Home > Cogent Bank > Securities
Cogent Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $262,703,000 | 767 |
| U.S. Government securities | $21,487,000 | 2,869 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $21,487,000 | 2,509 |
| Securities issued by states & political subdivisions | $465,000 | 3,663 |
| Other domestic debt securities | $240,751,000 | 145 |
| Privately issued residential mortgage-backed securities | $176,258,000 | 41 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,950,000 | 326 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,065,000 | 1,001 |
| Mortgage-backed securities | $256,570,000 | 382 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $19,320,000 | 1,520 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,449,000 | 2,032 |
| Privately issued | $176,258,000 | 40 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $59,543,000 | 169 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $262,703,000 | 643 |
| Total debt securities | $262,702,000 | 757 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $239,016,000 | 832 |
| U.S. Government securities | $13,892,000 | 3,348 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $13,892,000 | 2,949 |
| Securities issued by states & political subdivisions | $428,000 | 3,708 |
| Other domestic debt securities | $224,696,000 | 156 |
| Privately issued residential mortgage-backed securities | $174,510,000 | 42 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,200,000 | 312 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,212,000 | 1,100 |
| Mortgage-backed securities | $232,676,000 | 406 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,571,000 | 1,991 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,455,000 | 1,996 |
| Privately issued | $174,510,000 | 41 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,154,000 | 1,155 |
| Other commercial mortgage-backed securities | $44,986,000 | 198 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $239,016,000 | 687 |
| Total debt securities | $239,017,000 | 821 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $222,571,000 | 895 |
| U.S. Government securities | $10,784,000 | 3,588 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $10,784,000 | 3,207 |
| Securities issued by states & political subdivisions | $463,000 | 3,738 |
| Other domestic debt securities | $211,324,000 | 158 |
| Privately issued residential mortgage-backed securities | $171,321,000 | 44 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,344,000 | 332 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $1,059,000 | 1,541 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,507,000 | 1,989 |
| Mortgage-backed securities | $215,931,000 | 434 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,276,000 | 2,339 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,519,000 | 1,987 |
| Privately issued | $171,321,000 | 43 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,215,000 | 1,140 |
| Other commercial mortgage-backed securities | $34,600,000 | 240 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $222,571,000 | 754 |
| Total debt securities | $222,570,000 | 887 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $214,890,000 | 979 |
| U.S. Government securities | $11,129,000 | 3,642 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $11,129,000 | 3,213 |
| Securities issued by states & political subdivisions | $491,000 | 3,776 |
| Other domestic debt securities | $203,270,000 | 167 |
| Privately issued residential mortgage-backed securities | $165,203,000 | 49 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,675,000 | 335 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,512,000 | 1,895 |
| Mortgage-backed securities | $208,920,000 | 474 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,548,000 | 2,367 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,587,000 | 2,008 |
| Privately issued | $165,203,000 | 46 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,190,000 | 1,170 |
| Other commercial mortgage-backed securities | $33,392,000 | 257 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $214,890,000 | 834 |
| Total debt securities | $214,890,000 | 967 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $195,510,000 | 1,072 |
| U.S. Government securities | $11,397,000 | 3,648 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $11,397,000 | 3,187 |
| Securities issued by states & political subdivisions | $488,000 | 3,817 |
| Other domestic debt securities | $183,625,000 | 185 |
| Privately issued residential mortgage-backed securities | $151,120,000 | 55 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,904,000 | 326 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,468,000 | 2,538 |
| Mortgage-backed securities | $189,235,000 | 514 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,676,000 | 2,379 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,645,000 | 2,009 |
| Privately issued | $151,120,000 | 53 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,193,000 | 1,159 |
| Other commercial mortgage-backed securities | $27,601,000 | 283 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $195,510,000 | 918 |
| Total debt securities | $195,510,000 | 1,060 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $169,075,000 | 1,245 |
| U.S. Government securities | $11,660,000 | 3,645 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $11,660,000 | 3,190 |
| Securities issued by states & political subdivisions | $481,000 | 3,848 |
| Other domestic debt securities | $156,934,000 | 200 |
| Privately issued residential mortgage-backed securities | $127,245,000 | 63 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,414,000 | 332 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,840,000 | 3,051 |
| Mortgage-backed securities | $163,264,000 | 572 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,817,000 | 2,374 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,723,000 | 2,001 |
| Privately issued | $127,245,000 | 60 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,204,000 | 1,176 |
| Other commercial mortgage-backed securities | $25,275,000 | 318 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $169,075,000 | 1,088 |
| Total debt securities | $169,076,000 | 1,232 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $136,540,000 | 1,494 |
| U.S. Government securities | $12,744,000 | 3,607 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $12,744,000 | 3,152 |
| Securities issued by states & political subdivisions | $497,000 | 3,885 |
| Other domestic debt securities | $123,299,000 | 221 |
| Privately issued residential mortgage-backed securities | $82,699,000 | 87 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $15,727,000 | 196 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,322,000 | 3,010 |
| Mortgage-backed securities | $119,264,000 | 761 |
| Certificates of participation in pools of residential mortgages | $8,583,000 | 2,399 |
| Issued or guaranteed by U.S. | $8,583,000 | 2,336 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $84,535,000 | 344 |
| CMOs issued by government agencies or sponsored agencies | $1,836,000 | 2,003 |
| Privately issued | $82,699,000 | 78 |
| Commercial mortgage-backed securities | $26,146,000 | 517 |
| Commercial mortgage pass-through securities | $1,273,000 | 1,156 |
| Other commercial mortgage-backed securities | $24,873,000 | 360 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $136,540,000 | 1,328 |
| Total debt securities | $136,541,000 | 1,482 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $132,142,000 | 1,507 |
| U.S. Government securities | $13,716,000 | 3,478 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $13,716,000 | 3,065 |
| Securities issued by states & political subdivisions | $1,013,000 | 3,782 |
| Other domestic debt securities | $117,413,000 | 223 |
| Privately issued residential mortgage-backed securities | $77,908,000 | 87 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,278,000 | 239 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,913,000 | 3,150 |
| Mortgage-backed securities | $118,723,000 | 782 |
| Certificates of participation in pools of residential mortgages | $9,307,000 | 2,351 |
| Issued or guaranteed by U.S. | $9,307,000 | 2,294 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $79,856,000 | 358 |
| CMOs issued by government agencies or sponsored agencies | $1,948,000 | 1,998 |
| Privately issued | $77,908,000 | 78 |
| Commercial mortgage-backed securities | $29,560,000 | 483 |
| Commercial mortgage pass-through securities | $1,333,000 | 1,144 |
| Other commercial mortgage-backed securities | $28,227,000 | 338 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $132,142,000 | 1,370 |
| Total debt securities | $132,142,000 | 1,492 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $127,134,000 | 1,489 |
| U.S. Government securities | $15,451,000 | 3,214 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $15,451,000 | 2,926 |
| Securities issued by states & political subdivisions | $1,545,000 | 3,697 |
| Other domestic debt securities | $110,138,000 | 228 |
| Privately issued residential mortgage-backed securities | $82,359,000 | 77 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,124,000 | 236 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $64,000 | 1,842 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,949,000 | 3,031 |
| Mortgage-backed securities | $112,110,000 | 804 |
| Certificates of participation in pools of residential mortgages | $10,644,000 | 2,223 |
| Issued or guaranteed by U.S. | $10,644,000 | 2,160 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $84,457,000 | 339 |
| CMOs issued by government agencies or sponsored agencies | $2,098,000 | 1,957 |
| Privately issued | $82,359,000 | 65 |
| Commercial mortgage-backed securities | $17,009,000 | 670 |
| Commercial mortgage pass-through securities | $1,418,000 | 1,117 |
| Other commercial mortgage-backed securities | $15,591,000 | 460 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $127,134,000 | 1,378 |
| Total debt securities | $127,134,000 | 1,471 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $132,648,000 | 1,388 |
| U.S. Government securities | $16,555,000 | 3,083 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $16,555,000 | 2,855 |
| Securities issued by states & political subdivisions | $1,555,000 | 3,722 |
| Other domestic debt securities | $114,538,000 | 209 |
| Privately issued residential mortgage-backed securities | $87,796,000 | 67 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,954,000 | 303 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $60,000 | 1,782 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,360,000 | 2,995 |
| Mortgage-backed securities | $122,705,000 | 717 |
| Certificates of participation in pools of residential mortgages | $11,531,000 | 2,162 |
| Issued or guaranteed by U.S. | $11,531,000 | 2,107 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $89,995,000 | 323 |
| CMOs issued by government agencies or sponsored agencies | $2,199,000 | 1,961 |
| Privately issued | $87,796,000 | 55 |
| Commercial mortgage-backed securities | $21,179,000 | 578 |
| Commercial mortgage pass-through securities | $1,451,000 | 1,115 |
| Other commercial mortgage-backed securities | $19,728,000 | 411 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $132,648,000 | 1,278 |
| Total debt securities | $132,648,000 | 1,367 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $117,173,000 | 1,464 |
| U.S. Government securities | $15,620,000 | 3,087 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $15,620,000 | 2,876 |
| Securities issued by states & political subdivisions | $1,558,000 | 3,744 |
| Other domestic debt securities | $99,995,000 | 226 |
| Privately issued residential mortgage-backed securities | $81,498,000 | 64 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,638,000 | 361 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $60,000 | 1,749 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,764,000 | 2,950 |
| Mortgage-backed securities | $109,440,000 | 755 |
| Certificates of participation in pools of residential mortgages | $10,363,000 | 2,223 |
| Issued or guaranteed by U.S. | $10,363,000 | 2,166 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $83,807,000 | 331 |
| CMOs issued by government agencies or sponsored agencies | $2,309,000 | 1,912 |
| Privately issued | $81,498,000 | 50 |
| Commercial mortgage-backed securities | $15,270,000 | 698 |
| Commercial mortgage pass-through securities | $1,471,000 | 1,115 |
| Other commercial mortgage-backed securities | $13,799,000 | 480 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $117,173,000 | 1,354 |
| Total debt securities | $117,173,000 | 1,452 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $112,241,000 | 1,413 |
| U.S. Government securities | $17,123,000 | 2,863 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $17,123,000 | 2,698 |
| Securities issued by states & political subdivisions | $1,562,000 | 3,743 |
| Other domestic debt securities | $93,556,000 | 212 |
| Privately issued residential mortgage-backed securities | $77,497,000 | 61 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,295,000 | 466 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $52,000 | 1,712 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,360,000 | 2,890 |
| Mortgage-backed securities | $107,836,000 | 724 |
| Certificates of participation in pools of residential mortgages | $11,714,000 | 2,061 |
| Issued or guaranteed by U.S. | $11,714,000 | 2,003 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $79,923,000 | 318 |
| CMOs issued by government agencies or sponsored agencies | $2,426,000 | 1,854 |
| Privately issued | $77,497,000 | 47 |
| Commercial mortgage-backed securities | $16,199,000 | 630 |
| Commercial mortgage pass-through securities | $1,487,000 | 1,089 |
| Other commercial mortgage-backed securities | $14,712,000 | 442 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $112,241,000 | 1,311 |
| Total debt securities | $112,241,000 | 1,396 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $113,951,000 | 1,284 |
| U.S. Government securities | $18,896,000 | 2,580 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $18,896,000 | 2,449 |
| Securities issued by states & political subdivisions | $1,575,000 | 3,757 |
| Other domestic debt securities | $93,480,000 | 197 |
| Privately issued residential mortgage-backed securities | $76,802,000 | 56 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,507,000 | 437 |
| Structured financial products - Total | $204,000 | 142 |
| Other domestic debt securities - All other | $258,000 | 1,584 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,976,000 | 2,912 |
| Mortgage-backed securities | $108,815,000 | 665 |
| Certificates of participation in pools of residential mortgages | $13,242,000 | 1,857 |
| Issued or guaranteed by U.S. | $13,242,000 | 1,810 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $79,329,000 | 315 |
| CMOs issued by government agencies or sponsored agencies | $2,527,000 | 1,865 |
| Privately issued | $76,802,000 | 45 |
| Commercial mortgage-backed securities | $16,244,000 | 599 |
| Commercial mortgage pass-through securities | $1,535,000 | 1,035 |
| Other commercial mortgage-backed securities | $14,709,000 | 418 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $113,951,000 | 1,198 |
| Total debt securities | $113,951,000 | 1,266 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $113,539,000 | 1,231 |
| U.S. Government securities | $20,926,000 | 2,436 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $20,926,000 | 2,317 |
| Securities issued by states & political subdivisions | $2,459,000 | 3,521 |
| Other domestic debt securities | $90,154,000 | 191 |
| Privately issued residential mortgage-backed securities | $78,526,000 | 60 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $306,000 | 132 |
| Other domestic debt securities - All other | $202,000 | 1,604 |
| 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 | $8,615,000 | 2,746 |
| Mortgage-backed securities | $108,933,000 | 633 |
| Certificates of participation in pools of residential mortgages | $15,046,000 | 1,699 |
| Issued or guaranteed by U.S. | $15,046,000 | 1,657 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $81,246,000 | 298 |
| CMOs issued by government agencies or sponsored agencies | $2,720,000 | 1,841 |
| Privately issued | $78,526,000 | 46 |
| Commercial mortgage-backed securities | $12,641,000 | 651 |
| Commercial mortgage pass-through securities | $1,521,000 | 1,018 |
| Other commercial mortgage-backed securities | $11,120,000 | 461 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $113,539,000 | 1,136 |
| Total debt securities | $113,539,000 | 1,213 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $96,876,000 | 1,334 |
| U.S. Government securities | $21,117,000 | 2,423 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $21,117,000 | 2,308 |
| Securities issued by states & political subdivisions | $2,465,000 | 3,497 |
| Other domestic debt securities | $73,294,000 | 218 |
| Privately issued residential mortgage-backed securities | $67,811,000 | 60 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $383,000 | 134 |
| Other domestic debt securities - All other | $204,000 | 1,557 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,614,000 | 2,745 |
| Mortgage-backed securities | $92,136,000 | 717 |
| Certificates of participation in pools of residential mortgages | $16,562,000 | 1,583 |
| Issued or guaranteed by U.S. | $16,562,000 | 1,539 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $70,678,000 | 342 |
| CMOs issued by government agencies or sponsored agencies | $2,867,000 | 1,855 |
| Privately issued | $67,811,000 | 45 |
| Commercial mortgage-backed securities | $4,896,000 | 1,019 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $4,896,000 | 657 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $96,876,000 | 1,232 |
| Total debt securities | $96,876,000 | 1,319 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $65,503,000 | 1,732 |
| U.S. Government securities | $19,140,000 | 2,559 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $19,140,000 | 2,430 |
| Securities issued by states & political subdivisions | $2,326,000 | 3,488 |
| Other domestic debt securities | $44,037,000 | 305 |
| Privately issued residential mortgage-backed securities | $44,037,000 | 77 |
| 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 | $7,201,000 | 2,869 |
| Mortgage-backed securities | $61,482,000 | 984 |
| Certificates of participation in pools of residential mortgages | $17,445,000 | 1,516 |
| Issued or guaranteed by U.S. | $17,445,000 | 1,474 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $44,037,000 | 466 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $44,037,000 | 57 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $65,503,000 | 1,606 |
| Total debt securities | $65,501,000 | 1,715 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $59,639,000 | 1,850 |
| U.S. Government securities | $19,645,000 | 2,593 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $19,645,000 | 2,449 |
| Securities issued by states & political subdivisions | $2,415,000 | 3,469 |
| Other domestic debt securities | $37,579,000 | 318 |
| Privately issued residential mortgage-backed securities | $37,579,000 | 86 |
| 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 | $7,467,000 | 2,877 |
| Mortgage-backed securities | $55,443,000 | 1,035 |
| Certificates of participation in pools of residential mortgages | $17,864,000 | 1,428 |
| Issued or guaranteed by U.S. | $17,864,000 | 1,389 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $37,579,000 | 515 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $37,579,000 | 66 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $59,639,000 | 1,708 |
| Total debt securities | $59,638,000 | 1,830 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $56,406,000 | 1,915 |
| U.S. Government securities | $35,377,000 | 1,869 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $35,377,000 | 1,777 |
| Securities issued by states & political subdivisions | $2,414,000 | 3,493 |
| Other domestic debt securities | $18,615,000 | 444 |
| Privately issued residential mortgage-backed securities | $18,615,000 | 115 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,617,000 | 2,914 |
| Mortgage-backed securities | $52,129,000 | 1,063 |
| Certificates of participation in pools of residential mortgages | $18,615,000 | 1,357 |
| Issued or guaranteed by U.S. | $0 | 4,115 |
| Privately issued | $18,615,000 | 38 |
| Collaterized mortgage obligations | $33,514,000 | 562 |
| CMOs issued by government agencies or sponsored agencies | $33,514,000 | 533 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $56,406,000 | 1,777 |
| Total debt securities | $56,405,000 | 1,899 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $52,416,000 | 2,045 |
| U.S. Government securities | $50,008,000 | 1,455 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $50,008,000 | 1,367 |
| Securities issued by states & political subdivisions | $2,408,000 | 3,546 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,565,000 | 2,755 |
| Mortgage-backed securities | $48,053,000 | 1,107 |
| Certificates of participation in pools of residential mortgages | $19,354,000 | 1,313 |
| Issued or guaranteed by U.S. | $19,354,000 | 1,297 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $28,699,000 | 618 |
| CMOs issued by government agencies or sponsored agencies | $28,699,000 | 592 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $52,416,000 | 1,892 |
| Total debt securities | $52,414,000 | 2,029 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $46,236,000 | 2,314 |
| U.S. Government securities | $24,158,000 | 2,430 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $24,158,000 | 2,285 |
| Securities issued by states & political subdivisions | $2,390,000 | 3,611 |
| Other domestic debt securities | $19,688,000 | 419 |
| Privately issued residential mortgage-backed securities | $19,688,000 | 98 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,814,000 | 3,994 |
| Mortgage-backed securities | $41,899,000 | 1,207 |
| Certificates of participation in pools of residential mortgages | $19,688,000 | 1,323 |
| Issued or guaranteed by U.S. | $0 | 4,196 |
| Privately issued | $19,688,000 | 22 |
| Collaterized mortgage obligations | $22,211,000 | 715 |
| CMOs issued by government agencies or sponsored agencies | $22,211,000 | 679 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $46,236,000 | 2,126 |
| Total debt securities | $46,234,000 | 2,296 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $39,983,000 | 2,553 |
| U.S. Government securities | $17,666,000 | 2,849 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $17,666,000 | 2,702 |
| Securities issued by states & political subdivisions | $2,366,000 | 3,674 |
| Other domestic debt securities | $19,951,000 | 408 |
| Privately issued residential mortgage-backed securities | $19,951,000 | 93 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,822,000 | 2,479 |
| Mortgage-backed securities | $35,597,000 | 1,342 |
| Certificates of participation in pools of residential mortgages | $19,951,000 | 1,299 |
| Issued or guaranteed by U.S. | $0 | 4,252 |
| Privately issued | $19,951,000 | 19 |
| Collaterized mortgage obligations | $15,646,000 | 887 |
| CMOs issued by government agencies or sponsored agencies | $15,646,000 | 846 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $39,983,000 | 2,365 |
| Total debt securities | $39,982,000 | 2,532 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $24,649,000 | 3,282 |
| U.S. Government securities | $22,299,000 | 2,565 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $22,299,000 | 2,433 |
| Securities issued by states & political subdivisions | $2,350,000 | 3,735 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,002,000 | 2,451 |
| Mortgage-backed securities | $20,269,000 | 1,889 |
| Certificates of participation in pools of residential mortgages | $20,269,000 | 1,306 |
| Issued or guaranteed by U.S. | $20,269,000 | 1,300 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $24,649,000 | 3,028 |
| Total debt securities | $24,650,000 | 3,258 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $25,851,000 | 3,257 |
| U.S. Government securities | $23,468,000 | 2,492 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $23,468,000 | 2,364 |
| Securities issued by states & political subdivisions | $2,383,000 | 3,779 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,776,000 | 2,429 |
| Mortgage-backed securities | $21,330,000 | 1,859 |
| Certificates of participation in pools of residential mortgages | $21,330,000 | 1,300 |
| Issued or guaranteed by U.S. | $21,330,000 | 1,252 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $25,851,000 | 3,002 |
| Total debt securities | $25,852,000 | 3,236 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $26,398,000 | 3,255 |
| U.S. Government securities | $23,999,000 | 2,531 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $23,999,000 | 2,415 |
| Securities issued by states & political subdivisions | $2,399,000 | 3,817 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,311,000 | 2,418 |
| Mortgage-backed securities | $22,230,000 | 1,814 |
| Certificates of participation in pools of residential mortgages | $22,230,000 | 1,304 |
| Issued or guaranteed by U.S. | $22,230,000 | 1,301 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $26,398,000 | 3,004 |
| Total debt securities | $26,397,000 | 3,234 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $27,268,000 | 3,267 |
| U.S. Government securities | $25,323,000 | 2,470 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $25,323,000 | 2,360 |
| Securities issued by states & political subdivisions | $1,945,000 | 3,995 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,124,000 | 2,392 |
| Mortgage-backed securities | $23,423,000 | 1,764 |
| Certificates of participation in pools of residential mortgages | $23,423,000 | 1,276 |
| Issued or guaranteed by U.S. | $23,423,000 | 1,275 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $27,268,000 | 3,020 |
| Total debt securities | $27,267,000 | 3,242 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $28,561,000 | 3,224 |
| U.S. Government securities | $26,611,000 | 2,422 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $26,611,000 | 2,327 |
| Securities issued by states & political subdivisions | $1,950,000 | 4,055 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,883,000 | 2,344 |
| Mortgage-backed securities | $24,624,000 | 1,743 |
| Certificates of participation in pools of residential mortgages | $24,624,000 | 1,259 |
| Issued or guaranteed by U.S. | $24,624,000 | 1,257 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $28,561,000 | 2,972 |
| Total debt securities | $28,562,000 | 3,202 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $29,767,000 | 3,213 |
| U.S. Government securities | $27,804,000 | 2,404 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $27,804,000 | 2,308 |
| Securities issued by states & political subdivisions | $1,963,000 | 4,085 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,641,000 | 2,313 |
| Mortgage-backed securities | $25,725,000 | 1,705 |
| Certificates of participation in pools of residential mortgages | $25,725,000 | 1,245 |
| Issued or guaranteed by U.S. | $25,725,000 | 1,244 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $29,767,000 | 2,958 |
| Total debt securities | $29,767,000 | 3,195 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $30,263,000 | 3,206 |
| U.S. Government securities | $28,409,000 | 2,390 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $28,409,000 | 2,287 |
| Securities issued by states & political subdivisions | $1,854,000 | 4,155 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,041,000 | 2,310 |
| Mortgage-backed securities | $26,293,000 | 1,711 |
| Certificates of participation in pools of residential mortgages | $26,293,000 | 1,256 |
| Issued or guaranteed by U.S. | $26,293,000 | 1,255 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $30,263,000 | 2,945 |
| Total debt securities | $30,263,000 | 3,188 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $30,886,000 | 3,156 |
| U.S. Government securities | $30,066,000 | 2,295 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $30,066,000 | 2,198 |
| Securities issued by states & political subdivisions | $820,000 | 4,543 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,634,000 | 2,262 |
| Mortgage-backed securities | $27,864,000 | 1,663 |
| Certificates of participation in pools of residential mortgages | $27,864,000 | 1,205 |
| Issued or guaranteed by U.S. | $27,864,000 | 1,204 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $30,886,000 | 2,901 |
| Total debt securities | $30,886,000 | 3,139 |
| 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 | $34,064,000 | 2,991 |
| U.S. Government securities | $33,227,000 | 2,146 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $33,227,000 | 2,061 |
| Securities issued by states & political subdivisions | $837,000 | 4,553 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,530,000 | 2,122 |
| Mortgage-backed securities | $30,889,000 | 1,564 |
| Certificates of participation in pools of residential mortgages | $30,889,000 | 1,113 |
| Issued or guaranteed by U.S. | $30,889,000 | 1,112 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $34,064,000 | 2,740 |
| Total debt securities | $34,064,000 | 2,973 |
| 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 | $36,361,000 | 2,941 |
| U.S. Government securities | $35,524,000 | 2,095 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $35,524,000 | 2,007 |
| Securities issued by states & political subdivisions | $837,000 | 4,594 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,618,000 | 2,097 |
| Mortgage-backed securities | $33,092,000 | 1,502 |
| Certificates of participation in pools of residential mortgages | $33,092,000 | 1,082 |
| Issued or guaranteed by U.S. | $33,092,000 | 1,078 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $36,361,000 | 2,695 |
| Total debt securities | $36,362,000 | 2,920 |
| 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 | $40,492,000 | 2,796 |
| U.S. Government securities | $36,628,000 | 2,119 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $36,628,000 | 2,037 |
| Securities issued by states & political subdivisions | $3,864,000 | 3,777 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,295,000 | 2,069 |
| Mortgage-backed securities | $34,185,000 | 1,466 |
| Certificates of participation in pools of residential mortgages | $34,185,000 | 1,053 |
| Issued or guaranteed by U.S. | $34,185,000 | 1,052 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $40,492,000 | 2,550 |
| Total debt securities | $40,491,000 | 2,775 |
| 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 | $63,039,000 | 2,090 |
| U.S. Government securities | $38,914,000 | 2,048 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $38,914,000 | 1,964 |
| Securities issued by states & political subdivisions | $24,125,000 | 1,618 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,935,000 | 2,310 |
| Mortgage-backed securities | $36,404,000 | 1,433 |
| Certificates of participation in pools of residential mortgages | $36,404,000 | 1,018 |
| Issued or guaranteed by U.S. | $36,404,000 | 1,017 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $63,039,000 | 1,910 |
| Total debt securities | $63,039,000 | 2,059 |
| 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 | $50,967,000 | 2,451 |
| U.S. Government securities | $34,903,000 | 2,258 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $34,903,000 | 2,170 |
| Securities issued by states & political subdivisions | $16,064,000 | 2,181 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,753,000 | 2,337 |
| Mortgage-backed securities | $32,367,000 | 1,554 |
| Certificates of participation in pools of residential mortgages | $32,367,000 | 1,095 |
| Issued or guaranteed by U.S. | $32,367,000 | 1,094 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $50,967,000 | 2,230 |
| Total debt securities | $50,966,000 | 2,432 |
| 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 | $47,912,000 | 2,606 |
| U.S. Government securities | $33,510,000 | 2,386 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $33,510,000 | 2,296 |
| Securities issued by states & political subdivisions | $14,402,000 | 2,336 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,585,000 | 2,383 |
| Mortgage-backed securities | $30,899,000 | 1,644 |
| Certificates of participation in pools of residential mortgages | $30,899,000 | 1,189 |
| Issued or guaranteed by U.S. | $30,899,000 | 1,188 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $47,912,000 | 2,385 |
| Total debt securities | $47,912,000 | 2,588 |
| 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 | $39,243,000 | 2,989 |
| U.S. Government securities | $28,005,000 | 2,712 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $28,005,000 | 2,623 |
| Securities issued by states & political subdivisions | $11,238,000 | 2,667 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,815,000 | 2,316 |
| Mortgage-backed securities | $26,377,000 | 1,853 |
| Certificates of participation in pools of residential mortgages | $26,377,000 | 1,342 |
| Issued or guaranteed by U.S. | $26,377,000 | 1,341 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $39,243,000 | 2,731 |
| Total debt securities | $39,243,000 | 2,967 |
| 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 | $52,511,000 | 2,497 |
| U.S. Government securities | $38,643,000 | 2,224 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $38,643,000 | 2,139 |
| Securities issued by states & political subdivisions | $13,868,000 | 2,389 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,576,000 | 2,195 |
| Mortgage-backed securities | $36,929,000 | 1,531 |
| Certificates of participation in pools of residential mortgages | $36,929,000 | 1,057 |
| Issued or guaranteed by U.S. | $36,929,000 | 1,054 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $52,511,000 | 2,268 |
| Total debt securities | $52,512,000 | 2,474 |
| 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 | $59,365,000 | 2,327 |
| U.S. Government securities | $45,588,000 | 1,993 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $45,588,000 | 1,915 |
| Securities issued by states & political subdivisions | $13,777,000 | 2,411 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,991,000 | 2,103 |
| Mortgage-backed securities | $43,898,000 | 1,378 |
| Certificates of participation in pools of residential mortgages | $43,898,000 | 946 |
| Issued or guaranteed by U.S. | $43,898,000 | 945 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $59,365,000 | 2,096 |
| Total debt securities | $59,365,000 | 2,307 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $61,183,000 | 2,274 |
| U.S. Government securities | $47,193,000 | 1,963 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $47,193,000 | 1,898 |
| Securities issued by states & political subdivisions | $13,990,000 | 2,395 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,619,000 | 2,065 |
| Mortgage-backed securities | $45,465,000 | 1,365 |
| Certificates of participation in pools of residential mortgages | $45,465,000 | 934 |
| Issued or guaranteed by U.S. | $45,465,000 | 933 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $61,183,000 | 2,047 |
| Total debt securities | $61,184,000 | 2,258 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $58,937,000 | 2,362 |
| U.S. Government securities | $45,274,000 | 2,055 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $45,274,000 | 1,999 |
| Securities issued by states & political subdivisions | $13,663,000 | 2,438 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,773,000 | 2,082 |
| Mortgage-backed securities | $43,580,000 | 1,408 |
| Certificates of participation in pools of residential mortgages | $43,580,000 | 974 |
| Issued or guaranteed by U.S. | $43,580,000 | 973 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $58,937,000 | 2,138 |
| Total debt securities | $58,937,000 | 2,343 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $49,072,000 | 2,726 |
| U.S. Government securities | $35,720,000 | 2,443 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $35,720,000 | 2,377 |
| Securities issued by states & political subdivisions | $13,352,000 | 2,467 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,120,000 | 2,054 |
| Mortgage-backed securities | $33,951,000 | 1,695 |
| Certificates of participation in pools of residential mortgages | $33,951,000 | 1,187 |
| Issued or guaranteed by U.S. | $33,951,000 | 1,187 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $49,072,000 | 2,478 |
| Total debt securities | $49,073,000 | 2,702 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $50,591,000 | 2,678 |
| U.S. Government securities | $36,736,000 | 2,411 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $36,736,000 | 2,346 |
| Securities issued by states & political subdivisions | $13,855,000 | 2,400 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,761,000 | 2,000 |
| Mortgage-backed securities | $34,978,000 | 1,665 |
| Certificates of participation in pools of residential mortgages | $34,978,000 | 1,155 |
| Issued or guaranteed by U.S. | $34,978,000 | 1,154 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $50,591,000 | 2,436 |
| Total debt securities | $50,592,000 | 2,652 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $48,950,000 | 2,725 |
| U.S. Government securities | $34,336,000 | 2,528 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $34,336,000 | 2,457 |
| Securities issued by states & political subdivisions | $14,614,000 | 2,313 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,847,000 | 1,916 |
| Mortgage-backed securities | $32,401,000 | 1,759 |
| Certificates of participation in pools of residential mortgages | $32,401,000 | 1,224 |
| Issued or guaranteed by U.S. | $32,401,000 | 1,223 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $48,950,000 | 2,489 |
| Total debt securities | $48,950,000 | 2,696 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $51,184,000 | 2,658 |
| U.S. Government securities | $35,802,000 | 2,484 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $35,802,000 | 2,422 |
| Securities issued by states & political subdivisions | $15,382,000 | 2,222 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,654,000 | 1,909 |
| Mortgage-backed securities | $33,826,000 | 1,751 |
| Certificates of participation in pools of residential mortgages | $33,826,000 | 1,206 |
| Issued or guaranteed by U.S. | $33,826,000 | 1,204 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $51,184,000 | 2,454 |
| Total debt securities | $51,184,000 | 2,631 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $51,673,000 | 2,578 |
| U.S. Government securities | $36,816,000 | 2,381 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $36,816,000 | 2,324 |
| Securities issued by states & political subdivisions | $14,857,000 | 2,228 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,985,000 | 1,670 |
| Mortgage-backed securities | $34,772,000 | 1,703 |
| Certificates of participation in pools of residential mortgages | $34,772,000 | 1,172 |
| Issued or guaranteed by U.S. | $34,772,000 | 1,171 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $51,673,000 | 2,371 |
| Total debt securities | $51,672,000 | 2,555 |
| 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 | $49,311,000 | 2,699 |
| U.S. Government securities | $34,495,000 | 2,558 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $34,495,000 | 2,501 |
| Securities issued by states & political subdivisions | $14,816,000 | 2,203 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,008,000 | 1,925 |
| Mortgage-backed securities | $34,495,000 | 1,809 |
| Certificates of participation in pools of residential mortgages | $34,495,000 | 1,252 |
| Issued or guaranteed by U.S. | $34,495,000 | 1,252 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $49,311,000 | 2,484 |
| Total debt securities | $49,312,000 | 2,676 |
| 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 | $54,500,000 | 2,504 |
| U.S. Government securities | $42,438,000 | 2,183 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $42,438,000 | 2,132 |
| Securities issued by states & political subdivisions | $12,062,000 | 2,477 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,665,000 | 1,854 |
| Mortgage-backed securities | $42,438,000 | 1,557 |
| Certificates of participation in pools of residential mortgages | $42,438,000 | 1,063 |
| Issued or guaranteed by U.S. | $42,438,000 | 1,061 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $54,500,000 | 2,290 |
| Total debt securities | $54,500,000 | 2,480 |
| 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 | $52,828,000 | 2,562 |
| U.S. Government securities | $45,361,000 | 2,112 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $45,361,000 | 2,062 |
| Securities issued by states & political subdivisions | $7,467,000 | 3,076 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,835,000 | 1,867 |
| Mortgage-backed securities | $45,361,000 | 1,494 |
| Certificates of participation in pools of residential mortgages | $45,361,000 | 1,007 |
| Issued or guaranteed by U.S. | $45,361,000 | 1,006 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $52,828,000 | 2,348 |
| Total debt securities | $52,828,000 | 2,544 |
| 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 | $63,959,000 | 2,139 |
| U.S. Government securities | $56,269,000 | 1,723 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $56,269,000 | 1,681 |
| Securities issued by states & political subdivisions | $7,690,000 | 3,007 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,578,000 | 3,005 |
| Mortgage-backed securities | $56,269,000 | 1,214 |
| Certificates of participation in pools of residential mortgages | $56,269,000 | 792 |
| Issued or guaranteed by U.S. | $56,269,000 | 789 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $7,690,000 | 1,142 |
| Available-for-sale securities (fair market value) | $56,269,000 | 2,159 |
| Total debt securities | $63,959,000 | 2,126 |
| 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 | $67,177,000 | 1,998 |
| U.S. Government securities | $59,486,000 | 1,598 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $59,486,000 | 1,555 |
| Securities issued by states & political subdivisions | $7,691,000 | 2,946 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,910,000 | 2,666 |
| Mortgage-backed securities | $59,486,000 | 1,122 |
| Certificates of participation in pools of residential mortgages | $59,486,000 | 732 |
| Issued or guaranteed by U.S. | $59,486,000 | 728 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $7,691,000 | 1,144 |
| Available-for-sale securities (fair market value) | $59,486,000 | 1,982 |
| Total debt securities | $67,177,000 | 1,976 |
| 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 | $51,364,000 | 2,500 |
| U.S. Government securities | $43,673,000 | 2,055 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $43,673,000 | 1,995 |
| Securities issued by states & political subdivisions | $7,691,000 | 2,885 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,008 |
| Mortgage-backed securities | $43,673,000 | 1,380 |
| Certificates of participation in pools of residential mortgages | $43,673,000 | 913 |
| Issued or guaranteed by U.S. | $43,673,000 | 910 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $7,691,000 | 1,158 |
| Available-for-sale securities (fair market value) | $43,673,000 | 2,570 |
| Total debt securities | $51,364,000 | 2,476 |
| 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 | $43,588,000 | 2,807 |
| U.S. Government securities | $35,897,000 | 2,422 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $35,897,000 | 2,348 |
| Securities issued by states & political subdivisions | $7,691,000 | 2,846 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,043 |
| Mortgage-backed securities | $35,897,000 | 1,557 |
| Certificates of participation in pools of residential mortgages | $35,897,000 | 1,031 |
| Issued or guaranteed by U.S. | $35,897,000 | 1,026 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| 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) | $7,691,000 | 1,169 |
| Available-for-sale securities (fair market value) | $35,897,000 | 2,918 |
| Total debt securities | $43,588,000 | 2,784 |
| 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 | $42,814,000 | 2,747 |
| U.S. Government securities | $35,122,000 | 2,349 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $35,122,000 | 2,273 |
| Securities issued by states & political subdivisions | $7,692,000 | 2,855 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,121 |
| Mortgage-backed securities | $34,118,000 | 1,578 |
| Certificates of participation in pools of residential mortgages | $34,118,000 | 1,043 |
| Issued or guaranteed by U.S. | $34,118,000 | 1,033 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| 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) | $7,692,000 | 1,162 |
| Available-for-sale securities (fair market value) | $35,122,000 | 2,881 |
| Total debt securities | $42,815,000 | 2,721 |
| 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 | $44,663,000 | 2,622 |
| U.S. Government securities | $36,971,000 | 2,230 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $36,971,000 | 2,155 |
| Securities issued by states & political subdivisions | $7,692,000 | 2,769 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,199 |
| Mortgage-backed securities | $35,958,000 | 1,503 |
| Certificates of participation in pools of residential mortgages | $35,958,000 | 969 |
| Issued or guaranteed by U.S. | $35,958,000 | 961 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $7,692,000 | 1,197 |
| Available-for-sale securities (fair market value) | $36,971,000 | 2,735 |
| Total debt securities | $44,663,000 | 2,595 |
| 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 | $40,682,000 | 2,808 |
| U.S. Government securities | $32,989,000 | 2,498 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $32,989,000 | 2,418 |
| Securities issued by states & political subdivisions | $7,693,000 | 2,648 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,254 |
| Mortgage-backed securities | $31,966,000 | 1,613 |
| Certificates of participation in pools of residential mortgages | $31,966,000 | 1,066 |
| Issued or guaranteed by U.S. | $31,966,000 | 1,058 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $7,693,000 | 1,231 |
| Available-for-sale securities (fair market value) | $32,989,000 | 2,956 |
| Total debt securities | $40,682,000 | 2,782 |
| 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 | $40,865,000 | 2,817 |
| U.S. Government securities | $33,172,000 | 2,509 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $33,172,000 | 2,441 |
| Securities issued by states & political subdivisions | $7,693,000 | 2,623 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,343 |
| Mortgage-backed securities | $32,169,000 | 1,643 |
| Certificates of participation in pools of residential mortgages | $32,169,000 | 1,130 |
| Issued or guaranteed by U.S. | $32,169,000 | 1,123 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $7,693,000 | 1,239 |
| Available-for-sale securities (fair market value) | $33,172,000 | 2,957 |
| Total debt securities | $40,865,000 | 2,790 |
| 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 | $40,520,000 | 2,827 |
| U.S. Government securities | $32,827,000 | 2,500 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $32,827,000 | 2,433 |
| Securities issued by states & political subdivisions | $7,693,000 | 2,639 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,398 |
| Mortgage-backed securities | $30,834,000 | 1,692 |
| Certificates of participation in pools of residential mortgages | $30,834,000 | 1,196 |
| Issued or guaranteed by U.S. | $30,834,000 | 1,190 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $7,693,000 | 1,237 |
| Available-for-sale securities (fair market value) | $32,827,000 | 2,968 |
| Total debt securities | $40,520,000 | 2,806 |
| 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 | $41,963,000 | 2,751 |
| U.S. Government securities | $34,269,000 | 2,404 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $34,269,000 | 2,346 |
| Securities issued by states & political subdivisions | $7,694,000 | 2,640 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,412 |
| Mortgage-backed securities | $32,253,000 | 1,684 |
| Certificates of participation in pools of residential mortgages | $32,253,000 | 1,189 |
| Issued or guaranteed by U.S. | $32,253,000 | 1,180 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $7,694,000 | 1,303 |
| Available-for-sale securities (fair market value) | $34,269,000 | 2,865 |
| Total debt securities | $41,963,000 | 2,725 |
| 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 | $39,642,000 | 2,809 |
| U.S. Government securities | $31,948,000 | 2,488 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $31,948,000 | 2,432 |
| Securities issued by states & political subdivisions | $7,694,000 | 2,598 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $27,953,000 | 1,886 |
| Certificates of participation in pools of residential mortgages | $27,953,000 | 1,368 |
| Issued or guaranteed by U.S. | $27,953,000 | 1,358 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $7,694,000 | 1,320 |
| Available-for-sale securities (fair market value) | $31,948,000 | 2,955 |
| Total debt securities | $39,642,000 | 2,781 |
| 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 | $36,593,000 | 3,010 |
| U.S. Government securities | $28,898,000 | 2,759 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $28,898,000 | 2,692 |
| Securities issued by states & political subdivisions | $7,695,000 | 2,506 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,653,000 | 4,581 |
| Mortgage-backed securities | $26,906,000 | 1,962 |
| Certificates of participation in pools of residential mortgages | $26,906,000 | 1,451 |
| Issued or guaranteed by U.S. | $26,906,000 | 1,439 |
| 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) | $7,695,000 | 1,328 |
| Available-for-sale securities (fair market value) | $28,898,000 | 3,190 |
| Total debt securities | $36,593,000 | 2,974 |
| 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 | $24,777,000 | 3,919 |
| U.S. Government securities | $17,082,000 | 3,948 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $17,082,000 | 3,874 |
| Securities issued by states & political subdivisions | $7,695,000 | 2,472 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,897,000 | 4,560 |
| Mortgage-backed securities | $15,025,000 | 2,771 |
| Certificates of participation in pools of residential mortgages | $15,025,000 | 2,155 |
| Issued or guaranteed by U.S. | $15,025,000 | 2,143 |
| 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) | $7,695,000 | 1,336 |
| Available-for-sale securities (fair market value) | $17,082,000 | 4,328 |
| Total debt securities | $24,777,000 | 3,877 |
| 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 | $19,515,000 | 4,451 |
| U.S. Government securities | $11,820,000 | 4,757 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $11,820,000 | 4,665 |
| Securities issued by states & political subdivisions | $7,695,000 | 2,450 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,915,000 | 4,552 |
| Mortgage-backed securities | $9,854,000 | 3,278 |
| Certificates of participation in pools of residential mortgages | $9,854,000 | 2,686 |
| Issued or guaranteed by U.S. | $9,854,000 | 2,670 |
| 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) | $7,695,000 | 1,337 |
| Available-for-sale securities (fair market value) | $11,820,000 | 5,044 |
| Total debt securities | $19,515,000 | 4,417 |
| 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 | $20,597,000 | 4,366 |
| U.S. Government securities | $12,901,000 | 4,575 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $12,901,000 | 4,498 |
| Securities issued by states & political subdivisions | $7,696,000 | 2,478 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,991,000 | 4,252 |
| Mortgage-backed securities | $9,923,000 | 3,267 |
| Certificates of participation in pools of residential mortgages | $9,923,000 | 2,651 |
| Issued or guaranteed by U.S. | $9,923,000 | 2,633 |
| 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) | $7,696,000 | 1,331 |
| Available-for-sale securities (fair market value) | $12,901,000 | 4,934 |
| Total debt securities | $20,597,000 | 4,319 |
| 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 | $21,893,000 | 4,192 |
| U.S. Government securities | $14,197,000 | 4,365 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $14,197,000 | 4,287 |
| Securities issued by states & political subdivisions | $7,696,000 | 2,503 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,399,000 | 4,094 |
| Mortgage-backed securities | $11,152,000 | 3,023 |
| Certificates of participation in pools of residential mortgages | $11,152,000 | 2,398 |
| Issued or guaranteed by U.S. | $11,152,000 | 2,384 |
| 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) | $7,696,000 | 1,351 |
| Available-for-sale securities (fair market value) | $14,197,000 | 4,730 |
| Total debt securities | $21,893,000 | 4,139 |
| 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 | $22,318,000 | 4,176 |
| U.S. Government securities | $14,621,000 | 4,354 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $14,621,000 | 4,263 |
| Securities issued by states & political subdivisions | $7,697,000 | 2,469 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,991,000 | 5,249 |
| Mortgage-backed securities | $10,604,000 | 2,825 |
| Certificates of participation in pools of residential mortgages | $10,604,000 | 2,216 |
| Issued or guaranteed by U.S. | $10,604,000 | 2,203 |
| 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) | $7,697,000 | 1,394 |
| Available-for-sale securities (fair market value) | $14,621,000 | 4,669 |
| Total debt securities | $22,317,000 | 4,118 |
| 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 | $21,619,000 | 4,281 |
| U.S. Government securities | $13,922,000 | 4,585 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $13,922,000 | 4,484 |
| Securities issued by states & political subdivisions | $7,697,000 | 2,426 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,981,000 | 4,879 |
| Mortgage-backed securities | $8,925,000 | 2,906 |
| Certificates of participation in pools of residential mortgages | $8,925,000 | 2,268 |
| Issued or guaranteed by U.S. | $8,925,000 | 2,257 |
| 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) | $7,697,000 | 1,439 |
| Available-for-sale securities (fair market value) | $13,922,000 | 4,808 |
| Total debt securities | $21,619,000 | 4,232 |
| 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 | $23,781,000 | 4,003 |
| U.S. Government securities | $16,084,000 | 4,214 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $16,084,000 | 4,111 |
| Securities issued by states & political subdivisions | $7,697,000 | 2,430 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,940,000 | 4,278 |
| Mortgage-backed securities | $9,144,000 | 2,809 |
| Certificates of participation in pools of residential mortgages | $9,144,000 | 2,181 |
| Issued or guaranteed by U.S. | $9,144,000 | 2,171 |
| 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) | $7,697,000 | 1,448 |
| Available-for-sale securities (fair market value) | $16,084,000 | 4,455 |
| Total debt securities | $23,781,000 | 3,957 |
| 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 | $20,288,000 | 4,456 |
| U.S. Government securities | $12,590,000 | 4,888 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $12,590,000 | 4,764 |
| Securities issued by states & political subdivisions | $7,698,000 | 2,444 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,926,000 | 4,050 |
| Mortgage-backed securities | $5,664,000 | 3,446 |
| Certificates of participation in pools of residential mortgages | $5,664,000 | 2,825 |
| Issued or guaranteed by U.S. | $5,664,000 | 2,811 |
| 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) | $7,698,000 | 1,461 |
| Available-for-sale securities (fair market value) | $12,590,000 | 5,030 |
| Total debt securities | $20,288,000 | 4,413 |
| 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 | $15,758,000 | 5,177 |
| U.S. Government securities | $9,715,000 | 5,539 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $9,715,000 | 5,418 |
| Securities issued by states & political subdivisions | $6,043,000 | 2,828 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,891,000 | 3,831 |
| Mortgage-backed securities | $1,825,000 | 4,821 |
| Certificates of participation in pools of residential mortgages | $1,825,000 | 4,294 |
| Issued or guaranteed by U.S. | $1,825,000 | 4,279 |
| 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) | $6,043,000 | 1,697 |
| Available-for-sale securities (fair market value) | $9,715,000 | 5,583 |
| Total debt securities | $15,758,000 | 5,135 |
| 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 | $13,872,000 | 5,496 |
| U.S. Government securities | $9,829,000 | 5,564 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $9,829,000 | 5,439 |
| Securities issued by states & political subdivisions | $4,043,000 | 3,389 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,859,000 | 3,853 |
| Mortgage-backed securities | $1,969,000 | 4,731 |
| Certificates of participation in pools of residential mortgages | $1,937,000 | 4,225 |
| Issued or guaranteed by U.S. | $1,937,000 | 4,204 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $32,000 | 3,459 |
| CMOs issued by government agencies or sponsored agencies | $32,000 | 3,148 |
| 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) | $4,043,000 | 2,040 |
| Available-for-sale securities (fair market value) | $9,829,000 | 5,569 |
| Total debt securities | $13,872,000 | 5,448 |
| 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 | $13,833,000 | 5,511 |
| U.S. Government securities | $10,897,000 | 5,356 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $10,897,000 | 5,217 |
| Securities issued by states & political subdivisions | $2,936,000 | 3,797 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $2,131,000 | 4,647 |
| Certificates of participation in pools of residential mortgages | $2,048,000 | 4,162 |
| Issued or guaranteed by U.S. | $2,048,000 | 4,148 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $83,000 | 3,361 |
| CMOs issued by government agencies or sponsored agencies | $83,000 | 3,045 |
| 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) | $2,936,000 | 2,284 |
| Available-for-sale securities (fair market value) | $10,897,000 | 5,384 |
| Total debt securities | $13,833,000 | 5,463 |
| 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 | $11,181,000 | 6,042 |
| U.S. Government securities | $11,181,000 | 5,315 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $11,181,000 | 5,178 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $2,392,000 | 4,554 |
| Certificates of participation in pools of residential mortgages | $2,258,000 | 4,071 |
| Issued or guaranteed by U.S. | $2,258,000 | 4,057 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $134,000 | 3,265 |
| CMOs issued by government agencies or sponsored agencies | $134,000 | 2,955 |
| 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) | $11,181,000 | 5,359 |
| Total debt securities | $11,181,000 | 5,981 |
| 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 | $11,448,000 | 6,026 |
| U.S. Government securities | $11,448,000 | 5,247 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $11,448,000 | 5,104 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $2,655,000 | 4,475 |
| Certificates of participation in pools of residential mortgages | $2,458,000 | 3,988 |
| Issued or guaranteed by U.S. | $2,458,000 | 3,973 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $197,000 | 3,181 |
| CMOs issued by government agencies or sponsored agencies | $197,000 | 2,886 |
| 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) | $11,448,000 | 5,322 |
| Total debt securities | $11,448,000 | 5,968 |
| 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 | $11,818,000 | 5,950 |
| U.S. Government securities | $11,818,000 | 5,136 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $11,818,000 | 4,982 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $2,981,000 | 4,399 |
| Certificates of participation in pools of residential mortgages | $2,711,000 | 3,918 |
| Issued or guaranteed by U.S. | $2,711,000 | 3,906 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $270,000 | 3,106 |
| CMOs issued by government agencies or sponsored agencies | $270,000 | 2,810 |
| 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) | $11,818,000 | 5,243 |
| Total debt securities | $11,818,000 | 5,885 |
| 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 | $12,267,000 | 5,908 |
| U.S. Government securities | $12,267,000 | 5,085 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $12,267,000 | 4,945 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $3,370,000 | 4,346 |
| Certificates of participation in pools of residential mortgages | $3,010,000 | 3,870 |
| Issued or guaranteed by U.S. | $3,010,000 | 3,856 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $360,000 | 3,055 |
| CMOs issued by government agencies or sponsored agencies | $360,000 | 2,773 |
| 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) | $12,267,000 | 5,187 |
| Total debt securities | $12,267,000 | 5,842 |
| 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 | $12,562,000 | 5,930 |
| U.S. Government securities | $12,562,000 | 5,099 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $12,562,000 | 4,949 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $3,742,000 | 4,292 |
| Certificates of participation in pools of residential mortgages | $3,287,000 | 3,861 |
| Issued or guaranteed by U.S. | $3,287,000 | 3,851 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $455,000 | 3,024 |
| CMOs issued by government agencies or sponsored agencies | $455,000 | 2,753 |
| 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) | $12,562,000 | 5,205 |
| Total debt securities | $12,562,000 | 5,866 |
| 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 | $9,971,000 | 6,469 |
| U.S. Government securities | $9,971,000 | 5,705 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $9,971,000 | 5,540 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $3,037,000 | 4,601 |
| Certificates of participation in pools of residential mortgages | $2,491,000 | 4,229 |
| Issued or guaranteed by U.S. | $2,491,000 | 4,216 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $546,000 | 2,950 |
| CMOs issued by government agencies or sponsored agencies | $546,000 | 2,687 |
| 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) | $9,971,000 | 5,708 |
| Total debt securities | $9,971,000 | 6,407 |
| 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 | $8,374,000 | 6,845 |
| U.S. Government securities | $8,374,000 | 6,099 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $8,374,000 | 5,952 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $3,399,000 | 4,501 |
| Certificates of participation in pools of residential mortgages | $2,771,000 | 4,124 |
| Issued or guaranteed by U.S. | $2,771,000 | 4,112 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $628,000 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $628,000 | 2,659 |
| 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) | $8,374,000 | 6,069 |
| Total debt securities | $8,374,000 | 6,787 |
| 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 | $8,834,000 | 6,832 |
| U.S. Government securities | $8,834,000 | 6,069 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $8,834,000 | 5,909 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $3,931,000 | 4,382 |
| Certificates of participation in pools of residential mortgages | $3,191,000 | 3,997 |
| Issued or guaranteed by U.S. | $3,191,000 | 3,988 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $740,000 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $740,000 | 2,647 |
| 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) | $8,834,000 | 6,077 |
| Total debt securities | $8,834,000 | 6,760 |
| 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 | $5,811,000 | 7,558 |
| U.S. Government securities | $5,811,000 | 6,908 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $5,811,000 | 6,747 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $4,804,000 | 4,127 |
| Certificates of participation in pools of residential mortgages | $3,895,000 | 3,798 |
| Issued or guaranteed by U.S. | $3,895,000 | 3,789 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $909,000 | 2,868 |
| CMOs issued by government agencies or sponsored agencies | $909,000 | 2,613 |
| 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) | $5,811,000 | 6,753 |
| Total debt securities | $5,811,000 | 7,481 |
| 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 | $7,297,000 | 7,249 |
| U.S. Government securities | $7,297,000 | 6,505 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $7,297,000 | 6,330 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $5,303,000 | 3,960 |
| Certificates of participation in pools of residential mortgages | $4,282,000 | 3,640 |
| Issued or guaranteed by U.S. | $4,282,000 | 3,627 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,021,000 | 2,757 |
| CMOs issued by government agencies or sponsored agencies | $1,021,000 | 2,618 |
| 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) | $7,297,000 | 6,428 |
| Total debt securities | $7,297,000 | 7,168 |
| 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 | $7,955,000 | 7,013 |
| U.S. Government securities | $7,955,000 | 6,184 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $7,955,000 | 5,999 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $5,956,000 | 3,769 |
| Certificates of participation in pools of residential mortgages | $4,928,000 | 3,443 |
| Issued or guaranteed by U.S. | $4,928,000 | 3,429 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,028,000 | 2,781 |
| CMOs issued by government agencies or sponsored agencies | $1,028,000 | 2,633 |
| 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) | $7,955,000 | 6,223 |
| Total debt securities | $7,955,000 | 6,926 |
| 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 | $9,093,000 | 6,709 |
| U.S. Government securities | $9,093,000 | 5,786 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $9,093,000 | 5,600 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $8,082,000 | 3,384 |
| Certificates of participation in pools of residential mortgages | $6,202,000 | 3,116 |
| Issued or guaranteed by U.S. | $6,202,000 | 3,103 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,880,000 | 2,587 |
| CMOs issued by government agencies or sponsored agencies | $1,880,000 | 2,450 |
| 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) | $9,093,000 | 5,944 |
| Total debt securities | $9,093,000 | 6,604 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $5,244,000 | 7,735 |
| U.S. Government securities | $5,244,000 | 7,041 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $5,244,000 | 6,831 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $5,244,000 | 4,084 |
| Certificates of participation in pools of residential mortgages | $3,280,000 | 4,046 |
| Issued or guaranteed by U.S. | $3,280,000 | 4,030 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,964,000 | 2,621 |
| CMOs issued by government agencies or sponsored agencies | $1,964,000 | 2,494 |
| 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) | $5,244,000 | 6,895 |
| Total debt securities | $5,244,000 | 7,649 |
| 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 | $3,411,000 | 8,306 |
| U.S. Government securities | $3,411,000 | 7,765 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $3,411,000 | 7,552 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| 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 | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $3,411,000 | 4,703 |
| Certificates of participation in pools of residential mortgages | $2,169,000 | 4,561 |
| Issued or guaranteed by U.S. | $2,169,000 | 4,544 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,242,000 | 2,975 |
| CMOs issued by government agencies or sponsored agencies | $1,242,000 | 2,843 |
| 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) | $3,411,000 | 7,412 |
| Total debt securities | $3,411,000 | 8,221 |
| 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 | $3,181,000 | 8,514 |
| U.S. Government securities | $3,181,000 | 7,991 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $3,181,000 | 7,751 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| 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 | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $2,185,000 | 5,147 |
| Certificates of participation in pools of residential mortgages | $2,185,000 | 4,363 |
| Issued or guaranteed by U.S. | $2,185,000 | 4,345 |
| 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) | $3,181,000 | 7,551 |
| Total debt securities | $3,181,000 | 8,420 |
| 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 | $3,092,000 | 8,981 |
| U.S. Government securities | $3,092,000 | 8,569 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $3,092,000 | 8,228 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| 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 | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $844,000 | 5,700 |
| Certificates of participation in pools of residential mortgages | $844,000 | 4,970 |
| Issued or guaranteed by U.S. | $844,000 | 4,955 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| 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) | $3,092,000 | 7,840 |
| Total debt securities | $3,092,000 | 8,866 |
| 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 | $3,399,000 | 9,215 |
| U.S. Government securities | $3,399,000 | 8,777 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $3,399,000 | 8,288 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $385,000 | 6,636 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $385,000 | 3,716 |
| CMOs issued by government agencies or sponsored agencies | $385,000 | 3,550 |
| 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) | $3,399,000 | 7,951 |
| Total debt securities | $3,399,000 | 9,109 |
| 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 |