Home > MidSouth Bank > Securities
MidSouth Bank, Securities
| 2023-09-30 | Rank | |
| Total securities | $168,175,000 | 1,118 |
| U.S. Government securities | $144,981,000 | 845 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $144,981,000 | 741 |
| Securities issued by states & political subdivisions | $22,941,000 | 1,630 |
| Other domestic debt securities | $253,000 | 2,230 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $253,000 | 1,801 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,688,000 | 1,227 |
| Mortgage-backed securities | $79,480,000 | 909 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $65,734,000 | 670 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $13,746,000 | 895 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $168,175,000 | 954 |
| Total debt securities | $168,175,000 | 1,104 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $177,111,000 | 1,103 |
| U.S. Government securities | $152,184,000 | 834 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $152,184,000 | 730 |
| Securities issued by states & political subdivisions | $24,665,000 | 1,617 |
| Other domestic debt securities | $262,000 | 2,246 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $262,000 | 1,814 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,542,000 | 1,457 |
| Mortgage-backed securities | $85,584,000 | 888 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $70,989,000 | 655 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $14,595,000 | 880 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $177,111,000 | 947 |
| Total debt securities | $177,111,000 | 1,092 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $174,348,000 | 1,175 |
| U.S. Government securities | $149,128,000 | 884 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $149,128,000 | 734 |
| Securities issued by states & political subdivisions | $24,968,000 | 1,650 |
| Other domestic debt securities | $252,000 | 2,297 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $252,000 | 1,853 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,131,000 | 1,252 |
| Mortgage-backed securities | $84,202,000 | 951 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $68,873,000 | 700 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $15,329,000 | 889 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $174,348,000 | 1,019 |
| Total debt securities | $174,348,000 | 1,164 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $163,812,000 | 1,269 |
| U.S. Government securities | $139,068,000 | 961 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $139,068,000 | 779 |
| Securities issued by states & political subdivisions | $24,485,000 | 1,727 |
| Other domestic debt securities | $259,000 | 2,334 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $259,000 | 1,878 |
| 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 | $69,030,000 | 984 |
| Mortgage-backed securities | $75,457,000 | 1,023 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $59,689,000 | 782 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $15,768,000 | 876 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $163,812,000 | 1,104 |
| Total debt securities | $163,812,000 | 1,254 |
| 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 | $163,648,000 | 1,289 |
| U.S. Government securities | $139,914,000 | 971 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $139,914,000 | 783 |
| Securities issued by states & political subdivisions | $23,476,000 | 1,764 |
| Other domestic debt securities | $258,000 | 2,297 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $258,000 | 1,882 |
| 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 | $58,655,000 | 1,068 |
| Mortgage-backed securities | $75,590,000 | 1,026 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $59,232,000 | 794 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $16,358,000 | 871 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $163,648,000 | 1,129 |
| Total debt securities | $163,648,000 | 1,275 |
| 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 | $149,754,000 | 1,385 |
| U.S. Government securities | $129,345,000 | 1,036 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $129,345,000 | 839 |
| Securities issued by states & political subdivisions | $20,144,000 | 1,975 |
| Other domestic debt securities | $265,000 | 2,159 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $265,000 | 1,869 |
| 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 | $52,061,000 | 1,147 |
| Mortgage-backed securities | $63,508,000 | 1,206 |
| Certificates of participation in pools of residential mortgages | $53,709,000 | 894 |
| Issued or guaranteed by U.S. | $53,709,000 | 879 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $9,799,000 | 1,219 |
| CMOs issued by government agencies or sponsored agencies | $9,799,000 | 1,151 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $149,754,000 | 1,232 |
| Total debt securities | $149,754,000 | 1,374 |
| 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 | $129,398,000 | 1,529 |
| U.S. Government securities | $115,082,000 | 1,131 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $115,082,000 | 940 |
| Securities issued by states & political subdivisions | $14,040,000 | 2,361 |
| Other domestic debt securities | $276,000 | 2,140 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $276,000 | 1,839 |
| 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 | $52,898,000 | 1,098 |
| Mortgage-backed securities | $45,149,000 | 1,486 |
| Certificates of participation in pools of residential mortgages | $41,395,000 | 1,097 |
| Issued or guaranteed by U.S. | $41,395,000 | 1,082 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $3,754,000 | 1,766 |
| CMOs issued by government agencies or sponsored agencies | $3,754,000 | 1,691 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $129,398,000 | 1,393 |
| Total debt securities | $129,398,000 | 1,517 |
| 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 | $103,409,000 | 1,740 |
| U.S. Government securities | $76,970,000 | 1,425 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $76,970,000 | 1,261 |
| Securities issued by states & political subdivisions | $13,492,000 | 2,427 |
| Other domestic debt securities | $12,947,000 | 824 |
| Privately issued residential mortgage-backed securities | $12,660,000 | 208 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $287,000 | 1,787 |
| 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 | $57,333,000 | 1,049 |
| Mortgage-backed securities | $16,723,000 | 2,361 |
| Certificates of participation in pools of residential mortgages | $14,750,000 | 1,949 |
| Issued or guaranteed by U.S. | $2,090,000 | 3,151 |
| Privately issued | $12,660,000 | 67 |
| Collaterized mortgage obligations | $1,973,000 | 2,043 |
| CMOs issued by government agencies or sponsored agencies | $1,973,000 | 1,986 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $103,409,000 | 1,612 |
| Total debt securities | $103,409,000 | 1,722 |
| 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 | $76,346,000 | 2,051 |
| U.S. Government securities | $65,322,000 | 1,520 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $65,322,000 | 1,378 |
| Securities issued by states & political subdivisions | $10,731,000 | 2,617 |
| Other domestic debt securities | $293,000 | 2,068 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $293,000 | 1,728 |
| 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 | $43,452,000 | 1,250 |
| Mortgage-backed securities | $0 | 4,153 |
| Certificates of participation in pools of residential mortgages | $0 | 4,035 |
| Issued or guaranteed by U.S. | $0 | 3,975 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $76,346,000 | 1,929 |
| Total debt securities | $76,346,000 | 2,038 |
| 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 | $84,091,000 | 1,863 |
| U.S. Government securities | $72,560,000 | 1,363 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $72,560,000 | 1,243 |
| Securities issued by states & political subdivisions | $11,235,000 | 2,548 |
| Other domestic debt securities | $296,000 | 2,067 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $296,000 | 1,691 |
| 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 | $41,530,000 | 1,283 |
| Mortgage-backed securities | $0 | 4,171 |
| Certificates of participation in pools of residential mortgages | $0 | 4,051 |
| Issued or guaranteed by U.S. | $0 | 3,990 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $84,091,000 | 1,744 |
| Total debt securities | $84,091,000 | 1,845 |
| 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 | $70,003,000 | 1,986 |
| U.S. Government securities | $58,313,000 | 1,460 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $58,313,000 | 1,361 |
| Securities issued by states & political subdivisions | $11,392,000 | 2,498 |
| Other domestic debt securities | $298,000 | 2,046 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $298,000 | 1,643 |
| 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 | $39,535,000 | 1,272 |
| Mortgage-backed securities | $0 | 4,168 |
| Certificates of participation in pools of residential mortgages | $0 | 4,049 |
| Issued or guaranteed by U.S. | $0 | 3,983 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $70,003,000 | 1,875 |
| Total debt securities | $70,003,000 | 1,972 |
| 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 | $61,090,000 | 2,049 |
| U.S. Government securities | $49,247,000 | 1,521 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $49,247,000 | 1,444 |
| Securities issued by states & political subdivisions | $11,529,000 | 2,471 |
| Other domestic debt securities | $314,000 | 1,968 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $314,000 | 1,562 |
| 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 | $46,501,000 | 1,103 |
| Mortgage-backed securities | $0 | 4,176 |
| Certificates of participation in pools of residential mortgages | $0 | 4,054 |
| Issued or guaranteed by U.S. | $0 | 3,991 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $61,090,000 | 1,923 |
| Total debt securities | $61,090,000 | 2,033 |
| 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 | $54,535,000 | 2,080 |
| U.S. Government securities | $43,319,000 | 1,603 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $43,319,000 | 1,526 |
| Securities issued by states & political subdivisions | $10,916,000 | 2,399 |
| Other domestic debt securities | $300,000 | 1,952 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $300,000 | 1,547 |
| 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 | $30,762,000 | 1,454 |
| Mortgage-backed securities | $0 | 4,188 |
| Certificates of participation in pools of residential mortgages | $0 | 4,060 |
| Issued or guaranteed by U.S. | $0 | 3,999 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $54,535,000 | 1,946 |
| Total debt securities | $54,535,000 | 2,062 |
| 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 | $54,418,000 | 2,039 |
| U.S. Government securities | $43,121,000 | 1,589 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $43,121,000 | 1,504 |
| Securities issued by states & political subdivisions | $10,827,000 | 2,338 |
| Other domestic debt securities | $470,000 | 1,842 |
| Privately issued residential mortgage-backed securities | $176,000 | 528 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $294,000 | 1,511 |
| 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 | $33,002,000 | 1,409 |
| Mortgage-backed securities | $580,000 | 3,885 |
| Certificates of participation in pools of residential mortgages | $404,000 | 3,724 |
| Issued or guaranteed by U.S. | $404,000 | 3,650 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $176,000 | 2,719 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $176,000 | 339 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $54,418,000 | 1,904 |
| Total debt securities | $54,418,000 | 2,020 |
| 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 | $62,328,000 | 1,800 |
| U.S. Government securities | $51,302,000 | 1,406 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $51,302,000 | 1,321 |
| Securities issued by states & political subdivisions | $10,564,000 | 2,248 |
| Other domestic debt securities | $462,000 | 1,771 |
| Privately issued residential mortgage-backed securities | $167,000 | 547 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $295,000 | 1,420 |
| 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 | $32,478,000 | 1,344 |
| Mortgage-backed securities | $583,000 | 3,913 |
| Certificates of participation in pools of residential mortgages | $416,000 | 3,745 |
| Issued or guaranteed by U.S. | $416,000 | 3,656 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $167,000 | 2,728 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $167,000 | 347 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $62,328,000 | 1,670 |
| Total debt securities | $62,328,000 | 1,787 |
| 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 | $50,673,000 | 2,078 |
| U.S. Government securities | $42,331,000 | 1,642 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $42,331,000 | 1,550 |
| Securities issued by states & political subdivisions | $7,823,000 | 2,572 |
| Other domestic debt securities | $519,000 | 1,660 |
| Privately issued residential mortgage-backed securities | $204,000 | 508 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $315,000 | 1,378 |
| 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 | $44,603,000 | 1,044 |
| Mortgage-backed securities | $651,000 | 3,900 |
| Certificates of participation in pools of residential mortgages | $447,000 | 3,739 |
| Issued or guaranteed by U.S. | $447,000 | 3,663 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $204,000 | 2,722 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $204,000 | 333 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $50,673,000 | 1,932 |
| Total debt securities | $50,673,000 | 2,057 |
| 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 | $46,236,000 | 2,215 |
| U.S. Government securities | $38,996,000 | 1,752 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $38,996,000 | 1,647 |
| Securities issued by states & political subdivisions | $6,708,000 | 2,733 |
| Other domestic debt securities | $532,000 | 1,693 |
| Privately issued residential mortgage-backed securities | $223,000 | 536 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $309,000 | 1,380 |
| 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 | $24,728,000 | 1,627 |
| Mortgage-backed securities | $722,000 | 3,921 |
| Certificates of participation in pools of residential mortgages | $499,000 | 3,754 |
| Issued or guaranteed by U.S. | $499,000 | 3,678 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $223,000 | 2,725 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $223,000 | 325 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $46,236,000 | 2,044 |
| Total debt securities | $46,236,000 | 2,198 |
| 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 | $37,315,000 | 2,604 |
| U.S. Government securities | $35,479,000 | 1,904 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $35,479,000 | 1,793 |
| Securities issued by states & political subdivisions | $1,291,000 | 3,873 |
| Other domestic debt securities | $545,000 | 1,681 |
| Privately issued residential mortgage-backed securities | $243,000 | 500 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $302,000 | 1,414 |
| 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 | $25,034,000 | 1,651 |
| Mortgage-backed securities | $797,000 | 3,902 |
| Certificates of participation in pools of residential mortgages | $554,000 | 3,743 |
| Issued or guaranteed by U.S. | $554,000 | 3,673 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $243,000 | 2,719 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $243,000 | 330 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $37,315,000 | 2,419 |
| Total debt securities | $37,315,000 | 2,586 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $39,385,000 | 2,548 |
| U.S. Government securities | $38,455,000 | 1,822 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $38,455,000 | 1,717 |
| Securities issued by states & political subdivisions | $153,000 | 4,383 |
| Other domestic debt securities | $777,000 | 1,615 |
| Privately issued residential mortgage-backed securities | $476,000 | 447 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $301,000 | 1,418 |
| 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 | $29,228,000 | 1,520 |
| Mortgage-backed securities | $1,059,000 | 3,855 |
| Certificates of participation in pools of residential mortgages | $583,000 | 3,763 |
| Issued or guaranteed by U.S. | $583,000 | 3,684 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $476,000 | 2,619 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $476,000 | 295 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $39,385,000 | 2,359 |
| Total debt securities | $39,385,000 | 2,529 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $52,932,000 | 2,098 |
| U.S. Government securities | $51,976,000 | 1,435 |
| U.S. Treasury securities | $3,992,000 | 767 |
| U.S. Government agency obligations | $47,984,000 | 1,445 |
| Securities issued by states & political subdivisions | $154,000 | 4,431 |
| Other domestic debt securities | $802,000 | 1,597 |
| Privately issued residential mortgage-backed securities | $518,000 | 408 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $284,000 | 1,436 |
| 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 | $38,332,000 | 1,236 |
| Mortgage-backed securities | $1,121,000 | 3,859 |
| Certificates of participation in pools of residential mortgages | $603,000 | 3,791 |
| Issued or guaranteed by U.S. | $603,000 | 3,726 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $518,000 | 2,607 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $518,000 | 288 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $52,932,000 | 1,932 |
| Total debt securities | $52,932,000 | 2,083 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $50,683,000 | 2,186 |
| U.S. Government securities | $49,474,000 | 1,497 |
| U.S. Treasury securities | $5,978,000 | 585 |
| U.S. Government agency obligations | $43,496,000 | 1,577 |
| Securities issued by states & political subdivisions | $347,000 | 4,370 |
| Other domestic debt securities | $862,000 | 1,545 |
| Privately issued residential mortgage-backed securities | $573,000 | 345 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $289,000 | 1,438 |
| 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 | $36,394,000 | 1,287 |
| Mortgage-backed securities | $1,205,000 | 3,879 |
| Certificates of participation in pools of residential mortgages | $632,000 | 3,826 |
| Issued or guaranteed by U.S. | $632,000 | 3,801 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $573,000 | 2,576 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $573,000 | 278 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $50,683,000 | 2,006 |
| Total debt securities | $50,683,000 | 2,166 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $57,305,000 | 2,026 |
| U.S. Government securities | $55,963,000 | 1,356 |
| U.S. Treasury securities | $5,966,000 | 566 |
| U.S. Government agency obligations | $49,997,000 | 1,409 |
| Securities issued by states & political subdivisions | $450,000 | 4,386 |
| Other domestic debt securities | $892,000 | 1,710 |
| Privately issued residential mortgage-backed securities | $603,000 | 565 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $289,000 | 1,442 |
| 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 | $36,394,000 | 1,307 |
| Mortgage-backed securities | $1,267,000 | 3,907 |
| Certificates of participation in pools of residential mortgages | $664,000 | 3,872 |
| Issued or guaranteed by U.S. | $664,000 | 3,704 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $603,000 | 2,598 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $603,000 | 286 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $57,305,000 | 1,857 |
| Total debt securities | $57,305,000 | 2,007 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $64,606,000 | 1,869 |
| U.S. Government securities | $62,939,000 | 1,274 |
| U.S. Treasury securities | $5,957,000 | 544 |
| U.S. Government agency obligations | $56,982,000 | 1,315 |
| Securities issued by states & political subdivisions | $451,000 | 4,427 |
| Other domestic debt securities | $1,216,000 | 1,398 |
| Privately issued residential mortgage-backed securities | $623,000 | 318 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $593,000 | 1,326 |
| 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 | $40,891,000 | 1,210 |
| Mortgage-backed securities | $1,323,000 | 3,930 |
| Certificates of participation in pools of residential mortgages | $700,000 | 3,900 |
| Issued or guaranteed by U.S. | $700,000 | 3,893 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $623,000 | 2,583 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $623,000 | 296 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $64,606,000 | 1,723 |
| Total debt securities | $64,606,000 | 1,852 |
| 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 | $66,075,000 | 1,865 |
| U.S. Government securities | $64,302,000 | 1,260 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $64,302,000 | 1,202 |
| Securities issued by states & political subdivisions | $479,000 | 4,482 |
| Other domestic debt securities | $1,294,000 | 1,391 |
| Privately issued residential mortgage-backed securities | $685,000 | 316 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $609,000 | 1,341 |
| 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 | $43,698,000 | 1,177 |
| Mortgage-backed securities | $1,420,000 | 3,945 |
| Certificates of participation in pools of residential mortgages | $735,000 | 3,925 |
| Issued or guaranteed by U.S. | $735,000 | 3,919 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $685,000 | 2,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $685,000 | 296 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $66,075,000 | 1,730 |
| Total debt securities | $66,075,000 | 1,850 |
| 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 | $55,895,000 | 2,144 |
| U.S. Government securities | $54,014,000 | 1,460 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $54,014,000 | 1,399 |
| Securities issued by states & political subdivisions | $551,000 | 4,494 |
| Other domestic debt securities | $1,330,000 | 1,406 |
| Privately issued residential mortgage-backed securities | $718,000 | 318 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $612,000 | 1,369 |
| 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 | $28,485,000 | 1,636 |
| Mortgage-backed securities | $1,566,000 | 3,955 |
| Certificates of participation in pools of residential mortgages | $848,000 | 3,931 |
| Issued or guaranteed by U.S. | $848,000 | 3,926 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $718,000 | 2,541 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $718,000 | 299 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $55,895,000 | 1,970 |
| Total debt securities | $55,895,000 | 2,125 |
| 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 | $71,244,000 | 1,817 |
| U.S. Government securities | $69,330,000 | 1,231 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $69,330,000 | 1,177 |
| Securities issued by states & political subdivisions | $543,000 | 4,539 |
| Other domestic debt securities | $1,371,000 | 1,417 |
| Privately issued residential mortgage-backed securities | $760,000 | 327 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $611,000 | 1,398 |
| 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 | $28,552,000 | 1,657 |
| Mortgage-backed securities | $1,660,000 | 3,979 |
| Certificates of participation in pools of residential mortgages | $900,000 | 3,946 |
| Issued or guaranteed by U.S. | $900,000 | 3,939 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $760,000 | 2,545 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $760,000 | 306 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $71,244,000 | 1,672 |
| Total debt securities | $71,244,000 | 1,801 |
| 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 | $70,484,000 | 1,846 |
| U.S. Government securities | $68,462,000 | 1,263 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $68,462,000 | 1,205 |
| Securities issued by states & political subdivisions | $593,000 | 4,573 |
| Other domestic debt securities | $1,429,000 | 1,439 |
| Privately issued residential mortgage-backed securities | $821,000 | 342 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $608,000 | 1,432 |
| 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 | $35,080,000 | 1,439 |
| Mortgage-backed securities | $1,779,000 | 4,015 |
| Certificates of participation in pools of residential mortgages | $958,000 | 3,990 |
| Issued or guaranteed by U.S. | $958,000 | 3,985 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $821,000 | 2,560 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $821,000 | 322 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $70,484,000 | 1,697 |
| Total debt securities | $70,484,000 | 1,828 |
| 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 | $84,786,000 | 1,594 |
| U.S. Government securities | $82,436,000 | 1,066 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $82,436,000 | 1,019 |
| Securities issued by states & political subdivisions | $874,000 | 4,531 |
| Other domestic debt securities | $1,476,000 | 1,424 |
| Privately issued residential mortgage-backed securities | $877,000 | 349 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $599,000 | 1,441 |
| 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 | $36,922,000 | 1,374 |
| Mortgage-backed securities | $1,948,000 | 3,999 |
| Certificates of participation in pools of residential mortgages | $1,071,000 | 3,971 |
| Issued or guaranteed by U.S. | $1,071,000 | 3,963 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $877,000 | 2,549 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $877,000 | 327 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $84,786,000 | 1,437 |
| Total debt securities | $84,786,000 | 1,568 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $81,400,000 | 1,630 |
| U.S. Government securities | $78,812,000 | 1,105 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $78,812,000 | 1,056 |
| Securities issued by states & political subdivisions | $1,033,000 | 4,481 |
| Other domestic debt securities | $1,555,000 | 1,395 |
| Privately issued residential mortgage-backed securities | $937,000 | 337 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $618,000 | 1,429 |
| 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 | $33,934,000 | 1,471 |
| Mortgage-backed securities | $2,072,000 | 4,015 |
| Certificates of participation in pools of residential mortgages | $1,135,000 | 3,981 |
| Issued or guaranteed by U.S. | $1,135,000 | 3,977 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $937,000 | 2,539 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $937,000 | 320 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $81,400,000 | 1,475 |
| Total debt securities | $81,400,000 | 1,602 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $60,171,000 | 2,112 |
| U.S. Government securities | $57,416,000 | 1,444 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $57,416,000 | 1,385 |
| Securities issued by states & political subdivisions | $1,138,000 | 4,479 |
| Other domestic debt securities | $1,617,000 | 1,399 |
| Privately issued residential mortgage-backed securities | $1,003,000 | 343 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $614,000 | 1,437 |
| 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 | $33,960,000 | 1,496 |
| Mortgage-backed securities | $2,202,000 | 4,015 |
| Certificates of participation in pools of residential mortgages | $1,199,000 | 3,995 |
| Issued or guaranteed by U.S. | $1,199,000 | 3,989 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,003,000 | 2,539 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $1,003,000 | 322 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $60,171,000 | 1,914 |
| Total debt securities | $60,171,000 | 2,086 |
| 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 | $80,930,000 | 1,686 |
| U.S. Government securities | $77,776,000 | 1,158 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $77,776,000 | 1,104 |
| Securities issued by states & political subdivisions | $1,484,000 | 4,378 |
| Other domestic debt securities | $1,670,000 | 1,392 |
| Privately issued residential mortgage-backed securities | $1,055,000 | 341 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $615,000 | 1,446 |
| 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 | $41,231,000 | 1,300 |
| Mortgage-backed securities | $2,409,000 | 4,003 |
| Certificates of participation in pools of residential mortgages | $1,354,000 | 3,977 |
| Issued or guaranteed by U.S. | $1,354,000 | 3,973 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,055,000 | 2,530 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $1,055,000 | 324 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $80,930,000 | 1,511 |
| Total debt securities | $80,930,000 | 1,665 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $81,143,000 | 1,695 |
| U.S. Government securities | $77,756,000 | 1,173 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $77,756,000 | 1,107 |
| Securities issued by states & political subdivisions | $1,635,000 | 4,370 |
| Other domestic debt securities | $1,752,000 | 1,354 |
| Privately issued residential mortgage-backed securities | $1,146,000 | 331 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $2,000 | 372 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $604,000 | 1,448 |
| 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 | $36,220,000 | 1,431 |
| Mortgage-backed securities | $2,547,000 | 3,990 |
| Certificates of participation in pools of residential mortgages | $1,401,000 | 3,989 |
| Issued or guaranteed by U.S. | $1,401,000 | 3,985 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,146,000 | 2,530 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $1,146,000 | 315 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $81,143,000 | 1,528 |
| Total debt securities | $81,143,000 | 1,672 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $81,763,000 | 1,685 |
| U.S. Government securities | $78,123,000 | 1,179 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $78,123,000 | 1,120 |
| Securities issued by states & political subdivisions | $1,835,000 | 4,356 |
| Other domestic debt securities | $1,805,000 | 1,357 |
| Privately issued residential mortgage-backed securities | $1,194,000 | 326 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $6,000 | 382 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $605,000 | 1,451 |
| 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 | $34,214,000 | 1,499 |
| Mortgage-backed securities | $2,657,000 | 4,022 |
| Certificates of participation in pools of residential mortgages | $1,463,000 | 4,015 |
| Issued or guaranteed by U.S. | $1,463,000 | 4,010 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,194,000 | 2,538 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $1,194,000 | 308 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $81,763,000 | 1,506 |
| Total debt securities | $81,763,000 | 1,661 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $83,329,000 | 1,695 |
| U.S. Government securities | $79,316,000 | 1,203 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $79,316,000 | 1,142 |
| Securities issued by states & political subdivisions | $2,141,000 | 4,291 |
| Other domestic debt securities | $1,872,000 | 1,358 |
| Privately issued residential mortgage-backed securities | $1,262,000 | 335 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $9,000 | 385 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $601,000 | 1,460 |
| 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 | $34,445,000 | 1,497 |
| Mortgage-backed securities | $2,906,000 | 4,044 |
| Certificates of participation in pools of residential mortgages | $1,635,000 | 4,047 |
| Issued or guaranteed by U.S. | $1,635,000 | 4,042 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,271,000 | 2,575 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 3,238 |
| Privately issued | $1,262,000 | 317 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $83,329,000 | 1,511 |
| Total debt securities | $83,329,000 | 1,674 |
| 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 | $84,824,000 | 1,680 |
| U.S. Government securities | $79,973,000 | 1,210 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $79,973,000 | 1,145 |
| Securities issued by states & political subdivisions | $2,900,000 | 4,093 |
| Other domestic debt securities | $1,951,000 | 1,369 |
| Privately issued residential mortgage-backed securities | $1,326,000 | 354 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $13,000 | 394 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $612,000 | 1,491 |
| 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 | $44,785,000 | 1,249 |
| Mortgage-backed securities | $3,054,000 | 4,074 |
| Certificates of participation in pools of residential mortgages | $1,705,000 | 4,090 |
| Issued or guaranteed by U.S. | $1,705,000 | 4,083 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,349,000 | 2,581 |
| CMOs issued by government agencies or sponsored agencies | $23,000 | 3,215 |
| Privately issued | $1,326,000 | 337 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $84,824,000 | 1,505 |
| Total debt securities | $84,824,000 | 1,657 |
| 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 | $74,033,000 | 1,913 |
| U.S. Government securities | $68,655,000 | 1,377 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $68,655,000 | 1,311 |
| Securities issued by states & political subdivisions | $3,362,000 | 4,021 |
| Other domestic debt securities | $2,016,000 | 1,338 |
| Privately issued residential mortgage-backed securities | $1,393,000 | 346 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $17,000 | 390 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $606,000 | 1,510 |
| 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 | $35,497,000 | 1,490 |
| Mortgage-backed securities | $3,189,000 | 4,126 |
| Certificates of participation in pools of residential mortgages | $1,760,000 | 4,143 |
| Issued or guaranteed by U.S. | $1,760,000 | 4,136 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,429,000 | 2,605 |
| CMOs issued by government agencies or sponsored agencies | $36,000 | 3,242 |
| Privately issued | $1,393,000 | 326 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $74,033,000 | 1,725 |
| Total debt securities | $74,033,000 | 1,891 |
| 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 | $31,518,000 | 3,552 |
| U.S. Government securities | $25,649,000 | 2,968 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $25,649,000 | 2,871 |
| Securities issued by states & political subdivisions | $3,799,000 | 3,955 |
| Other domestic debt securities | $2,070,000 | 1,367 |
| Privately issued residential mortgage-backed securities | $1,462,000 | 362 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $20,000 | 395 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $588,000 | 1,557 |
| 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 | $29,216,000 | 1,722 |
| Mortgage-backed securities | $3,312,000 | 4,186 |
| Certificates of participation in pools of residential mortgages | $1,802,000 | 4,221 |
| Issued or guaranteed by U.S. | $1,802,000 | 4,217 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,510,000 | 2,625 |
| CMOs issued by government agencies or sponsored agencies | $48,000 | 3,280 |
| Privately issued | $1,462,000 | 347 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $31,518,000 | 3,241 |
| Total debt securities | $31,518,000 | 3,525 |
| 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 | $40,712,000 | 3,074 |
| U.S. Government securities | $33,753,000 | 2,543 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $33,753,000 | 2,463 |
| Securities issued by states & political subdivisions | $4,801,000 | 3,774 |
| Other domestic debt securities | $2,158,000 | 1,376 |
| Privately issued residential mortgage-backed securities | $1,550,000 | 361 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $24,000 | 416 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $584,000 | 1,604 |
| 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 | $38,337,000 | 1,427 |
| Mortgage-backed securities | $3,506,000 | 4,207 |
| Certificates of participation in pools of residential mortgages | $1,896,000 | 4,237 |
| Issued or guaranteed by U.S. | $1,896,000 | 4,234 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,610,000 | 2,617 |
| CMOs issued by government agencies or sponsored agencies | $60,000 | 3,305 |
| Privately issued | $1,550,000 | 349 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $40,712,000 | 2,792 |
| Total debt securities | $40,712,000 | 3,052 |
| 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 | $33,304,000 | 3,494 |
| U.S. Government securities | $25,907,000 | 3,021 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $25,907,000 | 2,945 |
| Securities issued by states & political subdivisions | $5,143,000 | 3,727 |
| Other domestic debt securities | $2,254,000 | 1,390 |
| Privately issued residential mortgage-backed securities | $1,647,000 | 373 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $28,000 | 432 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $579,000 | 1,643 |
| 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 | $30,875,000 | 1,670 |
| Mortgage-backed securities | $3,745,000 | 4,198 |
| Certificates of participation in pools of residential mortgages | $2,026,000 | 4,227 |
| Issued or guaranteed by U.S. | $2,026,000 | 4,224 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,719,000 | 2,594 |
| CMOs issued by government agencies or sponsored agencies | $72,000 | 3,324 |
| Privately issued | $1,647,000 | 360 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $33,304,000 | 3,189 |
| Total debt securities | $33,303,000 | 3,469 |
| 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 | $37,454,000 | 3,265 |
| U.S. Government securities | $29,841,000 | 2,754 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $29,841,000 | 2,681 |
| Securities issued by states & political subdivisions | $5,326,000 | 3,716 |
| Other domestic debt securities | $2,287,000 | 1,421 |
| Privately issued residential mortgage-backed securities | $1,684,000 | 393 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $32,000 | 433 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $571,000 | 1,689 |
| 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 | $34,966,000 | 1,518 |
| Mortgage-backed securities | $3,878,000 | 4,173 |
| Certificates of participation in pools of residential mortgages | $2,111,000 | 4,236 |
| Issued or guaranteed by U.S. | $2,111,000 | 4,231 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,767,000 | 2,568 |
| CMOs issued by government agencies or sponsored agencies | $83,000 | 3,317 |
| Privately issued | $1,684,000 | 377 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $37,454,000 | 2,980 |
| Total debt securities | $37,454,000 | 3,234 |
| 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 | $28,605,000 | 3,830 |
| U.S. Government securities | $20,056,000 | 3,505 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $20,056,000 | 3,416 |
| Securities issued by states & political subdivisions | $6,113,000 | 3,563 |
| Other domestic debt securities | $2,436,000 | 1,428 |
| Privately issued residential mortgage-backed securities | $1,773,000 | 411 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $36,000 | 442 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $627,000 | 1,697 |
| 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 | $25,976,000 | 1,876 |
| Mortgage-backed securities | $4,077,000 | 4,180 |
| Certificates of participation in pools of residential mortgages | $2,207,000 | 4,228 |
| Issued or guaranteed by U.S. | $2,207,000 | 4,221 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,870,000 | 2,547 |
| CMOs issued by government agencies or sponsored agencies | $97,000 | 3,334 |
| Privately issued | $1,773,000 | 394 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $28,605,000 | 3,516 |
| Total debt securities | $28,461,000 | 3,808 |
| 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 | $28,997,000 | 3,781 |
| U.S. Government securities | $19,779,000 | 3,535 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $19,779,000 | 3,444 |
| Securities issued by states & political subdivisions | $6,673,000 | 3,450 |
| Other domestic debt securities | $2,545,000 | 1,422 |
| Privately issued residential mortgage-backed securities | $1,882,000 | 416 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $41,000 | 450 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $622,000 | 1,741 |
| 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 | $26,159,000 | 1,836 |
| Mortgage-backed securities | $4,408,000 | 4,130 |
| Certificates of participation in pools of residential mortgages | $2,399,000 | 4,149 |
| Issued or guaranteed by U.S. | $2,399,000 | 4,143 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,009,000 | 2,545 |
| CMOs issued by government agencies or sponsored agencies | $127,000 | 3,325 |
| Privately issued | $1,882,000 | 399 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $28,997,000 | 3,478 |
| Total debt securities | $28,867,000 | 3,762 |
| 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 | $29,566,000 | 3,752 |
| U.S. Government securities | $19,318,000 | 3,604 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $19,318,000 | 3,512 |
| Securities issued by states & political subdivisions | $7,531,000 | 3,272 |
| Other domestic debt securities | $2,717,000 | 1,391 |
| Privately issued residential mortgage-backed securities | $2,015,000 | 428 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $47,000 | 444 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $655,000 | 1,699 |
| 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 | $26,795,000 | 1,847 |
| Mortgage-backed securities | $4,878,000 | 4,095 |
| Certificates of participation in pools of residential mortgages | $2,686,000 | 4,109 |
| Issued or guaranteed by U.S. | $2,686,000 | 4,105 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,192,000 | 2,562 |
| CMOs issued by government agencies or sponsored agencies | $177,000 | 3,315 |
| Privately issued | $2,015,000 | 414 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $29,566,000 | 3,479 |
| Total debt securities | $29,436,000 | 3,728 |
| 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 | $32,617,000 | 3,524 |
| U.S. Government securities | $22,105,000 | 3,299 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $22,105,000 | 3,224 |
| Securities issued by states & political subdivisions | $7,857,000 | 3,177 |
| Other domestic debt securities | $2,655,000 | 1,384 |
| Privately issued residential mortgage-backed securities | $1,866,000 | 465 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $51,000 | 419 |
| Structured financial products - Total | $181,000 | 288 |
| Other domestic debt securities - All other | $557,000 | 1,720 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,812,000 | 1,678 |
| Mortgage-backed securities | $5,163,000 | 4,043 |
| Certificates of participation in pools of residential mortgages | $2,916,000 | 4,053 |
| Issued or guaranteed by U.S. | $2,916,000 | 4,051 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $2,247,000 | 2,600 |
| CMOs issued by government agencies or sponsored agencies | $381,000 | 3,221 |
| Privately issued | $1,866,000 | 451 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $32,617,000 | 3,261 |
| Total debt securities | $32,608,000 | 3,490 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $27,392,000 | 3,892 |
| U.S. Government securities | $15,977,000 | 3,999 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $15,977,000 | 3,918 |
| Securities issued by states & political subdivisions | $8,675,000 | 3,014 |
| Other domestic debt securities | $2,740,000 | 1,412 |
| Privately issued residential mortgage-backed securities | $1,924,000 | 499 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $54,000 | 410 |
| Structured financial products - Total | $188,000 | 289 |
| Other domestic debt securities - All other | $574,000 | 1,777 |
| 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 | $24,254,000 | 1,971 |
| Mortgage-backed securities | $5,692,000 | 4,084 |
| Certificates of participation in pools of residential mortgages | $3,121,000 | 4,125 |
| Issued or guaranteed by U.S. | $3,121,000 | 4,123 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $2,571,000 | 2,597 |
| CMOs issued by government agencies or sponsored agencies | $647,000 | 3,143 |
| Privately issued | $1,924,000 | 480 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $27,392,000 | 3,588 |
| Total debt securities | $27,383,000 | 3,862 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $28,588,000 | 3,806 |
| U.S. Government securities | $16,397,000 | 4,018 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $16,397,000 | 3,936 |
| Securities issued by states & political subdivisions | $9,484,000 | 2,833 |
| Other domestic debt securities | $2,707,000 | 1,432 |
| Privately issued residential mortgage-backed securities | $1,856,000 | 528 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $59,000 | 363 |
| Structured financial products - Total | $195,000 | 287 |
| Other domestic debt securities - All other | $597,000 | 1,753 |
| 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 | $24,742,000 | 1,957 |
| Mortgage-backed securities | $6,041,000 | 4,055 |
| Certificates of participation in pools of residential mortgages | $3,326,000 | 4,110 |
| Issued or guaranteed by U.S. | $3,326,000 | 4,108 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,715,000 | 2,584 |
| CMOs issued by government agencies or sponsored agencies | $859,000 | 3,063 |
| Privately issued | $1,856,000 | 509 |
| 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) | $28,588,000 | 3,538 |
| Total debt securities | $28,588,000 | 3,779 |
| Structured notes | ||
| Amortized cost | $1,002,000 | 1,962 |
| Fair value | $1,003,000 | 2,027 |
| 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 | $28,882,000 | 3,813 |
| U.S. Government securities | $16,484,000 | 4,102 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $16,484,000 | 4,013 |
| Securities issued by states & political subdivisions | $9,616,000 | 2,728 |
| Other domestic debt securities | $2,782,000 | 1,394 |
| Privately issued residential mortgage-backed securities | $1,947,000 | 552 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $64,000 | 315 |
| Structured financial products - Total | $199,000 | 289 |
| Other domestic debt securities - All other | $572,000 | 1,751 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,948,000 | 1,960 |
| Mortgage-backed securities | $6,713,000 | 3,991 |
| Certificates of participation in pools of residential mortgages | $3,637,000 | 4,027 |
| Issued or guaranteed by U.S. | $3,637,000 | 4,023 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,076,000 | 2,511 |
| CMOs issued by government agencies or sponsored agencies | $1,129,000 | 2,938 |
| Privately issued | $1,947,000 | 532 |
| 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) | $28,882,000 | 3,535 |
| Total debt securities | $28,666,000 | 3,800 |
| Structured notes | ||
| Amortized cost | $1,005,000 | 2,177 |
| Fair value | $1,008,000 | 2,209 |
| 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 | $33,719,000 | 3,422 |
| U.S. Government securities | $20,411,000 | 3,601 |
| U.S. Treasury securities | $700,000 | 857 |
| U.S. Government agency obligations | $19,711,000 | 3,598 |
| Securities issued by states & political subdivisions | $10,524,000 | 2,560 |
| Other domestic debt securities | $2,784,000 | 1,387 |
| Privately issued residential mortgage-backed securities | $1,932,000 | 613 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $68,000 | 244 |
| Structured financial products - Total | $202,000 | 263 |
| Other domestic debt securities - All other | $582,000 | 1,660 |
| 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 | $28,221,000 | 1,685 |
| Mortgage-backed securities | $7,170,000 | 3,835 |
| Certificates of participation in pools of residential mortgages | $3,838,000 | 3,884 |
| Issued or guaranteed by U.S. | $3,838,000 | 3,879 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $3,332,000 | 2,422 |
| CMOs issued by government agencies or sponsored agencies | $1,400,000 | 2,747 |
| Privately issued | $1,932,000 | 586 |
| 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) | $33,719,000 | 3,151 |
| Total debt securities | $33,500,000 | 3,414 |
| Structured notes | ||
| Amortized cost | $1,009,000 | 2,135 |
| Fair value | $1,013,000 | 2,153 |
| 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 | $29,386,000 | 3,656 |
| U.S. Government securities | $15,147,000 | 4,151 |
| U.S. Treasury securities | $700,000 | 903 |
| U.S. Government agency obligations | $14,447,000 | 4,133 |
| Securities issued by states & political subdivisions | $11,328,000 | 2,395 |
| Other domestic debt securities | $2,911,000 | 1,378 |
| Privately issued residential mortgage-backed securities | $2,033,000 | 643 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $74,000 | 232 |
| Structured financial products - Total | $218,000 | 262 |
| Other domestic debt securities - All other | $586,000 | 1,623 |
| 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 | $24,636,000 | 1,825 |
| Mortgage-backed securities | $7,699,000 | 3,709 |
| Certificates of participation in pools of residential mortgages | $4,090,000 | 3,767 |
| Issued or guaranteed by U.S. | $4,090,000 | 3,757 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $3,609,000 | 2,331 |
| CMOs issued by government agencies or sponsored agencies | $1,576,000 | 2,676 |
| Privately issued | $2,033,000 | 606 |
| 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) | $29,386,000 | 3,371 |
| Total debt securities | $29,165,000 | 3,643 |
| Structured notes | ||
| Amortized cost | $1,012,000 | 2,210 |
| Fair value | $1,017,000 | 2,234 |
| 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 | $35,234,000 | 3,292 |
| U.S. Government securities | $19,968,000 | 3,659 |
| U.S. Treasury securities | $700,000 | 985 |
| U.S. Government agency obligations | $19,268,000 | 3,646 |
| Securities issued by states & political subdivisions | $12,260,000 | 2,217 |
| Other domestic debt securities | $3,006,000 | 1,285 |
| Privately issued residential mortgage-backed securities | $2,127,000 | 644 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $78,000 | 230 |
| Structured financial products - Total | $226,000 | 271 |
| Other domestic debt securities - All other | $575,000 | 1,538 |
| 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 | $29,965,000 | 1,602 |
| Mortgage-backed securities | $8,116,000 | 3,595 |
| Certificates of participation in pools of residential mortgages | $4,329,000 | 3,682 |
| Issued or guaranteed by U.S. | $4,329,000 | 3,671 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $3,787,000 | 2,261 |
| CMOs issued by government agencies or sponsored agencies | $1,660,000 | 2,591 |
| Privately issued | $2,127,000 | 609 |
| 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) | $35,234,000 | 3,001 |
| Total debt securities | $35,234,000 | 3,262 |
| Structured notes | ||
| Amortized cost | $1,515,000 | 2,177 |
| Fair value | $1,521,000 | 2,190 |
| 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 | $35,841,000 | 3,203 |
| U.S. Government securities | $18,504,000 | 3,795 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $18,504,000 | 3,688 |
| Securities issued by states & political subdivisions | $13,216,000 | 2,060 |
| Other domestic debt securities | $4,121,000 | 1,149 |
| Privately issued residential mortgage-backed securities | $2,267,000 | 661 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $83,000 | 227 |
| Structured financial products - Total | $236,000 | 263 |
| Other domestic debt securities - All other | $1,535,000 | 1,156 |
| 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 | $29,523,000 | 1,633 |
| Mortgage-backed securities | $8,628,000 | 3,453 |
| Certificates of participation in pools of residential mortgages | $4,571,000 | 3,546 |
| Issued or guaranteed by U.S. | $4,571,000 | 3,538 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $4,057,000 | 2,153 |
| CMOs issued by government agencies or sponsored agencies | $1,790,000 | 2,497 |
| Privately issued | $2,267,000 | 629 |
| 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) | $35,841,000 | 2,923 |
| Total debt securities | $35,842,000 | 3,178 |
| Structured notes | ||
| Amortized cost | $3,018,000 | 1,648 |
| Fair value | $3,006,000 | 1,662 |
| 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 | $46,002,000 | 2,584 |
| U.S. Government securities | $28,419,000 | 2,763 |
| U.S. Treasury securities | $12,752,000 | 288 |
| U.S. Government agency obligations | $15,667,000 | 3,853 |
| Securities issued by states & political subdivisions | $13,354,000 | 2,020 |
| Other domestic debt securities | $4,229,000 | 1,204 |
| Privately issued residential mortgage-backed securities | $2,373,000 | 685 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $88,000 | 212 |
| Structured financial products - Total | $253,000 | 256 |
| Other domestic debt securities - All other | $1,515,000 | 1,171 |
| 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 | $39,554,000 | 1,285 |
| Mortgage-backed securities | $9,416,000 | 3,237 |
| Certificates of participation in pools of residential mortgages | $4,928,000 | 3,371 |
| Issued or guaranteed by U.S. | $4,928,000 | 3,365 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $4,488,000 | 2,065 |
| CMOs issued by government agencies or sponsored agencies | $2,115,000 | 2,342 |
| Privately issued | $2,373,000 | 652 |
| 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) | $46,002,000 | 2,324 |
| Total debt securities | $46,003,000 | 2,557 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $30,605,000 | 3,429 |
| U.S. Government securities | $11,878,000 | 4,507 |
| U.S. Treasury securities | $1,756,000 | 733 |
| U.S. Government agency obligations | $10,122,000 | 4,693 |
| Securities issued by states & political subdivisions | $14,271,000 | 1,840 |
| Other domestic debt securities | $4,456,000 | 1,212 |
| Privately issued residential mortgage-backed securities | $2,535,000 | 729 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $94,000 | 198 |
| Structured financial products - Total | $265,000 | 282 |
| Other domestic debt securities - All other | $1,562,000 | 1,151 |
| 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 | $25,077,000 | 1,832 |
| Mortgage-backed securities | $10,446,000 | 3,094 |
| Certificates of participation in pools of residential mortgages | $5,387,000 | 3,230 |
| Issued or guaranteed by U.S. | $5,387,000 | 3,223 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $5,059,000 | 1,964 |
| CMOs issued by government agencies or sponsored agencies | $2,524,000 | 2,197 |
| Privately issued | $2,535,000 | 695 |
| 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) | $30,605,000 | 3,130 |
| Total debt securities | $30,605,000 | 3,400 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $30,624,000 | 3,435 |
| U.S. Government securities | $10,431,000 | 4,846 |
| U.S. Treasury securities | $999,000 | 844 |
| U.S. Government agency obligations | $9,432,000 | 4,929 |
| Securities issued by states & political subdivisions | $15,504,000 | 1,648 |
| Other domestic debt securities | $4,689,000 | 1,183 |
| Privately issued residential mortgage-backed securities | $2,606,000 | 762 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $98,000 | 196 |
| Structured financial products - Total | $279,000 | 285 |
| Other domestic debt securities - All other | $1,706,000 | 1,077 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,865,000 | 1,862 |
| Mortgage-backed securities | $11,320,000 | 2,976 |
| Certificates of participation in pools of residential mortgages | $5,858,000 | 3,157 |
| Issued or guaranteed by U.S. | $5,858,000 | 3,149 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $5,462,000 | 1,841 |
| CMOs issued by government agencies or sponsored agencies | $2,856,000 | 2,037 |
| Privately issued | $2,606,000 | 731 |
| 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) | $30,624,000 | 3,114 |
| Total debt securities | $30,624,000 | 3,400 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $33,870,000 | 3,236 |
| U.S. Government securities | $11,695,000 | 4,662 |
| U.S. Treasury securities | $1,997,000 | 686 |
| U.S. Government agency obligations | $9,698,000 | 4,972 |
| Securities issued by states & political subdivisions | $17,399,000 | 1,457 |
| Other domestic debt securities | $4,776,000 | 1,213 |
| Privately issued residential mortgage-backed securities | $2,688,000 | 783 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $79,000 | 203 |
| Structured financial products - Total | $264,000 | 292 |
| Other domestic debt securities - All other | $1,745,000 | 1,090 |
| 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 | $26,939,000 | 1,797 |
| Mortgage-backed securities | $11,659,000 | 3,000 |
| Certificates of participation in pools of residential mortgages | $6,354,000 | 3,152 |
| Issued or guaranteed by U.S. | $6,354,000 | 3,144 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $5,305,000 | 1,809 |
| CMOs issued by government agencies or sponsored agencies | $2,617,000 | 2,028 |
| Privately issued | $2,688,000 | 750 |
| 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) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $33,870,000 | 2,914 |
| Total debt securities | $33,870,000 | 3,206 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $36,284,000 | 3,062 |
| U.S. Government securities | $10,304,000 | 4,928 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $10,304,000 | 4,826 |
| Securities issued by states & political subdivisions | $18,221,000 | 1,388 |
| Other domestic debt securities | $7,759,000 | 983 |
| Privately issued residential mortgage-backed securities | $3,921,000 | 707 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $365,000 | 186 |
| Structured financial products - Total | $356,000 | 288 |
| Other domestic debt securities - All other | $3,117,000 | 822 |
| 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 | $25,222,000 | 1,903 |
| Mortgage-backed securities | $13,494,000 | 2,856 |
| Certificates of participation in pools of residential mortgages | $6,829,000 | 3,118 |
| Issued or guaranteed by U.S. | $6,829,000 | 3,110 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $6,665,000 | 1,648 |
| CMOs issued by government agencies or sponsored agencies | $2,744,000 | 1,976 |
| Privately issued | $3,921,000 | 679 |
| 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) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $36,284,000 | 2,736 |
| Total debt securities | $36,283,000 | 3,036 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $38,078,000 | 2,968 |
| U.S. Government securities | $10,962,000 | 4,816 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $10,962,000 | 4,726 |
| Securities issued by states & political subdivisions | $18,908,000 | 1,326 |
| Other domestic debt securities | $8,208,000 | 1,008 |
| Privately issued residential mortgage-backed securities | $4,215,000 | 744 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $378,000 | 190 |
| Structured financial products - Total | $448,000 | 293 |
| Other domestic debt securities - All other | $3,167,000 | 865 |
| 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 | $22,161,000 | 2,067 |
| Mortgage-backed securities | $14,438,000 | 2,798 |
| Certificates of participation in pools of residential mortgages | $7,351,000 | 3,093 |
| Issued or guaranteed by U.S. | $7,351,000 | 3,083 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $7,087,000 | 1,610 |
| CMOs issued by government agencies or sponsored agencies | $2,872,000 | 1,924 |
| Privately issued | $4,215,000 | 714 |
| 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) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $38,078,000 | 2,641 |
| Total debt securities | $38,077,000 | 2,938 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $40,570,000 | 2,764 |
| U.S. Government securities | $11,756,000 | 4,669 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $11,756,000 | 4,577 |
| Securities issued by states & political subdivisions | $19,057,000 | 1,256 |
| Other domestic debt securities | $9,757,000 | 934 |
| Privately issued residential mortgage-backed securities | $4,718,000 | 726 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $305,000 | 220 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $4,734,000 | 698 |
| 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 | $20,140,000 | 2,224 |
| Mortgage-backed securities | $15,731,000 | 2,702 |
| Certificates of participation in pools of residential mortgages | $7,969,000 | 3,043 |
| Issued or guaranteed by U.S. | $7,969,000 | 3,031 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $7,762,000 | 1,543 |
| CMOs issued by government agencies or sponsored agencies | $3,044,000 | 1,846 |
| Privately issued | $4,718,000 | 698 |
| 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) | $280,000 | 2,937 |
| Available-for-sale securities (fair market value) | $40,290,000 | 2,469 |
| Total debt securities | $40,570,000 | 2,739 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $42,034,000 | 2,673 |
| U.S. Government securities | $13,130,000 | 4,496 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $13,130,000 | 4,416 |
| Securities issued by states & political subdivisions | $19,414,000 | 1,168 |
| Other domestic debt securities | $9,490,000 | 910 |
| Privately issued residential mortgage-backed securities | $3,627,000 | 814 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,299,000 | 197 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,564,000 | 701 |
| 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 | $20,708,000 | 2,204 |
| Mortgage-backed securities | $15,508,000 | 2,774 |
| Certificates of participation in pools of residential mortgages | $8,704,000 | 2,967 |
| Issued or guaranteed by U.S. | $8,704,000 | 2,954 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $6,804,000 | 1,629 |
| CMOs issued by government agencies or sponsored agencies | $3,177,000 | 1,815 |
| Privately issued | $3,627,000 | 780 |
| 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) | $281,000 | 2,971 |
| Available-for-sale securities (fair market value) | $41,753,000 | 2,398 |
| Total debt securities | $42,025,000 | 2,647 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $44,902,000 | 2,540 |
| U.S. Government securities | $14,233,000 | 4,366 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $14,233,000 | 4,286 |
| Securities issued by states & political subdivisions | $19,800,000 | 1,112 |
| Other domestic debt securities | $10,869,000 | 790 |
| Privately issued residential mortgage-backed securities | $3,691,000 | 780 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,916,000 | 161 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,262,000 | 623 |
| 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 | $19,013,000 | 2,368 |
| Mortgage-backed securities | $16,229,000 | 2,652 |
| Certificates of participation in pools of residential mortgages | $9,339,000 | 2,823 |
| Issued or guaranteed by U.S. | $9,339,000 | 2,807 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $6,890,000 | 1,569 |
| CMOs issued by government agencies or sponsored agencies | $3,199,000 | 1,797 |
| Privately issued | $3,691,000 | 745 |
| 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) | $281,000 | 3,005 |
| Available-for-sale securities (fair market value) | $44,621,000 | 2,260 |
| Total debt securities | $44,900,000 | 2,506 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $47,650,000 | 2,352 |
| U.S. Government securities | $14,886,000 | 4,220 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $14,886,000 | 4,144 |
| Securities issued by states & political subdivisions | $20,290,000 | 1,055 |
| Other domestic debt securities | $12,474,000 | 725 |
| Privately issued residential mortgage-backed securities | $4,949,000 | 695 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,227,000 | 155 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,298,000 | 610 |
| 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 | $18,820,000 | 2,365 |
| Mortgage-backed securities | $17,164,000 | 2,471 |
| Certificates of participation in pools of residential mortgages | $9,777,000 | 2,690 |
| Issued or guaranteed by U.S. | $9,777,000 | 2,674 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $7,387,000 | 1,453 |
| CMOs issued by government agencies or sponsored agencies | $2,438,000 | 1,882 |
| Privately issued | $4,949,000 | 666 |
| 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) | $537,000 | 2,813 |
| Available-for-sale securities (fair market value) | $47,113,000 | 2,081 |
| Total debt securities | $47,651,000 | 2,323 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $51,194,000 | 2,263 |
| U.S. Government securities | $16,667,000 | 3,983 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $16,667,000 | 3,921 |
| Securities issued by states & political subdivisions | $20,836,000 | 1,039 |
| Other domestic debt securities | $13,691,000 | 717 |
| Privately issued residential mortgage-backed securities | $5,443,000 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,384,000 | 149 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,864,000 | 635 |
| 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 | $23,870,000 | 1,967 |
| Mortgage-backed securities | $18,394,000 | 2,371 |
| Certificates of participation in pools of residential mortgages | $10,545,000 | 2,572 |
| Issued or guaranteed by U.S. | $10,545,000 | 2,556 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $7,849,000 | 1,415 |
| CMOs issued by government agencies or sponsored agencies | $2,406,000 | 1,902 |
| Privately issued | $5,443,000 | 638 |
| 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) | $538,000 | 2,821 |
| Available-for-sale securities (fair market value) | $50,656,000 | 2,013 |
| Total debt securities | $51,194,000 | 2,210 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $53,968,000 | 2,160 |
| U.S. Government securities | $18,193,000 | 3,755 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $18,193,000 | 3,690 |
| Securities issued by states & political subdivisions | $20,995,000 | 1,038 |
| Other domestic debt securities | $14,780,000 | 666 |
| Privately issued residential mortgage-backed securities | $6,184,000 | 609 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,595,000 | 152 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,001,000 | 617 |
| 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 | $27,064,000 | 1,765 |
| Mortgage-backed securities | $19,202,000 | 2,233 |
| Certificates of participation in pools of residential mortgages | $11,537,000 | 2,339 |
| Issued or guaranteed by U.S. | $11,537,000 | 2,328 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $7,665,000 | 1,399 |
| CMOs issued by government agencies or sponsored agencies | $1,481,000 | 2,207 |
| Privately issued | $6,184,000 | 577 |
| 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) | $539,000 | 2,859 |
| Available-for-sale securities (fair market value) | $53,429,000 | 1,910 |
| Total debt securities | $53,962,000 | 2,111 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $51,003,000 | 2,257 |
| U.S. Government securities | $19,106,000 | 3,705 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $19,106,000 | 3,629 |
| Securities issued by states & political subdivisions | $19,662,000 | 1,100 |
| Other domestic debt securities | $12,235,000 | 707 |
| Privately issued residential mortgage-backed securities | $4,936,000 | 627 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,201,000 | 153 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,098,000 | 658 |
| 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 | $32,546,000 | 1,498 |
| Mortgage-backed securities | $18,657,000 | 2,010 |
| Certificates of participation in pools of residential mortgages | $12,186,000 | 2,039 |
| Issued or guaranteed by U.S. | $12,186,000 | 2,029 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $6,471,000 | 1,450 |
| CMOs issued by government agencies or sponsored agencies | $1,535,000 | 2,091 |
| Privately issued | $4,936,000 | 590 |
| 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) | $629,000 | 2,880 |
| Available-for-sale securities (fair market value) | $50,374,000 | 1,988 |
| Total debt securities | $51,003,000 | 2,212 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $51,576,000 | 2,235 |
| U.S. Government securities | $19,983,000 | 3,634 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $19,983,000 | 3,557 |
| Securities issued by states & political subdivisions | $18,865,000 | 1,109 |
| Other domestic debt securities | $12,728,000 | 647 |
| Privately issued residential mortgage-backed securities | $5,253,000 | 576 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,306,000 | 150 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,169,000 | 633 |
| 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 | $28,318,000 | 1,641 |
| Mortgage-backed securities | $18,586,000 | 1,902 |
| Certificates of participation in pools of residential mortgages | $12,706,000 | 1,824 |
| Issued or guaranteed by U.S. | $12,706,000 | 1,814 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $5,880,000 | 1,479 |
| CMOs issued by government agencies or sponsored agencies | $627,000 | 2,509 |
| Privately issued | $5,253,000 | 545 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,210,000 | 2,627 |
| Available-for-sale securities (fair market value) | $50,366,000 | 1,967 |
| Total debt securities | $51,576,000 | 2,186 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $48,735,000 | 2,344 |
| U.S. Government securities | $16,893,000 | 4,101 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $16,893,000 | 4,001 |
| Securities issued by states & political subdivisions | $18,684,000 | 1,106 |
| Other domestic debt securities | $13,158,000 | 603 |
| Privately issued residential mortgage-backed securities | $5,554,000 | 528 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,451,000 | 140 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,153,000 | 599 |
| 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 | $28,730,000 | 1,623 |
| Mortgage-backed securities | $16,358,000 | 1,994 |
| Certificates of participation in pools of residential mortgages | $9,982,000 | 2,069 |
| Issued or guaranteed by U.S. | $9,982,000 | 2,062 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $6,376,000 | 1,385 |
| CMOs issued by government agencies or sponsored agencies | $822,000 | 2,391 |
| Privately issued | $5,554,000 | 497 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,211,000 | 2,659 |
| Available-for-sale securities (fair market value) | $47,524,000 | 2,068 |
| Total debt securities | $48,735,000 | 2,305 |
| Structured notes | ||
| Amortized cost | $1,248,000 | 1,689 |
| Fair value | $1,246,000 | 1,670 |
| 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 | $50,875,000 | 2,277 |
| U.S. Government securities | $18,175,000 | 3,919 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $18,175,000 | 3,819 |
| Securities issued by states & political subdivisions | $19,099,000 | 1,078 |
| Other domestic debt securities | $13,601,000 | 608 |
| Privately issued residential mortgage-backed securities | $5,737,000 | 511 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,623,000 | 141 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,241,000 | 618 |
| 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 | $29,064,000 | 1,612 |
| Mortgage-backed securities | $17,846,000 | 1,895 |
| Certificates of participation in pools of residential mortgages | $10,965,000 | 1,962 |
| Issued or guaranteed by U.S. | $10,965,000 | 1,955 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $6,881,000 | 1,289 |
| CMOs issued by government agencies or sponsored agencies | $1,144,000 | 2,172 |
| Privately issued | $5,737,000 | 481 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,212,000 | 2,693 |
| Available-for-sale securities (fair market value) | $49,663,000 | 2,005 |
| Total debt securities | $50,883,000 | 2,239 |
| Structured notes | ||
| Amortized cost | $1,902,000 | 1,470 |
| Fair value | $1,903,000 | 1,467 |
| 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 | $47,535,000 | 2,436 |
| U.S. Government securities | $20,727,000 | 3,624 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $20,727,000 | 3,529 |
| Securities issued by states & political subdivisions | $18,452,000 | 1,109 |
| Other domestic debt securities | $8,356,000 | 790 |
| Privately issued residential mortgage-backed securities | $2,449,000 | 671 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $652,000 | 188 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,255,000 | 626 |
| 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 | $29,001,000 | 1,612 |
| Mortgage-backed securities | $15,560,000 | 2,064 |
| Certificates of participation in pools of residential mortgages | $11,645,000 | 1,903 |
| Issued or guaranteed by U.S. | $11,645,000 | 1,893 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $3,915,000 | 1,702 |
| CMOs issued by government agencies or sponsored agencies | $1,466,000 | 2,024 |
| Privately issued | $2,449,000 | 638 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,297,000 | 2,714 |
| Available-for-sale securities (fair market value) | $46,238,000 | 2,158 |
| Total debt securities | $47,534,000 | 2,387 |
| Structured notes | ||
| Amortized cost | $2,954,000 | 1,180 |
| Fair value | $2,959,000 | 1,146 |
| 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 | $44,475,000 | 2,589 |
| U.S. Government securities | $19,077,000 | 3,889 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $19,077,000 | 3,789 |
| Securities issued by states & political subdivisions | $18,214,000 | 1,107 |
| Other domestic debt securities | $6,377,000 | 911 |
| Privately issued residential mortgage-backed securities | $1,585,000 | 772 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $660,000 | 198 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,132,000 | 718 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $807,000 | 1,151 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,742,000 | 1,767 |
| Mortgage-backed securities | $14,503,000 | 2,161 |
| Certificates of participation in pools of residential mortgages | $12,265,000 | 1,851 |
| Issued or guaranteed by U.S. | $12,265,000 | 1,839 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $2,238,000 | 2,012 |
| CMOs issued by government agencies or sponsored agencies | $653,000 | 2,448 |
| Privately issued | $1,585,000 | 719 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,373,000 | 2,761 |
| Available-for-sale securities (fair market value) | $43,102,000 | 2,291 |
| Total debt securities | $43,668,000 | 2,582 |
| Structured notes | ||
| Amortized cost | $3,819,000 | 1,023 |
| Fair value | $3,823,000 | 1,014 |
| 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 | $44,384,000 | 2,582 |
| U.S. Government securities | $19,254,000 | 3,877 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $19,254,000 | 3,761 |
| Securities issued by states & political subdivisions | $17,886,000 | 1,106 |
| Other domestic debt securities | $6,431,000 | 908 |
| Privately issued residential mortgage-backed securities | $1,749,000 | 735 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $711,000 | 192 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,971,000 | 746 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $813,000 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,045,000 | 1,993 |
| Mortgage-backed securities | $15,570,000 | 2,062 |
| Certificates of participation in pools of residential mortgages | $13,112,000 | 1,783 |
| Issued or guaranteed by U.S. | $13,112,000 | 1,773 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,458,000 | 1,951 |
| CMOs issued by government agencies or sponsored agencies | $709,000 | 2,399 |
| Privately issued | $1,749,000 | 686 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,459,000 | 2,754 |
| Available-for-sale securities (fair market value) | $42,925,000 | 2,290 |
| Total debt securities | $43,580,000 | 2,594 |
| Structured notes | ||
| Amortized cost | $3,156,000 | 1,214 |
| Fair value | $3,124,000 | 1,201 |
| 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 | $45,507,000 | 2,570 |
| U.S. Government securities | $21,669,000 | 3,582 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $21,669,000 | 3,462 |
| Securities issued by states & political subdivisions | $18,187,000 | 1,083 |
| Other domestic debt securities | $5,651,000 | 989 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $794,000 | 199 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,857,000 | 708 |
| 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 | $23,454,000 | 1,892 |
| Mortgage-backed securities | $16,599,000 | 2,023 |
| Certificates of participation in pools of residential mortgages | $14,331,000 | 1,706 |
| Issued or guaranteed by U.S. | $14,331,000 | 1,696 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,268,000 | 2,001 |
| CMOs issued by government agencies or sponsored agencies | $2,268,000 | 1,751 |
| 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) | $1,460,000 | 2,802 |
| Available-for-sale securities (fair market value) | $44,047,000 | 2,261 |
| Total debt securities | $45,507,000 | 2,524 |
| Structured notes | ||
| Amortized cost | $2,659,000 | 1,385 |
| Fair value | $2,647,000 | 1,374 |
| 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 | $42,660,000 | 2,709 |
| U.S. Government securities | $19,734,000 | 3,833 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $19,734,000 | 3,697 |
| Securities issued by states & political subdivisions | $17,123,000 | 1,164 |
| Other domestic debt securities | $5,803,000 | 989 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $885,000 | 188 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,918,000 | 735 |
| 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 | $16,156,000 | 2,514 |
| Mortgage-backed securities | $16,672,000 | 2,039 |
| Certificates of participation in pools of residential mortgages | $14,508,000 | 1,707 |
| Issued or guaranteed by U.S. | $14,508,000 | 1,695 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,164,000 | 2,030 |
| CMOs issued by government agencies or sponsored agencies | $2,164,000 | 1,784 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,510,000 | 2,844 |
| Available-for-sale securities (fair market value) | $41,150,000 | 2,401 |
| Total debt securities | $42,661,000 | 2,667 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,581 |
| Fair value | $494,000 | 2,652 |
| 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 | $42,770,000 | 2,676 |
| U.S. Government securities | $20,445,000 | 3,705 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $20,445,000 | 3,568 |
| Securities issued by states & political subdivisions | $16,117,000 | 1,238 |
| Other domestic debt securities | $6,208,000 | 973 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $995,000 | 185 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,213,000 | 718 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,681,000 | 2,528 |
| Mortgage-backed securities | $18,447,000 | 1,903 |
| Certificates of participation in pools of residential mortgages | $15,788,000 | 1,623 |
| Issued or guaranteed by U.S. | $15,788,000 | 1,610 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,659,000 | 1,902 |
| CMOs issued by government agencies or sponsored agencies | $2,659,000 | 1,667 |
| 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) | $826,000 | 3,225 |
| Available-for-sale securities (fair market value) | $41,944,000 | 2,321 |
| Total debt securities | $42,769,000 | 2,629 |
| Structured notes | ||
| Amortized cost | $999,000 | 2,234 |
| Fair value | $995,000 | 2,091 |
| 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 | $44,711,000 | 2,591 |
| U.S. Government securities | $21,363,000 | 3,647 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $21,363,000 | 3,523 |
| Securities issued by states & political subdivisions | $15,076,000 | 1,321 |
| Other domestic debt securities | $8,272,000 | 839 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,863,000 | 129 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,409,000 | 721 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,283,000 | 2,340 |
| Mortgage-backed securities | $18,353,000 | 1,962 |
| Certificates of participation in pools of residential mortgages | $17,383,000 | 1,571 |
| Issued or guaranteed by U.S. | $17,383,000 | 1,556 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $970,000 | 2,620 |
| CMOs issued by government agencies or sponsored agencies | $970,000 | 2,355 |
| 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) | $435,000 | 3,585 |
| Available-for-sale securities (fair market value) | $44,276,000 | 2,215 |
| Total debt securities | $44,711,000 | 2,544 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 1,601 |
| Fair value | $1,997,000 | 1,521 |
| 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 | $44,117,000 | 2,655 |
| U.S. Government securities | $23,866,000 | 3,422 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $23,866,000 | 3,291 |
| Securities issued by states & political subdivisions | $12,126,000 | 1,613 |
| Other domestic debt securities | $8,125,000 | 879 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,234,000 | 122 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,891,000 | 820 |
| 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 | $19,779,000 | 2,100 |
| Mortgage-backed securities | $20,109,000 | 1,900 |
| Certificates of participation in pools of residential mortgages | $18,750,000 | 1,547 |
| Issued or guaranteed by U.S. | $18,750,000 | 1,536 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,359,000 | 2,425 |
| CMOs issued by government agencies or sponsored agencies | $1,359,000 | 2,175 |
| 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) | $435,000 | 3,630 |
| Available-for-sale securities (fair market value) | $43,682,000 | 2,265 |
| Total debt securities | $44,117,000 | 2,605 |
| Structured notes | ||
| Amortized cost | $2,749,000 | 1,324 |
| Fair value | $2,744,000 | 1,319 |
| 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 | $45,975,000 | 2,587 |
| U.S. Government securities | $24,579,000 | 3,330 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $24,579,000 | 3,199 |
| Securities issued by states & political subdivisions | $12,371,000 | 1,600 |
| Other domestic debt securities | $9,025,000 | 852 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,059,000 | 116 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,966,000 | 845 |
| 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 | $19,335,000 | 2,133 |
| Mortgage-backed securities | $22,328,000 | 1,807 |
| Certificates of participation in pools of residential mortgages | $20,420,000 | 1,468 |
| Issued or guaranteed by U.S. | $20,420,000 | 1,456 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,908,000 | 2,229 |
| CMOs issued by government agencies or sponsored agencies | $1,908,000 | 1,988 |
| 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) | $515,000 | 3,579 |
| Available-for-sale securities (fair market value) | $45,460,000 | 2,216 |
| Total debt securities | $45,981,000 | 2,543 |
| Structured notes | ||
| Amortized cost | $2,249,000 | 1,414 |
| Fair value | $2,251,000 | 1,404 |
| 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 | $51,083,000 | 2,368 |
| U.S. Government securities | $28,741,000 | 2,943 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $28,741,000 | 2,828 |
| Securities issued by states & political subdivisions | $12,699,000 | 1,560 |
| Other domestic debt securities | $9,643,000 | 821 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,368,000 | 123 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,275,000 | 826 |
| 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 | $19,522,000 | 2,088 |
| Mortgage-backed securities | $25,732,000 | 1,650 |
| Certificates of participation in pools of residential mortgages | $22,248,000 | 1,390 |
| Issued or guaranteed by U.S. | $22,248,000 | 1,381 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,484,000 | 1,804 |
| CMOs issued by government agencies or sponsored agencies | $3,484,000 | 1,604 |
| 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) | $515,000 | 3,649 |
| Available-for-sale securities (fair market value) | $50,568,000 | 2,017 |
| Total debt securities | $51,084,000 | 2,318 |
| Structured notes | ||
| Amortized cost | $2,996,000 | 1,273 |
| Fair value | $3,009,000 | 1,214 |
| 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 | $53,273,000 | 2,316 |
| U.S. Government securities | $30,583,000 | 2,823 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $30,583,000 | 2,710 |
| Securities issued by states & political subdivisions | $12,446,000 | 1,578 |
| Other domestic debt securities | $10,244,000 | 801 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,907,000 | 120 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,337,000 | 850 |
| 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 | $18,985,000 | 2,120 |
| Mortgage-backed securities | $27,596,000 | 1,599 |
| Certificates of participation in pools of residential mortgages | $23,676,000 | 1,343 |
| Issued or guaranteed by U.S. | $23,676,000 | 1,332 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,920,000 | 1,741 |
| CMOs issued by government agencies or sponsored agencies | $3,920,000 | 1,533 |
| 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) | $515,000 | 3,680 |
| Available-for-sale securities (fair market value) | $52,758,000 | 1,973 |
| Total debt securities | $53,273,000 | 2,260 |
| Structured notes | ||
| Amortized cost | $2,996,000 | 1,244 |
| Fair value | $2,986,000 | 1,184 |
| 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 | $61,300,000 | 2,025 |
| U.S. Government securities | $35,662,000 | 2,450 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $35,662,000 | 2,373 |
| Securities issued by states & political subdivisions | $13,355,000 | 1,487 |
| Other domestic debt securities | $12,033,000 | 783 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,707,000 | 113 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,326,000 | 828 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $250,000 | 1,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,598,000 | 2,034 |
| Mortgage-backed securities | $31,627,000 | 1,467 |
| Certificates of participation in pools of residential mortgages | $27,278,000 | 1,222 |
| Issued or guaranteed by U.S. | $27,278,000 | 1,213 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $4,349,000 | 1,716 |
| CMOs issued by government agencies or sponsored agencies | $4,349,000 | 1,513 |
| 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) | $695,000 | 3,581 |
| Available-for-sale securities (fair market value) | $60,605,000 | 1,749 |
| Total debt securities | $61,050,000 | 1,977 |
| Structured notes | ||
| Amortized cost | $2,245,000 | 1,256 |
| Fair value | $2,276,000 | 1,248 |
| 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 | $64,033,000 | 2,007 |
| U.S. Government securities | $37,463,000 | 2,427 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $37,463,000 | 2,352 |
| Securities issued by states & political subdivisions | $14,109,000 | 1,404 |
| Other domestic debt securities | $12,211,000 | 759 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,999,000 | 115 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,212,000 | 902 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $250,000 | 1,795 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,429,000 | 1,922 |
| Mortgage-backed securities | $32,787,000 | 1,444 |
| Certificates of participation in pools of residential mortgages | $28,164,000 | 1,200 |
| Issued or guaranteed by U.S. | $28,164,000 | 1,191 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $4,623,000 | 1,670 |
| CMOs issued by government agencies or sponsored agencies | $4,623,000 | 1,561 |
| 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) | $355,000 | 3,980 |
| Available-for-sale securities (fair market value) | $63,678,000 | 1,704 |
| Total debt securities | $63,783,000 | 1,967 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $60,143,000 | 2,096 |
| U.S. Government securities | $33,990,000 | 2,583 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $33,990,000 | 2,499 |
| Securities issued by states & political subdivisions | $13,243,000 | 1,500 |
| Other domestic debt securities | $12,660,000 | 759 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,187,000 | 131 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,473,000 | 846 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $250,000 | 1,862 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,859,000 | 1,744 |
| Mortgage-backed securities | $31,571,000 | 1,466 |
| Certificates of participation in pools of residential mortgages | $26,658,000 | 1,239 |
| Issued or guaranteed by U.S. | $26,658,000 | 1,236 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $4,913,000 | 1,634 |
| CMOs issued by government agencies or sponsored agencies | $4,913,000 | 1,521 |
| 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) | $540,000 | 3,802 |
| Available-for-sale securities (fair market value) | $59,603,000 | 1,785 |
| Total debt securities | $59,893,000 | 2,047 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $58,565,000 | 2,085 |
| U.S. Government securities | $30,826,000 | 2,683 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $30,826,000 | 2,589 |
| Securities issued by states & political subdivisions | $13,642,000 | 1,427 |
| Other domestic debt securities | $13,847,000 | 751 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,700,000 | 129 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,147,000 | 797 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $250,000 | 1,861 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,297,000 | 2,053 |
| Mortgage-backed securities | $28,722,000 | 1,588 |
| Certificates of participation in pools of residential mortgages | $23,199,000 | 1,367 |
| Issued or guaranteed by U.S. | $23,199,000 | 1,359 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $5,523,000 | 1,661 |
| CMOs issued by government agencies or sponsored agencies | $5,523,000 | 1,555 |
| 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) | $540,000 | 3,834 |
| Available-for-sale securities (fair market value) | $58,025,000 | 1,790 |
| Total debt securities | $58,315,000 | 2,024 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $71,722,000 | 1,708 |
| U.S. Government securities | $42,028,000 | 2,044 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $42,028,000 | 1,977 |
| Securities issued by states & political subdivisions | $12,356,000 | 1,495 |
| Other domestic debt securities | $17,088,000 | 671 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,575,000 | 117 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,513,000 | 733 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $250,000 | 1,868 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,893,000 | 2,029 |
| Mortgage-backed securities | $38,368,000 | 1,272 |
| Certificates of participation in pools of residential mortgages | $24,668,000 | 1,296 |
| Issued or guaranteed by U.S. | $24,668,000 | 1,292 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $13,700,000 | 1,054 |
| CMOs issued by government agencies or sponsored agencies | $13,700,000 | 970 |
| 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) | $542,000 | 3,884 |
| Available-for-sale securities (fair market value) | $71,180,000 | 1,468 |
| Total debt securities | $71,472,000 | 1,660 |
| Structured notes | ||
| Amortized cost | $252,000 | 1,608 |
| Fair value | $251,000 | 1,638 |
| 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 | $16,306,000 | 5,232 |
| U.S. Government securities | $6,610,000 | 6,610 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $6,610,000 | 6,414 |
| Securities issued by states & political subdivisions | $3,216,000 | 3,651 |
| Other domestic debt securities | $6,480,000 | 1,197 |
| Privately issued residential mortgage-backed securities | $835,000 | 761 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,464,000 | 231 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,181,000 | 1,295 |
| 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 | $3,517,000 | 5,053 |
| Mortgage-backed securities | $6,973,000 | 3,620 |
| Certificates of participation in pools of residential mortgages | $4,352,000 | 3,605 |
| Issued or guaranteed by U.S. | $4,352,000 | 3,594 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,621,000 | 2,399 |
| CMOs issued by government agencies or sponsored agencies | $1,786,000 | 2,600 |
| Privately issued | $835,000 | 684 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $115,000 | 4,556 |
| Available-for-sale securities (fair market value) | $16,191,000 | 4,538 |
| Total debt securities | $16,306,000 | 5,147 |
| 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 | $14,674,000 | 5,445 |
| U.S. Government securities | $9,104,000 | 5,753 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $9,104,000 | 5,525 |
| Securities issued by states & political subdivisions | $2,040,000 | 4,307 |
| Other domestic debt securities | $3,530,000 | 1,724 |
| Privately issued residential mortgage-backed securities | $84,000 | 1,249 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,446,000 | 1,438 |
| 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 | $6,577,000 | 3,816 |
| Mortgage-backed securities | $7,283,000 | 3,377 |
| Certificates of participation in pools of residential mortgages | $6,217,000 | 2,828 |
| Issued or guaranteed by U.S. | $6,217,000 | 2,811 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,066,000 | 3,223 |
| CMOs issued by government agencies or sponsored agencies | $982,000 | 3,166 |
| Privately issued | $84,000 | 1,118 |
| 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) | $274,000 | 4,565 |
| Available-for-sale securities (fair market value) | $14,400,000 | 4,699 |
| Total debt securities | $14,674,000 | 5,347 |
| 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 | $14,738,000 | 5,621 |
| U.S. Government securities | $11,244,000 | 5,463 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $11,244,000 | 5,134 |
| Securities issued by states & political subdivisions | $973,000 | 5,396 |
| Other domestic debt securities | $2,123,000 | 1,866 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,123,000 | 1,586 |
| Foreign debt securities | NA | NA |
| Equity securities | $398,000 | 4,330 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,935,000 | 3,941 |
| Mortgage-backed securities | $1,520,000 | 5,106 |
| Certificates of participation in pools of residential mortgages | $1,122,000 | 4,669 |
| Issued or guaranteed by U.S. | $1,122,000 | 4,654 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $398,000 | 3,476 |
| CMOs issued by government agencies or sponsored agencies | $398,000 | 3,312 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $600,000 | 4,812 |
| Available-for-sale securities (fair market value) | $14,138,000 | 4,761 |
| Total debt securities | $14,340,000 | 5,580 |
| 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 | $12,197,000 | 6,479 |
| U.S. Government securities | $10,548,000 | 5,928 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $10,548,000 | 5,419 |
| Securities issued by states & political subdivisions | $747,000 | 6,004 |
| Other domestic debt securities | $542,000 | 2,747 |
| 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 | $542,000 | 2,327 |
| Foreign debt securities | NA | NA |
| Equity securities | $360,000 | 4,439 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,374,000 | 3,826 |
| Mortgage-backed securities | $1,573,000 | 5,374 |
| Certificates of participation in pools of residential mortgages | $1,426,000 | 4,637 |
| Issued or guaranteed by U.S. | $1,426,000 | 4,623 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $147,000 | 4,107 |
| CMOs issued by government agencies or sponsored agencies | $147,000 | 3,919 |
| 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) | $649,000 | 5,177 |
| Available-for-sale securities (fair market value) | $11,548,000 | 5,456 |
| Total debt securities | $11,837,000 | 6,465 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $9,754,000 | 7,188 |
| U.S. Government securities | $6,594,000 | 7,303 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $6,594,000 | 6,463 |
| Securities issued by states & political subdivisions | $700,000 | 6,227 |
| Other domestic debt securities | $2,157,000 | 1,652 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,157,000 | 1,344 |
| Foreign debt securities | NA | NA |
| Equity securities | $303,000 | 4,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,959,000 | 3,911 |
| Mortgage-backed securities | $2,366,000 | 5,085 |
| Certificates of participation in pools of residential mortgages | $1,957,000 | 4,425 |
| Issued or guaranteed by U.S. | $1,957,000 | 4,405 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $409,000 | 3,924 |
| CMOs issued by government agencies or sponsored agencies | $409,000 | 3,767 |
| 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) | $719,000 | 5,644 |
| Available-for-sale securities (fair market value) | $9,035,000 | 6,033 |
| Total debt securities | $9,451,000 | 7,130 |
| 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 | $11,139,000 | 7,074 |
| U.S. Government securities | $8,094,000 | 7,223 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $8,094,000 | 5,918 |
| Securities issued by states & political subdivisions | $838,000 | 6,104 |
| Other domestic debt securities | $2,191,000 | 1,301 |
| Privately issued residential mortgage-backed securities | $15,000 | 1,633 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,176,000 | 1,021 |
| Foreign debt securities | NA | NA |
| Equity securities | $16,000 | 7,754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,164,000 | 4,908 |
| Mortgage-backed securities | $4,216,000 | 4,151 |
| Certificates of participation in pools of residential mortgages | $3,167,000 | 3,668 |
| Issued or guaranteed by U.S. | $3,167,000 | 3,652 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,049,000 | 3,339 |
| CMOs issued by government agencies or sponsored agencies | $1,034,000 | 3,228 |
| Privately issued | $15,000 | 1,386 |
| 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) | $940,000 | 6,376 |
| Available-for-sale securities (fair market value) | $10,199,000 | 5,680 |
| Total debt securities | $11,123,000 | 6,947 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,431 |
| Fair value | $251,000 | 2,433 |
| 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 | $10,509,000 | 7,756 |
| U.S. Government securities | $7,200,000 | 8,174 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $7,200,000 | 6,606 |
| Securities issued by states & political subdivisions | $809,000 | 6,435 |
| Other domestic debt securities | $2,484,000 | 1,348 |
| Privately issued residential mortgage-backed securities | $279,000 | 1,188 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,205,000 | 1,048 |
| Foreign debt securities | NA | NA |
| Equity securities | $16,000 | 7,852 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,140,000 | 6,571 |
| Mortgage-backed securities | $5,458,000 | 4,040 |
| Certificates of participation in pools of residential mortgages | $3,955,000 | 3,621 |
| Issued or guaranteed by U.S. | $3,955,000 | 3,601 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,503,000 | 3,397 |
| CMOs issued by government agencies or sponsored agencies | $1,224,000 | 3,468 |
| Privately issued | $279,000 | 949 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,086,000 | 6,925 |
| Available-for-sale securities (fair market value) | $9,423,000 | 6,147 |
| Total debt securities | $10,493,000 | 7,628 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $14,737,000 | 6,776 |
| U.S. Government securities | $10,239,000 | 7,214 |
| U.S. Treasury securities | $1,004,000 | 8,510 |
| U.S. Government agency obligations | $9,235,000 | 5,769 |
| Securities issued by states & political subdivisions | $1,231,000 | 5,957 |
| Other domestic debt securities | $3,251,000 | 1,367 |
| Privately issued residential mortgage-backed securities | $504,000 | 1,173 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,747,000 | 1,154 |
| Foreign debt securities | NA | NA |
| Equity securities | $16,000 | 7,942 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,798,000 | 7,099 |
| Mortgage-backed securities | $5,723,000 | 4,205 |
| Certificates of participation in pools of residential mortgages | $3,950,000 | 3,711 |
| Issued or guaranteed by U.S. | $3,950,000 | 3,682 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,773,000 | 3,619 |
| CMOs issued by government agencies or sponsored agencies | $1,269,000 | 3,833 |
| Privately issued | $504,000 | 917 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,727,000 | 6,846 |
| Available-for-sale securities (fair market value) | $13,010,000 | 5,294 |
| Total debt securities | $14,721,000 | 6,657 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,026 |
| Fair value | $3,520,000 | 1,001 |
| 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 | $21,735,000 | 5,542 |
| U.S. Government securities | $16,579,000 | 5,653 |
| U.S. Treasury securities | $978,000 | 9,765 |
| U.S. Government agency obligations | $15,601,000 | 3,898 |
| Securities issued by states & political subdivisions | $1,481,000 | 5,876 |
| Other domestic debt securities | $3,667,000 | 1,408 |
| Privately issued residential mortgage-backed securities | $490,000 | 1,294 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,177,000 | 1,207 |
| Foreign debt securities | NA | NA |
| Equity securities | $8,000 | 8,391 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,806,000 | 7,290 |
| Mortgage-backed securities | $6,053,000 | 4,295 |
| Certificates of participation in pools of residential mortgages | $4,328,000 | 3,662 |
| Issued or guaranteed by U.S. | $4,328,000 | 3,636 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,725,000 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $1,235,000 | 4,085 |
| Privately issued | $490,000 | 1,048 |
| 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) | $15,397,000 | 4,238 |
| Available-for-sale securities (fair market value) | $6,338,000 | 6,199 |
| Total debt securities | $21,727,000 | 5,450 |
| 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 | $16,717,000 | 6,914 |
| U.S. Government securities | $9,898,000 | 8,069 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $9,898,000 | 5,605 |
| Securities issued by states & political subdivisions | $1,579,000 | 5,876 |
| Other domestic debt securities | $5,232,000 | 1,358 |
| Privately issued residential mortgage-backed securities | $1,544,000 | 978 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,688,000 | 1,282 |
| Foreign debt securities | NA | NA |
| Equity securities | $8,000 | 8,412 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,388,000 | 6,576 |
| Mortgage-backed securities | $8,810,000 | 3,896 |
| Certificates of participation in pools of residential mortgages | $5,107,000 | 3,725 |
| Issued or guaranteed by U.S. | $5,107,000 | 3,692 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $3,703,000 | 3,099 |
| CMOs issued by government agencies or sponsored agencies | $2,159,000 | 3,723 |
| Privately issued | $1,544,000 | 714 |
| 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 | $16,709,000 | 6,772 |
| 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 | $24,854,000 | 5,188 |
| U.S. Government securities | $14,956,000 | 6,252 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $14,956,000 | 4,120 |
| Securities issued by states & political subdivisions | $1,796,000 | 5,287 |
| Other domestic debt securities | $8,094,000 | 1,210 |
| Privately issued residential mortgage-backed securities | $4,121,000 | 752 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,973,000 | 1,399 |
| Foreign debt securities | NA | NA |
| Equity securities | $8,000 | 8,336 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,085,000 | 6,975 |
| Mortgage-backed securities | $16,089,000 | 2,706 |
| Certificates of participation in pools of residential mortgages | $4,237,000 | 4,317 |
| Issued or guaranteed by U.S. | $4,237,000 | 4,266 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $11,852,000 | 1,484 |
| CMOs issued by government agencies or sponsored agencies | $7,731,000 | 1,816 |
| Privately issued | $4,121,000 | 535 |
| 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 | $24,846,000 | 5,096 |
| 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 |