Home > Haven Savings Bank > Securities
Haven Savings Bank, Securities
| 2024-03-31 | Rank | |
| Total securities | $121,103,000 | 1,463 |
| U.S. Government securities | $108,779,000 | 1,064 |
| U.S. Treasury securities | $0 | 2,737 |
| U.S. Government agency obligations | $108,779,000 | 922 |
| Securities issued by states & political subdivisions | $9,858,000 | 2,431 |
| Other domestic debt securities | $2,466,000 | 1,652 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $2,466,000 | 454 |
| Other domestic debt securities - All other | $0 | 1,839 |
| Foreign debt securities | $0 | 306 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,892,000 | 2,322 |
| Mortgage-backed securities | $64,145,000 | 1,082 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $28,484,000 | 1,227 |
| Privately issued | $0 | 224 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,389,000 | 1,841 |
| Privately issued | $0 | 525 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $20,710,000 | 292 |
| Other commercial mortgage-backed securities | $12,562,000 | 444 |
| Held to maturity securities (book value) | $118,772,000 | 338 |
| Available-for-sale securities (fair market value) | $2,331,000 | 4,077 |
| Total debt securities | $121,102,000 | 1,447 |
| Structured notes | ||
| Amortized cost | $0 | 1,052 |
| Fair value | $0 | 1,052 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-12-31 | Rank | |
| Total securities | $122,225,000 | 1,481 |
| U.S. Government securities | $109,903,000 | 1,076 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $109,903,000 | 910 |
| Securities issued by states & political subdivisions | $9,857,000 | 2,473 |
| Other domestic debt securities | $2,465,000 | 1,671 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $2,465,000 | 440 |
| 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 | $14,599,000 | 2,645 |
| Mortgage-backed securities | $65,159,000 | 1,064 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $29,239,000 | 1,209 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,455,000 | 1,803 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $20,777,000 | 285 |
| Other commercial mortgage-backed securities | $12,688,000 | 450 |
| Held to maturity securities (book value) | $119,537,000 | 337 |
| Available-for-sale securities (fair market value) | $2,688,000 | 4,074 |
| Total debt securities | $122,224,000 | 1,466 |
| 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 | $125,555,000 | 1,437 |
| U.S. Government securities | $113,236,000 | 1,042 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $113,236,000 | 887 |
| Securities issued by states & political subdivisions | $9,855,000 | 2,462 |
| Other domestic debt securities | $2,464,000 | 1,662 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $2,464,000 | 446 |
| 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 | $12,626,000 | 2,730 |
| Mortgage-backed securities | $68,477,000 | 1,009 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $29,779,000 | 1,168 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,536,000 | 1,757 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $23,422,000 | 266 |
| Other commercial mortgage-backed securities | $12,740,000 | 451 |
| Held to maturity securities (book value) | $122,832,000 | 346 |
| Available-for-sale securities (fair market value) | $2,723,000 | 4,083 |
| Total debt securities | $125,555,000 | 1,420 |
| 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 | $126,633,000 | 1,472 |
| U.S. Government securities | $114,318,000 | 1,069 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $114,318,000 | 899 |
| Securities issued by states & political subdivisions | $9,854,000 | 2,514 |
| Other domestic debt securities | $2,461,000 | 1,678 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $2,461,000 | 433 |
| 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 | $12,884,000 | 2,689 |
| Mortgage-backed securities | $69,543,000 | 1,031 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $30,618,000 | 1,185 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,638,000 | 1,753 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $23,503,000 | 268 |
| Other commercial mortgage-backed securities | $12,784,000 | 448 |
| Held to maturity securities (book value) | $123,816,000 | 342 |
| Available-for-sale securities (fair market value) | $2,817,000 | 4,109 |
| Total debt securities | $126,634,000 | 1,459 |
| 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 | $129,838,000 | 1,508 |
| U.S. Government securities | $117,525,000 | 1,089 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $117,525,000 | 877 |
| Securities issued by states & political subdivisions | $9,852,000 | 2,570 |
| Other domestic debt securities | $2,461,000 | 1,714 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $2,461,000 | 436 |
| 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 | $12,939,000 | 2,613 |
| Mortgage-backed securities | $72,734,000 | 1,045 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $31,240,000 | 1,199 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,748,000 | 1,774 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $25,879,000 | 267 |
| Other commercial mortgage-backed securities | $12,867,000 | 466 |
| Held to maturity securities (book value) | $126,949,000 | 351 |
| Available-for-sale securities (fair market value) | $2,889,000 | 4,173 |
| Total debt securities | $129,839,000 | 1,492 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $130,920,000 | 1,522 |
| U.S. Government securities | $121,070,000 | 1,074 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $121,070,000 | 861 |
| Securities issued by states & political subdivisions | $9,850,000 | 2,606 |
| 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 | $12,989,000 | 2,504 |
| Mortgage-backed securities | $76,263,000 | 1,015 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $60,400,000 | 769 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,534,000 | 1,522 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $10,910,000 | 449 |
| Other commercial mortgage-backed securities | $419,000 | 1,248 |
| Held to maturity securities (book value) | $127,947,000 | 361 |
| Available-for-sale securities (fair market value) | $2,973,000 | 4,197 |
| Total debt securities | $130,919,000 | 1,508 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $132,512,000 | 1,516 |
| U.S. Government securities | $122,663,000 | 1,089 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $122,663,000 | 859 |
| Securities issued by states & political subdivisions | $9,849,000 | 2,622 |
| 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 | $13,267,000 | 2,448 |
| Mortgage-backed securities | $77,836,000 | 1,007 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $61,554,000 | 772 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,908,000 | 1,495 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $10,948,000 | 458 |
| Other commercial mortgage-backed securities | $426,000 | 1,284 |
| Held to maturity securities (book value) | $129,227,000 | 349 |
| Available-for-sale securities (fair market value) | $3,285,000 | 4,220 |
| Total debt securities | $132,514,000 | 1,501 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $135,108,000 | 1,509 |
| U.S. Government securities | $125,261,000 | 1,076 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $125,261,000 | 869 |
| Securities issued by states & political subdivisions | $9,847,000 | 2,680 |
| 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 | $12,466,000 | 2,506 |
| Mortgage-backed securities | $80,274,000 | 1,005 |
| Certificates of participation in pools of residential mortgages | $63,900,000 | 793 |
| Issued or guaranteed by U.S. | $63,900,000 | 779 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $4,966,000 | 1,580 |
| CMOs issued by government agencies or sponsored agencies | $4,966,000 | 1,509 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $11,408,000 | 829 |
| Commercial mortgage pass-through securities | $10,977,000 | 465 |
| Other commercial mortgage-backed securities | $431,000 | 1,371 |
| Held to maturity securities (book value) | $131,538,000 | 316 |
| Available-for-sale securities (fair market value) | $3,570,000 | 4,242 |
| Total debt securities | $135,108,000 | 1,497 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $137,291,000 | 1,462 |
| U.S. Government securities | $127,446,000 | 1,056 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $127,446,000 | 872 |
| Securities issued by states & political subdivisions | $9,845,000 | 2,671 |
| 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 | $3,403,000 | 3,358 |
| Mortgage-backed securities | $82,442,000 | 1,004 |
| Certificates of participation in pools of residential mortgages | $65,344,000 | 797 |
| Issued or guaranteed by U.S. | $65,344,000 | 785 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $5,502,000 | 1,531 |
| CMOs issued by government agencies or sponsored agencies | $5,502,000 | 1,464 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $11,596,000 | 831 |
| Commercial mortgage pass-through securities | $11,152,000 | 462 |
| Other commercial mortgage-backed securities | $444,000 | 1,341 |
| Held to maturity securities (book value) | $133,585,000 | 282 |
| Available-for-sale securities (fair market value) | $3,706,000 | 4,223 |
| Total debt securities | $137,291,000 | 1,448 |
| 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 | $145,692,000 | 1,353 |
| U.S. Government securities | $135,849,000 | 930 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $135,849,000 | 823 |
| Securities issued by states & political subdivisions | $9,843,000 | 2,720 |
| 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 | $5,982,000 | 3,028 |
| Mortgage-backed securities | $90,508,000 | 928 |
| Certificates of participation in pools of residential mortgages | $67,594,000 | 777 |
| Issued or guaranteed by U.S. | $67,594,000 | 765 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $5,709,000 | 1,499 |
| CMOs issued by government agencies or sponsored agencies | $5,709,000 | 1,444 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $17,205,000 | 662 |
| Commercial mortgage pass-through securities | $16,447,000 | 370 |
| Other commercial mortgage-backed securities | $758,000 | 1,251 |
| Held to maturity securities (book value) | $141,468,000 | 216 |
| Available-for-sale securities (fair market value) | $4,224,000 | 4,204 |
| Total debt securities | $145,691,000 | 1,335 |
| 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 | $135,470,000 | 1,364 |
| U.S. Government securities | $125,629,000 | 918 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $125,629,000 | 835 |
| Securities issued by states & political subdivisions | $9,841,000 | 2,701 |
| 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 | $6,106,000 | 3,020 |
| Mortgage-backed securities | $84,272,000 | 952 |
| Certificates of participation in pools of residential mortgages | $60,653,000 | 816 |
| Issued or guaranteed by U.S. | $60,653,000 | 802 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $5,774,000 | 1,496 |
| CMOs issued by government agencies or sponsored agencies | $5,774,000 | 1,450 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $17,845,000 | 643 |
| Commercial mortgage pass-through securities | $16,933,000 | 347 |
| Other commercial mortgage-backed securities | $912,000 | 1,238 |
| Held to maturity securities (book value) | $131,082,000 | 208 |
| Available-for-sale securities (fair market value) | $4,388,000 | 4,224 |
| Total debt securities | $135,470,000 | 1,346 |
| 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 | $136,371,000 | 1,307 |
| U.S. Government securities | $126,531,000 | 869 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $126,531,000 | 798 |
| Securities issued by states & political subdivisions | $9,840,000 | 2,682 |
| 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 | $6,334,000 | 2,992 |
| Mortgage-backed securities | $84,814,000 | 916 |
| Certificates of participation in pools of residential mortgages | $52,982,000 | 854 |
| Issued or guaranteed by U.S. | $52,982,000 | 835 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $5,905,000 | 1,431 |
| CMOs issued by government agencies or sponsored agencies | $5,905,000 | 1,389 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $25,927,000 | 504 |
| Commercial mortgage pass-through securities | $24,838,000 | 260 |
| Other commercial mortgage-backed securities | $1,089,000 | 1,147 |
| Held to maturity securities (book value) | $131,501,000 | 191 |
| Available-for-sale securities (fair market value) | $4,870,000 | 4,206 |
| Total debt securities | $136,370,000 | 1,286 |
| 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 | $133,107,000 | 1,235 |
| U.S. Government securities | $123,269,000 | 827 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $123,269,000 | 768 |
| Securities issued by states & political subdivisions | $9,838,000 | 2,668 |
| 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 | $6,451,000 | 2,969 |
| Mortgage-backed securities | $83,558,000 | 869 |
| Certificates of participation in pools of residential mortgages | $50,827,000 | 844 |
| Issued or guaranteed by U.S. | $50,827,000 | 824 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $5,928,000 | 1,402 |
| CMOs issued by government agencies or sponsored agencies | $5,928,000 | 1,358 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $26,803,000 | 464 |
| Commercial mortgage pass-through securities | $25,381,000 | 245 |
| Other commercial mortgage-backed securities | $1,422,000 | 1,060 |
| Held to maturity securities (book value) | $128,135,000 | 184 |
| Available-for-sale securities (fair market value) | $4,972,000 | 4,170 |
| Total debt securities | $133,108,000 | 1,217 |
| 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 | $140,899,000 | 1,092 |
| U.S. Government securities | $131,063,000 | 706 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $131,063,000 | 671 |
| Securities issued by states & political subdivisions | $9,836,000 | 2,630 |
| 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 | $6,750,000 | 2,936 |
| Mortgage-backed securities | $91,306,000 | 748 |
| Certificates of participation in pools of residential mortgages | $56,928,000 | 714 |
| Issued or guaranteed by U.S. | $56,928,000 | 702 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $6,693,000 | 1,339 |
| CMOs issued by government agencies or sponsored agencies | $6,693,000 | 1,295 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $27,685,000 | 431 |
| Commercial mortgage pass-through securities | $26,026,000 | 230 |
| Other commercial mortgage-backed securities | $1,659,000 | 981 |
| Held to maturity securities (book value) | $135,420,000 | 159 |
| Available-for-sale securities (fair market value) | $5,479,000 | 4,121 |
| Total debt securities | $140,902,000 | 1,074 |
| 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 | $130,392,000 | 1,100 |
| U.S. Government securities | $122,946,000 | 699 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $122,946,000 | 658 |
| Securities issued by states & political subdivisions | $7,446,000 | 2,787 |
| 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 | $7,042,000 | 2,915 |
| Mortgage-backed securities | $88,107,000 | 738 |
| Certificates of participation in pools of residential mortgages | $59,509,000 | 636 |
| Issued or guaranteed by U.S. | $59,509,000 | 622 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $10,342,000 | 1,104 |
| CMOs issued by government agencies or sponsored agencies | $10,342,000 | 1,069 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $18,256,000 | 539 |
| Commercial mortgage pass-through securities | $16,181,000 | 307 |
| Other commercial mortgage-backed securities | $2,075,000 | 906 |
| Held to maturity securities (book value) | $122,230,000 | 156 |
| Available-for-sale securities (fair market value) | $8,162,000 | 3,897 |
| Total debt securities | $130,394,000 | 1,083 |
| 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 | $124,350,000 | 1,104 |
| U.S. Government securities | $121,038,000 | 698 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $121,038,000 | 659 |
| Securities issued by states & political subdivisions | $3,312,000 | 3,356 |
| 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 | $8,194,000 | 2,797 |
| Mortgage-backed securities | $86,388,000 | 752 |
| Certificates of participation in pools of residential mortgages | $52,151,000 | 682 |
| Issued or guaranteed by U.S. | $52,151,000 | 667 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $12,013,000 | 1,052 |
| CMOs issued by government agencies or sponsored agencies | $12,013,000 | 1,016 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $22,224,000 | 468 |
| Commercial mortgage pass-through securities | $19,844,000 | 251 |
| Other commercial mortgage-backed securities | $2,380,000 | 852 |
| Held to maturity securities (book value) | $115,871,000 | 169 |
| Available-for-sale securities (fair market value) | $8,479,000 | 3,883 |
| Total debt securities | $124,351,000 | 1,086 |
| 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 | $101,193,000 | 1,265 |
| U.S. Government securities | $101,193,000 | 824 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $101,193,000 | 780 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| 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 | $8,367,000 | 2,746 |
| Mortgage-backed securities | $80,081,000 | 793 |
| Certificates of participation in pools of residential mortgages | $48,766,000 | 710 |
| Issued or guaranteed by U.S. | $48,766,000 | 693 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $6,020,000 | 1,503 |
| CMOs issued by government agencies or sponsored agencies | $6,020,000 | 1,464 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $25,295,000 | 431 |
| Commercial mortgage pass-through securities | $22,558,000 | 227 |
| Other commercial mortgage-backed securities | $2,737,000 | 790 |
| Held to maturity securities (book value) | $92,414,000 | 204 |
| Available-for-sale securities (fair market value) | $8,779,000 | 3,882 |
| Total debt securities | $101,193,000 | 1,251 |
| 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 | $100,153,000 | 1,272 |
| U.S. Government securities | $100,153,000 | 847 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $100,153,000 | 799 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| 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 | $9,379,000 | 2,678 |
| Mortgage-backed securities | $70,875,000 | 865 |
| Certificates of participation in pools of residential mortgages | $43,797,000 | 751 |
| Issued or guaranteed by U.S. | $43,797,000 | 735 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $3,085,000 | 1,891 |
| CMOs issued by government agencies or sponsored agencies | $3,085,000 | 1,843 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $23,993,000 | 435 |
| Commercial mortgage pass-through securities | $21,230,000 | 241 |
| Other commercial mortgage-backed securities | $2,763,000 | 761 |
| Held to maturity securities (book value) | $94,252,000 | 214 |
| Available-for-sale securities (fair market value) | $5,901,000 | 4,169 |
| Total debt securities | $100,153,000 | 1,251 |
| 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 | $96,048,000 | 1,304 |
| U.S. Government securities | $96,048,000 | 878 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $96,048,000 | 830 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| 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 | $9,570,000 | 2,686 |
| Mortgage-backed securities | $73,136,000 | 826 |
| Certificates of participation in pools of residential mortgages | $45,788,000 | 711 |
| Issued or guaranteed by U.S. | $45,788,000 | 690 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $3,094,000 | 1,902 |
| CMOs issued by government agencies or sponsored agencies | $3,094,000 | 1,858 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $24,254,000 | 437 |
| Commercial mortgage pass-through securities | $21,370,000 | 241 |
| Other commercial mortgage-backed securities | $2,884,000 | 727 |
| Held to maturity securities (book value) | $89,441,000 | 225 |
| Available-for-sale securities (fair market value) | $6,607,000 | 4,185 |
| Total debt securities | $96,048,000 | 1,287 |
| 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 | $91,282,000 | 1,369 |
| U.S. Government securities | $91,282,000 | 932 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $91,282,000 | 881 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| 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 | $13,542,000 | 2,350 |
| Mortgage-backed securities | $71,109,000 | 831 |
| Certificates of participation in pools of residential mortgages | $44,398,000 | 719 |
| Issued or guaranteed by U.S. | $44,398,000 | 713 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $441,000 | 2,617 |
| CMOs issued by government agencies or sponsored agencies | $441,000 | 2,571 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $26,270,000 | 407 |
| Commercial mortgage pass-through securities | $24,290,000 | 224 |
| Other commercial mortgage-backed securities | $1,980,000 | 800 |
| Held to maturity securities (book value) | $82,773,000 | 246 |
| Available-for-sale securities (fair market value) | $8,509,000 | 4,075 |
| Total debt securities | $91,282,000 | 1,355 |
| 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 | $88,797,000 | 1,422 |
| U.S. Government securities | $88,797,000 | 948 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $88,797,000 | 890 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| 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 | $14,230,000 | 2,339 |
| Mortgage-backed securities | $66,601,000 | 868 |
| Certificates of participation in pools of residential mortgages | $39,714,000 | 791 |
| Issued or guaranteed by U.S. | $39,714,000 | 784 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $459,000 | 2,624 |
| CMOs issued by government agencies or sponsored agencies | $459,000 | 2,577 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $26,428,000 | 389 |
| Commercial mortgage pass-through securities | $24,441,000 | 223 |
| Other commercial mortgage-backed securities | $1,987,000 | 722 |
| Held to maturity securities (book value) | $79,712,000 | 257 |
| Available-for-sale securities (fair market value) | $9,085,000 | 4,056 |
| Total debt securities | $88,798,000 | 1,409 |
| 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 | $84,360,000 | 1,483 |
| U.S. Government securities | $84,360,000 | 999 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $84,360,000 | 948 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| 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 | $14,721,000 | 2,309 |
| Mortgage-backed securities | $59,156,000 | 943 |
| Certificates of participation in pools of residential mortgages | $34,054,000 | 896 |
| Issued or guaranteed by U.S. | $34,054,000 | 890 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $470,000 | 2,627 |
| CMOs issued by government agencies or sponsored agencies | $470,000 | 2,581 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $24,632,000 | 395 |
| Commercial mortgage pass-through securities | $24,632,000 | 210 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $77,959,000 | 271 |
| Available-for-sale securities (fair market value) | $6,401,000 | 4,330 |
| Total debt securities | $84,358,000 | 1,470 |
| 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 | $87,650,000 | 1,441 |
| U.S. Government securities | $87,650,000 | 962 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $87,650,000 | 915 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| 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 | $18,253,000 | 2,041 |
| Mortgage-backed securities | $62,435,000 | 892 |
| Certificates of participation in pools of residential mortgages | $25,664,000 | 1,114 |
| Issued or guaranteed by U.S. | $25,664,000 | 1,108 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $479,000 | 2,621 |
| CMOs issued by government agencies or sponsored agencies | $479,000 | 2,571 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $36,292,000 | 297 |
| Commercial mortgage pass-through securities | $36,292,000 | 148 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $80,900,000 | 271 |
| Available-for-sale securities (fair market value) | $6,750,000 | 4,352 |
| Total debt securities | $87,654,000 | 1,420 |
| 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 | $81,525,000 | 1,534 |
| U.S. Government securities | $81,525,000 | 1,033 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $81,525,000 | 983 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| 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 | $18,982,000 | 2,023 |
| Mortgage-backed securities | $58,222,000 | 953 |
| Certificates of participation in pools of residential mortgages | $20,474,000 | 1,343 |
| Issued or guaranteed by U.S. | $20,474,000 | 1,291 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $502,000 | 2,632 |
| CMOs issued by government agencies or sponsored agencies | $502,000 | 2,577 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $37,246,000 | 282 |
| Commercial mortgage pass-through securities | $37,246,000 | 141 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $74,462,000 | 280 |
| Available-for-sale securities (fair market value) | $7,063,000 | 4,373 |
| Total debt securities | $81,527,000 | 1,518 |
| 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 | $83,542,000 | 1,522 |
| U.S. Government securities | $83,542,000 | 1,040 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $83,542,000 | 993 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| 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 | $20,106,000 | 1,986 |
| Mortgage-backed securities | $60,183,000 | 924 |
| Certificates of participation in pools of residential mortgages | $20,477,000 | 1,368 |
| Issued or guaranteed by U.S. | $20,477,000 | 1,365 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $522,000 | 2,625 |
| CMOs issued by government agencies or sponsored agencies | $522,000 | 2,567 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $39,184,000 | 254 |
| Commercial mortgage pass-through securities | $39,184,000 | 119 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $75,835,000 | 285 |
| Available-for-sale securities (fair market value) | $7,707,000 | 4,365 |
| Total debt securities | $83,543,000 | 1,505 |
| 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 | $84,963,000 | 1,531 |
| U.S. Government securities | $84,963,000 | 1,028 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $84,963,000 | 979 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| 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 | $21,221,000 | 1,933 |
| Mortgage-backed securities | $61,586,000 | 920 |
| Certificates of participation in pools of residential mortgages | $21,663,000 | 1,345 |
| Issued or guaranteed by U.S. | $21,663,000 | 1,344 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $541,000 | 2,604 |
| CMOs issued by government agencies or sponsored agencies | $541,000 | 2,541 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $39,382,000 | 248 |
| Commercial mortgage pass-through securities | $39,382,000 | 119 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $76,810,000 | 284 |
| Available-for-sale securities (fair market value) | $8,153,000 | 4,404 |
| Total debt securities | $84,962,000 | 1,513 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $78,088,000 | 1,655 |
| U.S. Government securities | $78,088,000 | 1,102 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $78,088,000 | 1,050 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| 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 | $20,543,000 | 2,033 |
| Mortgage-backed securities | $54,693,000 | 1,030 |
| Certificates of participation in pools of residential mortgages | $20,054,000 | 1,459 |
| Issued or guaranteed by U.S. | $20,054,000 | 1,456 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $563,000 | 2,603 |
| CMOs issued by government agencies or sponsored agencies | $563,000 | 2,544 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $34,076,000 | 255 |
| Commercial mortgage pass-through securities | $34,076,000 | 129 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $69,626,000 | 315 |
| Available-for-sale securities (fair market value) | $8,462,000 | 4,409 |
| Total debt securities | $78,088,000 | 1,636 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $80,106,000 | 1,654 |
| U.S. Government securities | $80,106,000 | 1,108 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $80,106,000 | 1,058 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| 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 | $22,364,000 | 1,948 |
| Mortgage-backed securities | $56,693,000 | 1,018 |
| Certificates of participation in pools of residential mortgages | $21,839,000 | 1,400 |
| Issued or guaranteed by U.S. | $21,839,000 | 1,399 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $591,000 | 2,618 |
| CMOs issued by government agencies or sponsored agencies | $591,000 | 2,549 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $34,263,000 | 259 |
| Commercial mortgage pass-through securities | $34,263,000 | 131 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $70,920,000 | 318 |
| Available-for-sale securities (fair market value) | $9,186,000 | 4,395 |
| Total debt securities | $80,106,000 | 1,631 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $79,766,000 | 1,672 |
| U.S. Government securities | $79,766,000 | 1,112 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $79,766,000 | 1,065 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| 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 | $24,567,000 | 1,828 |
| Mortgage-backed securities | $53,335,000 | 1,078 |
| Certificates of participation in pools of residential mortgages | $18,265,000 | 1,626 |
| Issued or guaranteed by U.S. | $18,265,000 | 1,626 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $621,000 | 2,645 |
| CMOs issued by government agencies or sponsored agencies | $621,000 | 2,578 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $34,449,000 | 251 |
| Commercial mortgage pass-through securities | $34,449,000 | 129 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $68,172,000 | 334 |
| Available-for-sale securities (fair market value) | $11,594,000 | 4,197 |
| Total debt securities | $79,766,000 | 1,648 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $81,673,000 | 1,644 |
| U.S. Government securities | $81,673,000 | 1,073 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $81,673,000 | 1,025 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,328,000 | 1,785 |
| Mortgage-backed securities | $55,218,000 | 1,050 |
| Certificates of participation in pools of residential mortgages | $19,926,000 | 1,532 |
| Issued or guaranteed by U.S. | $19,926,000 | 1,532 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $653,000 | 2,637 |
| CMOs issued by government agencies or sponsored agencies | $653,000 | 2,558 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $34,639,000 | 244 |
| Commercial mortgage pass-through securities | $34,639,000 | 128 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $69,325,000 | 329 |
| Available-for-sale securities (fair market value) | $12,348,000 | 4,127 |
| Total debt securities | $81,673,000 | 1,619 |
| 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 | $81,074,000 | 1,635 |
| U.S. Government securities | $81,074,000 | 1,070 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $81,074,000 | 1,024 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| 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 | $30,214,000 | 1,591 |
| Mortgage-backed securities | $57,605,000 | 1,013 |
| Certificates of participation in pools of residential mortgages | $22,035,000 | 1,454 |
| Issued or guaranteed by U.S. | $22,035,000 | 1,452 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $682,000 | 2,664 |
| CMOs issued by government agencies or sponsored agencies | $682,000 | 2,585 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $34,888,000 | 231 |
| Commercial mortgage pass-through securities | $34,888,000 | 115 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $68,036,000 | 340 |
| Available-for-sale securities (fair market value) | $13,038,000 | 4,095 |
| Total debt securities | $81,074,000 | 1,607 |
| 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 | $80,471,000 | 1,672 |
| U.S. Government securities | $80,471,000 | 1,102 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $80,471,000 | 1,054 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| 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 | $32,177,000 | 1,561 |
| Mortgage-backed securities | $59,979,000 | 985 |
| Certificates of participation in pools of residential mortgages | $23,954,000 | 1,371 |
| Issued or guaranteed by U.S. | $23,954,000 | 1,367 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $706,000 | 2,685 |
| CMOs issued by government agencies or sponsored agencies | $706,000 | 2,599 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $35,319,000 | 213 |
| Commercial mortgage pass-through securities | $35,319,000 | 112 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $66,706,000 | 348 |
| Available-for-sale securities (fair market value) | $13,765,000 | 4,106 |
| Total debt securities | $80,471,000 | 1,648 |
| 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 | $82,612,000 | 1,651 |
| U.S. Government securities | $82,612,000 | 1,094 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $82,612,000 | 1,039 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| 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 | $32,889,000 | 1,541 |
| Mortgage-backed securities | $62,106,000 | 954 |
| Certificates of participation in pools of residential mortgages | $25,862,000 | 1,282 |
| Issued or guaranteed by U.S. | $25,862,000 | 1,280 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $744,000 | 2,680 |
| CMOs issued by government agencies or sponsored agencies | $744,000 | 2,599 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $35,500,000 | 196 |
| Commercial mortgage pass-through securities | $35,500,000 | 107 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $68,264,000 | 349 |
| Available-for-sale securities (fair market value) | $14,348,000 | 4,090 |
| Total debt securities | $82,612,000 | 1,632 |
| 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 | $81,771,000 | 1,684 |
| U.S. Government securities | $81,771,000 | 1,129 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $81,771,000 | 1,066 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| 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 | $33,659,000 | 1,510 |
| Mortgage-backed securities | $64,252,000 | 924 |
| Certificates of participation in pools of residential mortgages | $27,803,000 | 1,236 |
| Issued or guaranteed by U.S. | $27,803,000 | 1,234 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $766,000 | 2,707 |
| CMOs issued by government agencies or sponsored agencies | $766,000 | 2,627 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $35,683,000 | 184 |
| Commercial mortgage pass-through securities | $35,683,000 | 92 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $66,823,000 | 365 |
| Available-for-sale securities (fair market value) | $14,948,000 | 4,081 |
| Total debt securities | $81,771,000 | 1,657 |
| 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 | $81,089,000 | 1,705 |
| U.S. Government securities | $81,089,000 | 1,137 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $81,089,000 | 1,078 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| 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 | $35,227,000 | 1,458 |
| Mortgage-backed securities | $66,537,000 | 880 |
| Certificates of participation in pools of residential mortgages | $29,872,000 | 1,172 |
| Issued or guaranteed by U.S. | $29,872,000 | 1,171 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $801,000 | 2,722 |
| CMOs issued by government agencies or sponsored agencies | $801,000 | 2,641 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $35,864,000 | 174 |
| Commercial mortgage pass-through securities | $35,864,000 | 86 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $65,501,000 | 374 |
| Available-for-sale securities (fair market value) | $15,588,000 | 4,105 |
| Total debt securities | $81,089,000 | 1,686 |
| 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 | $83,670,000 | 1,687 |
| U.S. Government securities | $83,670,000 | 1,152 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $83,670,000 | 1,097 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| 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 | $35,587,000 | 1,463 |
| Mortgage-backed securities | $69,104,000 | 880 |
| Certificates of participation in pools of residential mortgages | $32,218,000 | 1,150 |
| Issued or guaranteed by U.S. | $32,218,000 | 1,149 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $855,000 | 2,749 |
| CMOs issued by government agencies or sponsored agencies | $855,000 | 2,665 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $36,031,000 | 159 |
| Commercial mortgage pass-through securities | $36,031,000 | 76 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $67,444,000 | 363 |
| Available-for-sale securities (fair market value) | $16,226,000 | 4,129 |
| Total debt securities | $83,670,000 | 1,667 |
| 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 | $82,118,000 | 1,728 |
| U.S. Government securities | $82,118,000 | 1,177 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $82,118,000 | 1,108 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| 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 | $35,724,000 | 1,475 |
| Mortgage-backed securities | $67,533,000 | 899 |
| Certificates of participation in pools of residential mortgages | $35,099,000 | 1,072 |
| Issued or guaranteed by U.S. | $35,099,000 | 1,071 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,118,000 | 2,668 |
| CMOs issued by government agencies or sponsored agencies | $1,118,000 | 2,583 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $31,316,000 | 169 |
| Commercial mortgage pass-through securities | $31,316,000 | 85 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $64,594,000 | 367 |
| Available-for-sale securities (fair market value) | $17,524,000 | 4,063 |
| Total debt securities | $82,118,000 | 1,704 |
| 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 | $79,550,000 | 1,786 |
| U.S. Government securities | $79,550,000 | 1,209 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $79,550,000 | 1,147 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| 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 | $37,608,000 | 1,430 |
| Mortgage-backed securities | $58,963,000 | 1,041 |
| Certificates of participation in pools of residential mortgages | $37,622,000 | 1,043 |
| Issued or guaranteed by U.S. | $37,622,000 | 1,040 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,472,000 | 2,587 |
| CMOs issued by government agencies or sponsored agencies | $1,472,000 | 2,512 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $19,869,000 | 223 |
| Commercial mortgage pass-through securities | $19,869,000 | 118 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $61,244,000 | 385 |
| Available-for-sale securities (fair market value) | $18,306,000 | 4,056 |
| Total debt securities | $79,550,000 | 1,766 |
| 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 | $93,309,000 | 1,574 |
| U.S. Government securities | $93,309,000 | 1,075 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $93,309,000 | 1,020 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| 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 | $42,044,000 | 1,332 |
| Mortgage-backed securities | $53,501,000 | 1,164 |
| Certificates of participation in pools of residential mortgages | $40,761,000 | 1,007 |
| Issued or guaranteed by U.S. | $40,761,000 | 1,006 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,586,000 | 2,597 |
| CMOs issued by government agencies or sponsored agencies | $1,586,000 | 2,507 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $11,154,000 | 302 |
| Commercial mortgage pass-through securities | $11,154,000 | 175 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $73,984,000 | 339 |
| Available-for-sale securities (fair market value) | $19,325,000 | 4,064 |
| Total debt securities | $93,309,000 | 1,553 |
| 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 | $110,092,000 | 1,348 |
| U.S. Government securities | $110,092,000 | 923 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $110,092,000 | 886 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| 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 | $55,091,000 | 1,082 |
| Mortgage-backed securities | $53,453,000 | 1,177 |
| Certificates of participation in pools of residential mortgages | $42,773,000 | 987 |
| Issued or guaranteed by U.S. | $42,773,000 | 986 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,125,000 | 2,792 |
| CMOs issued by government agencies or sponsored agencies | $1,125,000 | 2,696 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $9,555,000 | 327 |
| Commercial mortgage pass-through securities | $9,555,000 | 184 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $90,065,000 | 296 |
| Available-for-sale securities (fair market value) | $20,027,000 | 4,053 |
| Total debt securities | $110,092,000 | 1,332 |
| 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 | $120,581,000 | 1,244 |
| U.S. Government securities | $120,581,000 | 865 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $120,581,000 | 830 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| 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 | $55,726,000 | 1,076 |
| Mortgage-backed securities | $54,940,000 | 1,164 |
| Certificates of participation in pools of residential mortgages | $44,879,000 | 948 |
| Issued or guaranteed by U.S. | $44,879,000 | 947 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,762,000 | 2,570 |
| CMOs issued by government agencies or sponsored agencies | $1,762,000 | 2,483 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $8,299,000 | 332 |
| Commercial mortgage pass-through securities | $8,299,000 | 192 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $100,141,000 | 261 |
| Available-for-sale securities (fair market value) | $20,440,000 | 4,038 |
| Total debt securities | $120,581,000 | 1,226 |
| 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 | $123,990,000 | 1,208 |
| U.S. Government securities | $123,990,000 | 834 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $123,990,000 | 803 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| 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 | $55,142,000 | 1,077 |
| Mortgage-backed securities | $58,200,000 | 1,086 |
| Certificates of participation in pools of residential mortgages | $47,965,000 | 886 |
| Issued or guaranteed by U.S. | $47,965,000 | 886 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,899,000 | 2,508 |
| CMOs issued by government agencies or sponsored agencies | $1,899,000 | 2,417 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $8,336,000 | 311 |
| Commercial mortgage pass-through securities | $8,336,000 | 180 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $102,729,000 | 251 |
| Available-for-sale securities (fair market value) | $21,261,000 | 3,993 |
| Total debt securities | $123,990,000 | 1,195 |
| 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 | $121,825,000 | 1,246 |
| U.S. Government securities | $121,825,000 | 833 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $121,825,000 | 809 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| 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 | $52,588,000 | 1,093 |
| Mortgage-backed securities | $58,012,000 | 1,112 |
| Certificates of participation in pools of residential mortgages | $48,970,000 | 881 |
| Issued or guaranteed by U.S. | $48,970,000 | 880 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $670,000 | 3,085 |
| CMOs issued by government agencies or sponsored agencies | $670,000 | 2,967 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $8,372,000 | 304 |
| Commercial mortgage pass-through securities | $8,372,000 | 166 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $105,615,000 | 236 |
| Available-for-sale securities (fair market value) | $16,210,000 | 4,488 |
| Total debt securities | $121,825,000 | 1,232 |
| 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 | $127,101,000 | 1,200 |
| U.S. Government securities | $64,101,000 | 1,513 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $64,101,000 | 1,472 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $63,000,000 | 202 |
| 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 | $63,000,000 | 124 |
| 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 | $54,779,000 | 1,041 |
| Mortgage-backed securities | $63,263,000 | 1,029 |
| Certificates of participation in pools of residential mortgages | $54,065,000 | 794 |
| Issued or guaranteed by U.S. | $54,065,000 | 793 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $792,000 | 3,042 |
| CMOs issued by government agencies or sponsored agencies | $792,000 | 2,920 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $8,406,000 | 289 |
| Commercial mortgage pass-through securities | $8,406,000 | 164 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $109,556,000 | 216 |
| Available-for-sale securities (fair market value) | $17,545,000 | 4,360 |
| Total debt securities | $127,101,000 | 1,186 |
| 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 | $132,456,000 | 1,174 |
| U.S. Government securities | $69,456,000 | 1,444 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $69,456,000 | 1,400 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $63,000,000 | 202 |
| 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 | $63,000,000 | 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 | $53,107,000 | 1,076 |
| Mortgage-backed securities | $68,601,000 | 983 |
| Certificates of participation in pools of residential mortgages | $59,201,000 | 757 |
| Issued or guaranteed by U.S. | $59,201,000 | 756 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $961,000 | 3,017 |
| CMOs issued by government agencies or sponsored agencies | $961,000 | 2,891 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $8,439,000 | 249 |
| Commercial mortgage pass-through securities | $8,439,000 | 154 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $114,007,000 | 194 |
| Available-for-sale securities (fair market value) | $18,449,000 | 4,306 |
| Total debt securities | $132,456,000 | 1,160 |
| 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 | $129,018,000 | 1,176 |
| U.S. Government securities | $72,518,000 | 1,376 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $72,518,000 | 1,333 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $56,500,000 | 215 |
| 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 | $56,500,000 | 120 |
| 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 | $56,094,000 | 1,018 |
| Mortgage-backed securities | $71,632,000 | 947 |
| Certificates of participation in pools of residential mortgages | $64,672,000 | 680 |
| Issued or guaranteed by U.S. | $64,672,000 | 677 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,084,000 | 3,003 |
| CMOs issued by government agencies or sponsored agencies | $1,084,000 | 2,876 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $5,876,000 | 256 |
| Commercial mortgage pass-through securities | $5,876,000 | 160 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $108,472,000 | 200 |
| Available-for-sale securities (fair market value) | $20,546,000 | 4,089 |
| Total debt securities | $129,018,000 | 1,159 |
| 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 | $135,419,000 | 1,124 |
| U.S. Government securities | $78,919,000 | 1,283 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $78,919,000 | 1,245 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $56,500,000 | 220 |
| 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 | $56,500,000 | 126 |
| 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 | $63,957,000 | 913 |
| Mortgage-backed securities | $77,883,000 | 924 |
| Certificates of participation in pools of residential mortgages | $70,782,000 | 651 |
| Issued or guaranteed by U.S. | $70,782,000 | 650 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,202,000 | 3,036 |
| CMOs issued by government agencies or sponsored agencies | $1,202,000 | 2,905 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $5,899,000 | 241 |
| Commercial mortgage pass-through securities | $5,899,000 | 139 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $113,536,000 | 193 |
| Available-for-sale securities (fair market value) | $21,883,000 | 4,004 |
| Total debt securities | $135,419,000 | 1,113 |
| 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 | $140,152,000 | 1,106 |
| U.S. Government securities | $85,152,000 | 1,224 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $85,152,000 | 1,186 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $55,000,000 | 231 |
| 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 | $55,000,000 | 128 |
| 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 | $69,367,000 | 855 |
| Mortgage-backed securities | $84,090,000 | 878 |
| Certificates of participation in pools of residential mortgages | $76,871,000 | 616 |
| Issued or guaranteed by U.S. | $76,871,000 | 616 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,298,000 | 3,016 |
| CMOs issued by government agencies or sponsored agencies | $1,298,000 | 2,876 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $5,921,000 | 221 |
| Commercial mortgage pass-through securities | $5,921,000 | 123 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $117,611,000 | 186 |
| Available-for-sale securities (fair market value) | $22,541,000 | 4,001 |
| Total debt securities | $140,152,000 | 1,096 |
| 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 | $151,216,000 | 1,025 |
| U.S. Government securities | $91,216,000 | 1,169 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $91,216,000 | 1,133 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $60,000,000 | 208 |
| 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 | $60,000,000 | 116 |
| 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 | $72,079,000 | 840 |
| Mortgage-backed securities | $90,101,000 | 849 |
| Certificates of participation in pools of residential mortgages | $82,754,000 | 582 |
| Issued or guaranteed by U.S. | $82,754,000 | 581 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,404,000 | 3,007 |
| CMOs issued by government agencies or sponsored agencies | $1,404,000 | 2,869 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $5,943,000 | 198 |
| Commercial mortgage pass-through securities | $5,943,000 | 105 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $128,160,000 | 171 |
| Available-for-sale securities (fair market value) | $23,056,000 | 3,997 |
| Total debt securities | $151,216,000 | 1,011 |
| 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 | $157,656,000 | 954 |
| U.S. Government securities | $97,664,000 | 1,044 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $97,664,000 | 1,008 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $59,992,000 | 218 |
| 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 | $59,992,000 | 109 |
| 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 | $71,449,000 | 780 |
| Mortgage-backed securities | $96,528,000 | 772 |
| Certificates of participation in pools of residential mortgages | $89,057,000 | 512 |
| Issued or guaranteed by U.S. | $89,057,000 | 511 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,507,000 | 2,936 |
| CMOs issued by government agencies or sponsored agencies | $1,507,000 | 2,717 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $5,964,000 | 158 |
| Commercial mortgage pass-through securities | $5,964,000 | 76 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $134,155,000 | 163 |
| Available-for-sale securities (fair market value) | $23,501,000 | 3,890 |
| Total debt securities | $157,656,000 | 945 |
| 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 | $151,024,000 | 968 |
| U.S. Government securities | $103,032,000 | 966 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $103,032,000 | 939 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $47,992,000 | 257 |
| 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 | $47,992,000 | 127 |
| 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 | $73,110,000 | 744 |
| Mortgage-backed securities | $101,865,000 | 722 |
| Certificates of participation in pools of residential mortgages | $100,296,000 | 445 |
| Issued or guaranteed by U.S. | $100,296,000 | 443 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,569,000 | 2,902 |
| CMOs issued by government agencies or sponsored agencies | $1,569,000 | 2,677 |
| 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) | $126,651,000 | 164 |
| Available-for-sale securities (fair market value) | $24,373,000 | 3,738 |
| Total debt securities | $151,024,000 | 958 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $3,107,000 | 120 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $166,691,000 | 866 |
| U.S. Government securities | $109,751,000 | 928 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $109,751,000 | 898 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $56,940,000 | 228 |
| 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 | $56,940,000 | 110 |
| 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 | $76,459,000 | 730 |
| Mortgage-backed securities | $108,546,000 | 680 |
| Certificates of participation in pools of residential mortgages | $106,905,000 | 418 |
| Issued or guaranteed by U.S. | $106,905,000 | 414 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,641,000 | 2,834 |
| CMOs issued by government agencies or sponsored agencies | $1,641,000 | 2,597 |
| 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) | $141,462,000 | 149 |
| Available-for-sale securities (fair market value) | $25,229,000 | 3,705 |
| Total debt securities | $166,691,000 | 856 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $2,848,000 | 122 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $173,738,000 | 842 |
| U.S. Government securities | $116,799,000 | 878 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $116,799,000 | 844 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $56,939,000 | 232 |
| 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 | $56,939,000 | 112 |
| 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 | $78,249,000 | 718 |
| Mortgage-backed securities | $115,551,000 | 625 |
| Certificates of participation in pools of residential mortgages | $113,831,000 | 386 |
| Issued or guaranteed by U.S. | $113,831,000 | 383 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,720,000 | 2,769 |
| CMOs issued by government agencies or sponsored agencies | $1,720,000 | 2,520 |
| 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) | $147,400,000 | 145 |
| Available-for-sale securities (fair market value) | $26,338,000 | 3,602 |
| Total debt securities | $173,738,000 | 831 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $2,804,000 | 116 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $183,295,000 | 763 |
| U.S. Government securities | $183,295,000 | 546 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $183,295,000 | 524 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| 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 | $79,534,000 | 691 |
| Mortgage-backed securities | $125,064,000 | 555 |
| Certificates of participation in pools of residential mortgages | $123,228,000 | 343 |
| Issued or guaranteed by U.S. | $123,228,000 | 341 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,836,000 | 2,688 |
| CMOs issued by government agencies or sponsored agencies | $1,836,000 | 2,434 |
| 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) | $156,139,000 | 134 |
| Available-for-sale securities (fair market value) | $27,156,000 | 3,430 |
| Total debt securities | $183,295,000 | 752 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $2,698,000 | 121 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $181,686,000 | 747 |
| U.S. Government securities | $181,686,000 | 525 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $181,686,000 | 501 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| 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 | $78,755,000 | 695 |
| Mortgage-backed securities | $126,341,000 | 543 |
| Certificates of participation in pools of residential mortgages | $124,374,000 | 326 |
| Issued or guaranteed by U.S. | $124,374,000 | 322 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,967,000 | 2,616 |
| CMOs issued by government agencies or sponsored agencies | $1,967,000 | 2,361 |
| 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) | $153,327,000 | 130 |
| Available-for-sale securities (fair market value) | $28,359,000 | 3,297 |
| Total debt securities | $181,686,000 | 736 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $1,466,000 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $188,122,000 | 716 |
| U.S. Government securities | $188,122,000 | 512 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $188,122,000 | 486 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,000,000 | 751 |
| Mortgage-backed securities | $136,622,000 | 493 |
| Certificates of participation in pools of residential mortgages | $134,565,000 | 295 |
| Issued or guaranteed by U.S. | $134,565,000 | 291 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,057,000 | 2,508 |
| CMOs issued by government agencies or sponsored agencies | $2,057,000 | 2,242 |
| 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) | $157,585,000 | 131 |
| Available-for-sale securities (fair market value) | $30,537,000 | 3,122 |
| Total debt securities | $188,122,000 | 705 |
| 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 | $191,758,000 | 698 |
| U.S. Government securities | $191,758,000 | 507 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $191,758,000 | 485 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,000,000 | 776 |
| Mortgage-backed securities | $147,221,000 | 476 |
| Certificates of participation in pools of residential mortgages | $144,858,000 | 299 |
| Issued or guaranteed by U.S. | $144,858,000 | 295 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,363,000 | 2,371 |
| CMOs issued by government agencies or sponsored agencies | $2,363,000 | 2,091 |
| 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) | $159,787,000 | 121 |
| Available-for-sale securities (fair market value) | $31,971,000 | 3,036 |
| Total debt securities | $191,758,000 | 686 |
| 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 | $185,685,000 | 701 |
| U.S. Government securities | $185,685,000 | 510 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $185,685,000 | 494 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,000,000 | 773 |
| Mortgage-backed securities | $157,585,000 | 447 |
| Certificates of participation in pools of residential mortgages | $155,179,000 | 287 |
| Issued or guaranteed by U.S. | $155,179,000 | 285 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,406,000 | 2,339 |
| CMOs issued by government agencies or sponsored agencies | $2,406,000 | 2,044 |
| 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) | $152,598,000 | 123 |
| Available-for-sale securities (fair market value) | $33,087,000 | 2,952 |
| Total debt securities | $185,685,000 | 689 |
| 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 | $182,831,000 | 709 |
| U.S. Government securities | $182,831,000 | 500 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $182,831,000 | 484 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,000,000 | 816 |
| Mortgage-backed securities | $169,302,000 | 436 |
| Certificates of participation in pools of residential mortgages | $166,847,000 | 278 |
| Issued or guaranteed by U.S. | $166,847,000 | 275 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,455,000 | 2,335 |
| CMOs issued by government agencies or sponsored agencies | $2,455,000 | 1,997 |
| 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) | $148,495,000 | 140 |
| Available-for-sale securities (fair market value) | $34,336,000 | 2,859 |
| Total debt securities | $182,831,000 | 691 |
| 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 | $184,545,000 | 687 |
| U.S. Government securities | $184,545,000 | 481 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $184,545,000 | 462 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,000,000 | 681 |
| Mortgage-backed securities | $176,979,000 | 423 |
| Certificates of participation in pools of residential mortgages | $174,307,000 | 271 |
| Issued or guaranteed by U.S. | $174,307,000 | 267 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,672,000 | 2,268 |
| CMOs issued by government agencies or sponsored agencies | $2,672,000 | 1,923 |
| 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) | $148,645,000 | 136 |
| Available-for-sale securities (fair market value) | $35,900,000 | 2,717 |
| Total debt securities | $184,545,000 | 670 |
| 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 | $177,354,000 | 710 |
| U.S. Government securities | $177,354,000 | 498 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $177,354,000 | 482 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,000,000 | 707 |
| Mortgage-backed securities | $175,749,000 | 429 |
| Certificates of participation in pools of residential mortgages | $172,895,000 | 294 |
| Issued or guaranteed by U.S. | $172,895,000 | 288 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,854,000 | 2,263 |
| CMOs issued by government agencies or sponsored agencies | $2,854,000 | 1,902 |
| 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) | $151,195,000 | 138 |
| Available-for-sale securities (fair market value) | $26,159,000 | 3,408 |
| Total debt securities | $177,354,000 | 693 |
| 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 | $169,139,000 | 724 |
| U.S. Government securities | $169,139,000 | 527 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $169,139,000 | 512 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,000,000 | 711 |
| Mortgage-backed securities | $167,490,000 | 421 |
| Certificates of participation in pools of residential mortgages | $164,636,000 | 289 |
| Issued or guaranteed by U.S. | $164,636,000 | 284 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,854,000 | 2,185 |
| CMOs issued by government agencies or sponsored agencies | $2,854,000 | 1,861 |
| 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) | $157,004,000 | 126 |
| Available-for-sale securities (fair market value) | $12,135,000 | 5,055 |
| Total debt securities | $169,139,000 | 712 |
| 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 | $172,091,000 | 689 |
| U.S. Government securities | $172,091,000 | 496 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $172,091,000 | 481 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $85,250,000 | 676 |
| Mortgage-backed securities | $170,374,000 | 399 |
| Certificates of participation in pools of residential mortgages | $167,520,000 | 275 |
| Issued or guaranteed by U.S. | $167,520,000 | 269 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,854,000 | 2,129 |
| CMOs issued by government agencies or sponsored agencies | $2,854,000 | 1,785 |
| 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) | $163,123,000 | 125 |
| Available-for-sale securities (fair market value) | $8,968,000 | 5,539 |
| Total debt securities | $172,091,000 | 679 |
| 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 | $179,152,000 | 664 |
| U.S. Government securities | $179,152,000 | 477 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $179,152,000 | 465 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,000,000 | 703 |
| Mortgage-backed securities | $177,387,000 | 391 |
| Certificates of participation in pools of residential mortgages | $174,527,000 | 266 |
| Issued or guaranteed by U.S. | $174,527,000 | 259 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,860,000 | 2,118 |
| CMOs issued by government agencies or sponsored agencies | $2,860,000 | 1,783 |
| 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) | $170,034,000 | 114 |
| Available-for-sale securities (fair market value) | $9,118,000 | 5,566 |
| Total debt securities | $179,152,000 | 649 |
| 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 | $162,457,000 | 738 |
| U.S. Government securities | $162,457,000 | 525 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $162,457,000 | 516 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,000,000 | 695 |
| Mortgage-backed securities | $157,591,000 | 418 |
| Certificates of participation in pools of residential mortgages | $157,556,000 | 289 |
| Issued or guaranteed by U.S. | $157,556,000 | 282 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $35,000 | 3,572 |
| CMOs issued by government agencies or sponsored agencies | $35,000 | 3,227 |
| 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) | $152,958,000 | 117 |
| Available-for-sale securities (fair market value) | $9,499,000 | 5,504 |
| Total debt securities | $162,457,000 | 714 |
| 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 | $146,787,000 | 815 |
| U.S. Government securities | $146,787,000 | 580 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $146,787,000 | 567 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,000,000 | 687 |
| Mortgage-backed securities | $144,875,000 | 417 |
| Certificates of participation in pools of residential mortgages | $144,819,000 | 283 |
| Issued or guaranteed by U.S. | $144,819,000 | 276 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $56,000 | 3,460 |
| CMOs issued by government agencies or sponsored agencies | $56,000 | 3,140 |
| 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) | $144,096,000 | 130 |
| Available-for-sale securities (fair market value) | $2,691,000 | 6,967 |
| Total debt securities | $146,787,000 | 797 |
| 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 | $158,324,000 | 743 |
| U.S. Government securities | $158,324,000 | 540 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $158,324,000 | 528 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,750,000 | 627 |
| Mortgage-backed securities | $149,244,000 | 396 |
| Certificates of participation in pools of residential mortgages | $149,168,000 | 262 |
| Issued or guaranteed by U.S. | $149,168,000 | 256 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $76,000 | 3,387 |
| CMOs issued by government agencies or sponsored agencies | $76,000 | 3,059 |
| 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) | $155,268,000 | 126 |
| Available-for-sale securities (fair market value) | $3,056,000 | 6,910 |
| Total debt securities | $158,324,000 | 724 |
| 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 | $165,315,000 | 710 |
| U.S. Government securities | $165,315,000 | 522 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $165,315,000 | 509 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,000,000 | 1,071 |
| Mortgage-backed securities | $155,836,000 | 397 |
| Certificates of participation in pools of residential mortgages | $155,742,000 | 258 |
| Issued or guaranteed by U.S. | $155,742,000 | 248 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $94,000 | 3,328 |
| CMOs issued by government agencies or sponsored agencies | $94,000 | 3,011 |
| 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) | $161,762,000 | 125 |
| Available-for-sale securities (fair market value) | $3,553,000 | 6,832 |
| Total debt securities | $165,315,000 | 696 |
| 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 | $172,399,000 | 708 |
| U.S. Government securities | $172,399,000 | 515 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $172,399,000 | 500 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,000,000 | 2,201 |
| Mortgage-backed securities | $162,204,000 | 386 |
| Certificates of participation in pools of residential mortgages | $162,087,000 | 258 |
| Issued or guaranteed by U.S. | $162,087,000 | 246 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $117,000 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $117,000 | 2,984 |
| 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) | $168,049,000 | 124 |
| Available-for-sale securities (fair market value) | $4,350,000 | 6,684 |
| Total debt securities | $172,399,000 | 695 |
| 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 | $177,983,000 | 698 |
| U.S. Government securities | $177,983,000 | 514 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $177,983,000 | 494 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,700,000 | 1,737 |
| Mortgage-backed securities | $167,668,000 | 372 |
| Certificates of participation in pools of residential mortgages | $167,525,000 | 252 |
| Issued or guaranteed by U.S. | $167,525,000 | 243 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $143,000 | 3,244 |
| CMOs issued by government agencies or sponsored agencies | $143,000 | 2,955 |
| 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) | $173,374,000 | 123 |
| Available-for-sale securities (fair market value) | $4,609,000 | 6,654 |
| Total debt securities | $177,983,000 | 686 |
| 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 | $184,828,000 | 695 |
| U.S. Government securities | $184,828,000 | 505 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $184,828,000 | 488 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,750,000 | 1,061 |
| Mortgage-backed securities | $174,366,000 | 361 |
| Certificates of participation in pools of residential mortgages | $174,195,000 | 248 |
| Issued or guaranteed by U.S. | $174,195,000 | 240 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $171,000 | 3,170 |
| CMOs issued by government agencies or sponsored agencies | $171,000 | 2,889 |
| 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) | $179,953,000 | 124 |
| Available-for-sale securities (fair market value) | $4,875,000 | 6,647 |
| Total debt securities | $184,828,000 | 675 |
| 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 | $185,943,000 | 690 |
| U.S. Government securities | $185,943,000 | 516 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $185,943,000 | 496 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,000,000 | 1,298 |
| Mortgage-backed securities | $180,131,000 | 361 |
| Certificates of participation in pools of residential mortgages | $179,929,000 | 252 |
| Issued or guaranteed by U.S. | $179,929,000 | 245 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $202,000 | 3,136 |
| CMOs issued by government agencies or sponsored agencies | $202,000 | 2,838 |
| 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) | $180,589,000 | 127 |
| Available-for-sale securities (fair market value) | $5,354,000 | 6,533 |
| Total debt securities | $185,943,000 | 671 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $179,385,000 | 728 |
| U.S. Government securities | $179,385,000 | 549 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $179,385,000 | 531 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,829,000 | 1,745 |
| Mortgage-backed securities | $175,518,000 | 379 |
| Certificates of participation in pools of residential mortgages | $175,285,000 | 263 |
| Issued or guaranteed by U.S. | $175,285,000 | 256 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $233,000 | 3,110 |
| CMOs issued by government agencies or sponsored agencies | $233,000 | 2,808 |
| 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) | $173,819,000 | 137 |
| Available-for-sale securities (fair market value) | $5,566,000 | 6,535 |
| Total debt securities | $179,385,000 | 710 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $186,272,000 | 697 |
| U.S. Government securities | $186,272,000 | 541 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $186,272,000 | 522 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,091,000 | 1,509 |
| Mortgage-backed securities | $182,343,000 | 372 |
| Certificates of participation in pools of residential mortgages | $182,072,000 | 259 |
| Issued or guaranteed by U.S. | $182,072,000 | 254 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $271,000 | 3,072 |
| CMOs issued by government agencies or sponsored agencies | $271,000 | 2,784 |
| 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) | $180,467,000 | 134 |
| Available-for-sale securities (fair market value) | $5,805,000 | 6,530 |
| Total debt securities | $186,272,000 | 680 |
| 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 | $189,992,000 | 674 |
| U.S. Government securities | $189,992,000 | 531 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $189,992,000 | 506 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,892,000 | 1,403 |
| Mortgage-backed securities | $185,998,000 | 371 |
| Certificates of participation in pools of residential mortgages | $185,679,000 | 254 |
| Issued or guaranteed by U.S. | $185,679,000 | 249 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $319,000 | 3,052 |
| CMOs issued by government agencies or sponsored agencies | $319,000 | 2,759 |
| 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) | $183,893,000 | 136 |
| Available-for-sale securities (fair market value) | $6,099,000 | 6,459 |
| Total debt securities | $189,992,000 | 658 |
| 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 | $197,715,000 | 656 |
| U.S. Government securities | $197,715,000 | 520 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $197,715,000 | 497 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,173,000 | 1,097 |
| Mortgage-backed securities | $193,652,000 | 368 |
| Certificates of participation in pools of residential mortgages | $193,260,000 | 258 |
| Issued or guaranteed by U.S. | $193,260,000 | 251 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $392,000 | 3,028 |
| CMOs issued by government agencies or sponsored agencies | $392,000 | 2,746 |
| 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) | $191,326,000 | 129 |
| Available-for-sale securities (fair market value) | $6,389,000 | 6,419 |
| Total debt securities | $197,715,000 | 640 |
| 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 | $207,637,000 | 634 |
| U.S. Government securities | $207,637,000 | 504 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $207,637,000 | 479 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,625,000 | 1,279 |
| Mortgage-backed securities | $202,264,000 | 360 |
| Certificates of participation in pools of residential mortgages | $201,800,000 | 251 |
| Issued or guaranteed by U.S. | $201,800,000 | 245 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $464,000 | 3,017 |
| CMOs issued by government agencies or sponsored agencies | $464,000 | 2,745 |
| 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) | $200,770,000 | 124 |
| Available-for-sale securities (fair market value) | $6,867,000 | 6,357 |
| Total debt securities | $207,637,000 | 615 |
| 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 | $208,536,000 | 642 |
| U.S. Government securities | $208,536,000 | 511 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $208,536,000 | 488 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,740,000 | 1,267 |
| Mortgage-backed securities | $202,954,000 | 366 |
| Certificates of participation in pools of residential mortgages | $202,420,000 | 255 |
| Issued or guaranteed by U.S. | $202,420,000 | 249 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $534,000 | 2,961 |
| CMOs issued by government agencies or sponsored agencies | $534,000 | 2,697 |
| 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) | $201,258,000 | 128 |
| Available-for-sale securities (fair market value) | $7,278,000 | 6,290 |
| Total debt securities | $208,536,000 | 624 |
| 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 | $193,448,000 | 689 |
| U.S. Government securities | $193,448,000 | 552 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $193,448,000 | 528 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,861,000 | 1,149 |
| Mortgage-backed securities | $187,748,000 | 391 |
| Certificates of participation in pools of residential mortgages | $187,146,000 | 276 |
| Issued or guaranteed by U.S. | $187,146,000 | 270 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $602,000 | 2,936 |
| CMOs issued by government agencies or sponsored agencies | $602,000 | 2,680 |
| 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) | $185,852,000 | 135 |
| Available-for-sale securities (fair market value) | $7,596,000 | 6,249 |
| Total debt securities | $193,448,000 | 668 |
| 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 | $199,757,000 | 670 |
| U.S. Government securities | $199,757,000 | 546 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $199,757,000 | 524 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,962,000 | 936 |
| Mortgage-backed securities | $193,923,000 | 391 |
| Certificates of participation in pools of residential mortgages | $193,232,000 | 272 |
| Issued or guaranteed by U.S. | $193,232,000 | 264 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $691,000 | 2,926 |
| CMOs issued by government agencies or sponsored agencies | $691,000 | 2,677 |
| 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) | $191,858,000 | 130 |
| Available-for-sale securities (fair market value) | $7,899,000 | 6,262 |
| Total debt securities | $199,757,000 | 652 |
| 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 | $193,981,000 | 697 |
| U.S. Government securities | $193,980,000 | 554 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $193,980,000 | 535 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $1,000 | 3,820 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,343 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,847,000 | 960 |
| Mortgage-backed securities | $187,962,000 | 413 |
| Certificates of participation in pools of residential mortgages | $186,900,000 | 278 |
| Issued or guaranteed by U.S. | $186,899,000 | 270 |
| Privately issued | $1,000 | 228 |
| Collaterized mortgage obligations | $1,062,000 | 2,719 |
| CMOs issued by government agencies or sponsored agencies | $1,062,000 | 2,463 |
| 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) | $185,590,000 | 132 |
| Available-for-sale securities (fair market value) | $8,391,000 | 6,148 |
| Total debt securities | $193,981,000 | 682 |
| 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 | $197,214,000 | 696 |
| U.S. Government securities | $197,213,000 | 567 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $197,213,000 | 551 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $1,000 | 3,873 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,209 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,193,000 | 994 |
| Mortgage-backed securities | $189,947,000 | 411 |
| Certificates of participation in pools of residential mortgages | $188,575,000 | 288 |
| Issued or guaranteed by U.S. | $188,574,000 | 281 |
| Privately issued | $1,000 | 246 |
| Collaterized mortgage obligations | $1,372,000 | 2,566 |
| CMOs issued by government agencies or sponsored agencies | $1,372,000 | 2,435 |
| 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) | $189,446,000 | 117 |
| Available-for-sale securities (fair market value) | $7,768,000 | 6,307 |
| Total debt securities | $197,214,000 | 676 |
| 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 | $212,119,000 | 653 |
| U.S. Government securities | $212,118,000 | 535 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $212,118,000 | 514 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $1,000 | 3,984 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,293 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,026,000 | 1,064 |
| Mortgage-backed securities | $203,694,000 | 384 |
| Certificates of participation in pools of residential mortgages | $201,607,000 | 263 |
| Issued or guaranteed by U.S. | $201,606,000 | 255 |
| Privately issued | $1,000 | 252 |
| Collaterized mortgage obligations | $2,087,000 | 2,269 |
| CMOs issued by government agencies or sponsored agencies | $2,087,000 | 2,139 |
| 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) | $203,945,000 | 117 |
| Available-for-sale securities (fair market value) | $8,174,000 | 6,170 |
| Total debt securities | $212,119,000 | 639 |
| 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 | $215,824,000 | 639 |
| U.S. Government securities | $215,823,000 | 510 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $215,823,000 | 493 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $1,000 | 4,038 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,349 |
| 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 | $16,009,000 | 2,164 |
| Mortgage-backed securities | $205,268,000 | 382 |
| Certificates of participation in pools of residential mortgages | $198,519,000 | 269 |
| Issued or guaranteed by U.S. | $198,518,000 | 260 |
| Privately issued | $1,000 | 253 |
| Collaterized mortgage obligations | $6,749,000 | 1,508 |
| CMOs issued by government agencies or sponsored agencies | $6,749,000 | 1,410 |
| 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) | $206,085,000 | 110 |
| Available-for-sale securities (fair market value) | $9,739,000 | 5,788 |
| Total debt securities | $215,824,000 | 619 |
| 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 | $198,069,000 | 677 |
| U.S. Government securities | $198,068,000 | 540 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $198,068,000 | 516 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $1,000 | 4,103 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,374 |
| 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 | $11,560,000 | 2,780 |
| Mortgage-backed securities | $185,074,000 | 412 |
| Certificates of participation in pools of residential mortgages | $171,408,000 | 293 |
| Issued or guaranteed by U.S. | $171,407,000 | 288 |
| Privately issued | $1,000 | 252 |
| Collaterized mortgage obligations | $13,666,000 | 1,055 |
| CMOs issued by government agencies or sponsored agencies | $13,666,000 | 971 |
| 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) | $187,631,000 | 125 |
| Available-for-sale securities (fair market value) | $10,438,000 | 5,639 |
| Total debt securities | $198,069,000 | 657 |
| 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 | $173,840,000 | 728 |
| U.S. Government securities | $173,838,000 | 573 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $173,838,000 | 554 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $2,000 | 4,124 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,380 |
| 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 | $13,545,000 | 2,489 |
| Mortgage-backed securities | $160,663,000 | 437 |
| Certificates of participation in pools of residential mortgages | $146,664,000 | 313 |
| Issued or guaranteed by U.S. | $146,662,000 | 310 |
| Privately issued | $2,000 | 245 |
| Collaterized mortgage obligations | $13,999,000 | 1,034 |
| CMOs issued by government agencies or sponsored agencies | $13,999,000 | 963 |
| 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) | $163,018,000 | 131 |
| Available-for-sale securities (fair market value) | $10,822,000 | 5,548 |
| Total debt securities | $173,840,000 | 703 |
| 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 | $164,278,000 | 705 |
| U.S. Government securities | $164,273,000 | 538 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $164,273,000 | 511 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $5,000 | 4,171 |
| Privately issued residential mortgage-backed securities | $5,000 | 1,448 |
| 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 | $9,207,000 | 3,144 |
| Mortgage-backed securities | $148,876,000 | 422 |
| Certificates of participation in pools of residential mortgages | $124,682,000 | 307 |
| Issued or guaranteed by U.S. | $124,677,000 | 303 |
| Privately issued | $5,000 | 248 |
| Collaterized mortgage obligations | $24,194,000 | 733 |
| CMOs issued by government agencies or sponsored agencies | $24,194,000 | 659 |
| 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) | $153,293,000 | 135 |
| Available-for-sale securities (fair market value) | $10,985,000 | 5,387 |
| Total debt securities | $164,278,000 | 690 |
| 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 | $167,535,000 | 672 |
| U.S. Government securities | $163,898,000 | 524 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $163,898,000 | 492 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $13,000 | 3,858 |
| Privately issued residential mortgage-backed securities | $13,000 | 1,381 |
| 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 | $3,624,000 | 1,067 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $135,207,000 | 400 |
| Certificates of participation in pools of residential mortgages | $111,720,000 | 298 |
| Issued or guaranteed by U.S. | $111,707,000 | 293 |
| Privately issued | $13,000 | 286 |
| Collaterized mortgage obligations | $23,487,000 | 610 |
| CMOs issued by government agencies or sponsored agencies | $23,487,000 | 550 |
| 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) | $157,400,000 | 175 |
| Available-for-sale securities (fair market value) | $10,135,000 | 5,695 |
| Total debt securities | $163,911,000 | 645 |
| 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 | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $165,499,000 | 717 |
| U.S. Government securities | $161,888,000 | 567 |
| U.S. Treasury securities | $2,999,000 | 2,206 |
| U.S. Government agency obligations | $158,889,000 | 521 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $19,000 | 3,795 |
| Privately issued residential mortgage-backed securities | $19,000 | 1,437 |
| 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 | $3,592,000 | 1,054 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $134,598,000 | 425 |
| Certificates of participation in pools of residential mortgages | $114,388,000 | 314 |
| Issued or guaranteed by U.S. | $114,369,000 | 308 |
| Privately issued | $19,000 | 279 |
| Collaterized mortgage obligations | $20,210,000 | 730 |
| CMOs issued by government agencies or sponsored agencies | $20,210,000 | 658 |
| 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) | $158,630,000 | 180 |
| Available-for-sale securities (fair market value) | $6,869,000 | 6,807 |
| Total debt securities | $161,907,000 | 699 |
| 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 | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $157,962,000 | 758 |
| U.S. Government securities | $154,514,000 | 607 |
| U.S. Treasury securities | $11,995,000 | 1,100 |
| U.S. Government agency obligations | $142,519,000 | 567 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $29,000 | 3,752 |
| Privately issued residential mortgage-backed securities | $29,000 | 1,462 |
| 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 | $0 | 363 |
| Equity securities | $3,419,000 | 1,063 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $127,559,000 | 466 |
| Certificates of participation in pools of residential mortgages | $123,692,000 | 326 |
| Issued or guaranteed by U.S. | $123,663,000 | 317 |
| Privately issued | $29,000 | 313 |
| Collaterized mortgage obligations | $3,867,000 | 1,983 |
| CMOs issued by government agencies or sponsored agencies | $3,867,000 | 1,869 |
| 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) | $152,554,000 | 199 |
| Available-for-sale securities (fair market value) | $5,408,000 | 7,218 |
| Total debt securities | $154,543,000 | 743 |
| 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 | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $162,359,000 | 747 |
| U.S. Government securities | $159,433,000 | 630 |
| U.S. Treasury securities | $15,991,000 | 1,170 |
| U.S. Government agency obligations | $143,442,000 | 571 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $42,000 | 3,566 |
| Privately issued residential mortgage-backed securities | $42,000 | 1,434 |
| 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 | $0 | 390 |
| Equity securities | $2,884,000 | 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 | $1,998,000 | 6,512 |
| Mortgage-backed securities | $129,397,000 | 477 |
| Certificates of participation in pools of residential mortgages | $129,397,000 | 331 |
| Issued or guaranteed by U.S. | $129,355,000 | 323 |
| Privately issued | $42,000 | 353 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| 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) | $156,274,000 | 237 |
| Available-for-sale securities (fair market value) | $6,085,000 | 7,036 |
| Total debt securities | $159,475,000 | 735 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $115,332,000 | 1,038 |
| U.S. Government securities | $112,490,000 | 897 |
| U.S. Treasury securities | $22,992,000 | 1,020 |
| U.S. Government agency obligations | $89,498,000 | 853 |
| Securities issued by states & political subdivisions | $75,000 | 8,369 |
| Other domestic debt securities | $58,000 | 4,028 |
| Privately issued residential mortgage-backed securities | $58,000 | 1,710 |
| 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 | $0 | 466 |
| Equity securities | $2,709,000 | 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 | $1,999,000 | 6,741 |
| Mortgage-backed securities | $85,915,000 | 646 |
| Certificates of participation in pools of residential mortgages | $85,915,000 | 460 |
| Issued or guaranteed by U.S. | $85,857,000 | 453 |
| Privately issued | $58,000 | 418 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| 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) | $108,982,000 | 365 |
| Available-for-sale securities (fair market value) | $6,350,000 | 7,234 |
| Total debt securities | $112,646,000 | 1,022 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $120,024,000 | 1,046 |
| U.S. Government securities | $117,396,000 | 893 |
| U.S. Treasury securities | $28,998,000 | 969 |
| U.S. Government agency obligations | $88,398,000 | 868 |
| Securities issued by states & political subdivisions | $75,000 | 8,725 |
| Other domestic debt securities | $73,000 | 4,647 |
| Privately issued residential mortgage-backed securities | $73,000 | 2,001 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $2,480,000 | 1,232 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 6,870 |
| Mortgage-backed securities | $86,400,000 | 674 |
| Certificates of participation in pools of residential mortgages | $86,400,000 | 459 |
| Issued or guaranteed by U.S. | $86,327,000 | 446 |
| Privately issued | $73,000 | 470 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| 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) | $115,473,000 | 363 |
| Available-for-sale securities (fair market value) | $4,551,000 | 8,257 |
| Total debt securities | $117,544,000 | 1,029 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| 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 | $110,990,000 | 1,178 |
| U.S. Government securities | $108,591,000 | 992 |
| U.S. Treasury securities | $29,013,000 | 1,192 |
| U.S. Government agency obligations | $79,578,000 | 923 |
| Securities issued by states & political subdivisions | $75,000 | 9,201 |
| Other domestic debt securities | $90,000 | 5,168 |
| Privately issued residential mortgage-backed securities | $90,000 | 2,208 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $2,234,000 | 1,192 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $79,668,000 | 742 |
| Certificates of participation in pools of residential mortgages | $79,668,000 | 512 |
| Issued or guaranteed by U.S. | $79,578,000 | 494 |
| Privately issued | $90,000 | 464 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| 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) | $108,756,000 | 701 |
| Available-for-sale securities (fair market value) | $2,234,000 | 8,656 |
| Total debt securities | $108,756,000 | 1,173 |
| 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 | $85,829,000 | 1,596 |
| U.S. Government securities | $83,416,000 | 1,332 |
| U.S. Treasury securities | $26,034,000 | 1,442 |
| U.S. Government agency obligations | $57,382,000 | 1,271 |
| Securities issued by states & political subdivisions | $75,000 | 9,446 |
| Other domestic debt securities | $121,000 | 5,657 |
| Privately issued residential mortgage-backed securities | $121,000 | 2,617 |
| 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 | $0 | 649 |
| Equity securities | $2,217,000 | 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 | $0 | 10,569 |
| Mortgage-backed securities | $57,503,000 | 1,012 |
| Certificates of participation in pools of residential mortgages | $57,503,000 | 652 |
| Issued or guaranteed by U.S. | $57,382,000 | 623 |
| Privately issued | $121,000 | 580 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| 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 | $83,612,000 | 1,592 |
| 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 | $81,801,000 | 1,644 |
| U.S. Government securities | $78,693,000 | 1,384 |
| U.S. Treasury securities | $22,066,000 | 1,690 |
| U.S. Government agency obligations | $56,627,000 | 1,250 |
| Securities issued by states & political subdivisions | $75,000 | 9,452 |
| Other domestic debt securities | $2,923,000 | 2,386 |
| Privately issued residential mortgage-backed securities | $170,000 | 3,191 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,753,000 | 1,722 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-110,000 | 1,483 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $56,797,000 | 1,021 |
| Certificates of participation in pools of residential mortgages | $56,797,000 | 674 |
| Issued or guaranteed by U.S. | $56,627,000 | 644 |
| Privately issued | $170,000 | 635 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| 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 | $81,691,000 | 1,605 |
| 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 |