivisions | $18,704,000 | 1,176 |
| 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 | $168,000 | 1,577 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,492,000 | 2,752 |
| Mortgage-backed securities | $8,707,000 | 3,450 |
| Certificates of participation in pools of residential mortgages | $8,707,000 | 2,848 |
| Issued or guaranteed by U.S. | $8,707,000 | 2,834 |
| 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) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $35,605,000 | 2,706 |
| Total debt securities | $35,440,000 | 2,998 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $34,936,000 | 3,075 |
| U.S. Government securities | $15,519,000 | 4,154 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $15,519,000 | 4,079 |
| Securities issued by states & political subdivisions | $19,245,000 | 1,137 |
| 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 | $172,000 | 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 | $14,751,000 | 2,674 |
| Mortgage-backed securities | $6,480,000 | 3,770 |
| Certificates of participation in pools of residential mortgages | $6,480,000 | 3,157 |
| Issued or guaranteed by U.S. | $6,480,000 | 3,145 |
| 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) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $34,936,000 | 2,742 |
| Total debt securities | $34,766,000 | 3,039 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $32,755,000 | 3,247 |
| U.S. Government securities | $14,424,000 | 4,399 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $14,424,000 | 4,309 |
| Securities issued by states & political subdivisions | $18,160,000 | 1,209 |
| 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 | $171,000 | 1,537 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,243,000 | 2,659 |
| Mortgage-backed securities | $1,870,000 | 4,913 |
| Certificates of participation in pools of residential mortgages | $1,870,000 | 4,437 |
| Issued or guaranteed by U.S. | $1,870,000 | 4,420 |
| 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) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $32,755,000 | 2,858 |
| Total debt securities | $32,583,000 | 3,219 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $27,760,000 | 3,618 |
| U.S. Government securities | $14,588,000 | 4,458 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $14,588,000 | 4,360 |
| Securities issued by states & political subdivisions | $13,004,000 | 1,623 |
| 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 | $168,000 | 1,488 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,494,000 | 2,622 |
| Mortgage-backed securities | $936,000 | 5,309 |
| Certificates of participation in pools of residential mortgages | $936,000 | 4,853 |
| Issued or guaranteed by U.S. | $936,000 | 4,838 |
| 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) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $27,760,000 | 3,200 |
| Total debt securities | $27,592,000 | 3,587 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $27,440,000 | 3,656 |
| U.S. Government securities | $14,952,000 | 4,408 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $14,952,000 | 4,296 |
| Securities issued by states & political subdivisions | $12,323,000 | 1,678 |
| 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 | $165,000 | 1,502 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,712,000 | 2,697 |
| Mortgage-backed securities | $993,000 | 5,263 |
| Certificates of participation in pools of residential mortgages | $993,000 | 4,802 |
| Issued or guaranteed by U.S. | $993,000 | 4,788 |
| 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) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $27,440,000 | 3,207 |
| Total debt securities | $27,274,000 | 3,622 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $26,874,000 | 3,711 |
| U.S. Government securities | $16,224,000 | 4,218 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $16,224,000 | 4,117 |
| Securities issued by states & political subdivisions | $10,480,000 | 1,915 |
| 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 | $170,000 | 1,524 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,342,000 | 2,641 |
| Mortgage-backed securities | $1,074,000 | 5,227 |
| Certificates of participation in pools of residential mortgages | $1,074,000 | 4,742 |
| Issued or guaranteed by U.S. | $1,074,000 | 4,722 |
| 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) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $26,874,000 | 3,254 |
| Total debt securities | $26,703,000 | 3,682 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $24,911,000 | 3,945 |
| U.S. Government securities | $16,730,000 | 4,202 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $16,730,000 | 4,095 |
| Securities issued by states & political subdivisions | $8,011,000 | 2,381 |
| 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 | $170,000 | 1,560 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,107,000 | 2,672 |
| Mortgage-backed securities | $1,125,000 | 5,191 |
| Certificates of participation in pools of residential mortgages | $1,125,000 | 4,707 |
| Issued or guaranteed by U.S. | $1,125,000 | 4,690 |
| 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) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $24,911,000 | 3,452 |
| Total debt securities | $24,740,000 | 3,906 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $23,868,000 | 4,090 |
| U.S. Government securities | $19,831,000 | 3,802 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $19,831,000 | 3,693 |
| Securities issued by states & political subdivisions | $3,868,000 | 3,461 |
| 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 | $169,000 | 1,605 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,761,000 | 2,288 |
| Mortgage-backed securities | $122,000 | 6,173 |
| Certificates of participation in pools of residential mortgages | $122,000 | 5,838 |
| Issued or guaranteed by U.S. | $122,000 | 5,809 |
| 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) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $23,868,000 | 3,560 |
| Total debt securities | $23,707,000 | 4,046 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $23,529,000 | 4,126 |
| U.S. Government securities | $20,741,000 | 3,674 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $20,741,000 | 3,559 |
| Securities issued by states & political subdivisions | $2,622,000 | 3,950 |
| 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 | $166,000 | 1,633 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,588,000 | 2,383 |
| Mortgage-backed securities | $129,000 | 6,212 |
| Certificates of participation in pools of residential mortgages | $129,000 | 5,865 |
| Issued or guaranteed by U.S. | $129,000 | 5,838 |
| 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) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $23,529,000 | 3,589 |
| Total debt securities | $23,363,000 | 4,088 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $22,010,000 | 4,360 |
| U.S. Government securities | $20,099,000 | 3,797 |
| U.S. Treasury securities | $991,000 | 1,163 |
| U.S. Government agency obligations | $19,108,000 | 3,815 |
| Securities issued by states & political subdivisions | $1,741,000 | 4,496 |
| 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 | $170,000 | 1,655 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,529,000 | 2,496 |
| Mortgage-backed securities | $148,000 | 6,215 |
| Certificates of participation in pools of residential mortgages | $148,000 | 5,853 |
| Issued or guaranteed by U.S. | $148,000 | 5,829 |
| 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) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $22,010,000 | 3,768 |
| Total debt securities | $21,840,000 | 4,316 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $20,473,000 | 4,569 |
| U.S. Government securities | $19,199,000 | 3,921 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $19,199,000 | 3,786 |
| Securities issued by states & political subdivisions | $1,103,000 | 4,991 |
| 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 | $171,000 | 1,671 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,366,000 | 2,605 |
| Mortgage-backed securities | $158,000 | 6,268 |
| Certificates of participation in pools of residential mortgages | $158,000 | 5,889 |
| Issued or guaranteed by U.S. | $158,000 | 5,864 |
| 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) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $20,473,000 | 3,935 |
| Total debt securities | $20,307,000 | 4,532 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $19,623,000 | 4,660 |
| U.S. Government securities | $18,343,000 | 3,987 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $18,343,000 | 3,864 |
| Securities issued by states & political subdivisions | $1,108,000 | 4,998 |
| 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 | $172,000 | 1,675 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,855,000 | 2,631 |
| Mortgage-backed securities | $172,000 | 6,286 |
| Certificates of participation in pools of residential mortgages | $172,000 | 5,900 |
| Issued or guaranteed by U.S. | $172,000 | 5,880 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $19,623,000 | 4,031 |
| Total debt securities | $19,450,000 | 4,637 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $19,942,000 | 4,652 |
| U.S. Government securities | $18,386,000 | 4,022 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $18,386,000 | 3,894 |
| Securities issued by states & political subdivisions | $1,116,000 | 4,972 |
| 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 | $440,000 | 1,456 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,338,000 | 2,685 |
| Mortgage-backed securities | $189,000 | 6,302 |
| Certificates of participation in pools of residential mortgages | $189,000 | 5,920 |
| Issued or guaranteed by U.S. | $189,000 | 5,891 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $19,942,000 | 4,038 |
| Total debt securities | $19,505,000 | 4,642 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $20,273,000 | 4,678 |
| U.S. Government securities | $18,715,000 | 4,056 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $18,715,000 | 3,911 |
| Securities issued by states & political subdivisions | $1,121,000 | 4,983 |
| 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 | $437,000 | 1,499 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,668,000 | 2,632 |
| Mortgage-backed securities | $250,000 | 6,276 |
| Certificates of participation in pools of residential mortgages | $250,000 | 5,871 |
| Issued or guaranteed by U.S. | $250,000 | 5,852 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $20,273,000 | 4,056 |
| Total debt securities | $19,835,000 | 4,678 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $20,500,000 | 4,649 |
| U.S. Government securities | $18,856,000 | 4,028 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $18,856,000 | 3,890 |
| Securities issued by states & political subdivisions | $1,205,000 | 4,944 |
| 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 | $439,000 | 1,529 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,239,000 | 2,546 |
| Mortgage-backed securities | $267,000 | 6,288 |
| Certificates of participation in pools of residential mortgages | $267,000 | 5,886 |
| Issued or guaranteed by U.S. | $267,000 | 5,872 |
| 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) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $20,500,000 | 4,042 |
| Total debt securities | $20,061,000 | 4,654 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $21,292,000 | 4,551 |
| U.S. Government securities | $19,474,000 | 3,892 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $19,474,000 | 3,752 |
| Securities issued by states & political subdivisions | $1,377,000 | 4,802 |
| 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 | $441,000 | 1,543 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,275,000 | 2,611 |
| Mortgage-backed securities | $283,000 | 6,319 |
| Certificates of participation in pools of residential mortgages | $283,000 | 5,896 |
| Issued or guaranteed by U.S. | $283,000 | 5,883 |
| 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) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $21,292,000 | 3,937 |
| Total debt securities | $20,852,000 | 4,543 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $20,950,000 | 4,665 |
| U.S. Government securities | $19,293,000 | 3,993 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $19,293,000 | 3,845 |
| Securities issued by states & political subdivisions | $1,218,000 | 4,957 |
| 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 | $439,000 | 1,582 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,040,000 | 2,630 |
| Mortgage-backed securities | $308,000 | 6,364 |
| Certificates of participation in pools of residential mortgages | $308,000 | 5,932 |
| Issued or guaranteed by U.S. | $308,000 | 5,920 |
| 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) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $20,950,000 | 4,056 |
| Total debt securities | $20,511,000 | 4,658 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $22,004,000 | 4,499 |
| U.S. Government securities | $20,010,000 | 3,848 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $20,010,000 | 3,717 |
| Securities issued by states & political subdivisions | $1,549,000 | 4,689 |
| 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 | $445,000 | 1,613 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,407,000 | 2,696 |
| Mortgage-backed securities | $821,000 | 5,916 |
| Certificates of participation in pools of residential mortgages | $821,000 | 5,405 |
| Issued or guaranteed by U.S. | $821,000 | 5,387 |
| 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) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $22,004,000 | 3,928 |
| Total debt securities | $21,559,000 | 4,486 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $21,311,000 | 4,642 |
| U.S. Government securities | $19,453,000 | 3,981 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $19,453,000 | 3,840 |
| Securities issued by states & political subdivisions | $1,312,000 | 4,915 |
| Other domestic debt securities | $101,000 | 3,620 |
| 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 | $101,000 | 3,217 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $445,000 | 1,626 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,295,000 | 2,775 |
| Mortgage-backed securities | $862,000 | 5,886 |
| Certificates of participation in pools of residential mortgages | $862,000 | 5,391 |
| Issued or guaranteed by U.S. | $862,000 | 5,369 |
| 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) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $21,311,000 | 4,032 |
| Total debt securities | $20,867,000 | 4,619 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $20,359,000 | 4,685 |
| U.S. Government securities | $18,361,000 | 4,010 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $18,361,000 | 3,855 |
| Securities issued by states & political subdivisions | $1,451,000 | 4,810 |
| Other domestic debt securities | $102,000 | 3,726 |
| 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 | $102,000 | 3,322 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $445,000 | 1,693 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,102,000 | 2,565 |
| Mortgage-backed securities | $930,000 | 5,869 |
| Certificates of participation in pools of residential mortgages | $930,000 | 5,362 |
| Issued or guaranteed by U.S. | $930,000 | 5,337 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $20,359,000 | 4,074 |
| Total debt securities | $19,915,000 | 4,685 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $17,886,000 | 4,993 |
| U.S. Government securities | $16,095,000 | 4,267 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $16,095,000 | 4,110 |
| Securities issued by states & political subdivisions | $1,240,000 | 4,968 |
| Other domestic debt securities | $102,000 | 3,779 |
| 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 | $102,000 | 3,351 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $449,000 | 1,709 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,689,000 | 4,133 |
| Mortgage-backed securities | $964,000 | 5,962 |
| Certificates of participation in pools of residential mortgages | $964,000 | 5,396 |
| Issued or guaranteed by U.S. | $964,000 | 5,375 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $17,886,000 | 4,363 |
| Total debt securities | $17,435,000 | 4,972 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,576 |
| Fair value | $501,000 | 1,689 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $6,040,000 | 7,525 |
| U.S. Government securities | $4,841,000 | 7,207 |
| U.S. Treasury securities | $302,000 | 2,085 |
| U.S. Government agency obligations | $4,539,000 | 7,114 |
| Securities issued by states & political subdivisions | $1,017,000 | 5,126 |
| 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 | $182,000 | 1,955 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,026,000 | 4,808 |
| Mortgage-backed securities | $49,000 | 7,065 |
| Certificates of participation in pools of residential mortgages | $49,000 | 6,683 |
| Issued or guaranteed by U.S. | $49,000 | 6,664 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $6,040,000 | 6,692 |
| Total debt securities | $5,861,000 | 7,476 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $6,248,000 | 7,468 |
| U.S. Government securities | $4,884,000 | 7,208 |
| U.S. Treasury securities | $305,000 | 2,213 |
| U.S. Government agency obligations | $4,579,000 | 7,112 |
| Securities issued by states & political subdivisions | $1,180,000 | 4,963 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $184,000 | 1,962 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,398,000 | 5,107 |
| Mortgage-backed securities | $65,000 | 7,024 |
| Certificates of participation in pools of residential mortgages | $65,000 | 6,607 |
| Issued or guaranteed by U.S. | $65,000 | 6,587 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $6,248,000 | 6,620 |
| Total debt securities | $6,066,000 | 7,435 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $6,148,000 | 7,575 |
| U.S. Government securities | $4,423,000 | 7,472 |
| U.S. Treasury securities | $622,000 | 2,283 |
| U.S. Government agency obligations | $3,801,000 | 7,495 |
| Securities issued by states & political subdivisions | $1,546,000 | 4,696 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $179,000 | 1,896 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,839,000 | 5,446 |
| Mortgage-backed securities | $223,000 | 6,740 |
| Certificates of participation in pools of residential mortgages | $223,000 | 6,190 |
| Issued or guaranteed by U.S. | $223,000 | 6,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $6,148,000 | 6,638 |
| Total debt securities | $5,969,000 | 7,525 |
| 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 | $7,227,000 | 7,603 |
| U.S. Government securities | $5,197,000 | 7,670 |
| U.S. Treasury securities | $606,000 | 3,130 |
| U.S. Government agency obligations | $4,591,000 | 7,600 |
| Securities issued by states & political subdivisions | $1,698,000 | 4,636 |
| 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 | $332,000 | 4,759 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,630,000 | 5,308 |
| Mortgage-backed securities | $695,000 | 5,859 |
| Certificates of participation in pools of residential mortgages | $694,000 | 5,152 |
| Issued or guaranteed by U.S. | $694,000 | 5,138 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,000 | 4,293 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 4,016 |
| 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) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $7,227,000 | 6,519 |
| Total debt securities | $6,895,000 | 7,592 |
| 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 | $9,053,000 | 7,360 |
| U.S. Government securities | $6,333,000 | 7,459 |
| U.S. Treasury securities | $1,697,000 | 3,003 |
| U.S. Government agency obligations | $4,636,000 | 7,693 |
| Securities issued by states & political subdivisions | $1,512,000 | 5,065 |
| Other domestic debt securities | $887,000 | 2,484 |
| 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 | $887,000 | 2,103 |
| Foreign debt securities | NA | NA |
| Equity securities | $321,000 | 4,708 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,060,000 | 5,070 |
| Mortgage-backed securities | $506,000 | 6,439 |
| Certificates of participation in pools of residential mortgages | $487,000 | 5,770 |
| Issued or guaranteed by U.S. | $487,000 | 5,756 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $19,000 | 4,445 |
| CMOs issued by government agencies or sponsored agencies | $19,000 | 4,206 |
| 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) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $9,053,000 | 6,134 |
| Total debt securities | $8,732,000 | 7,331 |
| 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 | $9,293,000 | 7,317 |
| U.S. Government securities | $4,804,000 | 8,138 |
| U.S. Treasury securities | $2,331,000 | 3,585 |
| U.S. Government agency obligations | $2,473,000 | 8,496 |
| Securities issued by states & political subdivisions | $1,668,000 | 5,038 |
| 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 | $2,821,000 | 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 | $5,045,000 | 4,258 |
| Mortgage-backed securities | $850,000 | 6,263 |
| Certificates of participation in pools of residential mortgages | $790,000 | 5,532 |
| Issued or guaranteed by U.S. | $790,000 | 5,515 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $60,000 | 4,593 |
| CMOs issued by government agencies or sponsored agencies | $60,000 | 4,391 |
| 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) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $9,293,000 | 5,959 |
| Total debt securities | $6,472,000 | 8,085 |
| 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 | $6,997,000 | 8,448 |
| U.S. Government securities | $5,114,000 | 8,505 |
| U.S. Treasury securities | $2,712,000 | 4,524 |
| U.S. Government agency obligations | $2,402,000 | 8,785 |
| Securities issued by states & political subdivisions | $1,680,000 | 4,924 |
| 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 | $203,000 | 5,387 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,411,000 | 4,307 |
| Mortgage-backed securities | $990,000 | 6,343 |
| Certificates of participation in pools of residential mortgages | $886,000 | 5,546 |
| Issued or guaranteed by U.S. | $886,000 | 5,527 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $104,000 | 4,759 |
| CMOs issued by government agencies or sponsored agencies | $104,000 | 4,561 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $6,997,000 | 6,702 |
| Total debt securities | $6,794,000 | 8,377 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $6,522,000 | 9,193 |
| U.S. Government securities | $4,563,000 | 9,381 |
| U.S. Treasury securities | $2,700,000 | 5,328 |
| U.S. Government agency obligations | $1,863,000 | 9,585 |
| Securities issued by states & political subdivisions | $1,779,000 | 5,040 |
| 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 | $180,000 | 5,458 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,535,000 | 5,459 |
| Mortgage-backed securities | $455,000 | 7,660 |
| Certificates of participation in pools of residential mortgages | $327,000 | 7,090 |
| Issued or guaranteed by U.S. | $327,000 | 7,070 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $128,000 | 5,178 |
| CMOs issued by government agencies or sponsored agencies | $128,000 | 4,955 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $6,522,000 | 7,168 |
| Total debt securities | $6,342,000 | 9,146 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $6,079,000 | 9,739 |
| U.S. Government securities | $4,071,000 | 10,011 |
| U.S. Treasury securities | $2,324,000 | 6,693 |
| U.S. Government agency obligations | $1,747,000 | 9,946 |
| Securities issued by states & political subdivisions | $1,824,000 | 5,105 |
| 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 | $184,000 | 5,204 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,900,000 | 6,056 |
| Mortgage-backed securities | $543,000 | 7,927 |
| Certificates of participation in pools of residential mortgages | $392,000 | 7,285 |
| Issued or guaranteed by U.S. | $392,000 | 7,250 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $151,000 | 5,586 |
| CMOs issued by government agencies or sponsored agencies | $151,000 | 5,335 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $6,079,000 | 7,533 |
| Total debt securities | $5,895,000 | 9,718 |
| Structured notes | ||
| Amortized cost | $300,000 | 3,978 |
| Fair value | $300,000 | 3,996 |
| 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 | $5,980,000 | 10,405 |
| U.S. Government securities | $4,268,000 | 10,552 |
| U.S. Treasury securities | $1,855,000 | 8,530 |
| U.S. Government agency obligations | $2,413,000 | 9,579 |
| Securities issued by states & political subdivisions | $1,542,000 | 5,785 |
| 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 | $170,000 | 5,086 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,980,000 | 7,119 |
| Mortgage-backed securities | $571,000 | 8,394 |
| Certificates of participation in pools of residential mortgages | $417,000 | 7,624 |
| Issued or guaranteed by U.S. | $417,000 | 7,593 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $154,000 | 6,028 |
| CMOs issued by government agencies or sponsored agencies | $154,000 | 5,747 |
| 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) | $196,000 | 11,341 |
| Available-for-sale securities (fair market value) | $5,784,000 | 6,471 |
| Total debt securities | $5,810,000 | 10,371 |
| 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 | $5,986,000 | 10,786 |
| U.S. Government securities | $4,477,000 | 10,822 |
| U.S. Treasury securities | $2,317,000 | 8,068 |
| U.S. Government agency obligations | $2,160,000 | 10,090 |
| Securities issued by states & political subdivisions | $1,320,000 | 6,271 |
| Other domestic debt securities | $0 | 6,562 |
| 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 | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $189,000 | 4,619 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,850,000 | 7,230 |
| Mortgage-backed securities | $439,000 | 9,376 |
| Certificates of participation in pools of residential mortgages | $247,000 | 8,830 |
| Issued or guaranteed by U.S. | $247,000 | 8,774 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $192,000 | 6,390 |
| CMOs issued by government agencies or sponsored agencies | $192,000 | 6,102 |
| 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 | $5,797,000 | 10,748 |
| 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 | $5,511,000 | 11,323 |
| U.S. Government securities | $4,210,000 | 11,286 |
| U.S. Treasury securities | $2,808,000 | 7,774 |
| U.S. Government agency obligations | $1,402,000 | 11,124 |
| Securities issued by states & political subdivisions | $1,093,000 | 6,403 |
| Other domestic debt securities | $20,000 | 7,281 |
| Privately issued residential mortgage-backed securities | $16,000 | 3,987 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,000 | 5,823 |
| Foreign debt securities | NA | NA |
| Equity securities | $188,000 | 4,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,558,000 | 7,723 |
| Mortgage-backed securities | $16,000 | 11,059 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $16,000 | 7,259 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $16,000 | 3,426 |
| 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 | $5,323,000 | 11,285 |
| 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 |