Home > Heritage Southeast Bank > Securities
Heritage Southeast Bank, Securities
| 2022-12-31 | Rank | |
| Total securities | $171,423,000 | 1,218 |
| U.S. Government securities | $28,580,000 | 2,669 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $28,580,000 | 2,231 |
| Securities issued by states & political subdivisions | $21,043,000 | 1,879 |
| Other domestic debt securities | $121,800,000 | 244 |
| Privately issued residential mortgage-backed securities | $119,478,000 | 62 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $2,322,000 | 1,337 |
| 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 | $34,688,000 | 1,599 |
| Mortgage-backed securities | $147,991,000 | 606 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,815 |
| Privately issued | $119,478,000 | 5 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,223,000 | 1,352 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,760,000 | 700 |
| Other commercial mortgage-backed securities | $17,530,000 | 381 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $171,423,000 | 1,064 |
| Total debt securities | $171,424,000 | 1,205 |
| 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 | $178,704,000 | 1,180 |
| U.S. Government securities | $30,490,000 | 2,624 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $30,490,000 | 2,187 |
| Securities issued by states & political subdivisions | $21,060,000 | 1,882 |
| Other domestic debt securities | $127,154,000 | 228 |
| Privately issued residential mortgage-backed securities | $124,793,000 | 65 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $2,361,000 | 1,330 |
| 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 | $37,639,000 | 1,454 |
| Mortgage-backed securities | $155,216,000 | 590 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,845 |
| Privately issued | $124,793,000 | 5 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,557,000 | 1,340 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,790,000 | 704 |
| Other commercial mortgage-backed securities | $19,076,000 | 392 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $178,704,000 | 1,031 |
| Total debt securities | $178,704,000 | 1,168 |
| 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 | $192,982,000 | 1,103 |
| U.S. Government securities | $33,033,000 | 2,549 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $33,033,000 | 2,143 |
| Securities issued by states & political subdivisions | $22,536,000 | 1,859 |
| Other domestic debt securities | $137,413,000 | 206 |
| Privately issued residential mortgage-backed securities | $134,977,000 | 65 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $2,436,000 | 1,320 |
| 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 | $25,586,000 | 1,842 |
| Mortgage-backed securities | $167,780,000 | 576 |
| Certificates of participation in pools of residential mortgages | $134,977,000 | 432 |
| Issued or guaranteed by U.S. | $0 | 3,877 |
| Privately issued | $134,977,000 | 6 |
| Collaterized mortgage obligations | $7,109,000 | 1,390 |
| CMOs issued by government agencies or sponsored agencies | $7,109,000 | 1,320 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $25,694,000 | 518 |
| Commercial mortgage pass-through securities | $5,279,000 | 680 |
| Other commercial mortgage-backed securities | $20,415,000 | 416 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $192,982,000 | 977 |
| Total debt securities | $192,983,000 | 1,091 |
| 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 | $188,954,000 | 1,132 |
| U.S. Government securities | $29,202,000 | 2,654 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $29,202,000 | 2,288 |
| Securities issued by states & political subdivisions | $24,038,000 | 1,797 |
| Other domestic debt securities | $135,714,000 | 205 |
| Privately issued residential mortgage-backed securities | $133,756,000 | 62 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $1,958,000 | 1,401 |
| 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 | $34,500,000 | 1,479 |
| Mortgage-backed securities | $162,727,000 | 590 |
| Certificates of participation in pools of residential mortgages | $133,756,000 | 457 |
| Issued or guaranteed by U.S. | $0 | 3,898 |
| Privately issued | $133,756,000 | 6 |
| Collaterized mortgage obligations | $6,424,000 | 1,457 |
| CMOs issued by government agencies or sponsored agencies | $6,424,000 | 1,387 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $22,547,000 | 577 |
| Commercial mortgage pass-through securities | $5,366,000 | 687 |
| Other commercial mortgage-backed securities | $17,181,000 | 455 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $188,954,000 | 1,018 |
| Total debt securities | $188,956,000 | 1,119 |
| 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 | $197,309,000 | 1,059 |
| U.S. Government securities | $37,544,000 | 2,193 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $37,544,000 | 1,980 |
| Securities issued by states & political subdivisions | $26,043,000 | 1,762 |
| Other domestic debt securities | $133,722,000 | 200 |
| Privately issued residential mortgage-backed securities | $131,697,000 | 58 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $2,025,000 | 1,310 |
| 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 | $28,267,000 | 1,670 |
| Mortgage-backed securities | $168,964,000 | 574 |
| Certificates of participation in pools of residential mortgages | $131,697,000 | 471 |
| Issued or guaranteed by U.S. | $0 | 3,918 |
| Privately issued | $131,697,000 | 8 |
| Collaterized mortgage obligations | $7,628,000 | 1,347 |
| CMOs issued by government agencies or sponsored agencies | $7,628,000 | 1,292 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $29,639,000 | 484 |
| Commercial mortgage pass-through securities | $11,205,000 | 464 |
| Other commercial mortgage-backed securities | $18,434,000 | 433 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $197,309,000 | 963 |
| Total debt securities | $197,310,000 | 1,046 |
| 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 | $171,804,000 | 1,127 |
| U.S. Government securities | $40,511,000 | 2,037 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $40,511,000 | 1,868 |
| Securities issued by states & political subdivisions | $25,070,000 | 1,772 |
| Other domestic debt securities | $106,223,000 | 221 |
| Privately issued residential mortgage-backed securities | $104,198,000 | 57 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $2,025,000 | 1,248 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,299,000 | 1,204 |
| Mortgage-backed securities | $144,430,000 | 640 |
| Certificates of participation in pools of residential mortgages | $104,198,000 | 538 |
| Issued or guaranteed by U.S. | $0 | 3,975 |
| Privately issued | $104,198,000 | 9 |
| Collaterized mortgage obligations | $8,555,000 | 1,268 |
| CMOs issued by government agencies or sponsored agencies | $8,555,000 | 1,225 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $31,677,000 | 456 |
| Commercial mortgage pass-through securities | $11,414,000 | 455 |
| Other commercial mortgage-backed securities | $20,263,000 | 405 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $171,804,000 | 1,037 |
| Total debt securities | $171,804,000 | 1,115 |
| 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 | $173,606,000 | 1,066 |
| U.S. Government securities | $49,785,000 | 1,740 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $49,785,000 | 1,588 |
| Securities issued by states & political subdivisions | $25,046,000 | 1,740 |
| Other domestic debt securities | $98,775,000 | 228 |
| Privately issued residential mortgage-backed securities | $96,775,000 | 56 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $2,000,000 | 1,198 |
| 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 | $113,219,000 | 582 |
| Mortgage-backed securities | $145,992,000 | 598 |
| Certificates of participation in pools of residential mortgages | $96,775,000 | 538 |
| Issued or guaranteed by U.S. | $0 | 3,990 |
| Privately issued | $96,775,000 | 13 |
| Collaterized mortgage obligations | $12,558,000 | 1,000 |
| CMOs issued by government agencies or sponsored agencies | $12,558,000 | 965 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $36,659,000 | 404 |
| Commercial mortgage pass-through securities | $15,887,000 | 357 |
| Other commercial mortgage-backed securities | $20,772,000 | 384 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $173,606,000 | 979 |
| Total debt securities | $173,607,000 | 1,053 |
| 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 | $174,785,000 | 982 |
| U.S. Government securities | $57,678,000 | 1,478 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $57,678,000 | 1,374 |
| Securities issued by states & political subdivisions | $24,717,000 | 1,709 |
| Other domestic debt securities | $92,390,000 | 214 |
| Privately issued residential mortgage-backed securities | $90,390,000 | 53 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $2,000,000 | 1,131 |
| 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 | $115,538,000 | 545 |
| Mortgage-backed securities | $147,499,000 | 565 |
| Certificates of participation in pools of residential mortgages | $90,390,000 | 539 |
| Issued or guaranteed by U.S. | $0 | 3,983 |
| Privately issued | $90,390,000 | 13 |
| Collaterized mortgage obligations | $19,210,000 | 767 |
| CMOs issued by government agencies or sponsored agencies | $19,210,000 | 729 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $37,899,000 | 379 |
| Commercial mortgage pass-through securities | $15,890,000 | 343 |
| Other commercial mortgage-backed securities | $22,009,000 | 352 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $174,785,000 | 902 |
| Total debt securities | $174,786,000 | 971 |
| 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 | $169,329,000 | 931 |
| U.S. Government securities | $67,957,000 | 1,185 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $67,957,000 | 1,108 |
| Securities issued by states & political subdivisions | $25,629,000 | 1,618 |
| Other domestic debt securities | $75,743,000 | 226 |
| Privately issued residential mortgage-backed securities | $74,243,000 | 59 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $1,500,000 | 1,196 |
| 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 | $102,190,000 | 585 |
| Mortgage-backed securities | $141,339,000 | 538 |
| Certificates of participation in pools of residential mortgages | $74,243,000 | 564 |
| Issued or guaranteed by U.S. | $0 | 3,991 |
| Privately issued | $74,243,000 | 12 |
| Collaterized mortgage obligations | $26,828,000 | 617 |
| CMOs issued by government agencies or sponsored agencies | $26,828,000 | 588 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $40,268,000 | 347 |
| Commercial mortgage pass-through securities | $16,632,000 | 310 |
| Other commercial mortgage-backed securities | $23,636,000 | 318 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $169,329,000 | 843 |
| Total debt securities | $169,329,000 | 916 |
| 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 | $157,045,000 | 928 |
| U.S. Government securities | $77,135,000 | 1,014 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $77,135,000 | 959 |
| Securities issued by states & political subdivisions | $25,594,000 | 1,503 |
| Other domestic debt securities | $54,316,000 | 277 |
| Privately issued residential mortgage-backed securities | $52,816,000 | 74 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $1,500,000 | 1,161 |
| 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 | $90,756,000 | 647 |
| Mortgage-backed securities | $129,097,000 | 547 |
| Certificates of participation in pools of residential mortgages | $52,816,000 | 695 |
| Issued or guaranteed by U.S. | $0 | 3,999 |
| Privately issued | $52,816,000 | 17 |
| Collaterized mortgage obligations | $33,796,000 | 529 |
| CMOs issued by government agencies or sponsored agencies | $33,796,000 | 494 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $42,485,000 | 322 |
| Commercial mortgage pass-through securities | $16,776,000 | 298 |
| Other commercial mortgage-backed securities | $25,709,000 | 294 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $157,045,000 | 837 |
| Total debt securities | $157,046,000 | 915 |
| 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 | $131,429,000 | 1,058 |
| U.S. Government securities | $88,383,000 | 897 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $88,383,000 | 842 |
| Securities issued by states & political subdivisions | $19,439,000 | 1,716 |
| Other domestic debt securities | $23,607,000 | 461 |
| Privately issued residential mortgage-backed securities | $22,607,000 | 121 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,000,000 | 1,249 |
| 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 | $100,259,000 | 600 |
| Mortgage-backed securities | $109,897,000 | 620 |
| Certificates of participation in pools of residential mortgages | $22,607,000 | 1,264 |
| Issued or guaranteed by U.S. | $0 | 4,016 |
| Privately issued | $22,607,000 | 38 |
| Collaterized mortgage obligations | $43,865,000 | 460 |
| CMOs issued by government agencies or sponsored agencies | $43,865,000 | 426 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $43,425,000 | 306 |
| Commercial mortgage pass-through securities | $17,023,000 | 289 |
| Other commercial mortgage-backed securities | $26,402,000 | 290 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $131,429,000 | 963 |
| Total debt securities | $131,429,000 | 1,037 |
| 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 | $133,520,000 | 1,012 |
| U.S. Government securities | $96,897,000 | 855 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $96,897,000 | 808 |
| Securities issued by states & political subdivisions | $12,083,000 | 2,116 |
| Other domestic debt securities | $24,540,000 | 433 |
| Privately issued residential mortgage-backed securities | $24,540,000 | 120 |
| 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 | $116,153,000 | 503 |
| Mortgage-backed securities | $120,349,000 | 588 |
| Certificates of participation in pools of residential mortgages | $24,540,000 | 1,187 |
| Issued or guaranteed by U.S. | $0 | 4,042 |
| Privately issued | $24,540,000 | 39 |
| Collaterized mortgage obligations | $50,866,000 | 419 |
| CMOs issued by government agencies or sponsored agencies | $50,866,000 | 392 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $44,943,000 | 294 |
| Commercial mortgage pass-through securities | $20,795,000 | 238 |
| Other commercial mortgage-backed securities | $24,148,000 | 307 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $133,520,000 | 912 |
| Total debt securities | $133,520,000 | 998 |
| 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 | $125,479,000 | 1,051 |
| U.S. Government securities | $97,854,000 | 862 |
| U.S. Treasury securities | $28,100,000 | 225 |
| U.S. Government agency obligations | $69,754,000 | 1,047 |
| Securities issued by states & political subdivisions | $2,418,000 | 3,468 |
| Other domestic debt securities | $25,207,000 | 407 |
| Privately issued residential mortgage-backed securities | $25,207,000 | 105 |
| 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 | $116,143,000 | 494 |
| Mortgage-backed securities | $92,732,000 | 711 |
| Certificates of participation in pools of residential mortgages | $25,207,000 | 1,136 |
| Issued or guaranteed by U.S. | $0 | 4,080 |
| Privately issued | $25,207,000 | 30 |
| Collaterized mortgage obligations | $20,510,000 | 799 |
| CMOs issued by government agencies or sponsored agencies | $20,510,000 | 770 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $47,015,000 | 287 |
| Commercial mortgage pass-through securities | $24,055,000 | 223 |
| Other commercial mortgage-backed securities | $22,960,000 | 300 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $125,479,000 | 944 |
| Total debt securities | $125,479,000 | 1,036 |
| 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 | $104,265,000 | 1,219 |
| U.S. Government securities | $85,310,000 | 966 |
| U.S. Treasury securities | $34,068,000 | 191 |
| U.S. Government agency obligations | $51,242,000 | 1,342 |
| Securities issued by states & political subdivisions | $501,000 | 4,110 |
| Other domestic debt securities | $18,454,000 | 450 |
| Privately issued residential mortgage-backed securities | $18,454,000 | 116 |
| 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 | $73,187,000 | 709 |
| Mortgage-backed securities | $67,466,000 | 883 |
| Certificates of participation in pools of residential mortgages | $18,454,000 | 1,362 |
| Issued or guaranteed by U.S. | $0 | 4,115 |
| Privately issued | $18,454,000 | 39 |
| Collaterized mortgage obligations | $14,252,000 | 975 |
| CMOs issued by government agencies or sponsored agencies | $14,252,000 | 941 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $34,760,000 | 337 |
| Commercial mortgage pass-through securities | $19,318,000 | 263 |
| Other commercial mortgage-backed securities | $15,442,000 | 363 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $104,265,000 | 1,109 |
| Total debt securities | $104,265,000 | 1,198 |
| 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 | $47,446,000 | 2,228 |
| U.S. Government securities | $46,945,000 | 1,545 |
| U.S. Treasury securities | $33,044,000 | 203 |
| U.S. Government agency obligations | $13,901,000 | 2,936 |
| Securities issued by states & political subdivisions | $501,000 | 4,155 |
| 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 | $44,037,000 | 1,091 |
| Mortgage-backed securities | $11,907,000 | 2,451 |
| Certificates of participation in pools of residential mortgages | $804,000 | 3,642 |
| Issued or guaranteed by U.S. | $804,000 | 3,566 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $11,103,000 | 1,114 |
| CMOs issued by government agencies or sponsored agencies | $11,103,000 | 1,078 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $4,548,000 | 1,056 |
| Available-for-sale securities (fair market value) | $42,898,000 | 2,209 |
| Total debt securities | $47,446,000 | 2,209 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $46,626,000 | 2,292 |
| U.S. Government securities | $46,126,000 | 1,565 |
| U.S. Treasury securities | $31,857,000 | 215 |
| U.S. Government agency obligations | $14,269,000 | 2,931 |
| Securities issued by states & political subdivisions | $500,000 | 4,218 |
| 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 | $44,464,000 | 1,086 |
| Mortgage-backed securities | $12,284,000 | 2,414 |
| Certificates of participation in pools of residential mortgages | $818,000 | 3,669 |
| Issued or guaranteed by U.S. | $818,000 | 3,585 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $11,466,000 | 1,096 |
| CMOs issued by government agencies or sponsored agencies | $11,466,000 | 1,055 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $4,755,000 | 1,056 |
| Available-for-sale securities (fair market value) | $41,871,000 | 2,259 |
| Total debt securities | $46,625,000 | 2,274 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $47,917,000 | 2,264 |
| U.S. Government securities | $47,417,000 | 1,538 |
| U.S. Treasury securities | $32,747,000 | 205 |
| U.S. Government agency obligations | $14,670,000 | 2,933 |
| Securities issued by states & political subdivisions | $500,000 | 4,261 |
| 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 | $43,075,000 | 1,129 |
| Mortgage-backed securities | $12,694,000 | 2,391 |
| Certificates of participation in pools of residential mortgages | $839,000 | 3,684 |
| Issued or guaranteed by U.S. | $839,000 | 3,612 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $11,855,000 | 1,066 |
| CMOs issued by government agencies or sponsored agencies | $11,855,000 | 1,024 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $4,963,000 | 1,078 |
| Available-for-sale securities (fair market value) | $42,954,000 | 2,243 |
| Total debt securities | $47,917,000 | 2,249 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $44,336,000 | 2,406 |
| U.S. Government securities | $43,835,000 | 1,653 |
| U.S. Treasury securities | $28,705,000 | 214 |
| U.S. Government agency obligations | $15,130,000 | 2,933 |
| Securities issued by states & political subdivisions | $501,000 | 4,310 |
| 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 | $38,960,000 | 1,217 |
| Mortgage-backed securities | $13,161,000 | 2,370 |
| Certificates of participation in pools of residential mortgages | $860,000 | 3,719 |
| Issued or guaranteed by U.S. | $860,000 | 3,690 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $12,301,000 | 1,022 |
| CMOs issued by government agencies or sponsored agencies | $12,301,000 | 982 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $8,174,000 | 925 |
| Available-for-sale securities (fair market value) | $36,162,000 | 2,522 |
| Total debt securities | $44,338,000 | 2,389 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $43,265,000 | 2,485 |
| U.S. Government securities | $42,765,000 | 1,678 |
| U.S. Treasury securities | $26,803,000 | 220 |
| U.S. Government agency obligations | $15,962,000 | 2,875 |
| Securities issued by states & political subdivisions | $500,000 | 4,363 |
| 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 | $38,650,000 | 1,245 |
| Mortgage-backed securities | $13,994,000 | 2,340 |
| Certificates of participation in pools of residential mortgages | $900,000 | 3,758 |
| Issued or guaranteed by U.S. | $900,000 | 3,582 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $13,094,000 | 976 |
| CMOs issued by government agencies or sponsored agencies | $13,094,000 | 931 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $5,531,000 | 1,079 |
| Available-for-sale securities (fair market value) | $37,734,000 | 2,485 |
| Total debt securities | $43,264,000 | 2,467 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $42,419,000 | 2,544 |
| U.S. Government securities | $41,919,000 | 1,749 |
| U.S. Treasury securities | $25,300,000 | 231 |
| U.S. Government agency obligations | $16,619,000 | 2,906 |
| Securities issued by states & political subdivisions | $500,000 | 4,404 |
| 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 | $37,466,000 | 1,296 |
| Mortgage-backed securities | $14,653,000 | 2,289 |
| Certificates of participation in pools of residential mortgages | $953,000 | 3,789 |
| Issued or guaranteed by U.S. | $953,000 | 3,782 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $13,700,000 | 942 |
| CMOs issued by government agencies or sponsored agencies | $13,700,000 | 895 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $5,814,000 | 1,083 |
| Available-for-sale securities (fair market value) | $36,605,000 | 2,555 |
| Total debt securities | $42,420,000 | 2,527 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $39,183,000 | 2,681 |
| U.S. Government securities | $38,008,000 | 1,868 |
| U.S. Treasury securities | $20,362,000 | 256 |
| U.S. Government agency obligations | $17,646,000 | 2,836 |
| Securities issued by states & political subdivisions | $500,000 | 4,472 |
| Other domestic debt securities | $675,000 | 1,629 |
| 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 | $675,000 | 1,332 |
| 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 | $35,836,000 | 1,373 |
| Mortgage-backed securities | $15,672,000 | 2,224 |
| Certificates of participation in pools of residential mortgages | $1,013,000 | 3,805 |
| Issued or guaranteed by U.S. | $1,013,000 | 3,799 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $14,659,000 | 898 |
| CMOs issued by government agencies or sponsored agencies | $14,659,000 | 855 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $6,094,000 | 1,090 |
| Available-for-sale securities (fair market value) | $33,089,000 | 2,736 |
| Total debt securities | $39,183,000 | 2,662 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $35,234,000 | 2,900 |
| U.S. Government securities | $34,058,000 | 2,051 |
| U.S. Treasury securities | $15,458,000 | 294 |
| U.S. Government agency obligations | $18,600,000 | 2,808 |
| Securities issued by states & political subdivisions | $501,000 | 4,519 |
| Other domestic debt securities | $675,000 | 1,646 |
| 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 | $675,000 | 1,359 |
| 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 | $30,400,000 | 1,557 |
| Mortgage-backed securities | $16,614,000 | 2,192 |
| Certificates of participation in pools of residential mortgages | $1,071,000 | 3,832 |
| Issued or guaranteed by U.S. | $1,071,000 | 3,827 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $15,543,000 | 861 |
| CMOs issued by government agencies or sponsored agencies | $15,543,000 | 820 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $6,419,000 | 1,100 |
| Available-for-sale securities (fair market value) | $28,815,000 | 2,956 |
| Total debt securities | $35,235,000 | 2,876 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $36,192,000 | 2,897 |
| U.S. Government securities | $35,015,000 | 2,048 |
| U.S. Treasury securities | $15,461,000 | 304 |
| U.S. Government agency obligations | $19,554,000 | 2,784 |
| Securities issued by states & political subdivisions | $502,000 | 4,564 |
| Other domestic debt securities | $675,000 | 1,673 |
| 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 | $675,000 | 1,387 |
| 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 | $29,479,000 | 1,624 |
| Mortgage-backed securities | $17,575,000 | 2,143 |
| Certificates of participation in pools of residential mortgages | $1,141,000 | 3,853 |
| Issued or guaranteed by U.S. | $1,141,000 | 3,847 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $16,434,000 | 835 |
| CMOs issued by government agencies or sponsored agencies | $16,434,000 | 793 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $6,764,000 | 1,100 |
| Available-for-sale securities (fair market value) | $29,428,000 | 2,985 |
| Total debt securities | $36,191,000 | 2,874 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $37,029,000 | 2,894 |
| U.S. Government securities | $35,852,000 | 2,045 |
| U.S. Treasury securities | $15,474,000 | 307 |
| U.S. Government agency obligations | $20,378,000 | 2,759 |
| Securities issued by states & political subdivisions | $502,000 | 4,618 |
| Other domestic debt securities | $675,000 | 1,729 |
| 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 | $675,000 | 1,421 |
| 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 | $32,111,000 | 1,526 |
| Mortgage-backed securities | $18,402,000 | 2,116 |
| Certificates of participation in pools of residential mortgages | $1,187,000 | 3,897 |
| Issued or guaranteed by U.S. | $1,187,000 | 3,893 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $17,215,000 | 817 |
| CMOs issued by government agencies or sponsored agencies | $17,215,000 | 780 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $7,078,000 | 1,101 |
| Available-for-sale securities (fair market value) | $29,951,000 | 2,957 |
| Total debt securities | $37,031,000 | 2,873 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $54,714,000 | 2,232 |
| U.S. Government securities | $54,211,000 | 1,496 |
| U.S. Treasury securities | $30,442,000 | 196 |
| U.S. Government agency obligations | $23,769,000 | 2,517 |
| Securities issued by states & political subdivisions | $503,000 | 4,662 |
| 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 | $35,358,000 | 1,415 |
| Mortgage-backed securities | $19,311,000 | 2,048 |
| Certificates of participation in pools of residential mortgages | $1,272,000 | 3,899 |
| Issued or guaranteed by U.S. | $1,272,000 | 3,891 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $18,039,000 | 797 |
| CMOs issued by government agencies or sponsored agencies | $18,039,000 | 752 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $7,409,000 | 1,081 |
| Available-for-sale securities (fair market value) | $47,305,000 | 2,241 |
| Total debt securities | $54,715,000 | 2,204 |
| 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 | $52,324,000 | 2,278 |
| U.S. Government securities | $51,812,000 | 1,527 |
| U.S. Treasury securities | $26,581,000 | 195 |
| U.S. Government agency obligations | $25,231,000 | 2,447 |
| Securities issued by states & political subdivisions | $512,000 | 4,689 |
| 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 | $36,525,000 | 1,400 |
| Mortgage-backed securities | $20,728,000 | 1,987 |
| Certificates of participation in pools of residential mortgages | $1,397,000 | 3,894 |
| Issued or guaranteed by U.S. | $1,397,000 | 3,891 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $19,331,000 | 773 |
| CMOs issued by government agencies or sponsored agencies | $19,331,000 | 736 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $7,785,000 | 1,061 |
| Available-for-sale securities (fair market value) | $44,539,000 | 2,343 |
| Total debt securities | $52,322,000 | 2,254 |
| 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 | $52,057,000 | 2,335 |
| U.S. Government securities | $51,541,000 | 1,577 |
| U.S. Treasury securities | $26,645,000 | 195 |
| U.S. Government agency obligations | $24,896,000 | 2,529 |
| Securities issued by states & political subdivisions | $516,000 | 4,728 |
| 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 | $33,705,000 | 1,509 |
| Mortgage-backed securities | $22,381,000 | 1,934 |
| Certificates of participation in pools of residential mortgages | $1,474,000 | 3,896 |
| Issued or guaranteed by U.S. | $1,474,000 | 3,890 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $20,907,000 | 743 |
| CMOs issued by government agencies or sponsored agencies | $20,907,000 | 705 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $8,200,000 | 1,072 |
| Available-for-sale securities (fair market value) | $43,857,000 | 2,397 |
| Total debt securities | $52,057,000 | 2,308 |
| 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 | $45,460,000 | 2,595 |
| U.S. Government securities | $44,948,000 | 1,819 |
| U.S. Treasury securities | $21,526,000 | 240 |
| U.S. Government agency obligations | $23,422,000 | 2,688 |
| Securities issued by states & political subdivisions | $512,000 | 4,780 |
| 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 | $30,641,000 | 1,623 |
| Mortgage-backed securities | $23,422,000 | 1,899 |
| Certificates of participation in pools of residential mortgages | $1,553,000 | 3,905 |
| Issued or guaranteed by U.S. | $1,553,000 | 3,901 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $21,869,000 | 733 |
| CMOs issued by government agencies or sponsored agencies | $21,869,000 | 693 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $8,664,000 | 1,086 |
| Available-for-sale securities (fair market value) | $36,796,000 | 2,706 |
| Total debt securities | $45,461,000 | 2,579 |
| 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 | $53,138,000 | 2,356 |
| U.S. Government securities | $52,625,000 | 1,623 |
| U.S. Treasury securities | $28,340,000 | 217 |
| U.S. Government agency obligations | $24,285,000 | 2,663 |
| Securities issued by states & political subdivisions | $513,000 | 4,806 |
| 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 | $28,992,000 | 1,691 |
| Mortgage-backed securities | $24,285,000 | 1,856 |
| Certificates of participation in pools of residential mortgages | $1,591,000 | 3,913 |
| Issued or guaranteed by U.S. | $1,591,000 | 3,909 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $22,694,000 | 722 |
| CMOs issued by government agencies or sponsored agencies | $22,694,000 | 686 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $9,039,000 | 1,089 |
| Available-for-sale securities (fair market value) | $44,099,000 | 2,448 |
| Total debt securities | $53,139,000 | 2,335 |
| 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 | $53,646,000 | 2,371 |
| U.S. Government securities | $53,134,000 | 1,615 |
| U.S. Treasury securities | $26,540,000 | 205 |
| U.S. Government agency obligations | $26,594,000 | 2,579 |
| Securities issued by states & political subdivisions | $512,000 | 4,854 |
| 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 | $29,641,000 | 1,674 |
| Mortgage-backed securities | $25,593,000 | 1,802 |
| Certificates of participation in pools of residential mortgages | $1,701,000 | 3,935 |
| Issued or guaranteed by U.S. | $1,701,000 | 3,930 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $23,892,000 | 713 |
| CMOs issued by government agencies or sponsored agencies | $23,892,000 | 677 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $9,412,000 | 1,072 |
| Available-for-sale securities (fair market value) | $44,234,000 | 2,471 |
| Total debt securities | $53,646,000 | 2,345 |
| 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 | $44,757,000 | 2,715 |
| U.S. Government securities | $44,248,000 | 1,952 |
| U.S. Treasury securities | $15,501,000 | 280 |
| U.S. Government agency obligations | $28,747,000 | 2,530 |
| Securities issued by states & political subdivisions | $509,000 | 4,889 |
| 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 | $30,784,000 | 1,628 |
| Mortgage-backed securities | $26,668,000 | 1,814 |
| Certificates of participation in pools of residential mortgages | $1,762,000 | 4,000 |
| Issued or guaranteed by U.S. | $1,762,000 | 3,995 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $24,906,000 | 725 |
| CMOs issued by government agencies or sponsored agencies | $24,906,000 | 687 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $9,808,000 | 1,067 |
| Available-for-sale securities (fair market value) | $34,949,000 | 2,913 |
| Total debt securities | $44,758,000 | 2,694 |
| 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 | $43,636,000 | 2,796 |
| U.S. Government securities | $43,122,000 | 2,027 |
| U.S. Treasury securities | $12,504,000 | 320 |
| U.S. Government agency obligations | $30,618,000 | 2,471 |
| Securities issued by states & political subdivisions | $514,000 | 4,890 |
| 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 | $33,295,000 | 1,560 |
| Mortgage-backed securities | $28,117,000 | 1,778 |
| Certificates of participation in pools of residential mortgages | $1,884,000 | 4,030 |
| Issued or guaranteed by U.S. | $1,884,000 | 4,024 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $26,233,000 | 716 |
| CMOs issued by government agencies or sponsored agencies | $26,233,000 | 678 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $10,168,000 | 1,057 |
| Available-for-sale securities (fair market value) | $33,468,000 | 3,035 |
| Total debt securities | $43,636,000 | 2,773 |
| 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 | $44,437,000 | 2,797 |
| U.S. Government securities | $43,927,000 | 2,027 |
| U.S. Treasury securities | $12,373,000 | 329 |
| U.S. Government agency obligations | $31,554,000 | 2,460 |
| Securities issued by states & political subdivisions | $510,000 | 4,974 |
| 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 | $31,626,000 | 1,630 |
| Mortgage-backed securities | $29,119,000 | 1,777 |
| Certificates of participation in pools of residential mortgages | $1,989,000 | 4,070 |
| Issued or guaranteed by U.S. | $1,989,000 | 4,064 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $27,130,000 | 722 |
| CMOs issued by government agencies or sponsored agencies | $27,130,000 | 686 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $10,521,000 | 1,060 |
| Available-for-sale securities (fair market value) | $33,916,000 | 3,034 |
| Total debt securities | $44,439,000 | 2,777 |
| 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 | $50,669,000 | 2,617 |
| U.S. Government securities | $50,158,000 | 1,854 |
| U.S. Treasury securities | $17,456,000 | 263 |
| U.S. Government agency obligations | $32,702,000 | 2,471 |
| Securities issued by states & political subdivisions | $511,000 | 5,024 |
| 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 | $33,678,000 | 1,548 |
| Mortgage-backed securities | $30,272,000 | 1,790 |
| Certificates of participation in pools of residential mortgages | $2,064,000 | 4,136 |
| Issued or guaranteed by U.S. | $2,064,000 | 4,133 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $28,208,000 | 714 |
| CMOs issued by government agencies or sponsored agencies | $28,208,000 | 679 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $10,911,000 | 1,061 |
| Available-for-sale securities (fair market value) | $39,758,000 | 2,802 |
| Total debt securities | $50,669,000 | 2,590 |
| 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 | $54,943,000 | 2,490 |
| U.S. Government securities | $54,436,000 | 1,739 |
| U.S. Treasury securities | $17,475,000 | 232 |
| U.S. Government agency obligations | $36,961,000 | 2,309 |
| Securities issued by states & political subdivisions | $507,000 | 5,087 |
| 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 | $36,624,000 | 1,472 |
| Mortgage-backed securities | $31,545,000 | 1,782 |
| Certificates of participation in pools of residential mortgages | $2,192,000 | 4,153 |
| Issued or guaranteed by U.S. | $2,192,000 | 4,151 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $29,353,000 | 703 |
| CMOs issued by government agencies or sponsored agencies | $29,353,000 | 667 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $11,297,000 | 1,050 |
| Available-for-sale securities (fair market value) | $43,646,000 | 2,671 |
| Total debt securities | $54,944,000 | 2,470 |
| 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 | $46,525,000 | 2,832 |
| U.S. Government securities | $44,724,000 | 2,079 |
| U.S. Treasury securities | $4,429,000 | 493 |
| U.S. Government agency obligations | $40,295,000 | 2,189 |
| Securities issued by states & political subdivisions | $813,000 | 4,974 |
| Other domestic debt securities | $988,000 | 1,884 |
| 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 | $988,000 | 1,496 |
| 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 | $15,816,000 | 2,591 |
| Mortgage-backed securities | $32,411,000 | 1,766 |
| Certificates of participation in pools of residential mortgages | $2,224,000 | 4,168 |
| Issued or guaranteed by U.S. | $2,224,000 | 4,166 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $30,187,000 | 693 |
| CMOs issued by government agencies or sponsored agencies | $30,187,000 | 658 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $11,709,000 | 1,024 |
| Available-for-sale securities (fair market value) | $34,816,000 | 3,111 |
| Total debt securities | $46,526,000 | 2,806 |
| 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 | $57,086,000 | 2,401 |
| U.S. Government securities | $55,302,000 | 1,710 |
| U.S. Treasury securities | $14,203,000 | 244 |
| U.S. Government agency obligations | $41,099,000 | 2,144 |
| Securities issued by states & political subdivisions | $796,000 | 5,029 |
| Other domestic debt securities | $988,000 | 1,923 |
| 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 | $988,000 | 1,522 |
| 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 | $36,399,000 | 1,480 |
| Mortgage-backed securities | $33,246,000 | 1,721 |
| Certificates of participation in pools of residential mortgages | $2,269,000 | 4,182 |
| Issued or guaranteed by U.S. | $2,269,000 | 4,177 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $30,977,000 | 680 |
| CMOs issued by government agencies or sponsored agencies | $30,977,000 | 645 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $12,089,000 | 997 |
| Available-for-sale securities (fair market value) | $44,997,000 | 2,635 |
| Total debt securities | $57,086,000 | 2,380 |
| 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 | $58,797,000 | 2,366 |
| U.S. Government securities | $57,024,000 | 1,680 |
| U.S. Treasury securities | $14,571,000 | 224 |
| U.S. Government agency obligations | $42,453,000 | 2,108 |
| Securities issued by states & political subdivisions | $809,000 | 5,037 |
| Other domestic debt securities | $964,000 | 1,997 |
| 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 | $964,000 | 1,571 |
| 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 | $36,095,000 | 1,471 |
| Mortgage-backed securities | $34,589,000 | 1,683 |
| Certificates of participation in pools of residential mortgages | $2,390,000 | 4,172 |
| Issued or guaranteed by U.S. | $2,390,000 | 4,165 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $32,199,000 | 670 |
| CMOs issued by government agencies or sponsored agencies | $32,199,000 | 623 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $12,477,000 | 955 |
| Available-for-sale securities (fair market value) | $46,320,000 | 2,608 |
| Total debt securities | $58,795,000 | 2,347 |
| 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 | $45,443,000 | 2,880 |
| U.S. Government securities | $43,686,000 | 2,087 |
| U.S. Treasury securities | $2,446,000 | 612 |
| U.S. Government agency obligations | $41,240,000 | 2,112 |
| Securities issued by states & political subdivisions | $794,000 | 5,047 |
| Other domestic debt securities | $963,000 | 2,049 |
| 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 | $963,000 | 1,611 |
| 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 | $29,590,000 | 1,673 |
| Mortgage-backed securities | $34,849,000 | 1,677 |
| Certificates of participation in pools of residential mortgages | $1,470,000 | 4,447 |
| Issued or guaranteed by U.S. | $1,470,000 | 4,443 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $33,379,000 | 672 |
| CMOs issued by government agencies or sponsored agencies | $33,379,000 | 624 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $12,857,000 | 894 |
| Available-for-sale securities (fair market value) | $32,586,000 | 3,263 |
| Total debt securities | $45,444,000 | 2,851 |
| 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 | $40,226,000 | 3,130 |
| U.S. Government securities | $38,431,000 | 2,342 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $38,431,000 | 2,276 |
| Securities issued by states & political subdivisions | $834,000 | 5,043 |
| Other domestic debt securities | $961,000 | 2,055 |
| 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 | $961,000 | 1,588 |
| 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 | $28,159,000 | 1,781 |
| Mortgage-backed securities | $33,429,000 | 1,760 |
| Certificates of participation in pools of residential mortgages | $1,767,000 | 4,385 |
| Issued or guaranteed by U.S. | $1,767,000 | 4,382 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $31,662,000 | 722 |
| CMOs issued by government agencies or sponsored agencies | $31,662,000 | 677 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $13,220,000 | 850 |
| Available-for-sale securities (fair market value) | $27,006,000 | 3,618 |
| Total debt securities | $40,226,000 | 3,092 |
| 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 | $39,384,000 | 3,131 |
| U.S. Government securities | $36,637,000 | 2,390 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $36,637,000 | 2,332 |
| Securities issued by states & political subdivisions | $843,000 | 5,056 |
| Other domestic debt securities | $1,904,000 | 1,628 |
| 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 | $1,904,000 | 1,220 |
| 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 | $28,237,000 | 1,752 |
| Mortgage-backed securities | $34,633,000 | 1,705 |
| Certificates of participation in pools of residential mortgages | $1,981,000 | 4,327 |
| Issued or guaranteed by U.S. | $1,981,000 | 4,326 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $32,652,000 | 713 |
| CMOs issued by government agencies or sponsored agencies | $32,652,000 | 665 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $13,558,000 | 829 |
| Available-for-sale securities (fair market value) | $25,826,000 | 3,664 |
| Total debt securities | $39,384,000 | 3,102 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,621 |
| Fair value | $1,001,000 | 1,697 |
| 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 | $41,546,000 | 3,063 |
| U.S. Government securities | $38,705,000 | 2,337 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $38,705,000 | 2,285 |
| Securities issued by states & political subdivisions | $846,000 | 5,065 |
| Other domestic debt securities | $1,995,000 | 1,636 |
| 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 | $1,995,000 | 1,226 |
| 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 | $17,516,000 | 2,435 |
| Mortgage-backed securities | $24,690,000 | 2,228 |
| Certificates of participation in pools of residential mortgages | $2,194,000 | 4,387 |
| Issued or guaranteed by U.S. | $2,194,000 | 4,385 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $22,496,000 | 988 |
| CMOs issued by government agencies or sponsored agencies | $22,496,000 | 915 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $13,870,000 | 830 |
| Available-for-sale securities (fair market value) | $27,676,000 | 3,566 |
| Total debt securities | $41,548,000 | 3,042 |
| Structured notes | ||
| Amortized cost | $10,993,000 | 403 |
| Fair value | $10,992,000 | 402 |
| 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 | $47,277,000 | 2,798 |
| U.S. Government securities | $44,537,000 | 2,092 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $44,537,000 | 2,041 |
| Securities issued by states & political subdivisions | $841,000 | 5,056 |
| Other domestic debt securities | $1,899,000 | 1,681 |
| 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 | $1,899,000 | 1,258 |
| 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 | $21,765,000 | 2,133 |
| Mortgage-backed securities | $28,532,000 | 2,062 |
| Certificates of participation in pools of residential mortgages | $21,613,000 | 1,775 |
| Issued or guaranteed by U.S. | $21,613,000 | 1,774 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $6,919,000 | 1,863 |
| CMOs issued by government agencies or sponsored agencies | $6,919,000 | 1,769 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $47,277,000 | 2,575 |
| Total debt securities | $47,276,000 | 2,774 |
| Structured notes | ||
| Amortized cost | $13,990,000 | 361 |
| Fair value | $13,963,000 | 360 |
| 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 | $35,591,000 | 3,398 |
| U.S. Government securities | $32,818,000 | 2,708 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $32,818,000 | 2,648 |
| Securities issued by states & political subdivisions | $1,053,000 | 4,903 |
| Other domestic debt securities | $1,720,000 | 1,710 |
| 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 | $1,720,000 | 1,274 |
| 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 | $19,657,000 | 2,298 |
| Mortgage-backed securities | $27,763,000 | 2,095 |
| Certificates of participation in pools of residential mortgages | $21,669,000 | 1,768 |
| Issued or guaranteed by U.S. | $21,669,000 | 1,764 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $6,094,000 | 1,990 |
| CMOs issued by government agencies or sponsored agencies | $6,094,000 | 1,888 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $35,591,000 | 3,144 |
| Total debt securities | $35,591,000 | 3,374 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,387 |
| Fair value | $2,992,000 | 1,425 |
| 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 | $41,325,000 | 3,010 |
| U.S. Government securities | $38,309,000 | 2,314 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $38,309,000 | 2,253 |
| Securities issued by states & political subdivisions | $1,048,000 | 4,912 |
| Other domestic debt securities | $1,968,000 | 1,611 |
| 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 | $1,968,000 | 1,134 |
| 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 | $24,361,000 | 1,885 |
| Mortgage-backed securities | $19,713,000 | 2,491 |
| Certificates of participation in pools of residential mortgages | $14,402,000 | 2,231 |
| Issued or guaranteed by U.S. | $14,402,000 | 2,226 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $5,311,000 | 2,075 |
| CMOs issued by government agencies or sponsored agencies | $5,311,000 | 1,900 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $41,325,000 | 2,761 |
| Total debt securities | $41,324,000 | 2,990 |
| Structured notes | ||
| Amortized cost | $15,499,000 | 365 |
| Fair value | $15,511,000 | 369 |
| 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 | $37,620,000 | 3,127 |
| U.S. Government securities | $34,569,000 | 2,449 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $34,569,000 | 2,385 |
| Securities issued by states & political subdivisions | $1,052,000 | 4,889 |
| Other domestic debt securities | $1,999,000 | 1,606 |
| 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 | $1,999,000 | 1,103 |
| 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 | $21,303,000 | 2,034 |
| Mortgage-backed securities | $12,923,000 | 3,015 |
| Certificates of participation in pools of residential mortgages | $7,782,000 | 2,995 |
| Issued or guaranteed by U.S. | $7,782,000 | 2,991 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $5,141,000 | 2,063 |
| CMOs issued by government agencies or sponsored agencies | $5,141,000 | 1,885 |
| 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) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $37,620,000 | 2,862 |
| Total debt securities | $37,619,000 | 3,105 |
| Structured notes | ||
| Amortized cost | $18,497,000 | 304 |
| Fair value | $18,542,000 | 303 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $38,700,000 | 3,087 |
| U.S. Government securities | $35,673,000 | 2,444 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $35,673,000 | 2,375 |
| Securities issued by states & political subdivisions | $1,028,000 | 4,888 |
| Other domestic debt securities | $1,999,000 | 1,561 |
| 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 | $1,999,000 | 1,041 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,054,000 | 1,788 |
| Mortgage-backed securities | $11,561,000 | 3,110 |
| Certificates of participation in pools of residential mortgages | $10,543,000 | 2,543 |
| Issued or guaranteed by U.S. | $10,543,000 | 2,535 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,018,000 | 3,065 |
| CMOs issued by government agencies or sponsored agencies | $1,018,000 | 2,815 |
| 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) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $38,700,000 | 2,813 |
| Total debt securities | $38,700,000 | 3,066 |
| Structured notes | ||
| Amortized cost | $19,986,000 | 315 |
| Fair value | $19,989,000 | 317 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $48,443,000 | 2,583 |
| U.S. Government securities | $45,354,000 | 2,005 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $45,354,000 | 1,946 |
| Securities issued by states & political subdivisions | $1,090,000 | 4,862 |
| Other domestic debt securities | $1,999,000 | 1,598 |
| 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 | $1,999,000 | 1,052 |
| 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 | $25,723,000 | 1,807 |
| Mortgage-backed securities | $9,621,000 | 3,327 |
| Certificates of participation in pools of residential mortgages | $9,621,000 | 2,619 |
| Issued or guaranteed by U.S. | $9,621,000 | 2,615 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $48,443,000 | 2,336 |
| Total debt securities | $48,442,000 | 2,558 |
| Structured notes | ||
| Amortized cost | $24,985,000 | 269 |
| Fair value | $24,666,000 | 269 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $60,776,000 | 2,060 |
| U.S. Government securities | $57,697,000 | 1,559 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $57,697,000 | 1,506 |
| Securities issued by states & political subdivisions | $1,079,000 | 4,884 |
| Other domestic debt securities | $2,000,000 | 1,690 |
| 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 | $2,000,000 | 1,044 |
| 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 | $25,585,000 | 1,795 |
| Mortgage-backed securities | $8,165,000 | 3,445 |
| Certificates of participation in pools of residential mortgages | $8,165,000 | 2,729 |
| Issued or guaranteed by U.S. | $8,165,000 | 2,721 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $60,776,000 | 1,869 |
| Total debt securities | $60,776,000 | 2,038 |
| Structured notes | ||
| Amortized cost | $25,985,000 | 228 |
| Fair value | $25,761,000 | 226 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $63,536,000 | 1,952 |
| U.S. Government securities | $60,159,000 | 1,480 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $60,159,000 | 1,414 |
| Securities issued by states & political subdivisions | $1,377,000 | 4,632 |
| Other domestic debt securities | $2,000,000 | 1,744 |
| 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 | $2,000,000 | 1,048 |
| 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 | $14,929,000 | 2,574 |
| Mortgage-backed securities | $8,960,000 | 3,299 |
| Certificates of participation in pools of residential mortgages | $8,960,000 | 2,570 |
| Issued or guaranteed by U.S. | $8,960,000 | 2,563 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $63,536,000 | 1,744 |
| Total debt securities | $63,535,000 | 1,934 |
| Structured notes | ||
| Amortized cost | $25,984,000 | 194 |
| Fair value | $26,234,000 | 192 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $66,179,000 | 1,861 |
| U.S. Government securities | $64,568,000 | 1,408 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $64,568,000 | 1,349 |
| Securities issued by states & political subdivisions | $1,611,000 | 4,474 |
| 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 | $15,030,000 | 2,598 |
| Mortgage-backed securities | $11,022,000 | 3,013 |
| Certificates of participation in pools of residential mortgages | $11,022,000 | 2,295 |
| Issued or guaranteed by U.S. | $11,022,000 | 2,289 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $66,179,000 | 1,655 |
| Total debt securities | $66,179,000 | 1,842 |
| Structured notes | ||
| Amortized cost | $12,000,000 | 557 |
| Fair value | $12,049,000 | 563 |
| 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 | $57,711,000 | 2,127 |
| U.S. Government securities | $56,059,000 | 1,598 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $56,059,000 | 1,549 |
| Securities issued by states & political subdivisions | $1,652,000 | 4,458 |
| 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 | $15,730,000 | 2,601 |
| Mortgage-backed securities | $10,595,000 | 3,122 |
| Certificates of participation in pools of residential mortgages | $10,595,000 | 2,438 |
| Issued or guaranteed by U.S. | $10,595,000 | 2,433 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $25,000,000 | 602 |
| Available-for-sale securities (fair market value) | $32,711,000 | 2,989 |
| Total debt securities | $57,712,000 | 2,103 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 539 |
| Fair value | $9,981,000 | 552 |
| 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 | $67,260,000 | 1,860 |
| U.S. Government securities | $65,323,000 | 1,371 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $65,323,000 | 1,328 |
| Securities issued by states & political subdivisions | $1,937,000 | 4,366 |
| 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 | $16,856,000 | 2,498 |
| Mortgage-backed securities | $16,317,000 | 2,595 |
| Certificates of participation in pools of residential mortgages | $16,317,000 | 1,952 |
| Issued or guaranteed by U.S. | $16,317,000 | 1,945 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $31,001,000 | 531 |
| Available-for-sale securities (fair market value) | $36,259,000 | 2,739 |
| Total debt securities | $67,260,000 | 1,835 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 938 |
| Fair value | $3,907,000 | 1,004 |
| 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 | $67,599,000 | 1,837 |
| U.S. Government securities | $65,647,000 | 1,343 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $65,647,000 | 1,301 |
| Securities issued by states & political subdivisions | $1,952,000 | 4,394 |
| 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 | $19,532,000 | 2,264 |
| Mortgage-backed securities | $16,320,000 | 2,624 |
| Certificates of participation in pools of residential mortgages | $16,320,000 | 2,006 |
| Issued or guaranteed by U.S. | $16,320,000 | 1,997 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $31,003,000 | 553 |
| Available-for-sale securities (fair market value) | $36,596,000 | 2,725 |
| Total debt securities | $67,599,000 | 1,814 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,082 |
| Fair value | $2,005,000 | 1,128 |
| 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 | $38,896,000 | 2,860 |
| U.S. Government securities | $36,841,000 | 2,210 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $36,841,000 | 2,164 |
| Securities issued by states & political subdivisions | $2,055,000 | 4,318 |
| 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 | $25,209,000 | 1,895 |
| Mortgage-backed securities | $18,938,000 | 2,433 |
| Certificates of participation in pools of residential mortgages | $18,938,000 | 1,841 |
| Issued or guaranteed by U.S. | $18,938,000 | 1,831 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $38,896,000 | 2,543 |
| Total debt securities | $38,895,000 | 2,832 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,123 |
| Fair value | $1,006,000 | 1,141 |
| 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 | $54,763,000 | 2,150 |
| U.S. Government securities | $52,336,000 | 1,619 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $52,336,000 | 1,585 |
| Securities issued by states & political subdivisions | $2,427,000 | 4,056 |
| 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 | $26,781,000 | 1,844 |
| Mortgage-backed securities | $21,663,000 | 2,277 |
| Certificates of participation in pools of residential mortgages | $21,663,000 | 1,711 |
| Issued or guaranteed by U.S. | $21,663,000 | 1,701 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $54,763,000 | 1,886 |
| Total debt securities | $54,763,000 | 2,130 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 582 |
| Fair value | $2,008,000 | 587 |
| 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 | $73,199,000 | 1,659 |
| U.S. Government securities | $70,468,000 | 1,218 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $70,468,000 | 1,188 |
| Securities issued by states & political subdivisions | $2,731,000 | 3,881 |
| 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 | $45,973,000 | 1,177 |
| Mortgage-backed securities | $21,748,000 | 2,237 |
| Certificates of participation in pools of residential mortgages | $21,748,000 | 1,667 |
| Issued or guaranteed by U.S. | $21,748,000 | 1,657 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $73,199,000 | 1,448 |
| Total debt securities | $73,198,000 | 1,639 |
| Structured notes | ||
| Amortized cost | $1,075,000 | 905 |
| Fair value | $1,077,000 | 905 |
| 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 | $66,729,000 | 1,753 |
| U.S. Government securities | $64,054,000 | 1,316 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $64,054,000 | 1,289 |
| Securities issued by states & political subdivisions | $2,675,000 | 3,889 |
| 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 | $55,360,000 | 994 |
| Mortgage-backed securities | $21,999,000 | 2,115 |
| Certificates of participation in pools of residential mortgages | $21,999,000 | 1,587 |
| Issued or guaranteed by U.S. | $21,999,000 | 1,576 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $66,729,000 | 1,530 |
| Total debt securities | $66,730,000 | 1,732 |
| Structured notes | ||
| Amortized cost | $1,075,000 | 898 |
| Fair value | $1,040,000 | 912 |
| 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 | $69,263,000 | 1,726 |
| U.S. Government securities | $65,988,000 | 1,282 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $65,988,000 | 1,256 |
| Securities issued by states & political subdivisions | $3,275,000 | 3,658 |
| 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 | $59,788,000 | 891 |
| Mortgage-backed securities | $20,494,000 | 2,199 |
| Certificates of participation in pools of residential mortgages | $20,494,000 | 1,649 |
| Issued or guaranteed by U.S. | $20,494,000 | 1,640 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $69,263,000 | 1,501 |
| Total debt securities | $69,264,000 | 1,694 |
| Structured notes | ||
| Amortized cost | $1,075,000 | 951 |
| Fair value | $1,045,000 | 962 |
| 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 | $72,272,000 | 1,640 |
| U.S. Government securities | $68,194,000 | 1,233 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $68,194,000 | 1,210 |
| Securities issued by states & political subdivisions | $4,078,000 | 3,414 |
| 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 | $68,194,000 | 789 |
| Mortgage-backed securities | $21,118,000 | 2,089 |
| Certificates of participation in pools of residential mortgages | $21,118,000 | 1,561 |
| Issued or guaranteed by U.S. | $21,118,000 | 1,549 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $72,272,000 | 1,430 |
| Total debt securities | $72,272,000 | 1,597 |
| Structured notes | ||
| Amortized cost | $2,075,000 | 679 |
| Fair value | $2,133,000 | 672 |
| 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 | $71,895,000 | 1,639 |
| U.S. Government securities | $67,247,000 | 1,253 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $67,247,000 | 1,230 |
| Securities issued by states & political subdivisions | $4,648,000 | 3,209 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $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 | $66,974,000 | 791 |
| Mortgage-backed securities | $17,957,000 | 2,067 |
| Certificates of participation in pools of residential mortgages | $17,957,000 | 1,522 |
| Issued or guaranteed by U.S. | $17,957,000 | 1,514 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $71,895,000 | 1,422 |
| Total debt securities | $71,893,000 | 1,594 |
| Structured notes | ||
| Amortized cost | $1,075,000 | 1,469 |
| Fair value | $1,107,000 | 1,457 |
| 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 | $65,677,000 | 1,789 |
| U.S. Government securities | $61,527,000 | 1,380 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $61,527,000 | 1,353 |
| Securities issued by states & political subdivisions | $4,150,000 | 3,362 |
| 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 | $59,139,000 | 848 |
| Mortgage-backed securities | $9,004,000 | 2,896 |
| Certificates of participation in pools of residential mortgages | $9,004,000 | 2,252 |
| Issued or guaranteed by U.S. | $9,004,000 | 2,242 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $65,677,000 | 1,545 |
| Total debt securities | $65,676,000 | 1,746 |
| Structured notes | ||
| Amortized cost | $1,075,000 | 1,672 |
| Fair value | $1,087,000 | 1,667 |
| 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 | $64,481,000 | 1,797 |
| U.S. Government securities | $60,366,000 | 1,414 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $60,366,000 | 1,387 |
| Securities issued by states & political subdivisions | $4,115,000 | 3,360 |
| 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 | $54,500,000 | 917 |
| Mortgage-backed securities | $7,288,000 | 3,117 |
| Certificates of participation in pools of residential mortgages | $7,288,000 | 2,488 |
| Issued or guaranteed by U.S. | $7,288,000 | 2,476 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $64,481,000 | 1,561 |
| Total debt securities | $64,482,000 | 1,762 |
| Structured notes | ||
| Amortized cost | $1,075,000 | 1,756 |
| Fair value | $1,059,000 | 1,754 |
| 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 | $55,058,000 | 2,098 |
| U.S. Government securities | $50,892,000 | 1,683 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $50,892,000 | 1,639 |
| Securities issued by states & political subdivisions | $4,166,000 | 3,358 |
| 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 | $48,631,000 | 1,013 |
| Mortgage-backed securities | $5,555,000 | 3,477 |
| Certificates of participation in pools of residential mortgages | $5,555,000 | 2,857 |
| Issued or guaranteed by U.S. | $5,555,000 | 2,843 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $55,058,000 | 1,807 |
| Total debt securities | $55,060,000 | 2,058 |
| Structured notes | ||
| Amortized cost | $2,075,000 | 1,317 |
| Fair value | $2,066,000 | 1,316 |
| 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 | $46,201,000 | 2,490 |
| U.S. Government securities | $42,028,000 | 2,040 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $42,028,000 | 1,981 |
| Securities issued by states & political subdivisions | $4,173,000 | 3,373 |
| 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 | $37,922,000 | 1,263 |
| Mortgage-backed securities | $5,799,000 | 3,416 |
| Certificates of participation in pools of residential mortgages | $5,799,000 | 2,816 |
| Issued or guaranteed by U.S. | $5,799,000 | 2,801 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $46,201,000 | 2,162 |
| Total debt securities | $46,200,000 | 2,441 |
| Structured notes | ||
| Amortized cost | $3,075,000 | 1,089 |
| Fair value | $3,044,000 | 1,089 |
| 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 | $45,593,000 | 2,537 |
| U.S. Government securities | $41,187,000 | 2,103 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $41,187,000 | 2,050 |
| Securities issued by states & political subdivisions | $4,406,000 | 3,270 |
| 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 | $35,575,000 | 1,325 |
| Mortgage-backed securities | $6,019,000 | 3,340 |
| Certificates of participation in pools of residential mortgages | $6,019,000 | 2,760 |
| Issued or guaranteed by U.S. | $6,019,000 | 2,747 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $45,593,000 | 2,182 |
| Total debt securities | $45,592,000 | 2,494 |
| Structured notes | ||
| Amortized cost | $4,075,000 | 937 |
| Fair value | $4,027,000 | 938 |
| 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 | $46,435,000 | 2,485 |
| U.S. Government securities | $41,979,000 | 2,075 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $41,979,000 | 2,006 |
| Securities issued by states & political subdivisions | $4,456,000 | 3,239 |
| 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 | $42,721,000 | 1,120 |
| Mortgage-backed securities | $6,256,000 | 3,294 |
| Certificates of participation in pools of residential mortgages | $6,256,000 | 2,734 |
| Issued or guaranteed by U.S. | $6,256,000 | 2,721 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $46,435,000 | 2,131 |
| Total debt securities | $46,434,000 | 2,444 |
| Structured notes | ||
| Amortized cost | $6,075,000 | 704 |
| Fair value | $5,950,000 | 705 |
| 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 | $48,331,000 | 2,428 |
| U.S. Government securities | $43,605,000 | 2,040 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $43,605,000 | 1,972 |
| Securities issued by states & political subdivisions | $4,726,000 | 3,166 |
| 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 | $45,651,000 | 1,052 |
| Mortgage-backed securities | $6,698,000 | 3,234 |
| Certificates of participation in pools of residential mortgages | $6,698,000 | 2,698 |
| Issued or guaranteed by U.S. | $6,698,000 | 2,684 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $48,331,000 | 2,085 |
| Total debt securities | $48,331,000 | 2,379 |
| Structured notes | ||
| Amortized cost | $7,075,000 | 622 |
| Fair value | $6,964,000 | 619 |
| 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 | $48,389,000 | 2,440 |
| U.S. Government securities | $43,445,000 | 2,049 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $43,445,000 | 1,979 |
| Securities issued by states & political subdivisions | $4,944,000 | 3,094 |
| 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 | $45,823,000 | 1,039 |
| Mortgage-backed securities | $7,060,000 | 3,198 |
| Certificates of participation in pools of residential mortgages | $7,060,000 | 2,646 |
| Issued or guaranteed by U.S. | $7,060,000 | 2,636 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $48,389,000 | 2,081 |
| Total debt securities | $48,389,000 | 2,395 |
| Structured notes | ||
| Amortized cost | $7,500,000 | 585 |
| Fair value | $7,383,000 | 586 |
| 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 | $45,763,000 | 2,535 |
| U.S. Government securities | $41,029,000 | 2,114 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $41,029,000 | 2,047 |
| Securities issued by states & political subdivisions | $4,734,000 | 3,152 |
| 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 | $36,470,000 | 1,239 |
| Mortgage-backed securities | $7,541,000 | 3,123 |
| Certificates of participation in pools of residential mortgages | $7,541,000 | 2,562 |
| Issued or guaranteed by U.S. | $7,541,000 | 2,550 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $45,763,000 | 2,164 |
| Total debt securities | $45,763,000 | 2,487 |
| Structured notes | ||
| Amortized cost | $7,500,000 | 566 |
| Fair value | $7,390,000 | 570 |
| 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 | $41,712,000 | 2,740 |
| U.S. Government securities | $36,905,000 | 2,355 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $36,905,000 | 2,279 |
| Securities issued by states & political subdivisions | $4,807,000 | 3,114 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,749,000 | 1,623 |
| Mortgage-backed securities | $7,228,000 | 3,260 |
| Certificates of participation in pools of residential mortgages | $7,228,000 | 2,686 |
| Issued or guaranteed by U.S. | $7,228,000 | 2,675 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $41,712,000 | 2,342 |
| Total debt securities | $41,703,000 | 2,697 |
| Structured notes | ||
| Amortized cost | $7,500,000 | 569 |
| Fair value | $7,422,000 | 575 |
| 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 | $37,843,000 | 3,023 |
| U.S. Government securities | $33,543,000 | 2,606 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $33,543,000 | 2,510 |
| Securities issued by states & political subdivisions | $4,300,000 | 3,277 |
| 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 | $21,157,000 | 1,989 |
| Mortgage-backed securities | $7,602,000 | 3,274 |
| Certificates of participation in pools of residential mortgages | $7,602,000 | 2,685 |
| Issued or guaranteed by U.S. | $7,602,000 | 2,677 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $37,843,000 | 2,583 |
| Total debt securities | $37,843,000 | 2,976 |
| Structured notes | ||
| Amortized cost | $7,500,000 | 568 |
| Fair value | $7,342,000 | 580 |
| 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 | $41,639,000 | 2,811 |
| U.S. Government securities | $37,287,000 | 2,384 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $37,287,000 | 2,301 |
| Securities issued by states & political subdivisions | $4,352,000 | 3,275 |
| 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 | $18,788,000 | 2,174 |
| Mortgage-backed securities | $8,059,000 | 3,259 |
| Certificates of participation in pools of residential mortgages | $8,059,000 | 2,631 |
| Issued or guaranteed by U.S. | $8,059,000 | 2,625 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $41,639,000 | 2,403 |
| Total debt securities | $41,639,000 | 2,752 |
| Structured notes | ||
| Amortized cost | $6,500,000 | 633 |
| Fair value | $6,426,000 | 647 |
| 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 | $43,278,000 | 2,708 |
| U.S. Government securities | $38,869,000 | 2,273 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $38,869,000 | 2,190 |
| Securities issued by states & political subdivisions | $4,409,000 | 3,260 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,093,000 | 1,800 |
| Mortgage-backed securities | $8,510,000 | 3,187 |
| Certificates of participation in pools of residential mortgages | $8,510,000 | 2,582 |
| Issued or guaranteed by U.S. | $8,510,000 | 2,572 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $43,278,000 | 2,320 |
| Total debt securities | $43,278,000 | 2,651 |
| Structured notes | ||
| Amortized cost | $6,500,000 | 656 |
| Fair value | $6,469,000 | 661 |
| 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 | $44,576,000 | 2,690 |
| U.S. Government securities | $40,532,000 | 2,230 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $40,532,000 | 2,145 |
| Securities issued by states & political subdivisions | $4,044,000 | 3,402 |
| 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 | $28,631,000 | 1,478 |
| Mortgage-backed securities | $8,807,000 | 3,166 |
| Certificates of participation in pools of residential mortgages | $8,807,000 | 2,559 |
| Issued or guaranteed by U.S. | $8,807,000 | 2,553 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $44,576,000 | 2,298 |
| Total debt securities | $44,576,000 | 2,635 |
| Structured notes | ||
| Amortized cost | $6,500,000 | 645 |
| Fair value | $6,402,000 | 646 |
| 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 | $38,407,000 | 3,030 |
| U.S. Government securities | $34,865,000 | 2,502 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $34,865,000 | 2,423 |
| Securities issued by states & political subdivisions | $3,542,000 | 3,603 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,633,000 | 1,517 |
| Mortgage-backed securities | $6,681,000 | 3,645 |
| Certificates of participation in pools of residential mortgages | $6,681,000 | 2,998 |
| Issued or guaranteed by U.S. | $6,681,000 | 2,988 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $38,407,000 | 2,614 |
| Total debt securities | $38,406,000 | 2,963 |
| Structured notes | ||
| Amortized cost | $5,500,000 | 631 |
| Fair value | $5,538,000 | 635 |
| 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 | $36,524,000 | 3,200 |
| U.S. Government securities | $33,036,000 | 2,707 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $33,036,000 | 2,621 |
| Securities issued by states & political subdivisions | $3,488,000 | 3,656 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,082,000 | 1,472 |
| Mortgage-backed securities | $6,890,000 | 3,572 |
| Certificates of participation in pools of residential mortgages | $6,890,000 | 2,976 |
| Issued or guaranteed by U.S. | $6,890,000 | 2,962 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $36,524,000 | 2,758 |
| Total debt securities | $36,524,000 | 3,137 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 612 |
| Fair value | $4,992,000 | 619 |
| 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 | $45,206,000 | 2,651 |
| U.S. Government securities | $41,749,000 | 2,168 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $41,749,000 | 2,096 |
| Securities issued by states & political subdivisions | $3,457,000 | 3,649 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,536,000 | 1,352 |
| Mortgage-backed securities | $8,176,000 | 3,314 |
| Certificates of participation in pools of residential mortgages | $8,176,000 | 2,699 |
| Issued or guaranteed by U.S. | $8,176,000 | 2,687 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $45,206,000 | 2,276 |
| Total debt securities | $45,205,000 | 2,581 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 611 |
| Fair value | $3,995,000 | 622 |
| 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 | $39,857,000 | 2,888 |
| U.S. Government securities | $35,946,000 | 2,366 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $35,946,000 | 2,279 |
| Securities issued by states & political subdivisions | $3,911,000 | 3,446 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,539,000 | 1,617 |
| Mortgage-backed securities | $5,698,000 | 3,942 |
| Certificates of participation in pools of residential mortgages | $5,698,000 | 3,241 |
| Issued or guaranteed by U.S. | $5,698,000 | 3,229 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $39,857,000 | 2,483 |
| Total debt securities | $39,858,000 | 2,811 |
| Structured notes | ||
| Amortized cost | $3,499,000 | 562 |
| Fair value | $3,461,000 | 573 |
| 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 | $28,980,000 | 3,607 |
| U.S. Government securities | $25,190,000 | 3,107 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $25,190,000 | 2,973 |
| Securities issued by states & political subdivisions | $3,790,000 | 3,412 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,556,000 | 1,538 |
| Mortgage-backed securities | $4,943,000 | 4,178 |
| Certificates of participation in pools of residential mortgages | $4,943,000 | 3,429 |
| Issued or guaranteed by U.S. | $4,943,000 | 3,418 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $28,980,000 | 3,109 |
| Total debt securities | $28,980,000 | 3,529 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 910 |
| Fair value | $1,001,000 | 1,051 |
| 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 | $33,569,000 | 3,220 |
| U.S. Government securities | $29,282,000 | 2,766 |
| U.S. Treasury securities | $9,991,000 | 455 |
| U.S. Government agency obligations | $19,291,000 | 3,632 |
| Securities issued by states & political subdivisions | $3,774,000 | 3,407 |
| Other domestic debt securities | $513,000 | 3,279 |
| Privately issued residential mortgage-backed securities | $513,000 | 864 |
| 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 | $20,644,000 | 1,796 |
| Mortgage-backed securities | $1,484,000 | 5,616 |
| Certificates of participation in pools of residential mortgages | $971,000 | 5,378 |
| Issued or guaranteed by U.S. | $971,000 | 5,359 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $513,000 | 3,579 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $513,000 | 773 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $33,569,000 | 2,754 |
| Total debt securities | $33,568,000 | 3,139 |
| 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 | $37,358,000 | 2,828 |
| U.S. Government securities | $33,721,000 | 2,317 |
| U.S. Treasury securities | $9,996,000 | 470 |
| U.S. Government agency obligations | $23,725,000 | 2,914 |
| Securities issued by states & political subdivisions | $3,593,000 | 3,439 |
| Other domestic debt securities | $44,000 | 4,047 |
| Privately issued residential mortgage-backed securities | $44,000 | 1,297 |
| 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 | $22,501,000 | 1,567 |
| Mortgage-backed securities | $44,000 | 7,176 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $44,000 | 4,359 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $44,000 | 1,154 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $37,358,000 | 2,357 |
| Total debt securities | $37,358,000 | 2,760 |
| 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 | $37,248,000 | 2,856 |
| U.S. Government securities | $33,365,000 | 2,411 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $33,365,000 | 2,209 |
| Securities issued by states & political subdivisions | $2,897,000 | 3,763 |
| Other domestic debt securities | $106,000 | 3,564 |
| Privately issued residential mortgage-backed securities | $106,000 | 1,171 |
| 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 | $880,000 | 2,737 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,028,000 | 1,182 |
| Mortgage-backed securities | $106,000 | 6,882 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $106,000 | 3,934 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $106,000 | 1,013 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $37,248,000 | 2,271 |
| Total debt securities | $36,368,000 | 2,829 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $29,159,000 | 3,674 |
| U.S. Government securities | $27,726,000 | 2,952 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $27,726,000 | 2,648 |
| Securities issued by states & political subdivisions | $778,000 | 5,950 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $655,000 | 3,181 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,669,000 | 2,676 |
| Mortgage-backed securities | $125,000 | 7,182 |
| Certificates of participation in pools of residential mortgages | $125,000 | 6,630 |
| Issued or guaranteed by U.S. | $125,000 | 6,611 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $29,159,000 | 2,883 |
| Total debt securities | $28,504,000 | 3,634 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $30,337,000 | 3,599 |
| U.S. Government securities | $29,123,000 | 2,890 |
| U.S. Treasury securities | $1,001,000 | 5,203 |
| U.S. Government agency obligations | $28,122,000 | 2,500 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $201,000 | 3,219 |
| Privately issued residential mortgage-backed securities | $201,000 | 1,098 |
| 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 | $1,013,000 | 2,294 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,330,000 | 1,395 |
| Mortgage-backed securities | $201,000 | 7,218 |
| Certificates of participation in pools of residential mortgages | $201,000 | 6,627 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $201,000 | 249 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $30,337,000 | 2,769 |
| Total debt securities | $29,324,000 | 3,604 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $9,981,000 | 7,421 |
| U.S. Government securities | $7,984,000 | 7,274 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,984,000 | 5,980 |
| Securities issued by states & political subdivisions | $158,000 | 7,641 |
| Other domestic debt securities | $1,839,000 | 1,421 |
| Privately issued residential mortgage-backed securities | $1,839,000 | 479 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,839,000 | 5,531 |
| Certificates of participation in pools of residential mortgages | $1,839,000 | 4,506 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $1,839,000 | 168 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| 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) | $2,000 | 7,357 |
| Available-for-sale securities (fair market value) | $9,979,000 | 5,749 |
| Total debt securities | $9,981,000 | 7,292 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $14,574,000 | 6,542 |
| U.S. Government securities | $6,559,000 | 8,439 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,559,000 | 6,875 |
| Securities issued by states & political subdivisions | $362,000 | 7,409 |
| Other domestic debt securities | $7,690,000 | 686 |
| Privately issued residential mortgage-backed securities | $7,690,000 | 290 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $37,000 | 160 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,348,000 | 3,035 |
| Certificates of participation in pools of residential mortgages | $9,348,000 | 2,252 |
| Issued or guaranteed by U.S. | $1,658,000 | 5,016 |
| Privately issued | $7,690,000 | 125 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| 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) | $9,311,000 | 3,333 |
| Available-for-sale securities (fair market value) | $5,263,000 | 7,651 |
| Total debt securities | $14,611,000 | 6,401 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $26,525,000 | 4,507 |
| U.S. Government securities | $26,527,000 | 3,716 |
| U.S. Treasury securities | $2,513,000 | 6,510 |
| U.S. Government agency obligations | $24,014,000 | 2,853 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $2,000 | 310 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,532,000 | 3,190 |
| Certificates of participation in pools of residential mortgages | $9,532,000 | 2,235 |
| Issued or guaranteed by U.S. | $9,532,000 | 2,212 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| 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) | $20,528,000 | 1,971 |
| Available-for-sale securities (fair market value) | $5,997,000 | 7,575 |
| Total debt securities | $26,527,000 | 4,405 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $18,930,000 | 6,122 |
| U.S. Government securities | $18,891,000 | 5,151 |
| U.S. Treasury securities | $2,936,000 | 7,225 |
| U.S. Government agency obligations | $15,955,000 | 3,839 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-39,000 | 1,036 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,561,000 | 4,126 |
| Certificates of participation in pools of residential mortgages | $6,561,000 | 2,918 |
| Issued or guaranteed by U.S. | $6,561,000 | 2,908 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| 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) | $11,844,000 | 5,107 |
| Available-for-sale securities (fair market value) | $7,086,000 | 5,834 |
| Total debt securities | $18,891,000 | 6,022 |
| 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 | $15,781,000 | 7,162 |
| U.S. Government securities | $9,857,000 | 8,083 |
| U.S. Treasury securities | $3,520,000 | 6,882 |
| U.S. Government agency obligations | $6,337,000 | 7,157 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $5,841,000 | 1,263 |
| Privately issued residential mortgage-backed securities | $5,841,000 | 465 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-83,000 | 1,194 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,674,000 | 4,557 |
| Certificates of participation in pools of residential mortgages | $6,674,000 | 3,194 |
| Issued or guaranteed by U.S. | $833,000 | 7,334 |
| Privately issued | $5,841,000 | 207 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| 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 | $15,698,000 | 7,037 |
| 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 | $12,398,000 | 8,235 |
| U.S. Government securities | $12,345,000 | 7,112 |
| U.S. Treasury securities | $2,026,000 | 8,683 |
| U.S. Government agency obligations | $10,319,000 | 5,418 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| 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 | 5,875 |
| 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 | $-53,000 | 1,379 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,060,000 | 4,975 |
| Certificates of participation in pools of residential mortgages | $6,060,000 | 3,556 |
| Issued or guaranteed by U.S. | $6,060,000 | 3,509 |
| Privately issued | $0 | 831 |
| 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 | $12,345,000 | 8,131 |
| 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 |