Home > First Montana Bank, Inc. > Securities
First Montana Bank, Inc., Securities
| 2023-12-31 | Rank | |
| Total securities | $175,341,000 | 1,088 |
| U.S. Government securities | $168,058,000 | 750 |
| U.S. Treasury securities | $3,060,000 | 2,076 |
| U.S. Government agency obligations | $164,998,000 | 666 |
| Securities issued by states & political subdivisions | $7,283,000 | 2,692 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,432,000 | 1,151 |
| Mortgage-backed securities | $154,488,000 | 545 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,271,000 | 3,152 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $60,101,000 | 348 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,617,000 | 1,079 |
| Other commercial mortgage-backed securities | $91,499,000 | 133 |
| Held to maturity securities (book value) | $165,048,000 | 277 |
| Available-for-sale securities (fair market value) | $10,293,000 | 3,735 |
| Total debt securities | $175,341,000 | 1,075 |
| 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 | $174,457,000 | 1,085 |
| U.S. Government securities | $167,928,000 | 762 |
| U.S. Treasury securities | $974,000 | 2,590 |
| U.S. Government agency obligations | $166,954,000 | 661 |
| Securities issued by states & political subdivisions | $6,529,000 | 2,777 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $98,731,000 | 891 |
| Mortgage-backed securities | $156,455,000 | 530 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,284,000 | 3,170 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $61,516,000 | 345 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,665,000 | 1,037 |
| Other commercial mortgage-backed securities | $91,990,000 | 130 |
| Held to maturity securities (book value) | $167,004,000 | 281 |
| Available-for-sale securities (fair market value) | $7,453,000 | 3,865 |
| Total debt securities | $174,457,000 | 1,074 |
| 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 | $176,577,000 | 1,109 |
| U.S. Government securities | $169,676,000 | 761 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $169,676,000 | 659 |
| Securities issued by states & political subdivisions | $6,901,000 | 2,788 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,194,000 | 1,369 |
| Mortgage-backed securities | $159,008,000 | 533 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,296,000 | 3,189 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $63,565,000 | 341 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,663,000 | 1,038 |
| Other commercial mortgage-backed securities | $92,484,000 | 125 |
| Held to maturity securities (book value) | $169,726,000 | 271 |
| Available-for-sale securities (fair market value) | $6,851,000 | 3,928 |
| Total debt securities | $176,577,000 | 1,097 |
| 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 | $181,313,000 | 1,127 |
| U.S. Government securities | $174,187,000 | 779 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $174,187,000 | 645 |
| Securities issued by states & political subdivisions | $7,126,000 | 2,808 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,030,000 | 1,310 |
| Mortgage-backed securities | $161,528,000 | 560 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,310,000 | 3,227 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $65,537,000 | 355 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,740,000 | 1,050 |
| Other commercial mortgage-backed securities | $92,941,000 | 132 |
| Held to maturity securities (book value) | $174,237,000 | 279 |
| Available-for-sale securities (fair market value) | $7,076,000 | 3,983 |
| Total debt securities | $181,313,000 | 1,114 |
| Structured notes | ||
| Amortized cost | $7,000,000 | 277 |
| Fair value | $6,901,000 | 262 |
| 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 | $183,886,000 | 1,144 |
| U.S. Government securities | $176,926,000 | 776 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $176,926,000 | 637 |
| Securities issued by states & political subdivisions | $6,960,000 | 2,862 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,440,000 | 1,338 |
| Mortgage-backed securities | $164,013,000 | 561 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,323,000 | 3,260 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $70,085,000 | 339 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,738,000 | 1,047 |
| Other commercial mortgage-backed securities | $90,867,000 | 135 |
| Held to maturity securities (book value) | $176,976,000 | 289 |
| Available-for-sale securities (fair market value) | $6,910,000 | 4,018 |
| Total debt securities | $183,886,000 | 1,130 |
| Structured notes | ||
| Amortized cost | $7,000,000 | 296 |
| Fair value | $6,844,000 | 279 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $181,352,000 | 1,162 |
| U.S. Government securities | $174,757,000 | 789 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $174,757,000 | 648 |
| Securities issued by states & political subdivisions | $6,595,000 | 2,917 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,484,000 | 1,598 |
| Mortgage-backed securities | $163,853,000 | 570 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,336,000 | 3,276 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $70,390,000 | 340 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,780,000 | 1,059 |
| Other commercial mortgage-backed securities | $90,347,000 | 142 |
| Held to maturity securities (book value) | $174,807,000 | 285 |
| Available-for-sale securities (fair market value) | $6,545,000 | 4,076 |
| Total debt securities | $181,343,000 | 1,150 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 379 |
| Fair value | $4,828,000 | 366 |
| 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 | $180,494,000 | 1,195 |
| U.S. Government securities | $172,817,000 | 811 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $172,817,000 | 669 |
| Securities issued by states & political subdivisions | $7,677,000 | 2,865 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,177,000 | 1,587 |
| Mortgage-backed securities | $161,558,000 | 586 |
| Certificates of participation in pools of residential mortgages | $1,350,000 | 3,391 |
| Issued or guaranteed by U.S. | $1,350,000 | 3,299 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $69,526,000 | 384 |
| CMOs issued by government agencies or sponsored agencies | $69,526,000 | 350 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $90,682,000 | 237 |
| Commercial mortgage pass-through securities | $1,778,000 | 1,055 |
| Other commercial mortgage-backed securities | $88,904,000 | 164 |
| Held to maturity securities (book value) | $173,487,000 | 270 |
| Available-for-sale securities (fair market value) | $7,007,000 | 4,091 |
| Total debt securities | $180,494,000 | 1,181 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 360 |
| Fair value | $4,919,000 | 353 |
| 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 | $180,525,000 | 1,178 |
| U.S. Government securities | $172,068,000 | 803 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $172,068,000 | 672 |
| Securities issued by states & political subdivisions | $8,457,000 | 2,792 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,935,000 | 1,589 |
| Mortgage-backed securities | $160,817,000 | 594 |
| Certificates of participation in pools of residential mortgages | $1,368,000 | 3,394 |
| Issued or guaranteed by U.S. | $1,368,000 | 3,301 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $67,520,000 | 389 |
| CMOs issued by government agencies or sponsored agencies | $67,520,000 | 356 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $91,929,000 | 242 |
| Commercial mortgage pass-through securities | $1,846,000 | 1,052 |
| Other commercial mortgage-backed securities | $90,083,000 | 168 |
| Held to maturity securities (book value) | $172,739,000 | 243 |
| Available-for-sale securities (fair market value) | $7,786,000 | 4,020 |
| Total debt securities | $180,525,000 | 1,166 |
| 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 | $179,900,000 | 1,141 |
| U.S. Government securities | $170,001,000 | 776 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $170,001,000 | 684 |
| Securities issued by states & political subdivisions | $9,899,000 | 2,716 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,048,000 | 1,541 |
| Mortgage-backed securities | $168,208,000 | 576 |
| Certificates of participation in pools of residential mortgages | $1,942,000 | 3,288 |
| Issued or guaranteed by U.S. | $1,942,000 | 3,186 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $73,783,000 | 358 |
| CMOs issued by government agencies or sponsored agencies | $73,783,000 | 333 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $92,483,000 | 245 |
| Commercial mortgage pass-through securities | $1,846,000 | 1,060 |
| Other commercial mortgage-backed securities | $90,637,000 | 167 |
| Held to maturity securities (book value) | $5,111,000 | 962 |
| Available-for-sale securities (fair market value) | $174,789,000 | 1,068 |
| Total debt securities | $179,900,000 | 1,127 |
| 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 | $146,772,000 | 1,291 |
| U.S. Government securities | $141,177,000 | 843 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $141,177,000 | 769 |
| Securities issued by states & political subdivisions | $5,595,000 | 3,154 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,681,000 | 1,513 |
| Mortgage-backed securities | $139,354,000 | 658 |
| Certificates of participation in pools of residential mortgages | $2,135,000 | 3,269 |
| Issued or guaranteed by U.S. | $2,135,000 | 3,180 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $71,396,000 | 365 |
| CMOs issued by government agencies or sponsored agencies | $71,396,000 | 343 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $65,823,000 | 303 |
| Commercial mortgage pass-through securities | $1,936,000 | 1,048 |
| Other commercial mortgage-backed securities | $63,887,000 | 217 |
| Held to maturity securities (book value) | $5,613,000 | 904 |
| Available-for-sale securities (fair market value) | $141,159,000 | 1,226 |
| Total debt securities | $146,772,000 | 1,277 |
| 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 | $116,710,000 | 1,468 |
| U.S. Government securities | $114,923,000 | 940 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $114,923,000 | 861 |
| Securities issued by states & political subdivisions | $1,787,000 | 3,705 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,073,000 | 1,621 |
| Mortgage-backed securities | $112,511,000 | 737 |
| Certificates of participation in pools of residential mortgages | $2,159,000 | 3,275 |
| Issued or guaranteed by U.S. | $2,159,000 | 3,175 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $68,457,000 | 367 |
| CMOs issued by government agencies or sponsored agencies | $68,457,000 | 343 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $41,895,000 | 380 |
| Commercial mortgage pass-through securities | $1,944,000 | 1,038 |
| Other commercial mortgage-backed securities | $39,951,000 | 276 |
| Held to maturity securities (book value) | $6,394,000 | 847 |
| Available-for-sale securities (fair market value) | $110,316,000 | 1,422 |
| Total debt securities | $116,710,000 | 1,457 |
| 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 | $104,269,000 | 1,487 |
| U.S. Government securities | $103,461,000 | 931 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $103,461,000 | 873 |
| Securities issued by states & political subdivisions | $808,000 | 3,928 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,338,000 | 1,511 |
| Mortgage-backed securities | $101,053,000 | 752 |
| Certificates of participation in pools of residential mortgages | $9,165,000 | 2,278 |
| Issued or guaranteed by U.S. | $9,165,000 | 2,209 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $68,231,000 | 351 |
| CMOs issued by government agencies or sponsored agencies | $68,231,000 | 325 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $23,657,000 | 506 |
| Commercial mortgage pass-through securities | $1,954,000 | 1,013 |
| Other commercial mortgage-backed securities | $21,703,000 | 354 |
| Held to maturity securities (book value) | $8,943,000 | 719 |
| Available-for-sale securities (fair market value) | $95,326,000 | 1,469 |
| Total debt securities | $104,269,000 | 1,469 |
| 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 | $89,264,000 | 1,533 |
| U.S. Government securities | $88,455,000 | 967 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $88,455,000 | 916 |
| Securities issued by states & political subdivisions | $809,000 | 3,944 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,831,000 | 1,456 |
| Mortgage-backed securities | $85,698,000 | 787 |
| Certificates of participation in pools of residential mortgages | $11,789,000 | 1,937 |
| Issued or guaranteed by U.S. | $11,789,000 | 1,888 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $68,524,000 | 343 |
| CMOs issued by government agencies or sponsored agencies | $68,524,000 | 318 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $5,385,000 | 1,039 |
| Commercial mortgage pass-through securities | $2,009,000 | 964 |
| Other commercial mortgage-backed securities | $3,376,000 | 813 |
| Held to maturity securities (book value) | $10,012,000 | 661 |
| Available-for-sale securities (fair market value) | $79,252,000 | 1,587 |
| Total debt securities | $89,264,000 | 1,520 |
| 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 | $68,471,000 | 1,787 |
| U.S. Government securities | $67,662,000 | 1,142 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $67,662,000 | 1,080 |
| Securities issued by states & political subdivisions | $809,000 | 3,919 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,671,000 | 1,401 |
| Mortgage-backed securities | $67,662,000 | 931 |
| Certificates of participation in pools of residential mortgages | $13,704,000 | 1,779 |
| Issued or guaranteed by U.S. | $13,704,000 | 1,733 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $53,423,000 | 406 |
| CMOs issued by government agencies or sponsored agencies | $53,423,000 | 375 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $535,000 | 1,782 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $535,000 | 1,202 |
| Held to maturity securities (book value) | $11,234,000 | 627 |
| Available-for-sale securities (fair market value) | $57,237,000 | 1,894 |
| Total debt securities | $68,471,000 | 1,772 |
| 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 | $42,418,000 | 2,413 |
| U.S. Government securities | $41,508,000 | 1,629 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $41,508,000 | 1,540 |
| Securities issued by states & political subdivisions | $910,000 | 3,891 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,053,000 | 1,561 |
| Mortgage-backed securities | $41,508,000 | 1,315 |
| Certificates of participation in pools of residential mortgages | $14,214,000 | 1,713 |
| Issued or guaranteed by U.S. | $14,214,000 | 1,665 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $26,453,000 | 650 |
| CMOs issued by government agencies or sponsored agencies | $26,453,000 | 614 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $841,000 | 1,678 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $841,000 | 1,112 |
| Held to maturity securities (book value) | $12,697,000 | 595 |
| Available-for-sale securities (fair market value) | $29,721,000 | 2,696 |
| Total debt securities | $42,418,000 | 2,390 |
| 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 | $42,188,000 | 2,334 |
| U.S. Government securities | $41,277,000 | 1,653 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $41,277,000 | 1,577 |
| Securities issued by states & political subdivisions | $911,000 | 3,883 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,542,000 | 1,515 |
| Mortgage-backed securities | $41,277,000 | 1,309 |
| Certificates of participation in pools of residential mortgages | $10,569,000 | 1,986 |
| Issued or guaranteed by U.S. | $10,569,000 | 1,929 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $29,739,000 | 629 |
| CMOs issued by government agencies or sponsored agencies | $29,739,000 | 594 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $969,000 | 1,609 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $969,000 | 1,060 |
| Held to maturity securities (book value) | $13,976,000 | 575 |
| Available-for-sale securities (fair market value) | $28,212,000 | 2,731 |
| Total debt securities | $42,188,000 | 2,316 |
| 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 | $42,701,000 | 2,355 |
| U.S. Government securities | $41,790,000 | 1,661 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $41,790,000 | 1,568 |
| Securities issued by states & political subdivisions | $911,000 | 3,904 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,223,000 | 1,445 |
| Mortgage-backed securities | $41,790,000 | 1,269 |
| Certificates of participation in pools of residential mortgages | $11,805,000 | 1,841 |
| Issued or guaranteed by U.S. | $11,805,000 | 1,791 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $29,002,000 | 638 |
| CMOs issued by government agencies or sponsored agencies | $29,002,000 | 604 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $983,000 | 1,583 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $983,000 | 1,019 |
| Held to maturity securities (book value) | $14,904,000 | 594 |
| Available-for-sale securities (fair market value) | $27,797,000 | 2,780 |
| Total debt securities | $42,702,000 | 2,337 |
| 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 | $44,111,000 | 2,305 |
| U.S. Government securities | $43,199,000 | 1,622 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $43,199,000 | 1,539 |
| Securities issued by states & political subdivisions | $912,000 | 3,946 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,020,000 | 1,969 |
| Mortgage-backed securities | $43,199,000 | 1,229 |
| Certificates of participation in pools of residential mortgages | $12,638,000 | 1,771 |
| Issued or guaranteed by U.S. | $12,638,000 | 1,718 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $29,566,000 | 626 |
| CMOs issued by government agencies or sponsored agencies | $29,566,000 | 598 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $995,000 | 1,559 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $995,000 | 983 |
| Held to maturity securities (book value) | $15,853,000 | 621 |
| Available-for-sale securities (fair market value) | $28,258,000 | 2,740 |
| Total debt securities | $44,111,000 | 2,289 |
| 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 | $43,351,000 | 2,376 |
| U.S. Government securities | $42,438,000 | 1,677 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $42,438,000 | 1,585 |
| Securities issued by states & political subdivisions | $913,000 | 4,007 |
| 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 | $18,033,000 | 2,016 |
| Mortgage-backed securities | $42,438,000 | 1,214 |
| Certificates of participation in pools of residential mortgages | $12,188,000 | 1,787 |
| Issued or guaranteed by U.S. | $12,188,000 | 1,755 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $29,252,000 | 603 |
| CMOs issued by government agencies or sponsored agencies | $29,252,000 | 579 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $998,000 | 1,542 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $998,000 | 960 |
| Held to maturity securities (book value) | $16,791,000 | 624 |
| Available-for-sale securities (fair market value) | $26,560,000 | 2,873 |
| Total debt securities | $43,351,000 | 2,358 |
| 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 | $44,278,000 | 2,368 |
| U.S. Government securities | $43,364,000 | 1,655 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $43,364,000 | 1,561 |
| Securities issued by states & political subdivisions | $914,000 | 4,076 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,544,000 | 2,013 |
| Mortgage-backed securities | $43,364,000 | 1,177 |
| Certificates of participation in pools of residential mortgages | $12,610,000 | 1,747 |
| Issued or guaranteed by U.S. | $12,610,000 | 1,712 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $30,754,000 | 570 |
| CMOs issued by government agencies or sponsored agencies | $30,754,000 | 546 |
| 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) | $17,809,000 | 622 |
| Available-for-sale securities (fair market value) | $26,469,000 | 2,912 |
| Total debt securities | $44,278,000 | 2,351 |
| 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 | $46,013,000 | 2,335 |
| U.S. Government securities | $45,099,000 | 1,604 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $45,099,000 | 1,524 |
| Securities issued by states & political subdivisions | $914,000 | 4,121 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,089,000 | 1,985 |
| Mortgage-backed securities | $45,099,000 | 1,139 |
| Certificates of participation in pools of residential mortgages | $13,317,000 | 1,694 |
| Issued or guaranteed by U.S. | $13,317,000 | 1,675 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $31,782,000 | 554 |
| CMOs issued by government agencies or sponsored agencies | $31,782,000 | 526 |
| 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) | $18,611,000 | 641 |
| Available-for-sale securities (fair market value) | $27,402,000 | 2,887 |
| Total debt securities | $46,013,000 | 2,318 |
| 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 | $47,885,000 | 2,274 |
| U.S. Government securities | $46,970,000 | 1,560 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $46,970,000 | 1,485 |
| Securities issued by states & political subdivisions | $915,000 | 4,167 |
| 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 | $19,668,000 | 1,946 |
| Mortgage-backed securities | $46,970,000 | 1,103 |
| Certificates of participation in pools of residential mortgages | $13,971,000 | 1,679 |
| Issued or guaranteed by U.S. | $13,971,000 | 1,672 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $32,999,000 | 525 |
| CMOs issued by government agencies or sponsored agencies | $32,999,000 | 501 |
| 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) | $19,493,000 | 636 |
| Available-for-sale securities (fair market value) | $28,392,000 | 2,845 |
| Total debt securities | $47,885,000 | 2,253 |
| 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 | $50,731,000 | 2,218 |
| U.S. Government securities | $49,816,000 | 1,482 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $49,816,000 | 1,417 |
| Securities issued by states & political subdivisions | $915,000 | 4,219 |
| 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 | $22,208,000 | 1,833 |
| Mortgage-backed securities | $49,816,000 | 1,069 |
| Certificates of participation in pools of residential mortgages | $14,829,000 | 1,665 |
| Issued or guaranteed by U.S. | $14,829,000 | 1,597 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $34,987,000 | 502 |
| CMOs issued by government agencies or sponsored agencies | $34,987,000 | 475 |
| 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) | $20,599,000 | 622 |
| Available-for-sale securities (fair market value) | $30,132,000 | 2,804 |
| Total debt securities | $50,731,000 | 2,196 |
| 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 | $54,169,000 | 2,143 |
| U.S. Government securities | $53,252,000 | 1,445 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $53,252,000 | 1,384 |
| Securities issued by states & political subdivisions | $917,000 | 4,261 |
| 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 | $21,391,000 | 1,901 |
| Mortgage-backed securities | $53,252,000 | 1,023 |
| Certificates of participation in pools of residential mortgages | $16,285,000 | 1,595 |
| Issued or guaranteed by U.S. | $16,285,000 | 1,592 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $36,967,000 | 487 |
| CMOs issued by government agencies or sponsored agencies | $36,967,000 | 462 |
| 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) | $21,930,000 | 618 |
| Available-for-sale securities (fair market value) | $32,239,000 | 2,740 |
| Total debt securities | $54,169,000 | 2,123 |
| 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 | $57,636,000 | 2,081 |
| U.S. Government securities | $56,719,000 | 1,391 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $56,719,000 | 1,329 |
| Securities issued by states & political subdivisions | $917,000 | 4,324 |
| 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 | $22,155,000 | 1,885 |
| Mortgage-backed securities | $56,719,000 | 984 |
| Certificates of participation in pools of residential mortgages | $17,640,000 | 1,548 |
| Issued or guaranteed by U.S. | $17,640,000 | 1,547 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $39,079,000 | 475 |
| CMOs issued by government agencies or sponsored agencies | $39,079,000 | 449 |
| 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) | $23,302,000 | 605 |
| Available-for-sale securities (fair market value) | $34,334,000 | 2,671 |
| Total debt securities | $57,636,000 | 2,063 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $59,253,000 | 2,057 |
| U.S. Government securities | $58,335,000 | 1,379 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $58,335,000 | 1,319 |
| Securities issued by states & political subdivisions | $918,000 | 4,369 |
| 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 | $23,126,000 | 1,867 |
| Mortgage-backed securities | $58,335,000 | 973 |
| Certificates of participation in pools of residential mortgages | $19,177,000 | 1,499 |
| Issued or guaranteed by U.S. | $19,177,000 | 1,495 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $39,158,000 | 485 |
| CMOs issued by government agencies or sponsored agencies | $39,158,000 | 456 |
| 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) | $24,726,000 | 616 |
| Available-for-sale securities (fair market value) | $34,527,000 | 2,704 |
| Total debt securities | $59,253,000 | 2,041 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $46,229,000 | 2,496 |
| U.S. Government securities | $45,310,000 | 1,708 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $45,310,000 | 1,629 |
| Securities issued by states & political subdivisions | $919,000 | 4,409 |
| 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 | $22,768,000 | 1,921 |
| Mortgage-backed securities | $45,310,000 | 1,183 |
| Certificates of participation in pools of residential mortgages | $20,622,000 | 1,466 |
| Issued or guaranteed by U.S. | $20,622,000 | 1,464 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $24,688,000 | 648 |
| CMOs issued by government agencies or sponsored agencies | $24,688,000 | 616 |
| 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) | $26,171,000 | 601 |
| Available-for-sale securities (fair market value) | $20,058,000 | 3,513 |
| Total debt securities | $46,229,000 | 2,479 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $49,019,000 | 2,422 |
| U.S. Government securities | $48,099,000 | 1,662 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $48,099,000 | 1,582 |
| Securities issued by states & political subdivisions | $920,000 | 4,469 |
| 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 | $23,325,000 | 1,895 |
| Mortgage-backed securities | $48,099,000 | 1,163 |
| Certificates of participation in pools of residential mortgages | $21,711,000 | 1,439 |
| Issued or guaranteed by U.S. | $21,711,000 | 1,437 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $26,388,000 | 631 |
| CMOs issued by government agencies or sponsored agencies | $26,388,000 | 594 |
| 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) | $27,626,000 | 597 |
| Available-for-sale securities (fair market value) | $21,393,000 | 3,458 |
| Total debt securities | $49,019,000 | 2,403 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $51,887,000 | 2,303 |
| U.S. Government securities | $50,966,000 | 1,579 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $50,966,000 | 1,502 |
| Securities issued by states & political subdivisions | $921,000 | 4,512 |
| 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 | $24,786,000 | 1,811 |
| Mortgage-backed securities | $50,966,000 | 1,115 |
| Certificates of participation in pools of residential mortgages | $22,554,000 | 1,416 |
| Issued or guaranteed by U.S. | $22,554,000 | 1,415 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $28,412,000 | 597 |
| CMOs issued by government agencies or sponsored agencies | $28,412,000 | 555 |
| 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) | $29,429,000 | 571 |
| Available-for-sale securities (fair market value) | $22,458,000 | 3,402 |
| Total debt securities | $51,887,000 | 2,278 |
| 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 | $51,276,000 | 2,311 |
| U.S. Government securities | $50,165,000 | 1,577 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $50,165,000 | 1,507 |
| Securities issued by states & political subdivisions | $1,111,000 | 4,451 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,061,000 | 1,932 |
| Mortgage-backed securities | $50,165,000 | 1,124 |
| Certificates of participation in pools of residential mortgages | $14,737,000 | 1,863 |
| Issued or guaranteed by U.S. | $14,737,000 | 1,863 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $35,428,000 | 527 |
| CMOs issued by government agencies or sponsored agencies | $35,428,000 | 498 |
| 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) | $32,024,000 | 542 |
| Available-for-sale securities (fair market value) | $19,252,000 | 3,595 |
| Total debt securities | $51,276,000 | 2,284 |
| 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 | $49,910,000 | 2,417 |
| U.S. Government securities | $48,430,000 | 1,672 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $48,430,000 | 1,590 |
| Securities issued by states & political subdivisions | $1,480,000 | 4,355 |
| 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 | $21,884,000 | 2,018 |
| Mortgage-backed securities | $48,430,000 | 1,160 |
| Certificates of participation in pools of residential mortgages | $9,686,000 | 2,351 |
| Issued or guaranteed by U.S. | $9,686,000 | 2,347 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $38,744,000 | 517 |
| CMOs issued by government agencies or sponsored agencies | $38,744,000 | 485 |
| 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) | $34,824,000 | 531 |
| Available-for-sale securities (fair market value) | $15,086,000 | 3,981 |
| Total debt securities | $49,910,000 | 2,391 |
| 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 | $53,955,000 | 2,300 |
| U.S. Government securities | $52,477,000 | 1,613 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $52,477,000 | 1,540 |
| Securities issued by states & political subdivisions | $1,478,000 | 4,379 |
| 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 | $22,474,000 | 1,997 |
| Mortgage-backed securities | $52,477,000 | 1,104 |
| Certificates of participation in pools of residential mortgages | $10,617,000 | 2,276 |
| Issued or guaranteed by U.S. | $10,617,000 | 2,275 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $41,860,000 | 501 |
| CMOs issued by government agencies or sponsored agencies | $41,860,000 | 467 |
| 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) | $37,493,000 | 523 |
| Available-for-sale securities (fair market value) | $16,462,000 | 3,916 |
| Total debt securities | $53,955,000 | 2,274 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $57,238,000 | 2,235 |
| U.S. Government securities | $55,761,000 | 1,546 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $55,761,000 | 1,474 |
| Securities issued by states & political subdivisions | $1,477,000 | 4,425 |
| 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 | $17,802,000 | 2,319 |
| Mortgage-backed securities | $55,761,000 | 1,043 |
| Certificates of participation in pools of residential mortgages | $11,208,000 | 2,204 |
| Issued or guaranteed by U.S. | $11,208,000 | 2,202 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $44,553,000 | 483 |
| CMOs issued by government agencies or sponsored agencies | $44,553,000 | 452 |
| 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) | $39,608,000 | 512 |
| Available-for-sale securities (fair market value) | $17,630,000 | 3,863 |
| Total debt securities | $57,238,000 | 2,212 |
| 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 | $61,134,000 | 2,149 |
| U.S. Government securities | $59,658,000 | 1,485 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $59,658,000 | 1,415 |
| Securities issued by states & political subdivisions | $1,476,000 | 4,480 |
| 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 | $18,777,000 | 2,263 |
| Mortgage-backed securities | $59,658,000 | 977 |
| Certificates of participation in pools of residential mortgages | $12,003,000 | 2,157 |
| Issued or guaranteed by U.S. | $12,003,000 | 2,156 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $47,655,000 | 463 |
| CMOs issued by government agencies or sponsored agencies | $47,655,000 | 433 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $42,044,000 | 490 |
| Available-for-sale securities (fair market value) | $19,090,000 | 3,817 |
| Total debt securities | $61,134,000 | 2,123 |
| 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 | $65,716,000 | 2,074 |
| U.S. Government securities | $64,131,000 | 1,431 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $64,131,000 | 1,373 |
| Securities issued by states & political subdivisions | $1,585,000 | 4,455 |
| 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 | $17,787,000 | 2,366 |
| Mortgage-backed securities | $64,131,000 | 948 |
| Certificates of participation in pools of residential mortgages | $12,839,000 | 2,126 |
| Issued or guaranteed by U.S. | $12,839,000 | 2,125 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $51,292,000 | 450 |
| CMOs issued by government agencies or sponsored agencies | $51,292,000 | 427 |
| 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) | $44,952,000 | 469 |
| Available-for-sale securities (fair market value) | $20,764,000 | 3,774 |
| Total debt securities | $65,716,000 | 2,053 |
| 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 | $70,941,000 | 1,970 |
| U.S. Government securities | $69,348,000 | 1,351 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $69,348,000 | 1,294 |
| Securities issued by states & political subdivisions | $1,593,000 | 4,476 |
| 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 | $18,013,000 | 2,379 |
| Mortgage-backed securities | $69,348,000 | 884 |
| Certificates of participation in pools of residential mortgages | $13,633,000 | 2,077 |
| Issued or guaranteed by U.S. | $13,633,000 | 2,077 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $55,715,000 | 420 |
| CMOs issued by government agencies or sponsored agencies | $55,715,000 | 397 |
| 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) | $48,173,000 | 448 |
| Available-for-sale securities (fair market value) | $22,768,000 | 3,671 |
| Total debt securities | $70,941,000 | 1,954 |
| 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 | $75,278,000 | 1,877 |
| U.S. Government securities | $73,686,000 | 1,287 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $73,686,000 | 1,226 |
| Securities issued by states & political subdivisions | $1,592,000 | 4,549 |
| 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 | $18,660,000 | 2,330 |
| Mortgage-backed securities | $73,686,000 | 855 |
| Certificates of participation in pools of residential mortgages | $14,500,000 | 2,057 |
| Issued or guaranteed by U.S. | $14,500,000 | 2,054 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $59,186,000 | 410 |
| CMOs issued by government agencies or sponsored agencies | $59,186,000 | 388 |
| 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) | $51,086,000 | 433 |
| Available-for-sale securities (fair market value) | $24,192,000 | 3,600 |
| Total debt securities | $75,278,000 | 1,854 |
| 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 | $79,997,000 | 1,806 |
| U.S. Government securities | $78,651,000 | 1,237 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $78,651,000 | 1,173 |
| Securities issued by states & political subdivisions | $1,346,000 | 4,674 |
| 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 | $18,252,000 | 2,375 |
| Mortgage-backed securities | $78,651,000 | 832 |
| Certificates of participation in pools of residential mortgages | $15,674,000 | 2,039 |
| Issued or guaranteed by U.S. | $15,674,000 | 2,036 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $62,977,000 | 399 |
| CMOs issued by government agencies or sponsored agencies | $62,977,000 | 378 |
| 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) | $54,277,000 | 412 |
| Available-for-sale securities (fair market value) | $25,720,000 | 3,583 |
| Total debt securities | $79,997,000 | 1,782 |
| 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 | $74,262,000 | 1,954 |
| U.S. Government securities | $72,803,000 | 1,345 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $72,803,000 | 1,285 |
| Securities issued by states & political subdivisions | $1,459,000 | 4,683 |
| 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 | $17,270,000 | 2,462 |
| Mortgage-backed securities | $72,803,000 | 899 |
| Certificates of participation in pools of residential mortgages | $16,167,000 | 2,035 |
| Issued or guaranteed by U.S. | $16,167,000 | 2,034 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $56,636,000 | 443 |
| CMOs issued by government agencies or sponsored agencies | $56,636,000 | 413 |
| 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) | $57,497,000 | 394 |
| Available-for-sale securities (fair market value) | $16,765,000 | 4,313 |
| Total debt securities | $74,262,000 | 1,932 |
| 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 | $77,138,000 | 1,898 |
| U.S. Government securities | $75,676,000 | 1,313 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $75,676,000 | 1,265 |
| Securities issued by states & political subdivisions | $1,462,000 | 4,713 |
| 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 | $17,834,000 | 2,431 |
| Mortgage-backed securities | $75,676,000 | 878 |
| Certificates of participation in pools of residential mortgages | $17,378,000 | 1,943 |
| Issued or guaranteed by U.S. | $17,378,000 | 1,942 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $58,298,000 | 428 |
| CMOs issued by government agencies or sponsored agencies | $58,298,000 | 408 |
| 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) | $60,685,000 | 373 |
| Available-for-sale securities (fair market value) | $16,453,000 | 4,394 |
| Total debt securities | $77,137,000 | 1,874 |
| 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 | $81,384,000 | 1,806 |
| U.S. Government securities | $79,918,000 | 1,229 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $79,918,000 | 1,192 |
| Securities issued by states & political subdivisions | $1,466,000 | 4,743 |
| 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 | $19,148,000 | 2,308 |
| Mortgage-backed securities | $79,918,000 | 833 |
| Certificates of participation in pools of residential mortgages | $18,334,000 | 1,889 |
| Issued or guaranteed by U.S. | $18,334,000 | 1,888 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $61,584,000 | 406 |
| CMOs issued by government agencies or sponsored agencies | $61,584,000 | 378 |
| 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) | $63,481,000 | 350 |
| Available-for-sale securities (fair market value) | $17,903,000 | 4,272 |
| Total debt securities | $81,384,000 | 1,785 |
| 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 | $86,039,000 | 1,747 |
| U.S. Government securities | $84,570,000 | 1,187 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $84,570,000 | 1,142 |
| Securities issued by states & political subdivisions | $1,469,000 | 4,774 |
| 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 | $18,688,000 | 2,321 |
| Mortgage-backed securities | $84,570,000 | 796 |
| Certificates of participation in pools of residential mortgages | $19,372,000 | 1,829 |
| Issued or guaranteed by U.S. | $19,372,000 | 1,826 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $65,198,000 | 389 |
| CMOs issued by government agencies or sponsored agencies | $65,198,000 | 365 |
| 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) | $66,496,000 | 331 |
| Available-for-sale securities (fair market value) | $19,543,000 | 4,173 |
| Total debt securities | $86,039,000 | 1,720 |
| 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 | $84,684,000 | 1,754 |
| U.S. Government securities | $83,211,000 | 1,201 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $83,211,000 | 1,163 |
| Securities issued by states & political subdivisions | $1,473,000 | 4,759 |
| 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 | $19,015,000 | 2,283 |
| Mortgage-backed securities | $83,211,000 | 818 |
| Certificates of participation in pools of residential mortgages | $20,997,000 | 1,721 |
| Issued or guaranteed by U.S. | $20,997,000 | 1,719 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $62,214,000 | 415 |
| CMOs issued by government agencies or sponsored agencies | $62,214,000 | 384 |
| 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) | $70,617,000 | 296 |
| Available-for-sale securities (fair market value) | $14,067,000 | 4,697 |
| Total debt securities | $84,684,000 | 1,726 |
| 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 | $90,441,000 | 1,679 |
| U.S. Government securities | $89,020,000 | 1,145 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $89,020,000 | 1,103 |
| Securities issued by states & political subdivisions | $1,421,000 | 4,771 |
| 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 | $19,296,000 | 2,280 |
| Mortgage-backed securities | $89,020,000 | 782 |
| Certificates of participation in pools of residential mortgages | $21,927,000 | 1,713 |
| Issued or guaranteed by U.S. | $21,927,000 | 1,712 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $67,093,000 | 406 |
| CMOs issued by government agencies or sponsored agencies | $67,093,000 | 373 |
| 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) | $201,000 | 2,288 |
| Available-for-sale securities (fair market value) | $90,240,000 | 1,528 |
| Total debt securities | $90,441,000 | 1,657 |
| 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 | $94,265,000 | 1,575 |
| U.S. Government securities | $93,272,000 | 1,071 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $93,272,000 | 1,027 |
| Securities issued by states & political subdivisions | $993,000 | 4,985 |
| 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 | $22,528,000 | 2,056 |
| Mortgage-backed securities | $93,272,000 | 743 |
| Certificates of participation in pools of residential mortgages | $24,014,000 | 1,574 |
| Issued or guaranteed by U.S. | $24,014,000 | 1,572 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $69,258,000 | 402 |
| CMOs issued by government agencies or sponsored agencies | $69,258,000 | 373 |
| 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) | $230,000 | 2,295 |
| Available-for-sale securities (fair market value) | $94,035,000 | 1,431 |
| Total debt securities | $94,265,000 | 1,554 |
| 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 | $90,972,000 | 1,620 |
| U.S. Government securities | $90,735,000 | 1,128 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $90,735,000 | 1,092 |
| Securities issued by states & political subdivisions | $237,000 | 5,508 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,876,000 | 2,106 |
| Mortgage-backed securities | $90,735,000 | 802 |
| Certificates of participation in pools of residential mortgages | $26,568,000 | 1,517 |
| Issued or guaranteed by U.S. | $26,568,000 | 1,515 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $64,167,000 | 457 |
| CMOs issued by government agencies or sponsored agencies | $64,167,000 | 426 |
| 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) | $268,000 | 2,311 |
| Available-for-sale securities (fair market value) | $90,704,000 | 1,478 |
| Total debt securities | $90,972,000 | 1,602 |
| 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 | $81,637,000 | 1,790 |
| U.S. Government securities | $81,400,000 | 1,275 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $81,400,000 | 1,239 |
| Securities issued by states & political subdivisions | $237,000 | 5,525 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,085,000 | 2,112 |
| Mortgage-backed securities | $81,400,000 | 905 |
| Certificates of participation in pools of residential mortgages | $25,898,000 | 1,586 |
| Issued or guaranteed by U.S. | $25,898,000 | 1,584 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $55,502,000 | 513 |
| CMOs issued by government agencies or sponsored agencies | $55,502,000 | 481 |
| 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) | $312,000 | 2,303 |
| Available-for-sale securities (fair market value) | $81,325,000 | 1,639 |
| Total debt securities | $81,637,000 | 1,765 |
| 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 | $87,455,000 | 1,679 |
| U.S. Government securities | $87,216,000 | 1,220 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $87,216,000 | 1,183 |
| Securities issued by states & political subdivisions | $239,000 | 5,515 |
| 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 | $24,283,000 | 2,010 |
| Mortgage-backed securities | $87,216,000 | 873 |
| Certificates of participation in pools of residential mortgages | $27,020,000 | 1,506 |
| Issued or guaranteed by U.S. | $27,020,000 | 1,503 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $60,196,000 | 514 |
| CMOs issued by government agencies or sponsored agencies | $60,196,000 | 476 |
| 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) | $364,000 | 2,316 |
| Available-for-sale securities (fair market value) | $87,091,000 | 1,532 |
| Total debt securities | $87,455,000 | 1,659 |
| 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 | $85,984,000 | 1,646 |
| U.S. Government securities | $85,745,000 | 1,189 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $85,745,000 | 1,153 |
| Securities issued by states & political subdivisions | $239,000 | 5,514 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,340,000 | 1,729 |
| Mortgage-backed securities | $85,745,000 | 854 |
| Certificates of participation in pools of residential mortgages | $23,550,000 | 1,570 |
| Issued or guaranteed by U.S. | $23,550,000 | 1,564 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $62,195,000 | 493 |
| CMOs issued by government agencies or sponsored agencies | $62,195,000 | 437 |
| 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) | $429,000 | 2,378 |
| Available-for-sale securities (fair market value) | $85,555,000 | 1,505 |
| Total debt securities | $85,984,000 | 1,627 |
| 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 | $81,172,000 | 1,681 |
| U.S. Government securities | $80,932,000 | 1,221 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $80,932,000 | 1,173 |
| Securities issued by states & political subdivisions | $240,000 | 5,528 |
| 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 | $26,400,000 | 1,738 |
| Mortgage-backed securities | $80,932,000 | 865 |
| Certificates of participation in pools of residential mortgages | $24,923,000 | 1,447 |
| Issued or guaranteed by U.S. | $24,923,000 | 1,442 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $56,009,000 | 537 |
| CMOs issued by government agencies or sponsored agencies | $56,009,000 | 470 |
| 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) | $495,000 | 2,359 |
| Available-for-sale securities (fair market value) | $80,677,000 | 1,540 |
| Total debt securities | $81,172,000 | 1,661 |
| 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 | $83,089,000 | 1,660 |
| U.S. Government securities | $82,850,000 | 1,210 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $82,850,000 | 1,160 |
| Securities issued by states & political subdivisions | $239,000 | 5,518 |
| 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 | $26,266,000 | 1,774 |
| Mortgage-backed securities | $82,850,000 | 828 |
| Certificates of participation in pools of residential mortgages | $24,471,000 | 1,434 |
| Issued or guaranteed by U.S. | $24,471,000 | 1,429 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $58,379,000 | 518 |
| CMOs issued by government agencies or sponsored agencies | $58,379,000 | 447 |
| 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) | $562,000 | 2,335 |
| Available-for-sale securities (fair market value) | $82,527,000 | 1,513 |
| Total debt securities | $83,089,000 | 1,643 |
| 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 | $84,697,000 | 1,617 |
| U.S. Government securities | $84,460,000 | 1,171 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $84,460,000 | 1,126 |
| Securities issued by states & political subdivisions | $237,000 | 5,539 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,831,000 | 1,700 |
| Mortgage-backed securities | $84,460,000 | 796 |
| Certificates of participation in pools of residential mortgages | $25,822,000 | 1,336 |
| Issued or guaranteed by U.S. | $25,822,000 | 1,330 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $58,638,000 | 505 |
| CMOs issued by government agencies or sponsored agencies | $58,638,000 | 437 |
| 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) | $677,000 | 2,285 |
| Available-for-sale securities (fair market value) | $84,020,000 | 1,464 |
| Total debt securities | $84,697,000 | 1,601 |
| 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 | $86,303,000 | 1,535 |
| U.S. Government securities | $86,067,000 | 1,096 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $86,067,000 | 1,050 |
| Securities issued by states & political subdivisions | $236,000 | 5,558 |
| 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 | $30,402,000 | 1,574 |
| Mortgage-backed securities | $86,067,000 | 752 |
| Certificates of participation in pools of residential mortgages | $27,181,000 | 1,252 |
| Issued or guaranteed by U.S. | $27,181,000 | 1,240 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $58,886,000 | 489 |
| CMOs issued by government agencies or sponsored agencies | $58,886,000 | 411 |
| 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) | $851,000 | 2,233 |
| Available-for-sale securities (fair market value) | $85,452,000 | 1,380 |
| Total debt securities | $86,303,000 | 1,518 |
| 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 | $79,489,000 | 1,607 |
| U.S. Government securities | $79,250,000 | 1,150 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $79,250,000 | 1,093 |
| Securities issued by states & political subdivisions | $239,000 | 5,536 |
| 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 | $31,601,000 | 1,535 |
| Mortgage-backed securities | $79,250,000 | 783 |
| Certificates of participation in pools of residential mortgages | $26,902,000 | 1,238 |
| Issued or guaranteed by U.S. | $26,902,000 | 1,229 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $52,348,000 | 527 |
| CMOs issued by government agencies or sponsored agencies | $52,348,000 | 439 |
| 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) | $970,000 | 2,234 |
| Available-for-sale securities (fair market value) | $78,519,000 | 1,448 |
| Total debt securities | $79,490,000 | 1,590 |
| 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 | $67,901,000 | 1,820 |
| U.S. Government securities | $67,665,000 | 1,357 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $67,665,000 | 1,301 |
| Securities issued by states & political subdivisions | $236,000 | 5,514 |
| 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 | $24,622,000 | 1,879 |
| Mortgage-backed securities | $67,665,000 | 886 |
| Certificates of participation in pools of residential mortgages | $21,680,000 | 1,455 |
| Issued or guaranteed by U.S. | $21,680,000 | 1,450 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $45,985,000 | 565 |
| CMOs issued by government agencies or sponsored agencies | $45,985,000 | 465 |
| 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) | $1,130,000 | 2,234 |
| Available-for-sale securities (fair market value) | $66,771,000 | 1,645 |
| Total debt securities | $67,901,000 | 1,800 |
| 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 | $68,578,000 | 1,829 |
| U.S. Government securities | $68,340,000 | 1,353 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $68,340,000 | 1,305 |
| Securities issued by states & political subdivisions | $238,000 | 5,543 |
| 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 | $25,213,000 | 1,897 |
| Mortgage-backed securities | $68,340,000 | 905 |
| Certificates of participation in pools of residential mortgages | $22,861,000 | 1,466 |
| Issued or guaranteed by U.S. | $22,861,000 | 1,462 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $45,479,000 | 565 |
| CMOs issued by government agencies or sponsored agencies | $45,479,000 | 459 |
| 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) | $1,257,000 | 2,218 |
| Available-for-sale securities (fair market value) | $67,321,000 | 1,658 |
| Total debt securities | $68,578,000 | 1,809 |
| 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 | $53,774,000 | 2,236 |
| U.S. Government securities | $53,541,000 | 1,642 |
| U.S. Treasury securities | $4,178,000 | 440 |
| U.S. Government agency obligations | $49,363,000 | 1,716 |
| Securities issued by states & political subdivisions | $233,000 | 5,579 |
| 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 | $30,275,000 | 1,652 |
| Mortgage-backed securities | $49,363,000 | 1,200 |
| Certificates of participation in pools of residential mortgages | $19,282,000 | 1,733 |
| Issued or guaranteed by U.S. | $19,282,000 | 1,727 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $30,081,000 | 729 |
| CMOs issued by government agencies or sponsored agencies | $30,081,000 | 576 |
| 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) | $1,417,000 | 2,217 |
| Available-for-sale securities (fair market value) | $52,357,000 | 2,028 |
| Total debt securities | $53,774,000 | 2,214 |
| 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 | $49,903,000 | 2,377 |
| U.S. Government securities | $49,669,000 | 1,725 |
| U.S. Treasury securities | $4,224,000 | 397 |
| U.S. Government agency obligations | $45,445,000 | 1,811 |
| Securities issued by states & political subdivisions | $234,000 | 5,604 |
| 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 | $31,968,000 | 1,567 |
| Mortgage-backed securities | $45,169,000 | 1,320 |
| Certificates of participation in pools of residential mortgages | $17,794,000 | 1,886 |
| Issued or guaranteed by U.S. | $17,794,000 | 1,880 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $27,375,000 | 763 |
| CMOs issued by government agencies or sponsored agencies | $27,375,000 | 601 |
| 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) | $1,591,000 | 2,234 |
| Available-for-sale securities (fair market value) | $48,312,000 | 2,170 |
| Total debt securities | $49,903,000 | 2,348 |
| 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 | $32,789,000 | 3,235 |
| U.S. Government securities | $32,553,000 | 2,448 |
| U.S. Treasury securities | $4,265,000 | 387 |
| U.S. Government agency obligations | $28,288,000 | 2,685 |
| Securities issued by states & political subdivisions | $236,000 | 5,642 |
| 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 | $29,182,000 | 1,706 |
| Mortgage-backed securities | $28,010,000 | 1,884 |
| Certificates of participation in pools of residential mortgages | $16,869,000 | 2,008 |
| Issued or guaranteed by U.S. | $16,869,000 | 1,996 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $11,141,000 | 1,291 |
| CMOs issued by government agencies or sponsored agencies | $11,141,000 | 1,036 |
| 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) | $1,861,000 | 2,186 |
| Available-for-sale securities (fair market value) | $30,928,000 | 3,014 |
| Total debt securities | $32,789,000 | 3,200 |
| 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 | $32,546,000 | 3,267 |
| U.S. Government securities | $32,307,000 | 2,500 |
| U.S. Treasury securities | $4,301,000 | 345 |
| U.S. Government agency obligations | $28,006,000 | 2,753 |
| Securities issued by states & political subdivisions | $239,000 | 5,585 |
| 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 | $29,717,000 | 1,700 |
| Mortgage-backed securities | $27,726,000 | 1,918 |
| Certificates of participation in pools of residential mortgages | $14,851,000 | 2,196 |
| Issued or guaranteed by U.S. | $14,851,000 | 2,184 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $12,875,000 | 1,186 |
| CMOs issued by government agencies or sponsored agencies | $12,875,000 | 931 |
| 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) | $2,142,000 | 2,137 |
| Available-for-sale securities (fair market value) | $30,404,000 | 3,064 |
| Total debt securities | $32,546,000 | 3,232 |
| 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 | $33,219,000 | 3,224 |
| U.S. Government securities | $32,987,000 | 2,458 |
| U.S. Treasury securities | $4,347,000 | 307 |
| U.S. Government agency obligations | $28,640,000 | 2,709 |
| Securities issued by states & political subdivisions | $232,000 | 5,552 |
| 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 | $28,225,000 | 1,775 |
| Mortgage-backed securities | $28,358,000 | 1,844 |
| Certificates of participation in pools of residential mortgages | $15,640,000 | 2,087 |
| Issued or guaranteed by U.S. | $15,640,000 | 2,072 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $12,718,000 | 1,152 |
| CMOs issued by government agencies or sponsored agencies | $12,718,000 | 904 |
| 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) | $2,385,000 | 2,084 |
| Available-for-sale securities (fair market value) | $30,834,000 | 3,014 |
| Total debt securities | $33,219,000 | 3,181 |
| 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 | $29,826,000 | 3,409 |
| U.S. Government securities | $29,596,000 | 2,623 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $29,596,000 | 2,569 |
| Securities issued by states & political subdivisions | $230,000 | 5,572 |
| 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 | $23,874,000 | 2,006 |
| Mortgage-backed securities | $29,319,000 | 1,711 |
| Certificates of participation in pools of residential mortgages | $16,074,000 | 1,983 |
| Issued or guaranteed by U.S. | $16,074,000 | 1,972 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $13,245,000 | 1,081 |
| CMOs issued by government agencies or sponsored agencies | $13,245,000 | 844 |
| 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) | $2,592,000 | 2,056 |
| Available-for-sale securities (fair market value) | $27,234,000 | 3,203 |
| Total debt securities | $29,826,000 | 3,374 |
| 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 | $31,166,000 | 3,349 |
| U.S. Government securities | $30,527,000 | 2,590 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $30,527,000 | 2,544 |
| Securities issued by states & political subdivisions | $639,000 | 5,133 |
| 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 | $21,947,000 | 2,094 |
| Mortgage-backed securities | $30,249,000 | 1,668 |
| Certificates of participation in pools of residential mortgages | $16,476,000 | 1,935 |
| Issued or guaranteed by U.S. | $16,476,000 | 1,925 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $13,773,000 | 1,040 |
| CMOs issued by government agencies or sponsored agencies | $13,773,000 | 809 |
| 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) | $2,827,000 | 2,005 |
| Available-for-sale securities (fair market value) | $28,339,000 | 3,186 |
| Total debt securities | $31,166,000 | 3,308 |
| 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 | $32,115,000 | 3,286 |
| U.S. Government securities | $31,471,000 | 2,524 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $31,471,000 | 2,470 |
| Securities issued by states & political subdivisions | $644,000 | 5,151 |
| 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 | $23,515,000 | 1,988 |
| Mortgage-backed securities | $30,411,000 | 1,588 |
| Certificates of participation in pools of residential mortgages | $15,664,000 | 1,942 |
| Issued or guaranteed by U.S. | $15,664,000 | 1,931 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $14,747,000 | 967 |
| CMOs issued by government agencies or sponsored agencies | $14,747,000 | 750 |
| 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) | $3,357,000 | 1,915 |
| Available-for-sale securities (fair market value) | $28,758,000 | 3,153 |
| Total debt securities | $32,115,000 | 3,237 |
| 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 | $36,908,000 | 2,957 |
| U.S. Government securities | $36,064,000 | 2,252 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $36,064,000 | 2,205 |
| Securities issued by states & political subdivisions | $844,000 | 5,009 |
| 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 | $24,824,000 | 1,873 |
| Mortgage-backed securities | $32,289,000 | 1,356 |
| Certificates of participation in pools of residential mortgages | $17,143,000 | 1,576 |
| Issued or guaranteed by U.S. | $17,143,000 | 1,567 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $15,146,000 | 880 |
| CMOs issued by government agencies or sponsored agencies | $15,146,000 | 689 |
| 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) | $3,695,000 | 1,917 |
| Available-for-sale securities (fair market value) | $33,213,000 | 2,822 |
| Total debt securities | $36,908,000 | 2,911 |
| 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 | $32,016,000 | 3,298 |
| U.S. Government securities | $31,174,000 | 2,606 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $31,174,000 | 2,551 |
| Securities issued by states & political subdivisions | $842,000 | 5,030 |
| 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 | $24,892,000 | 1,834 |
| Mortgage-backed securities | $24,427,000 | 1,548 |
| Certificates of participation in pools of residential mortgages | $8,745,000 | 2,300 |
| Issued or guaranteed by U.S. | $8,745,000 | 2,289 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $15,682,000 | 826 |
| CMOs issued by government agencies or sponsored agencies | $15,682,000 | 634 |
| 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) | $3,979,000 | 1,924 |
| Available-for-sale securities (fair market value) | $28,037,000 | 3,176 |
| Total debt securities | $32,016,000 | 3,252 |
| 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 | $36,138,000 | 2,990 |
| U.S. Government securities | $35,288,000 | 2,325 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $35,288,000 | 2,262 |
| Securities issued by states & political subdivisions | $850,000 | 5,046 |
| 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 | $23,999,000 | 1,885 |
| Mortgage-backed securities | $25,608,000 | 1,473 |
| Certificates of participation in pools of residential mortgages | $9,341,000 | 2,158 |
| Issued or guaranteed by U.S. | $9,341,000 | 2,148 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $16,267,000 | 787 |
| CMOs issued by government agencies or sponsored agencies | $16,267,000 | 612 |
| 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) | $4,309,000 | 1,873 |
| Available-for-sale securities (fair market value) | $31,829,000 | 2,885 |
| Total debt securities | $36,138,000 | 2,948 |
| 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 | $39,978,000 | 2,784 |
| U.S. Government securities | $39,121,000 | 2,141 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $39,121,000 | 2,082 |
| Securities issued by states & political subdivisions | $857,000 | 5,083 |
| 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 | $15,896,000 | 2,583 |
| Mortgage-backed securities | $27,438,000 | 1,395 |
| Certificates of participation in pools of residential mortgages | $10,118,000 | 2,054 |
| Issued or guaranteed by U.S. | $10,118,000 | 2,047 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $17,320,000 | 745 |
| CMOs issued by government agencies or sponsored agencies | $17,320,000 | 588 |
| 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) | $4,666,000 | 1,852 |
| Available-for-sale securities (fair market value) | $35,312,000 | 2,667 |
| Total debt securities | $39,978,000 | 2,741 |
| 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 | $36,870,000 | 3,004 |
| U.S. Government securities | $36,011,000 | 2,357 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $36,011,000 | 2,297 |
| Securities issued by states & political subdivisions | $859,000 | 5,103 |
| 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 | $17,119,000 | 2,452 |
| Mortgage-backed securities | $28,812,000 | 1,362 |
| Certificates of participation in pools of residential mortgages | $10,736,000 | 1,994 |
| Issued or guaranteed by U.S. | $10,736,000 | 1,984 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $18,076,000 | 743 |
| CMOs issued by government agencies or sponsored agencies | $18,076,000 | 591 |
| 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) | $4,989,000 | 1,830 |
| Available-for-sale securities (fair market value) | $31,881,000 | 2,887 |
| Total debt securities | $36,870,000 | 2,956 |
| 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 | $27,013,000 | 3,763 |
| U.S. Government securities | $26,152,000 | 3,087 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $26,152,000 | 3,002 |
| Securities issued by states & political subdivisions | $861,000 | 5,133 |
| 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 | $12,116,000 | 3,066 |
| Mortgage-backed securities | $18,977,000 | 1,825 |
| Certificates of participation in pools of residential mortgages | $9,233,000 | 2,200 |
| Issued or guaranteed by U.S. | $9,233,000 | 2,184 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $9,744,000 | 1,040 |
| CMOs issued by government agencies or sponsored agencies | $9,744,000 | 855 |
| 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) | $5,334,000 | 1,840 |
| Available-for-sale securities (fair market value) | $21,679,000 | 3,805 |
| Total debt securities | $27,013,000 | 3,704 |
| 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 | $22,805,000 | 4,205 |
| U.S. Government securities | $20,439,000 | 3,715 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $20,439,000 | 3,602 |
| Securities issued by states & political subdivisions | $867,000 | 5,157 |
| Other domestic debt securities | $1,499,000 | 1,723 |
| 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 | $1,499,000 | 1,230 |
| 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 | $13,716,000 | 2,842 |
| Mortgage-backed securities | $10,077,000 | 2,618 |
| Certificates of participation in pools of residential mortgages | $8,302,000 | 2,353 |
| Issued or guaranteed by U.S. | $8,302,000 | 2,342 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,775,000 | 2,144 |
| CMOs issued by government agencies or sponsored agencies | $1,775,000 | 1,877 |
| 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) | $5,734,000 | 1,807 |
| Available-for-sale securities (fair market value) | $17,071,000 | 4,355 |
| Total debt securities | $22,805,000 | 4,143 |
| Structured notes | ||
| Amortized cost | $1,090,000 | 2,083 |
| Fair value | $1,074,000 | 2,073 |
| 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 | $21,368,000 | 4,439 |
| U.S. Government securities | $19,009,000 | 3,951 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $19,009,000 | 3,824 |
| Securities issued by states & political subdivisions | $872,000 | 5,175 |
| Other domestic debt securities | $1,487,000 | 1,787 |
| 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 | $1,487,000 | 1,302 |
| 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 | $14,109,000 | 2,792 |
| Mortgage-backed securities | $9,490,000 | 2,741 |
| Certificates of participation in pools of residential mortgages | $7,332,000 | 2,562 |
| Issued or guaranteed by U.S. | $7,332,000 | 2,549 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,158,000 | 2,027 |
| CMOs issued by government agencies or sponsored agencies | $2,158,000 | 1,774 |
| 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) | $6,129,000 | 1,767 |
| Available-for-sale securities (fair market value) | $15,239,000 | 4,678 |
| Total debt securities | $21,367,000 | 4,378 |
| Structured notes | ||
| Amortized cost | $1,144,000 | 2,055 |
| Fair value | $1,141,000 | 2,054 |
| 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 | $18,951,000 | 4,777 |
| U.S. Government securities | $16,618,000 | 4,290 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $16,618,000 | 4,157 |
| Securities issued by states & political subdivisions | $874,000 | 5,199 |
| Other domestic debt securities | $1,459,000 | 1,857 |
| 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 | $1,459,000 | 1,382 |
| 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 | $14,817,000 | 2,659 |
| Mortgage-backed securities | $9,223,000 | 2,814 |
| Certificates of participation in pools of residential mortgages | $6,693,000 | 2,713 |
| Issued or guaranteed by U.S. | $6,693,000 | 2,702 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,530,000 | 1,933 |
| CMOs issued by government agencies or sponsored agencies | $2,530,000 | 1,688 |
| 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) | $6,519,000 | 1,753 |
| Available-for-sale securities (fair market value) | $12,432,000 | 5,147 |
| Total debt securities | $18,951,000 | 4,723 |
| 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 | $18,345,000 | 4,853 |
| U.S. Government securities | $15,962,000 | 4,333 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $15,962,000 | 4,204 |
| Securities issued by states & political subdivisions | $884,000 | 5,211 |
| Other domestic debt securities | $1,499,000 | 1,867 |
| 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 | $1,499,000 | 1,417 |
| 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 | $15,829,000 | 2,508 |
| Mortgage-backed securities | $10,250,000 | 2,693 |
| Certificates of participation in pools of residential mortgages | $7,244,000 | 2,628 |
| Issued or guaranteed by U.S. | $7,244,000 | 2,615 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,006,000 | 1,833 |
| CMOs issued by government agencies or sponsored agencies | $3,006,000 | 1,599 |
| 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) | $6,998,000 | 1,704 |
| Available-for-sale securities (fair market value) | $11,347,000 | 5,337 |
| Total debt securities | $18,345,000 | 4,800 |
| 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 | $20,648,000 | 4,552 |
| U.S. Government securities | $18,259,000 | 4,040 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $18,259,000 | 3,909 |
| Securities issued by states & political subdivisions | $885,000 | 5,185 |
| Other domestic debt securities | $1,504,000 | 1,904 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,504,000 | 1,478 |
| 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 | $17,107,000 | 2,365 |
| Mortgage-backed securities | $11,537,000 | 2,605 |
| Certificates of participation in pools of residential mortgages | $7,930,000 | 2,565 |
| Issued or guaranteed by U.S. | $7,930,000 | 2,556 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $3,607,000 | 1,738 |
| CMOs issued by government agencies or sponsored agencies | $3,607,000 | 1,521 |
| 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) | $9,074,000 | 1,511 |
| Available-for-sale securities (fair market value) | $11,574,000 | 5,316 |
| Total debt securities | $20,648,000 | 4,486 |
| 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 | $21,758,000 | 4,480 |
| U.S. Government securities | $19,374,000 | 3,970 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $19,374,000 | 3,832 |
| Securities issued by states & political subdivisions | $880,000 | 5,208 |
| Other domestic debt securities | $1,504,000 | 1,947 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,504,000 | 1,557 |
| 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 | $10,777,000 | 3,228 |
| Mortgage-backed securities | $12,672,000 | 2,541 |
| Certificates of participation in pools of residential mortgages | $8,517,000 | 2,541 |
| Issued or guaranteed by U.S. | $8,517,000 | 2,533 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $4,155,000 | 1,659 |
| CMOs issued by government agencies or sponsored agencies | $4,155,000 | 1,450 |
| 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) | $9,591,000 | 1,503 |
| Available-for-sale securities (fair market value) | $12,167,000 | 5,271 |
| Total debt securities | $21,758,000 | 4,423 |
| 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 | $24,226,000 | 4,219 |
| U.S. Government securities | $21,836,000 | 3,654 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $21,836,000 | 3,527 |
| Securities issued by states & political subdivisions | $885,000 | 5,218 |
| Other domestic debt securities | $1,505,000 | 2,012 |
| 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 | $1,505,000 | 1,632 |
| 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 | $11,108,000 | 3,148 |
| Mortgage-backed securities | $13,605,000 | 2,472 |
| Certificates of participation in pools of residential mortgages | $9,161,000 | 2,484 |
| Issued or guaranteed by U.S. | $9,161,000 | 2,474 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $4,444,000 | 1,635 |
| CMOs issued by government agencies or sponsored agencies | $4,444,000 | 1,443 |
| 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) | $10,119,000 | 1,477 |
| Available-for-sale securities (fair market value) | $14,107,000 | 4,966 |
| Total debt securities | $24,226,000 | 4,147 |
| 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 | $26,629,000 | 3,930 |
| U.S. Government securities | $24,233,000 | 3,352 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $24,233,000 | 3,226 |
| Securities issued by states & political subdivisions | $890,000 | 5,248 |
| Other domestic debt securities | $1,506,000 | 2,026 |
| 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 | $1,506,000 | 1,677 |
| 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 | $11,501,000 | 3,035 |
| Mortgage-backed securities | $14,444,000 | 2,397 |
| Certificates of participation in pools of residential mortgages | $9,870,000 | 2,400 |
| Issued or guaranteed by U.S. | $9,870,000 | 2,391 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,574,000 | 1,593 |
| CMOs issued by government agencies or sponsored agencies | $4,574,000 | 1,419 |
| 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) | $10,650,000 | 1,438 |
| Available-for-sale securities (fair market value) | $15,979,000 | 4,669 |
| Total debt securities | $26,629,000 | 3,867 |
| 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 | $27,806,000 | 3,882 |
| U.S. Government securities | $25,422,000 | 3,279 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $25,422,000 | 3,160 |
| Securities issued by states & political subdivisions | $877,000 | 5,292 |
| Other domestic debt securities | $1,507,000 | 2,118 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,507,000 | 1,767 |
| 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 | $12,016,000 | 2,925 |
| Mortgage-backed securities | $15,420,000 | 2,340 |
| Certificates of participation in pools of residential mortgages | $10,710,000 | 2,309 |
| Issued or guaranteed by U.S. | $10,710,000 | 2,301 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,710,000 | 1,602 |
| CMOs issued by government agencies or sponsored agencies | $4,710,000 | 1,417 |
| 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) | $11,376,000 | 1,385 |
| Available-for-sale securities (fair market value) | $16,430,000 | 4,671 |
| Total debt securities | $27,806,000 | 3,805 |
| 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 | $28,868,000 | 3,772 |
| U.S. Government securities | $26,466,000 | 3,130 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $26,466,000 | 3,025 |
| Securities issued by states & political subdivisions | $894,000 | 5,285 |
| Other domestic debt securities | $1,508,000 | 2,200 |
| 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 | $1,508,000 | 1,852 |
| 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 | $12,794,000 | 2,791 |
| Mortgage-backed securities | $17,288,000 | 2,220 |
| Certificates of participation in pools of residential mortgages | $12,124,000 | 2,149 |
| Issued or guaranteed by U.S. | $12,124,000 | 2,141 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $5,164,000 | 1,578 |
| CMOs issued by government agencies or sponsored agencies | $5,164,000 | 1,392 |
| 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) | $12,333,000 | 1,293 |
| Available-for-sale securities (fair market value) | $16,535,000 | 4,640 |
| Total debt securities | $28,868,000 | 3,695 |
| 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 | $29,821,000 | 3,732 |
| U.S. Government securities | $27,425,000 | 3,111 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $27,425,000 | 3,002 |
| Securities issued by states & political subdivisions | $888,000 | 5,340 |
| Other domestic debt securities | $1,508,000 | 2,244 |
| 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 | $1,508,000 | 1,959 |
| 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 | $12,228,000 | 2,787 |
| Mortgage-backed securities | $18,249,000 | 2,140 |
| Certificates of participation in pools of residential mortgages | $12,909,000 | 2,099 |
| Issued or guaranteed by U.S. | $12,909,000 | 2,083 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $5,340,000 | 1,546 |
| CMOs issued by government agencies or sponsored agencies | $5,340,000 | 1,444 |
| 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) | $12,950,000 | 1,261 |
| Available-for-sale securities (fair market value) | $16,871,000 | 4,614 |
| Total debt securities | $29,821,000 | 3,671 |
| 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 | $26,996,000 | 3,922 |
| U.S. Government securities | $25,277,000 | 3,222 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $25,277,000 | 3,097 |
| Securities issued by states & political subdivisions | $210,000 | 6,339 |
| Other domestic debt securities | $1,509,000 | 2,354 |
| 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 | $1,509,000 | 2,068 |
| 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 | $13,134,000 | 2,559 |
| Mortgage-backed securities | $14,812,000 | 2,436 |
| Certificates of participation in pools of residential mortgages | $9,292,000 | 2,511 |
| Issued or guaranteed by U.S. | $9,292,000 | 2,501 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $5,520,000 | 1,537 |
| CMOs issued by government agencies or sponsored agencies | $5,520,000 | 1,431 |
| 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) | $14,000,000 | 1,178 |
| Available-for-sale securities (fair market value) | $12,996,000 | 5,192 |
| Total debt securities | $26,996,000 | 3,842 |
| 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 | $25,594,000 | 3,980 |
| U.S. Government securities | $25,329,000 | 3,115 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $25,329,000 | 2,986 |
| Securities issued by states & political subdivisions | $265,000 | 6,239 |
| 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 | $8,975,000 | 3,255 |
| Mortgage-backed securities | $14,255,000 | 2,522 |
| Certificates of participation in pools of residential mortgages | $10,996,000 | 2,268 |
| Issued or guaranteed by U.S. | $10,996,000 | 2,258 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $3,259,000 | 2,082 |
| CMOs issued by government agencies or sponsored agencies | $3,259,000 | 1,968 |
| 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) | $14,520,000 | 1,136 |
| Available-for-sale securities (fair market value) | $11,074,000 | 5,487 |
| Total debt securities | $25,594,000 | 3,898 |
| 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 | $23,138,000 | 4,261 |
| U.S. Government securities | $22,873,000 | 3,358 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $22,873,000 | 3,204 |
| Securities issued by states & political subdivisions | $265,000 | 6,229 |
| 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 | $10,713,000 | 2,946 |
| Mortgage-backed securities | $8,253,000 | 3,369 |
| Certificates of participation in pools of residential mortgages | $7,227,000 | 2,834 |
| Issued or guaranteed by U.S. | $7,227,000 | 2,823 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,026,000 | 3,093 |
| CMOs issued by government agencies or sponsored agencies | $1,026,000 | 2,952 |
| 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) | $8,518,000 | 1,603 |
| Available-for-sale securities (fair market value) | $14,620,000 | 4,840 |
| Total debt securities | $23,138,000 | 4,172 |
| 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 | $24,034,000 | 4,115 |
| U.S. Government securities | $23,769,000 | 3,248 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $23,769,000 | 3,094 |
| Securities issued by states & political subdivisions | $265,000 | 6,233 |
| 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 | $11,608,000 | 2,792 |
| Mortgage-backed securities | $9,571,000 | 3,081 |
| Certificates of participation in pools of residential mortgages | $8,545,000 | 2,558 |
| Issued or guaranteed by U.S. | $8,545,000 | 2,544 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,026,000 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $1,026,000 | 2,995 |
| 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) | $9,836,000 | 1,512 |
| Available-for-sale securities (fair market value) | $14,198,000 | 4,862 |
| Total debt securities | $24,034,000 | 4,035 |
| 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 | $17,424,000 | 4,945 |
| U.S. Government securities | $17,089,000 | 3,989 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $17,089,000 | 3,796 |
| Securities issued by states & political subdivisions | $335,000 | 6,207 |
| 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 | $12,257,000 | 2,593 |
| Mortgage-backed securities | $38,000 | 7,203 |
| Certificates of participation in pools of residential mortgages | $38,000 | 6,788 |
| Issued or guaranteed by U.S. | $38,000 | 6,765 |
| 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) | $335,000 | 4,477 |
| Available-for-sale securities (fair market value) | $17,089,000 | 4,254 |
| Total debt securities | $17,424,000 | 4,850 |
| 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 | $11,059,000 | 6,478 |
| U.S. Government securities | $9,878,000 | 5,890 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $9,878,000 | 5,571 |
| Securities issued by states & political subdivisions | $545,000 | 5,995 |
| 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 | $0 | 313 |
| Equity securities | $636,000 | 3,330 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,268,000 | 3,119 |
| Mortgage-backed securities | $65,000 | 7,034 |
| Certificates of participation in pools of residential mortgages | $65,000 | 6,565 |
| Issued or guaranteed by U.S. | $65,000 | 6,544 |
| 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) | $545,000 | 4,881 |
| Available-for-sale securities (fair market value) | $10,514,000 | 5,588 |
| Total debt securities | $10,423,000 | 6,541 |
| 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 | $11,528,000 | 6,638 |
| U.S. Government securities | $10,164,000 | 6,045 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $10,164,000 | 5,535 |
| Securities issued by states & political subdivisions | $755,000 | 5,983 |
| 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 | $0 | 343 |
| Equity securities | $609,000 | 3,320 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,301,000 | 3,317 |
| Mortgage-backed securities | $249,000 | 6,867 |
| Certificates of participation in pools of residential mortgages | $106,000 | 6,716 |
| Issued or guaranteed by U.S. | $106,000 | 6,698 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $143,000 | 4,113 |
| CMOs issued by government agencies or sponsored agencies | $143,000 | 3,927 |
| 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) | $755,000 | 5,082 |
| Available-for-sale securities (fair market value) | $10,773,000 | 5,650 |
| Total debt securities | $10,919,000 | 6,690 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $15,565,000 | 5,683 |
| U.S. Government securities | $13,854,000 | 5,047 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $13,854,000 | 4,338 |
| Securities issued by states & political subdivisions | $1,210,000 | 5,495 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $501,000 | 3,565 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,072,000 | 3,253 |
| Mortgage-backed securities | $593,000 | 6,547 |
| Certificates of participation in pools of residential mortgages | $214,000 | 6,586 |
| Issued or guaranteed by U.S. | $214,000 | 6,566 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $379,000 | 3,968 |
| CMOs issued by government agencies or sponsored agencies | $379,000 | 3,810 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,210,000 | 5,267 |
| Available-for-sale securities (fair market value) | $14,355,000 | 4,768 |
| Total debt securities | $15,064,000 | 5,671 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $13,730,000 | 6,321 |
| U.S. Government securities | $11,363,000 | 6,016 |
| U.S. Treasury securities | $8,075,000 | 2,200 |
| U.S. Government agency obligations | $3,288,000 | 8,225 |
| Securities issued by states & political subdivisions | $2,011,000 | 4,605 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $356,000 | 4,300 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,232,000 | 4,873 |
| Mortgage-backed securities | $1,337,000 | 5,977 |
| Certificates of participation in pools of residential mortgages | $289,000 | 6,652 |
| Issued or guaranteed by U.S. | $289,000 | 6,630 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,048,000 | 3,341 |
| CMOs issued by government agencies or sponsored agencies | $1,048,000 | 3,213 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,011,000 | 5,590 |
| Available-for-sale securities (fair market value) | $11,719,000 | 5,247 |
| Total debt securities | $13,374,000 | 6,288 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,789 |
| Fair value | $499,000 | 1,905 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $12,470,000 | 7,135 |
| U.S. Government securities | $9,874,000 | 7,067 |
| U.S. Treasury securities | $3,016,000 | 5,007 |
| U.S. Government agency obligations | $6,858,000 | 6,770 |
| Securities issued by states & political subdivisions | $2,258,000 | 4,562 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $338,000 | 4,278 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,133,000 | 5,072 |
| Mortgage-backed securities | $2,631,000 | 5,448 |
| Certificates of participation in pools of residential mortgages | $359,000 | 7,017 |
| Issued or guaranteed by U.S. | $359,000 | 6,998 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $2,272,000 | 2,906 |
| CMOs issued by government agencies or sponsored agencies | $2,272,000 | 2,785 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,258,000 | 6,101 |
| Available-for-sale securities (fair market value) | $10,212,000 | 5,935 |
| Total debt securities | $12,132,000 | 7,100 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,319 |
| Fair value | $1,483,000 | 1,360 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $15,713,000 | 6,521 |
| U.S. Government securities | $12,506,000 | 6,416 |
| U.S. Treasury securities | $509,000 | 9,273 |
| U.S. Government agency obligations | $11,997,000 | 4,876 |
| Securities issued by states & political subdivisions | $2,690,000 | 4,220 |
| Other domestic debt securities | $253,000 | 3,808 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $253,000 | 2,986 |
| Foreign debt securities | NA | NA |
| Equity securities | $264,000 | 4,510 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,084,000 | 4,171 |
| Mortgage-backed securities | $3,026,000 | 5,518 |
| Certificates of participation in pools of residential mortgages | $445,000 | 7,128 |
| Issued or guaranteed by U.S. | $445,000 | 7,094 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $2,581,000 | 3,061 |
| CMOs issued by government agencies or sponsored agencies | $2,581,000 | 2,920 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,690,000 | 6,192 |
| Available-for-sale securities (fair market value) | $13,023,000 | 5,291 |
| Total debt securities | $15,449,000 | 6,456 |
| Structured notes | ||
| Amortized cost | $3,300,000 | 1,095 |
| Fair value | $3,235,000 | 1,101 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $18,173,000 | 6,294 |
| U.S. Government securities | $14,948,000 | 6,083 |
| U.S. Treasury securities | $1,017,000 | 9,521 |
| U.S. Government agency obligations | $13,931,000 | 4,240 |
| Securities issued by states & political subdivisions | $2,724,000 | 4,428 |
| Other domestic debt securities | $250,000 | 4,337 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 3,461 |
| Foreign debt securities | NA | NA |
| Equity securities | $251,000 | 4,357 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,845,000 | 7,270 |
| Mortgage-backed securities | $2,919,000 | 5,918 |
| Certificates of participation in pools of residential mortgages | $497,000 | 7,397 |
| Issued or guaranteed by U.S. | $497,000 | 7,369 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $2,422,000 | 3,357 |
| CMOs issued by government agencies or sponsored agencies | $2,422,000 | 3,196 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,543,000 | 6,244 |
| Available-for-sale securities (fair market value) | $9,630,000 | 4,879 |
| Total debt securities | $17,922,000 | 6,248 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $22,858,000 | 5,569 |
| U.S. Government securities | $20,103,000 | 5,111 |
| U.S. Treasury securities | $1,501,000 | 9,188 |
| U.S. Government agency obligations | $18,602,000 | 3,516 |
| Securities issued by states & political subdivisions | $2,695,000 | 4,554 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $60,000 | 6,434 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,151,000 | 6,803 |
| Mortgage-backed securities | $4,881,000 | 5,328 |
| Certificates of participation in pools of residential mortgages | $2,309,000 | 5,454 |
| Issued or guaranteed by U.S. | $2,309,000 | 5,414 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $2,572,000 | 3,672 |
| CMOs issued by government agencies or sponsored agencies | $2,572,000 | 3,473 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $22,798,000 | 5,447 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $25,136,000 | 5,144 |
| U.S. Government securities | $23,494,000 | 4,448 |
| U.S. Treasury securities | $4,107,000 | 6,436 |
| U.S. Government agency obligations | $19,387,000 | 3,319 |
| Securities issued by states & political subdivisions | $1,229,000 | 6,153 |
| Other domestic debt securities | $353,000 | 5,568 |
| Privately issued residential mortgage-backed securities | $103,000 | 3,469 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 4,519 |
| Foreign debt securities | NA | NA |
| Equity securities | $60,000 | 6,005 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $800,000 | 9,106 |
| Mortgage-backed securities | $6,953,000 | 4,610 |
| Certificates of participation in pools of residential mortgages | $4,229,000 | 4,320 |
| Issued or guaranteed by U.S. | $4,229,000 | 4,269 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $2,724,000 | 3,624 |
| CMOs issued by government agencies or sponsored agencies | $2,621,000 | 3,343 |
| Privately issued | $103,000 | 2,976 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $25,076,000 | 5,061 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |