Home > Sage Capital Bank > Securities
Sage Capital Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $129,700,000 | 1,418 |
| U.S. Government securities | $118,316,000 | 1,007 |
| U.S. Treasury securities | $58,770,000 | 403 |
| U.S. Government agency obligations | $59,546,000 | 1,447 |
| Securities issued by states & political subdivisions | $7,574,000 | 2,659 |
| Other domestic debt securities | $3,731,000 | 1,491 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $3,731,000 | 394 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,516,000 | 1,536 |
| Mortgage-backed securities | $23,782,000 | 1,882 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,113,000 | 2,831 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $18,173,000 | 778 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,496,000 | 920 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $129,621,000 | 1,241 |
| Total debt securities | $129,620,000 | 1,401 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $118,410,000 | 1,505 |
| U.S. Government securities | $107,318,000 | 1,089 |
| U.S. Treasury securities | $58,128,000 | 423 |
| U.S. Government agency obligations | $49,190,000 | 1,600 |
| Securities issued by states & political subdivisions | $7,378,000 | 2,684 |
| Other domestic debt securities | $3,650,000 | 1,483 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $3,650,000 | 392 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,113,000 | 1,506 |
| Mortgage-backed securities | $14,566,000 | 2,267 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,620,000 | 2,741 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,552,000 | 1,123 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,394,000 | 925 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $118,346,000 | 1,311 |
| Total debt securities | $118,347,000 | 1,488 |
| 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 | $118,720,000 | 1,543 |
| U.S. Government securities | $109,422,000 | 1,101 |
| U.S. Treasury securities | $57,775,000 | 428 |
| U.S. Government agency obligations | $51,647,000 | 1,595 |
| Securities issued by states & political subdivisions | $5,549,000 | 2,927 |
| Other domestic debt securities | $3,688,000 | 1,488 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $3,688,000 | 373 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,188,000 | 1,528 |
| Mortgage-backed securities | $16,459,000 | 2,207 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,199,000 | 2,690 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,800,000 | 1,049 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,460,000 | 908 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $118,659,000 | 1,349 |
| Total debt securities | $118,659,000 | 1,529 |
| 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 | $120,682,000 | 1,590 |
| U.S. Government securities | $111,428,000 | 1,139 |
| U.S. Treasury securities | $58,051,000 | 454 |
| U.S. Government agency obligations | $53,377,000 | 1,574 |
| Securities issued by states & political subdivisions | $5,474,000 | 2,982 |
| Other domestic debt securities | $3,722,000 | 1,526 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $3,722,000 | 374 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,368,000 | 1,463 |
| Mortgage-backed securities | $18,144,000 | 2,182 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,846,000 | 2,647 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $10,801,000 | 1,038 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,497,000 | 934 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $120,624,000 | 1,393 |
| Total debt securities | $120,624,000 | 1,576 |
| 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 | $121,312,000 | 1,605 |
| U.S. Government securities | $112,071,000 | 1,144 |
| U.S. Treasury securities | $57,512,000 | 490 |
| U.S. Government agency obligations | $54,559,000 | 1,544 |
| Securities issued by states & political subdivisions | $5,487,000 | 3,019 |
| Other domestic debt securities | $3,706,000 | 1,550 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $3,706,000 | 391 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,357,000 | 1,504 |
| Mortgage-backed securities | $19,422,000 | 2,134 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,492,000 | 2,610 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $11,452,000 | 1,026 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,478,000 | 934 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $121,264,000 | 1,401 |
| Total debt securities | $121,264,000 | 1,589 |
| 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 | $122,979,000 | 1,596 |
| U.S. Government securities | $113,800,000 | 1,155 |
| U.S. Treasury securities | $57,595,000 | 499 |
| U.S. Government agency obligations | $56,205,000 | 1,535 |
| Securities issued by states & political subdivisions | $5,419,000 | 3,040 |
| Other domestic debt securities | $3,714,000 | 1,527 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $3,714,000 | 290 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,941,000 | 1,420 |
| Mortgage-backed securities | $21,058,000 | 2,085 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,223,000 | 2,554 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $12,375,000 | 997 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,460,000 | 958 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $122,933,000 | 1,400 |
| Total debt securities | $122,932,000 | 1,580 |
| 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 | $115,808,000 | 1,681 |
| U.S. Government securities | $110,269,000 | 1,193 |
| U.S. Treasury securities | $58,196,000 | 486 |
| U.S. Government agency obligations | $52,073,000 | 1,642 |
| Securities issued by states & political subdivisions | $5,493,000 | 3,085 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,002,000 | 1,411 |
| Mortgage-backed securities | $15,822,000 | 2,382 |
| Certificates of participation in pools of residential mortgages | $1,377,000 | 3,384 |
| Issued or guaranteed by U.S. | $1,377,000 | 3,292 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $8,100,000 | 1,313 |
| CMOs issued by government agencies or sponsored agencies | $8,100,000 | 1,245 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $6,345,000 | 1,069 |
| Commercial mortgage pass-through securities | $2,527,000 | 935 |
| Other commercial mortgage-backed securities | $3,818,000 | 882 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $115,762,000 | 1,519 |
| Total debt securities | $115,763,000 | 1,670 |
| 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 | $52,454,000 | 2,702 |
| U.S. Government securities | $48,469,000 | 2,040 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $48,469,000 | 1,726 |
| Securities issued by states & political subdivisions | $3,931,000 | 3,272 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,973,000 | 1,280 |
| Mortgage-backed securities | $18,119,000 | 2,284 |
| Certificates of participation in pools of residential mortgages | $1,506,000 | 3,371 |
| Issued or guaranteed by U.S. | $1,506,000 | 3,281 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $9,948,000 | 1,210 |
| CMOs issued by government agencies or sponsored agencies | $9,948,000 | 1,151 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $6,665,000 | 1,043 |
| Commercial mortgage pass-through securities | $2,692,000 | 918 |
| Other commercial mortgage-backed securities | $3,973,000 | 863 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $52,400,000 | 2,515 |
| Total debt securities | $52,400,000 | 2,686 |
| 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 | $59,045,000 | 2,476 |
| U.S. Government securities | $53,394,000 | 1,785 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $53,394,000 | 1,590 |
| Securities issued by states & political subdivisions | $5,591,000 | 3,139 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,586,000 | 1,394 |
| Mortgage-backed securities | $21,298,000 | 2,152 |
| Certificates of participation in pools of residential mortgages | $1,721,000 | 3,329 |
| Issued or guaranteed by U.S. | $1,721,000 | 3,231 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $12,495,000 | 1,062 |
| CMOs issued by government agencies or sponsored agencies | $12,495,000 | 1,013 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $7,082,000 | 1,008 |
| Commercial mortgage pass-through securities | $2,925,000 | 887 |
| Other commercial mortgage-backed securities | $4,157,000 | 828 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $58,985,000 | 2,317 |
| Total debt securities | $58,984,000 | 2,462 |
| 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 | $62,606,000 | 2,332 |
| U.S. Government securities | $56,941,000 | 1,661 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $56,941,000 | 1,502 |
| Securities issued by states & political subdivisions | $5,613,000 | 3,151 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,108,000 | 1,286 |
| Mortgage-backed securities | $24,425,000 | 2,027 |
| Certificates of participation in pools of residential mortgages | $1,860,000 | 3,334 |
| Issued or guaranteed by U.S. | $1,860,000 | 3,246 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $15,357,000 | 934 |
| CMOs issued by government agencies or sponsored agencies | $15,357,000 | 894 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $7,208,000 | 1,006 |
| Commercial mortgage pass-through securities | $2,972,000 | 881 |
| Other commercial mortgage-backed securities | $4,236,000 | 830 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $62,554,000 | 2,189 |
| Total debt securities | $62,554,000 | 2,316 |
| 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 | $48,362,000 | 2,615 |
| U.S. Government securities | $42,290,000 | 1,944 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $42,290,000 | 1,780 |
| Securities issued by states & political subdivisions | $6,026,000 | 3,094 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,544,000 | 1,333 |
| Mortgage-backed securities | $27,493,000 | 1,879 |
| Certificates of participation in pools of residential mortgages | $2,034,000 | 3,296 |
| Issued or guaranteed by U.S. | $2,034,000 | 3,197 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $18,342,000 | 808 |
| CMOs issued by government agencies or sponsored agencies | $18,342,000 | 773 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $7,117,000 | 997 |
| Commercial mortgage pass-through securities | $2,976,000 | 884 |
| Other commercial mortgage-backed securities | $4,141,000 | 812 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $48,316,000 | 2,459 |
| Total debt securities | $48,317,000 | 2,600 |
| 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 | $52,055,000 | 2,383 |
| U.S. Government securities | $46,029,000 | 1,702 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $46,029,000 | 1,596 |
| Securities issued by states & political subdivisions | $5,981,000 | 3,074 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,579,000 | 1,271 |
| Mortgage-backed securities | $31,282,000 | 1,689 |
| Certificates of participation in pools of residential mortgages | $2,229,000 | 3,212 |
| Issued or guaranteed by U.S. | $2,229,000 | 3,121 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $22,027,000 | 695 |
| CMOs issued by government agencies or sponsored agencies | $22,027,000 | 657 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $7,026,000 | 978 |
| Commercial mortgage pass-through securities | $2,903,000 | 872 |
| Other commercial mortgage-backed securities | $4,123,000 | 785 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $52,010,000 | 2,237 |
| Total debt securities | $52,011,000 | 2,368 |
| 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 | $39,643,000 | 2,650 |
| U.S. Government securities | $36,332,000 | 1,836 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $36,332,000 | 1,740 |
| Securities issued by states & political subdivisions | $3,278,000 | 3,432 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,602,000 | 1,253 |
| Mortgage-backed securities | $31,251,000 | 1,630 |
| Certificates of participation in pools of residential mortgages | $2,458,000 | 3,132 |
| Issued or guaranteed by U.S. | $2,458,000 | 3,051 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $24,545,000 | 648 |
| CMOs issued by government agencies or sponsored agencies | $24,545,000 | 616 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $4,248,000 | 1,127 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $4,248,000 | 738 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $39,610,000 | 2,478 |
| Total debt securities | $39,611,000 | 2,629 |
| 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 | $42,972,000 | 2,454 |
| U.S. Government securities | $39,650,000 | 1,693 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $39,650,000 | 1,617 |
| Securities issued by states & political subdivisions | $3,294,000 | 3,372 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,654,000 | 1,252 |
| Mortgage-backed securities | $34,541,000 | 1,492 |
| Certificates of participation in pools of residential mortgages | $2,631,000 | 3,087 |
| Issued or guaranteed by U.S. | $2,631,000 | 2,997 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $27,629,000 | 611 |
| CMOs issued by government agencies or sponsored agencies | $27,629,000 | 578 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $4,281,000 | 1,101 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $4,281,000 | 719 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $42,944,000 | 2,290 |
| Total debt securities | $42,944,000 | 2,430 |
| 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 | $53,108,000 | 2,077 |
| U.S. Government securities | $48,723,000 | 1,465 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $48,723,000 | 1,373 |
| Securities issued by states & political subdivisions | $4,385,000 | 3,150 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,498,000 | 1,151 |
| Mortgage-backed securities | $37,279,000 | 1,404 |
| Certificates of participation in pools of residential mortgages | $2,765,000 | 3,059 |
| Issued or guaranteed by U.S. | $2,765,000 | 2,975 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $30,225,000 | 586 |
| CMOs issued by government agencies or sponsored agencies | $30,225,000 | 551 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $4,289,000 | 1,078 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $4,289,000 | 691 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $53,108,000 | 1,936 |
| Total debt securities | $53,107,000 | 2,055 |
| 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 | $54,229,000 | 1,984 |
| U.S. Government securities | $49,952,000 | 1,443 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $49,952,000 | 1,358 |
| Securities issued by states & political subdivisions | $4,277,000 | 3,122 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,775,000 | 1,126 |
| Mortgage-backed securities | $38,477,000 | 1,365 |
| Certificates of participation in pools of residential mortgages | $2,920,000 | 3,034 |
| Issued or guaranteed by U.S. | $2,920,000 | 2,940 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $31,521,000 | 598 |
| CMOs issued by government agencies or sponsored agencies | $31,521,000 | 563 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $4,036,000 | 1,075 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $4,036,000 | 696 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $54,229,000 | 1,844 |
| Total debt securities | $54,229,000 | 1,965 |
| 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 | $63,474,000 | 1,772 |
| U.S. Government securities | $57,155,000 | 1,305 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $57,155,000 | 1,235 |
| Securities issued by states & political subdivisions | $6,319,000 | 2,783 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,429,000 | 1,181 |
| Mortgage-backed securities | $40,001,000 | 1,311 |
| Certificates of participation in pools of residential mortgages | $3,096,000 | 2,960 |
| Issued or guaranteed by U.S. | $3,096,000 | 2,876 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $32,856,000 | 580 |
| CMOs issued by government agencies or sponsored agencies | $32,856,000 | 544 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $4,049,000 | 1,054 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $4,049,000 | 660 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $63,474,000 | 1,637 |
| Total debt securities | $63,473,000 | 1,757 |
| 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 | $58,401,000 | 1,872 |
| U.S. Government securities | $52,055,000 | 1,409 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $52,055,000 | 1,321 |
| Securities issued by states & political subdivisions | $6,346,000 | 2,793 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,314,000 | 1,141 |
| Mortgage-backed securities | $29,901,000 | 1,525 |
| Certificates of participation in pools of residential mortgages | $65,000 | 4,008 |
| Issued or guaranteed by U.S. | $65,000 | 3,937 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $29,836,000 | 619 |
| CMOs issued by government agencies or sponsored agencies | $29,836,000 | 589 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $58,401,000 | 1,736 |
| Total debt securities | $58,401,000 | 1,854 |
| 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 | $49,534,000 | 2,145 |
| U.S. Government securities | $41,195,000 | 1,720 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $41,195,000 | 1,618 |
| Securities issued by states & political subdivisions | $8,339,000 | 2,563 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,666,000 | 1,189 |
| Mortgage-backed securities | $17,636,000 | 2,051 |
| Certificates of participation in pools of residential mortgages | $80,000 | 4,014 |
| Issued or guaranteed by U.S. | $80,000 | 3,947 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $17,556,000 | 842 |
| CMOs issued by government agencies or sponsored agencies | $17,556,000 | 809 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $49,534,000 | 1,985 |
| Total debt securities | $49,535,000 | 2,132 |
| 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 | $41,989,000 | 2,450 |
| U.S. Government securities | $33,623,000 | 1,986 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $33,623,000 | 1,870 |
| Securities issued by states & political subdivisions | $8,366,000 | 2,633 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,736,000 | 1,204 |
| Mortgage-backed securities | $8,724,000 | 2,731 |
| Certificates of participation in pools of residential mortgages | $101,000 | 4,034 |
| Issued or guaranteed by U.S. | $101,000 | 3,962 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $8,623,000 | 1,264 |
| CMOs issued by government agencies or sponsored agencies | $8,623,000 | 1,217 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $41,989,000 | 2,256 |
| Total debt securities | $41,988,000 | 2,429 |
| 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 | $44,568,000 | 2,385 |
| U.S. Government securities | $35,130,000 | 1,949 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $35,130,000 | 1,831 |
| Securities issued by states & political subdivisions | $9,438,000 | 2,567 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,995,000 | 1,268 |
| Mortgage-backed securities | $9,001,000 | 2,707 |
| Certificates of participation in pools of residential mortgages | $127,000 | 4,047 |
| Issued or guaranteed by U.S. | $127,000 | 3,993 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $8,874,000 | 1,237 |
| CMOs issued by government agencies or sponsored agencies | $8,874,000 | 1,194 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $44,568,000 | 2,201 |
| Total debt securities | $44,567,000 | 2,368 |
| 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 | $45,919,000 | 2,347 |
| U.S. Government securities | $36,487,000 | 1,915 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $36,487,000 | 1,800 |
| Securities issued by states & political subdivisions | $9,432,000 | 2,588 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,336,000 | 1,234 |
| Mortgage-backed securities | $162,000 | 4,252 |
| Certificates of participation in pools of residential mortgages | $162,000 | 4,071 |
| Issued or guaranteed by U.S. | $162,000 | 4,050 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $45,919,000 | 2,153 |
| Total debt securities | $45,918,000 | 2,330 |
| 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 | $46,308,000 | 2,373 |
| U.S. Government securities | $36,536,000 | 1,892 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $36,536,000 | 1,782 |
| Securities issued by states & political subdivisions | $9,772,000 | 2,593 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,398,000 | 1,250 |
| Mortgage-backed securities | $208,000 | 4,291 |
| Certificates of participation in pools of residential mortgages | $206,000 | 4,097 |
| Issued or guaranteed by U.S. | $206,000 | 3,965 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $2,000 | 3,013 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 2,932 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $46,308,000 | 2,175 |
| Total debt securities | $46,308,000 | 2,351 |
| 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 | $46,501,000 | 2,383 |
| U.S. Government securities | $36,697,000 | 1,930 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $36,697,000 | 1,837 |
| Securities issued by states & political subdivisions | $9,804,000 | 2,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,799,000 | 1,285 |
| Mortgage-backed securities | $303,000 | 4,287 |
| Certificates of participation in pools of residential mortgages | $299,000 | 4,083 |
| Issued or guaranteed by U.S. | $299,000 | 4,076 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,000 | 3,008 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 2,927 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $46,501,000 | 2,183 |
| Total debt securities | $46,502,000 | 2,363 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $46,994,000 | 2,384 |
| U.S. Government securities | $37,072,000 | 1,909 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $37,072,000 | 1,826 |
| Securities issued by states & political subdivisions | $9,922,000 | 2,681 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,446,000 | 1,481 |
| Mortgage-backed securities | $424,000 | 4,284 |
| Certificates of participation in pools of residential mortgages | $408,000 | 4,069 |
| Issued or guaranteed by U.S. | $408,000 | 4,063 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $16,000 | 2,985 |
| CMOs issued by government agencies or sponsored agencies | $16,000 | 2,900 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $46,994,000 | 2,195 |
| Total debt securities | $46,994,000 | 2,365 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $47,470,000 | 2,423 |
| U.S. Government securities | $37,470,000 | 1,911 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $37,470,000 | 1,833 |
| Securities issued by states & political subdivisions | $10,000,000 | 2,706 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,789,000 | 1,474 |
| Mortgage-backed securities | $556,000 | 4,270 |
| Certificates of participation in pools of residential mortgages | $535,000 | 4,053 |
| Issued or guaranteed by U.S. | $535,000 | 4,048 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $21,000 | 3,001 |
| CMOs issued by government agencies or sponsored agencies | $21,000 | 2,918 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $47,470,000 | 2,215 |
| Total debt securities | $47,478,000 | 2,401 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $47,017,000 | 2,475 |
| U.S. Government securities | $37,723,000 | 1,937 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $37,723,000 | 1,851 |
| Securities issued by states & political subdivisions | $9,294,000 | 2,815 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,003,000 | 1,492 |
| Mortgage-backed securities | $725,000 | 4,247 |
| Certificates of participation in pools of residential mortgages | $694,000 | 4,026 |
| Issued or guaranteed by U.S. | $694,000 | 4,020 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $31,000 | 3,021 |
| CMOs issued by government agencies or sponsored agencies | $31,000 | 2,928 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $47,017,000 | 2,260 |
| Total debt securities | $47,016,000 | 2,452 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $55,299,000 | 2,222 |
| U.S. Government securities | $46,146,000 | 1,718 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $46,146,000 | 1,633 |
| Securities issued by states & political subdivisions | $9,153,000 | 2,872 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,349,000 | 1,590 |
| Mortgage-backed securities | $930,000 | 4,247 |
| Certificates of participation in pools of residential mortgages | $879,000 | 4,016 |
| Issued or guaranteed by U.S. | $879,000 | 4,012 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $51,000 | 3,035 |
| CMOs issued by government agencies or sponsored agencies | $51,000 | 2,950 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $55,299,000 | 2,040 |
| Total debt securities | $55,300,000 | 2,200 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $61,325,000 | 2,059 |
| U.S. Government securities | $51,415,000 | 1,569 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $51,415,000 | 1,494 |
| Securities issued by states & political subdivisions | $9,910,000 | 2,808 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,494,000 | 1,576 |
| Mortgage-backed securities | $1,135,000 | 4,207 |
| Certificates of participation in pools of residential mortgages | $1,079,000 | 3,968 |
| Issued or guaranteed by U.S. | $1,079,000 | 3,960 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $56,000 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $56,000 | 2,944 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $61,325,000 | 1,885 |
| Total debt securities | $61,323,000 | 2,039 |
| 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 | $67,802,000 | 1,896 |
| U.S. Government securities | $57,547,000 | 1,411 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $57,547,000 | 1,352 |
| Securities issued by states & political subdivisions | $10,255,000 | 2,767 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,141,000 | 1,565 |
| Mortgage-backed securities | $1,391,000 | 4,183 |
| Certificates of participation in pools of residential mortgages | $1,325,000 | 3,919 |
| Issued or guaranteed by U.S. | $1,325,000 | 3,916 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $66,000 | 3,062 |
| CMOs issued by government agencies or sponsored agencies | $66,000 | 2,967 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $67,802,000 | 1,734 |
| Total debt securities | $67,802,000 | 1,874 |
| 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 | $74,977,000 | 1,769 |
| U.S. Government securities | $63,001,000 | 1,334 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $63,001,000 | 1,284 |
| Securities issued by states & political subdivisions | $11,976,000 | 2,563 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,820,000 | 1,541 |
| Mortgage-backed securities | $1,691,000 | 4,163 |
| Certificates of participation in pools of residential mortgages | $1,587,000 | 3,867 |
| Issued or guaranteed by U.S. | $1,587,000 | 3,861 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $104,000 | 3,062 |
| CMOs issued by government agencies or sponsored agencies | $104,000 | 2,958 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $74,977,000 | 1,590 |
| Total debt securities | $74,977,000 | 1,748 |
| 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 | $75,217,000 | 1,790 |
| U.S. Government securities | $63,236,000 | 1,378 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $63,236,000 | 1,312 |
| Securities issued by states & political subdivisions | $11,981,000 | 2,555 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,187,000 | 1,531 |
| Mortgage-backed securities | $2,113,000 | 4,074 |
| Certificates of participation in pools of residential mortgages | $1,963,000 | 3,782 |
| Issued or guaranteed by U.S. | $1,963,000 | 3,778 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $150,000 | 3,042 |
| CMOs issued by government agencies or sponsored agencies | $150,000 | 2,950 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $75,217,000 | 1,612 |
| Total debt securities | $75,216,000 | 1,771 |
| 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 | $75,267,000 | 1,813 |
| U.S. Government securities | $63,246,000 | 1,399 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $63,246,000 | 1,326 |
| Securities issued by states & political subdivisions | $12,021,000 | 2,572 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,406,000 | 1,515 |
| Mortgage-backed securities | $2,504,000 | 4,001 |
| Certificates of participation in pools of residential mortgages | $2,297,000 | 3,693 |
| Issued or guaranteed by U.S. | $2,297,000 | 3,690 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $207,000 | 3,029 |
| CMOs issued by government agencies or sponsored agencies | $207,000 | 2,938 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $75,267,000 | 1,636 |
| Total debt securities | $75,267,000 | 1,788 |
| 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 | $81,406,000 | 1,693 |
| U.S. Government securities | $69,452,000 | 1,282 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $69,452,000 | 1,226 |
| Securities issued by states & political subdivisions | $11,954,000 | 2,586 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,124,000 | 1,539 |
| Mortgage-backed securities | $2,933,000 | 3,966 |
| Certificates of participation in pools of residential mortgages | $2,670,000 | 3,638 |
| Issued or guaranteed by U.S. | $2,670,000 | 3,636 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $263,000 | 3,045 |
| CMOs issued by government agencies or sponsored agencies | $263,000 | 2,950 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $81,406,000 | 1,511 |
| Total debt securities | $81,406,000 | 1,670 |
| 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 | $86,685,000 | 1,631 |
| U.S. Government securities | $74,795,000 | 1,261 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $74,795,000 | 1,199 |
| Securities issued by states & political subdivisions | $11,890,000 | 2,602 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,237,000 | 1,544 |
| Mortgage-backed securities | $3,438,000 | 3,937 |
| Certificates of participation in pools of residential mortgages | $3,087,000 | 3,615 |
| Issued or guaranteed by U.S. | $3,087,000 | 3,611 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $351,000 | 3,036 |
| CMOs issued by government agencies or sponsored agencies | $351,000 | 2,942 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $86,685,000 | 1,455 |
| Total debt securities | $86,686,000 | 1,610 |
| 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 | $86,518,000 | 1,641 |
| U.S. Government securities | $75,559,000 | 1,262 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $75,559,000 | 1,197 |
| Securities issued by states & political subdivisions | $10,959,000 | 2,697 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,969,000 | 1,543 |
| Mortgage-backed securities | $4,007,000 | 3,885 |
| Certificates of participation in pools of residential mortgages | $3,571,000 | 3,553 |
| Issued or guaranteed by U.S. | $3,571,000 | 3,549 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $436,000 | 3,020 |
| CMOs issued by government agencies or sponsored agencies | $436,000 | 2,922 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $86,518,000 | 1,462 |
| Total debt securities | $86,518,000 | 1,618 |
| 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 | $80,140,000 | 1,771 |
| U.S. Government securities | $69,370,000 | 1,356 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $69,370,000 | 1,292 |
| Securities issued by states & political subdivisions | $10,770,000 | 2,744 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,028,000 | 1,652 |
| Mortgage-backed securities | $4,637,000 | 3,839 |
| Certificates of participation in pools of residential mortgages | $4,116,000 | 3,495 |
| Issued or guaranteed by U.S. | $4,116,000 | 3,490 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $521,000 | 3,021 |
| CMOs issued by government agencies or sponsored agencies | $521,000 | 2,926 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $80,140,000 | 1,591 |
| Total debt securities | $80,140,000 | 1,753 |
| 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 | $80,347,000 | 1,797 |
| U.S. Government securities | $69,632,000 | 1,383 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $69,632,000 | 1,326 |
| Securities issued by states & political subdivisions | $10,715,000 | 2,772 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,348,000 | 1,713 |
| Mortgage-backed securities | $5,249,000 | 3,794 |
| Certificates of participation in pools of residential mortgages | $4,602,000 | 3,460 |
| Issued or guaranteed by U.S. | $4,602,000 | 3,458 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $647,000 | 3,009 |
| CMOs issued by government agencies or sponsored agencies | $647,000 | 2,902 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $80,347,000 | 1,609 |
| Total debt securities | $80,347,000 | 1,775 |
| 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 | $51,104,000 | 2,624 |
| U.S. Government securities | $40,461,000 | 2,227 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $40,461,000 | 2,151 |
| Securities issued by states & political subdivisions | $10,643,000 | 2,806 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,329,000 | 1,685 |
| Mortgage-backed securities | $6,011,000 | 3,735 |
| Certificates of participation in pools of residential mortgages | $5,175,000 | 3,402 |
| Issued or guaranteed by U.S. | $5,175,000 | 3,402 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $836,000 | 2,937 |
| CMOs issued by government agencies or sponsored agencies | $836,000 | 2,840 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $51,104,000 | 2,396 |
| Total debt securities | $51,105,000 | 2,602 |
| Structured notes | ||
| Amortized cost | $473,000 | 2,046 |
| Fair value | $474,000 | 2,037 |
| 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 | $52,111,000 | 2,603 |
| U.S. Government securities | $41,640,000 | 2,203 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $41,640,000 | 2,134 |
| Securities issued by states & political subdivisions | $10,471,000 | 2,825 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,820,000 | 1,845 |
| Mortgage-backed securities | $7,163,000 | 3,590 |
| Certificates of participation in pools of residential mortgages | $5,771,000 | 3,314 |
| Issued or guaranteed by U.S. | $5,771,000 | 3,312 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,392,000 | 2,708 |
| CMOs issued by government agencies or sponsored agencies | $1,392,000 | 2,615 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $52,111,000 | 2,370 |
| Total debt securities | $52,110,000 | 2,581 |
| Structured notes | ||
| Amortized cost | $494,000 | 2,078 |
| Fair value | $495,000 | 2,015 |
| 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 | $45,308,000 | 2,882 |
| U.S. Government securities | $35,060,000 | 2,487 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $35,060,000 | 2,419 |
| Securities issued by states & political subdivisions | $10,248,000 | 2,853 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,530,000 | 2,031 |
| Mortgage-backed securities | $8,602,000 | 3,381 |
| Certificates of participation in pools of residential mortgages | $6,472,000 | 3,184 |
| Issued or guaranteed by U.S. | $6,472,000 | 3,182 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $2,130,000 | 2,419 |
| CMOs issued by government agencies or sponsored agencies | $2,130,000 | 2,335 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $45,308,000 | 2,626 |
| Total debt securities | $45,308,000 | 2,852 |
| Structured notes | ||
| Amortized cost | $517,000 | 1,938 |
| Fair value | $521,000 | 1,935 |
| 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 | $48,106,000 | 2,782 |
| U.S. Government securities | $37,918,000 | 2,349 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $37,918,000 | 2,285 |
| Securities issued by states & political subdivisions | $10,188,000 | 2,869 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,397,000 | 2,012 |
| Mortgage-backed securities | $10,346,000 | 3,170 |
| Certificates of participation in pools of residential mortgages | $7,236,000 | 3,070 |
| Issued or guaranteed by U.S. | $7,236,000 | 3,067 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $3,110,000 | 2,205 |
| CMOs issued by government agencies or sponsored agencies | $3,110,000 | 2,116 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $48,106,000 | 2,534 |
| Total debt securities | $48,107,000 | 2,755 |
| Structured notes | ||
| Amortized cost | $560,000 | 1,919 |
| Fair value | $565,000 | 1,913 |
| 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 | $42,058,000 | 3,020 |
| U.S. Government securities | $31,689,000 | 2,658 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $31,689,000 | 2,592 |
| Securities issued by states & political subdivisions | $10,369,000 | 2,834 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,350,000 | 2,127 |
| Mortgage-backed securities | $12,733,000 | 2,929 |
| Certificates of participation in pools of residential mortgages | $8,196,000 | 2,887 |
| Issued or guaranteed by U.S. | $8,196,000 | 2,885 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,537,000 | 1,985 |
| CMOs issued by government agencies or sponsored agencies | $4,537,000 | 1,899 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $42,058,000 | 2,777 |
| Total debt securities | $42,058,000 | 2,986 |
| Structured notes | ||
| Amortized cost | $611,000 | 1,865 |
| Fair value | $617,000 | 1,860 |
| 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 | $35,648,000 | 3,384 |
| U.S. Government securities | $24,836,000 | 3,130 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $24,836,000 | 3,056 |
| Securities issued by states & political subdivisions | $10,812,000 | 2,748 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,982,000 | 2,116 |
| Mortgage-backed securities | $15,722,000 | 2,695 |
| Certificates of participation in pools of residential mortgages | $9,361,000 | 2,743 |
| Issued or guaranteed by U.S. | $9,361,000 | 2,742 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $6,361,000 | 1,803 |
| CMOs issued by government agencies or sponsored agencies | $6,361,000 | 1,713 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $35,648,000 | 3,133 |
| Total debt securities | $35,648,000 | 3,349 |
| Structured notes | ||
| Amortized cost | $652,000 | 1,885 |
| Fair value | $659,000 | 1,883 |
| 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 | $41,245,000 | 3,054 |
| U.S. Government securities | $30,293,000 | 2,714 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $30,293,000 | 2,648 |
| Securities issued by states & political subdivisions | $10,952,000 | 2,707 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,454,000 | 2,402 |
| Mortgage-backed securities | $19,092,000 | 2,461 |
| Certificates of participation in pools of residential mortgages | $10,504,000 | 2,595 |
| Issued or guaranteed by U.S. | $10,504,000 | 2,593 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $8,588,000 | 1,625 |
| CMOs issued by government agencies or sponsored agencies | $8,588,000 | 1,526 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $41,245,000 | 2,819 |
| Total debt securities | $41,246,000 | 3,027 |
| Structured notes | ||
| Amortized cost | $686,000 | 1,917 |
| Fair value | $693,000 | 1,915 |
| 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 | $45,268,000 | 2,879 |
| U.S. Government securities | $34,315,000 | 2,568 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $34,315,000 | 2,512 |
| Securities issued by states & political subdivisions | $10,953,000 | 2,665 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,903,000 | 2,403 |
| Mortgage-backed securities | $23,013,000 | 2,305 |
| Certificates of participation in pools of residential mortgages | $11,830,000 | 2,574 |
| Issued or guaranteed by U.S. | $11,830,000 | 2,572 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $11,183,000 | 1,485 |
| CMOs issued by government agencies or sponsored agencies | $11,183,000 | 1,387 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $45,268,000 | 2,653 |
| Total debt securities | $45,267,000 | 2,855 |
| Structured notes | ||
| Amortized cost | $739,000 | 2,066 |
| Fair value | $746,000 | 2,065 |
| 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 | $50,542,000 | 2,650 |
| U.S. Government securities | $39,664,000 | 2,322 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $39,664,000 | 2,271 |
| Securities issued by states & political subdivisions | $10,878,000 | 2,624 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,575,000 | 2,144 |
| Mortgage-backed securities | $28,242,000 | 2,074 |
| Certificates of participation in pools of residential mortgages | $13,225,000 | 2,442 |
| Issued or guaranteed by U.S. | $13,225,000 | 2,441 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $15,017,000 | 1,278 |
| CMOs issued by government agencies or sponsored agencies | $15,017,000 | 1,194 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $50,542,000 | 2,440 |
| Total debt securities | $50,541,000 | 2,624 |
| Structured notes | ||
| Amortized cost | $795,000 | 2,275 |
| Fair value | $812,000 | 2,253 |
| 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 | $55,783,000 | 2,466 |
| U.S. Government securities | $46,236,000 | 2,085 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $46,236,000 | 2,037 |
| Securities issued by states & political subdivisions | $9,547,000 | 2,742 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,848,000 | 2,145 |
| Mortgage-backed securities | $34,738,000 | 1,811 |
| Certificates of participation in pools of residential mortgages | $14,905,000 | 2,290 |
| Issued or guaranteed by U.S. | $14,905,000 | 2,287 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $19,833,000 | 1,095 |
| CMOs issued by government agencies or sponsored agencies | $19,833,000 | 1,015 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $55,783,000 | 2,256 |
| Total debt securities | $55,782,000 | 2,451 |
| Structured notes | ||
| Amortized cost | $853,000 | 2,489 |
| Fair value | $851,000 | 2,487 |
| 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 | $60,863,000 | 2,233 |
| U.S. Government securities | $50,828,000 | 1,873 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $50,828,000 | 1,825 |
| Securities issued by states & political subdivisions | $10,035,000 | 2,623 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,576,000 | 2,051 |
| Mortgage-backed securities | $39,230,000 | 1,595 |
| Certificates of participation in pools of residential mortgages | $16,467,000 | 2,062 |
| Issued or guaranteed by U.S. | $16,467,000 | 2,058 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $22,763,000 | 973 |
| CMOs issued by government agencies or sponsored agencies | $22,763,000 | 870 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $60,863,000 | 2,020 |
| Total debt securities | $60,861,000 | 2,214 |
| Structured notes | ||
| Amortized cost | $887,000 | 2,394 |
| Fair value | $888,000 | 2,387 |
| 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 | $59,263,000 | 2,201 |
| U.S. Government securities | $49,340,000 | 1,852 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $49,340,000 | 1,805 |
| Securities issued by states & political subdivisions | $9,923,000 | 2,583 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,530,000 | 2,224 |
| Mortgage-backed securities | $42,675,000 | 1,419 |
| Certificates of participation in pools of residential mortgages | $18,337,000 | 1,846 |
| Issued or guaranteed by U.S. | $18,337,000 | 1,841 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $24,338,000 | 926 |
| CMOs issued by government agencies or sponsored agencies | $24,338,000 | 809 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $59,263,000 | 1,991 |
| Total debt securities | $59,261,000 | 2,181 |
| Structured notes | ||
| Amortized cost | $944,000 | 2,446 |
| Fair value | $925,000 | 2,445 |
| 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 | $64,574,000 | 2,050 |
| U.S. Government securities | $53,882,000 | 1,739 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $53,882,000 | 1,690 |
| Securities issued by states & political subdivisions | $10,692,000 | 2,418 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,138,000 | 2,147 |
| Mortgage-backed securities | $47,138,000 | 1,318 |
| Certificates of participation in pools of residential mortgages | $20,107,000 | 1,658 |
| Issued or guaranteed by U.S. | $20,107,000 | 1,655 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $27,031,000 | 860 |
| CMOs issued by government agencies or sponsored agencies | $27,031,000 | 747 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $64,574,000 | 1,848 |
| Total debt securities | $64,573,000 | 2,030 |
| Structured notes | ||
| Amortized cost | $1,009,000 | 2,433 |
| Fair value | $1,005,000 | 2,479 |
| 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 | $60,401,000 | 2,165 |
| U.S. Government securities | $50,039,000 | 1,858 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $50,039,000 | 1,802 |
| Securities issued by states & political subdivisions | $10,362,000 | 2,434 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,004,000 | 2,394 |
| Mortgage-backed securities | $46,162,000 | 1,294 |
| Certificates of participation in pools of residential mortgages | $22,035,000 | 1,508 |
| Issued or guaranteed by U.S. | $22,035,000 | 1,504 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $24,127,000 | 911 |
| CMOs issued by government agencies or sponsored agencies | $24,127,000 | 772 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $60,401,000 | 1,952 |
| Total debt securities | $60,403,000 | 2,145 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $60,428,000 | 2,069 |
| U.S. Government securities | $50,146,000 | 1,759 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $50,146,000 | 1,700 |
| Securities issued by states & political subdivisions | $10,282,000 | 2,420 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,293,000 | 2,432 |
| Mortgage-backed securities | $48,800,000 | 1,211 |
| Certificates of participation in pools of residential mortgages | $21,777,000 | 1,468 |
| Issued or guaranteed by U.S. | $21,777,000 | 1,461 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $27,023,000 | 834 |
| CMOs issued by government agencies or sponsored agencies | $27,023,000 | 703 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $60,428,000 | 1,877 |
| Total debt securities | $60,427,000 | 2,044 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $44,088,000 | 2,658 |
| U.S. Government securities | $42,268,000 | 1,991 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $42,268,000 | 1,921 |
| Securities issued by states & political subdivisions | $1,820,000 | 4,427 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,407,000 | 2,247 |
| Mortgage-backed securities | $42,268,000 | 1,296 |
| Certificates of participation in pools of residential mortgages | $22,563,000 | 1,395 |
| Issued or guaranteed by U.S. | $22,563,000 | 1,391 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $19,705,000 | 1,015 |
| CMOs issued by government agencies or sponsored agencies | $19,705,000 | 863 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $44,088,000 | 2,381 |
| Total debt securities | $44,086,000 | 2,628 |
| 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 | $48,233,000 | 2,444 |
| U.S. Government securities | $46,009,000 | 1,891 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $46,009,000 | 1,822 |
| Securities issued by states & political subdivisions | $2,224,000 | 4,201 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,210,000 | 2,147 |
| Mortgage-backed securities | $46,009,000 | 1,200 |
| Certificates of participation in pools of residential mortgages | $24,596,000 | 1,305 |
| Issued or guaranteed by U.S. | $24,596,000 | 1,300 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $21,413,000 | 920 |
| CMOs issued by government agencies or sponsored agencies | $21,413,000 | 778 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $48,233,000 | 2,186 |
| Total debt securities | $48,234,000 | 2,419 |
| 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 | $52,211,000 | 2,308 |
| U.S. Government securities | $49,983,000 | 1,784 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $49,983,000 | 1,729 |
| Securities issued by states & political subdivisions | $2,228,000 | 4,194 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,631,000 | 2,611 |
| Mortgage-backed securities | $49,983,000 | 1,153 |
| Certificates of participation in pools of residential mortgages | $26,754,000 | 1,301 |
| Issued or guaranteed by U.S. | $26,754,000 | 1,296 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $23,229,000 | 856 |
| CMOs issued by government agencies or sponsored agencies | $23,229,000 | 711 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $52,211,000 | 2,064 |
| Total debt securities | $52,211,000 | 2,281 |
| 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 | $57,116,000 | 2,138 |
| U.S. Government securities | $54,411,000 | 1,619 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $54,411,000 | 1,571 |
| Securities issued by states & political subdivisions | $2,705,000 | 4,012 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,150,000 | 2,466 |
| Mortgage-backed securities | $54,411,000 | 1,106 |
| Certificates of participation in pools of residential mortgages | $29,036,000 | 1,270 |
| Issued or guaranteed by U.S. | $29,036,000 | 1,264 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $25,375,000 | 806 |
| CMOs issued by government agencies or sponsored agencies | $25,375,000 | 647 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $57,116,000 | 1,902 |
| Total debt securities | $57,115,000 | 2,113 |
| 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 | $53,569,000 | 2,251 |
| U.S. Government securities | $50,860,000 | 1,686 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $50,860,000 | 1,638 |
| Securities issued by states & political subdivisions | $2,709,000 | 4,027 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,606,000 | 2,506 |
| Mortgage-backed securities | $50,860,000 | 1,200 |
| Certificates of participation in pools of residential mortgages | $31,221,000 | 1,220 |
| Issued or guaranteed by U.S. | $31,221,000 | 1,211 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $19,639,000 | 943 |
| CMOs issued by government agencies or sponsored agencies | $19,639,000 | 741 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $53,569,000 | 1,996 |
| Total debt securities | $53,569,000 | 2,223 |
| 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 | $58,458,000 | 2,056 |
| U.S. Government securities | $55,560,000 | 1,535 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $55,560,000 | 1,492 |
| Securities issued by states & political subdivisions | $2,898,000 | 3,932 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,396,000 | 2,462 |
| Mortgage-backed securities | $55,560,000 | 1,106 |
| Certificates of participation in pools of residential mortgages | $33,282,000 | 1,186 |
| Issued or guaranteed by U.S. | $33,282,000 | 1,176 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $22,278,000 | 850 |
| CMOs issued by government agencies or sponsored agencies | $22,278,000 | 649 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $58,458,000 | 1,803 |
| Total debt securities | $58,459,000 | 2,032 |
| 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 | $61,763,000 | 1,955 |
| U.S. Government securities | $58,865,000 | 1,461 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $58,865,000 | 1,426 |
| Securities issued by states & political subdivisions | $2,898,000 | 3,846 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,401,000 | 2,330 |
| Mortgage-backed securities | $58,865,000 | 1,073 |
| Certificates of participation in pools of residential mortgages | $32,761,000 | 1,240 |
| Issued or guaranteed by U.S. | $32,761,000 | 1,229 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $26,104,000 | 760 |
| CMOs issued by government agencies or sponsored agencies | $26,104,000 | 561 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $61,763,000 | 1,713 |
| Total debt securities | $61,763,000 | 1,937 |
| 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 | $54,200,000 | 2,161 |
| U.S. Government securities | $51,344,000 | 1,659 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $51,344,000 | 1,637 |
| Securities issued by states & political subdivisions | $2,856,000 | 3,828 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,858,000 | 2,307 |
| Mortgage-backed securities | $45,088,000 | 1,293 |
| Certificates of participation in pools of residential mortgages | $24,618,000 | 1,513 |
| Issued or guaranteed by U.S. | $24,618,000 | 1,504 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $20,470,000 | 865 |
| CMOs issued by government agencies or sponsored agencies | $20,470,000 | 654 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $54,200,000 | 1,896 |
| Total debt securities | $54,201,000 | 2,130 |
| 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 | $60,277,000 | 1,930 |
| U.S. Government securities | $57,427,000 | 1,456 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $57,427,000 | 1,431 |
| Securities issued by states & political subdivisions | $2,850,000 | 3,811 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,462,000 | 2,232 |
| Mortgage-backed securities | $45,113,000 | 1,224 |
| Certificates of participation in pools of residential mortgages | $25,623,000 | 1,389 |
| Issued or guaranteed by U.S. | $25,623,000 | 1,378 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $19,490,000 | 846 |
| CMOs issued by government agencies or sponsored agencies | $19,490,000 | 629 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $60,277,000 | 1,690 |
| Total debt securities | $60,277,000 | 1,907 |
| 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 | $50,464,000 | 2,299 |
| U.S. Government securities | $46,645,000 | 1,775 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $46,645,000 | 1,745 |
| Securities issued by states & political subdivisions | $3,819,000 | 3,459 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,563,000 | 2,424 |
| Mortgage-backed securities | $40,504,000 | 1,315 |
| Certificates of participation in pools of residential mortgages | $20,920,000 | 1,626 |
| Issued or guaranteed by U.S. | $20,920,000 | 1,617 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $19,584,000 | 831 |
| CMOs issued by government agencies or sponsored agencies | $19,584,000 | 619 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $50,464,000 | 2,024 |
| Total debt securities | $50,464,000 | 2,248 |
| 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 | $54,229,000 | 2,151 |
| U.S. Government securities | $50,371,000 | 1,649 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $50,371,000 | 1,614 |
| Securities issued by states & political subdivisions | $3,858,000 | 3,476 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,932,000 | 2,302 |
| Mortgage-backed securities | $42,040,000 | 1,233 |
| Certificates of participation in pools of residential mortgages | $23,696,000 | 1,424 |
| Issued or guaranteed by U.S. | $23,696,000 | 1,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $18,344,000 | 841 |
| CMOs issued by government agencies or sponsored agencies | $18,344,000 | 629 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $54,229,000 | 1,884 |
| Total debt securities | $54,229,000 | 2,102 |
| 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 | $58,352,000 | 1,999 |
| U.S. Government securities | $53,941,000 | 1,545 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $53,941,000 | 1,515 |
| Securities issued by states & political subdivisions | $4,411,000 | 3,281 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,022,000 | 2,385 |
| Mortgage-backed securities | $43,758,000 | 1,083 |
| Certificates of participation in pools of residential mortgages | $25,012,000 | 1,188 |
| Issued or guaranteed by U.S. | $25,012,000 | 1,178 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $18,746,000 | 758 |
| CMOs issued by government agencies or sponsored agencies | $18,746,000 | 576 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $58,352,000 | 1,739 |
| Total debt securities | $58,353,000 | 1,951 |
| 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 | $56,356,000 | 2,038 |
| U.S. Government securities | $51,638,000 | 1,634 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $51,638,000 | 1,600 |
| Securities issued by states & political subdivisions | $4,718,000 | 3,175 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,575,000 | 2,312 |
| Mortgage-backed securities | $40,595,000 | 1,070 |
| Certificates of participation in pools of residential mortgages | $23,971,000 | 1,135 |
| Issued or guaranteed by U.S. | $23,971,000 | 1,127 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $16,624,000 | 794 |
| CMOs issued by government agencies or sponsored agencies | $16,624,000 | 611 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $56,356,000 | 1,766 |
| Total debt securities | $56,356,000 | 1,995 |
| 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 | $37,694,000 | 2,895 |
| U.S. Government securities | $34,676,000 | 2,358 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $34,676,000 | 2,290 |
| Securities issued by states & political subdivisions | $3,018,000 | 3,790 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,503,000 | 2,504 |
| Mortgage-backed securities | $15,881,000 | 2,039 |
| Certificates of participation in pools of residential mortgages | $14,542,000 | 1,626 |
| Issued or guaranteed by U.S. | $14,542,000 | 1,620 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,339,000 | 2,382 |
| CMOs issued by government agencies or sponsored agencies | $1,339,000 | 2,098 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $37,694,000 | 2,533 |
| Total debt securities | $37,693,000 | 2,852 |
| Structured notes | ||
| Amortized cost | $981,000 | 2,007 |
| Fair value | $983,000 | 1,945 |
| 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 | $38,935,000 | 2,847 |
| U.S. Government securities | $35,925,000 | 2,312 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $35,925,000 | 2,245 |
| Securities issued by states & political subdivisions | $3,010,000 | 3,794 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,394,000 | 2,516 |
| Mortgage-backed securities | $16,973,000 | 1,956 |
| Certificates of participation in pools of residential mortgages | $15,508,000 | 1,554 |
| Issued or guaranteed by U.S. | $15,508,000 | 1,548 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,465,000 | 2,296 |
| CMOs issued by government agencies or sponsored agencies | $1,465,000 | 2,019 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $38,935,000 | 2,478 |
| Total debt securities | $38,935,000 | 2,804 |
| Structured notes | ||
| Amortized cost | $979,000 | 2,071 |
| Fair value | $988,000 | 2,016 |
| 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 | $39,621,000 | 2,822 |
| U.S. Government securities | $36,626,000 | 2,327 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $36,626,000 | 2,264 |
| Securities issued by states & political subdivisions | $2,995,000 | 3,821 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,214,000 | 2,532 |
| Mortgage-backed securities | $17,713,000 | 1,914 |
| Certificates of participation in pools of residential mortgages | $16,114,000 | 1,527 |
| Issued or guaranteed by U.S. | $16,114,000 | 1,521 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,599,000 | 2,245 |
| CMOs issued by government agencies or sponsored agencies | $1,599,000 | 1,977 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $39,621,000 | 2,449 |
| Total debt securities | $39,619,000 | 2,777 |
| Structured notes | ||
| Amortized cost | $976,000 | 2,169 |
| Fair value | $984,000 | 2,116 |
| 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 | $40,543,000 | 2,791 |
| U.S. Government securities | $37,556,000 | 2,287 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $37,556,000 | 2,222 |
| Securities issued by states & political subdivisions | $2,987,000 | 3,788 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,946,000 | 2,566 |
| Mortgage-backed securities | $18,739,000 | 1,849 |
| Certificates of participation in pools of residential mortgages | $16,916,000 | 1,491 |
| Issued or guaranteed by U.S. | $16,916,000 | 1,482 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,823,000 | 2,140 |
| CMOs issued by government agencies or sponsored agencies | $1,823,000 | 1,871 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $40,543,000 | 2,402 |
| Total debt securities | $40,543,000 | 2,755 |
| Structured notes | ||
| Amortized cost | $973,000 | 2,292 |
| Fair value | $978,000 | 2,251 |
| 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 | $24,363,000 | 4,039 |
| U.S. Government securities | $21,802,000 | 3,538 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $21,802,000 | 3,421 |
| Securities issued by states & political subdivisions | $2,561,000 | 3,980 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,881,000 | 2,456 |
| Mortgage-backed securities | $19,846,000 | 1,769 |
| Certificates of participation in pools of residential mortgages | $17,769,000 | 1,450 |
| Issued or guaranteed by U.S. | $17,769,000 | 1,443 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,077,000 | 2,056 |
| CMOs issued by government agencies or sponsored agencies | $2,077,000 | 1,797 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $24,363,000 | 3,507 |
| Total debt securities | $24,362,000 | 3,990 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $28,755,000 | 3,662 |
| U.S. Government securities | $26,191,000 | 3,099 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $26,191,000 | 3,003 |
| Securities issued by states & political subdivisions | $2,564,000 | 4,023 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,669,000 | 2,185 |
| Mortgage-backed securities | $21,220,000 | 1,716 |
| Certificates of participation in pools of residential mortgages | $18,864,000 | 1,409 |
| Issued or guaranteed by U.S. | $18,864,000 | 1,402 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,356,000 | 1,981 |
| CMOs issued by government agencies or sponsored agencies | $2,356,000 | 1,729 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $28,755,000 | 3,185 |
| Total debt securities | $28,756,000 | 3,610 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $29,907,000 | 3,572 |
| U.S. Government securities | $27,347,000 | 3,015 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $27,347,000 | 2,911 |
| Securities issued by states & political subdivisions | $2,560,000 | 4,048 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,806,000 | 2,243 |
| Mortgage-backed securities | $22,379,000 | 1,667 |
| Certificates of participation in pools of residential mortgages | $19,755,000 | 1,395 |
| Issued or guaranteed by U.S. | $19,755,000 | 1,386 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,624,000 | 1,908 |
| CMOs issued by government agencies or sponsored agencies | $2,624,000 | 1,667 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $29,907,000 | 3,084 |
| Total debt securities | $29,909,000 | 3,510 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $21,036,000 | 4,479 |
| U.S. Government securities | $18,471,000 | 3,967 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $18,471,000 | 3,847 |
| Securities issued by states & political subdivisions | $2,565,000 | 4,041 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,896,000 | 2,205 |
| Mortgage-backed securities | $12,491,000 | 2,423 |
| Certificates of participation in pools of residential mortgages | $10,555,000 | 2,123 |
| Issued or guaranteed by U.S. | $10,555,000 | 2,112 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,936,000 | 2,090 |
| CMOs issued by government agencies or sponsored agencies | $1,936,000 | 1,855 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $21,036,000 | 3,867 |
| Total debt securities | $21,035,000 | 4,416 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $25,507,000 | 3,992 |
| U.S. Government securities | $22,911,000 | 3,455 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $22,911,000 | 3,332 |
| Securities issued by states & political subdivisions | $2,596,000 | 4,003 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,190,000 | 1,838 |
| Mortgage-backed securities | $13,938,000 | 2,338 |
| Certificates of participation in pools of residential mortgages | $11,765,000 | 2,056 |
| Issued or guaranteed by U.S. | $11,765,000 | 2,044 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,173,000 | 2,056 |
| CMOs issued by government agencies or sponsored agencies | $2,173,000 | 1,825 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $25,507,000 | 3,457 |
| Total debt securities | $25,505,000 | 3,923 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $27,852,000 | 3,821 |
| U.S. Government securities | $25,114,000 | 3,276 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $25,114,000 | 3,141 |
| Securities issued by states & political subdivisions | $2,738,000 | 3,933 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,238,000 | 1,731 |
| Mortgage-backed securities | $15,161,000 | 2,288 |
| Certificates of participation in pools of residential mortgages | $12,778,000 | 1,997 |
| Issued or guaranteed by U.S. | $12,778,000 | 1,988 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,383,000 | 2,032 |
| CMOs issued by government agencies or sponsored agencies | $2,383,000 | 1,811 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $27,852,000 | 3,307 |
| Total debt securities | $27,852,000 | 3,765 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $29,631,000 | 3,663 |
| U.S. Government securities | $26,744,000 | 3,107 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $26,744,000 | 2,992 |
| Securities issued by states & political subdivisions | $2,887,000 | 3,881 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,728,000 | 1,680 |
| Mortgage-backed securities | $16,464,000 | 2,210 |
| Certificates of participation in pools of residential mortgages | $13,869,000 | 1,915 |
| Issued or guaranteed by U.S. | $13,869,000 | 1,906 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $2,595,000 | 2,005 |
| CMOs issued by government agencies or sponsored agencies | $2,595,000 | 1,785 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $29,631,000 | 3,163 |
| Total debt securities | $29,632,000 | 3,602 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $32,138,000 | 3,439 |
| U.S. Government securities | $29,247,000 | 2,896 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $29,247,000 | 2,783 |
| Securities issued by states & political subdivisions | $2,891,000 | 3,881 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,939,000 | 1,893 |
| Mortgage-backed securities | $17,882,000 | 2,084 |
| Certificates of participation in pools of residential mortgages | $15,081,000 | 1,839 |
| Issued or guaranteed by U.S. | $15,081,000 | 1,830 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,801,000 | 1,938 |
| CMOs issued by government agencies or sponsored agencies | $2,801,000 | 1,727 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $32,138,000 | 2,967 |
| Total debt securities | $32,136,000 | 3,381 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $29,203,000 | 3,726 |
| U.S. Government securities | $26,343,000 | 3,189 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $26,343,000 | 3,070 |
| Securities issued by states & political subdivisions | $2,860,000 | 3,888 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,592,000 | 1,894 |
| Mortgage-backed securities | $19,320,000 | 2,018 |
| Certificates of participation in pools of residential mortgages | $16,336,000 | 1,758 |
| Issued or guaranteed by U.S. | $16,336,000 | 1,750 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,984,000 | 1,929 |
| CMOs issued by government agencies or sponsored agencies | $2,984,000 | 1,727 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $29,203,000 | 3,220 |
| Total debt securities | $29,203,000 | 3,662 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $32,126,000 | 3,466 |
| U.S. Government securities | $29,176,000 | 2,883 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $29,176,000 | 2,788 |
| Securities issued by states & political subdivisions | $2,950,000 | 3,852 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,901,000 | 2,635 |
| Mortgage-backed securities | $21,989,000 | 1,889 |
| Certificates of participation in pools of residential mortgages | $18,730,000 | 1,614 |
| Issued or guaranteed by U.S. | $18,730,000 | 1,604 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $3,259,000 | 1,924 |
| CMOs issued by government agencies or sponsored agencies | $3,259,000 | 1,720 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $32,126,000 | 3,004 |
| Total debt securities | $32,125,000 | 3,397 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $30,820,000 | 3,646 |
| U.S. Government securities | $27,820,000 | 3,078 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $27,820,000 | 2,968 |
| Securities issued by states & political subdivisions | $3,000,000 | 3,865 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,166,000 | 3,143 |
| Mortgage-backed securities | $21,675,000 | 1,911 |
| Certificates of participation in pools of residential mortgages | $18,059,000 | 1,673 |
| Issued or guaranteed by U.S. | $18,059,000 | 1,660 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,616,000 | 1,846 |
| CMOs issued by government agencies or sponsored agencies | $3,616,000 | 1,738 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $30,820,000 | 3,141 |
| Total debt securities | $30,821,000 | 3,588 |
| 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 | $27,513,000 | 3,871 |
| U.S. Government securities | $24,507,000 | 3,291 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $24,507,000 | 3,171 |
| Securities issued by states & political subdivisions | $3,006,000 | 3,864 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,071,000 | 2,713 |
| Mortgage-backed securities | $21,424,000 | 1,919 |
| Certificates of participation in pools of residential mortgages | $18,207,000 | 1,640 |
| Issued or guaranteed by U.S. | $18,207,000 | 1,629 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $3,217,000 | 1,969 |
| CMOs issued by government agencies or sponsored agencies | $3,217,000 | 1,839 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $27,513,000 | 3,355 |
| Total debt securities | $27,513,000 | 3,798 |
| 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 | $24,148,000 | 4,143 |
| U.S. Government securities | $21,825,000 | 3,480 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $21,825,000 | 3,345 |
| Securities issued by states & political subdivisions | $2,323,000 | 4,169 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,748,000 | 2,593 |
| Mortgage-backed securities | $21,321,000 | 1,956 |
| Certificates of participation in pools of residential mortgages | $18,033,000 | 1,631 |
| Issued or guaranteed by U.S. | $18,033,000 | 1,623 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $3,288,000 | 2,070 |
| CMOs issued by government agencies or sponsored agencies | $3,288,000 | 1,957 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $24,148,000 | 3,578 |
| Total debt securities | $24,147,000 | 4,055 |
| 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 | $24,763,000 | 4,043 |
| U.S. Government securities | $24,170,000 | 3,220 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $24,170,000 | 3,072 |
| Securities issued by states & political subdivisions | $593,000 | 5,664 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,495,000 | 3,399 |
| Mortgage-backed securities | $23,660,000 | 1,820 |
| Certificates of participation in pools of residential mortgages | $18,904,000 | 1,549 |
| Issued or guaranteed by U.S. | $18,904,000 | 1,542 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $4,756,000 | 1,846 |
| CMOs issued by government agencies or sponsored agencies | $4,756,000 | 1,731 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $24,763,000 | 3,485 |
| Total debt securities | $24,762,000 | 3,965 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $18,736,000 | 4,841 |
| U.S. Government securities | $18,143,000 | 3,955 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $18,143,000 | 3,787 |
| Securities issued by states & political subdivisions | $593,000 | 5,671 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,186,000 | 3,030 |
| Mortgage-backed securities | $17,628,000 | 2,152 |
| Certificates of participation in pools of residential mortgages | $11,941,000 | 2,085 |
| Issued or guaranteed by U.S. | $11,941,000 | 2,075 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $5,687,000 | 1,722 |
| CMOs issued by government agencies or sponsored agencies | $5,687,000 | 1,630 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $18,736,000 | 4,172 |
| Total debt securities | $18,737,000 | 4,752 |
| 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 | $27,455,000 | 3,598 |
| U.S. Government securities | $26,777,000 | 2,792 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $26,777,000 | 2,644 |
| Securities issued by states & political subdivisions | $678,000 | 5,665 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,349,000 | 3,112 |
| Mortgage-backed securities | $24,955,000 | 1,567 |
| Certificates of participation in pools of residential mortgages | $18,969,000 | 1,357 |
| Issued or guaranteed by U.S. | $18,969,000 | 1,347 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $5,986,000 | 1,695 |
| CMOs issued by government agencies or sponsored agencies | $5,986,000 | 1,584 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $27,455,000 | 3,036 |
| Total debt securities | $27,456,000 | 3,507 |
| 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 | $32,876,000 | 3,205 |
| U.S. Government securities | $27,097,000 | 2,868 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $27,097,000 | 2,668 |
| Securities issued by states & political subdivisions | $1,090,000 | 5,223 |
| Other domestic debt securities | $4,521,000 | 1,269 |
| Privately issued residential mortgage-backed securities | $4,521,000 | 403 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $168,000 | 6,098 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,175,000 | 3,861 |
| Mortgage-backed securities | $27,587,000 | 1,201 |
| Certificates of participation in pools of residential mortgages | $19,943,000 | 1,069 |
| Issued or guaranteed by U.S. | $15,422,000 | 1,281 |
| Privately issued | $4,521,000 | 80 |
| Collaterized mortgage obligations | $7,644,000 | 1,193 |
| CMOs issued by government agencies or sponsored agencies | $7,644,000 | 1,079 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $32,876,000 | 2,577 |
| Total debt securities | $32,708,000 | 3,121 |
| 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 | $23,268,000 | 4,351 |
| U.S. Government securities | $21,922,000 | 3,607 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $21,922,000 | 3,228 |
| Securities issued by states & political subdivisions | $1,096,000 | 5,482 |
| Other domestic debt securities | $82,000 | 3,593 |
| Privately issued residential mortgage-backed securities | $82,000 | 1,245 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $168,000 | 6,002 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,931,000 | 3,949 |
| Mortgage-backed securities | $18,068,000 | 1,721 |
| Certificates of participation in pools of residential mortgages | $14,387,000 | 1,460 |
| Issued or guaranteed by U.S. | $14,387,000 | 1,447 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $3,681,000 | 1,897 |
| CMOs issued by government agencies or sponsored agencies | $3,599,000 | 1,776 |
| Privately issued | $82,000 | 1,081 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $23,268,000 | 3,475 |
| Total debt securities | $23,100,000 | 4,258 |
| 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 | $23,865,000 | 4,295 |
| U.S. Government securities | $22,132,000 | 3,634 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $22,132,000 | 3,079 |
| Securities issued by states & political subdivisions | $1,278,000 | 5,414 |
| Other domestic debt securities | $287,000 | 3,030 |
| Privately issued residential mortgage-backed securities | $287,000 | 1,029 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $168,000 | 5,730 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,687,000 | 3,103 |
| Mortgage-backed securities | $18,096,000 | 1,822 |
| Certificates of participation in pools of residential mortgages | $15,166,000 | 1,490 |
| Issued or guaranteed by U.S. | $15,166,000 | 1,479 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,930,000 | 2,255 |
| CMOs issued by government agencies or sponsored agencies | $2,643,000 | 2,226 |
| Privately issued | $287,000 | 880 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $23,865,000 | 3,347 |
| Total debt securities | $23,697,000 | 4,199 |
| 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 | $28,092,000 | 3,836 |
| U.S. Government securities | $26,213,000 | 3,297 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $26,213,000 | 2,579 |
| Securities issued by states & political subdivisions | $1,140,000 | 5,594 |
| Other domestic debt securities | $571,000 | 2,214 |
| Privately issued residential mortgage-backed securities | $571,000 | 756 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $168,000 | 5,687 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,991,000 | 3,430 |
| Mortgage-backed securities | $20,937,000 | 1,629 |
| Certificates of participation in pools of residential mortgages | $17,519,000 | 1,352 |
| Issued or guaranteed by U.S. | $17,519,000 | 1,341 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $3,418,000 | 2,105 |
| CMOs issued by government agencies or sponsored agencies | $2,847,000 | 2,213 |
| Privately issued | $571,000 | 587 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $28,092,000 | 2,765 |
| Total debt securities | $27,924,000 | 3,739 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $11,966,000 | 7,292 |
| U.S. Government securities | $10,702,000 | 6,755 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $10,702,000 | 5,299 |
| Securities issued by states & political subdivisions | $1,141,000 | 5,872 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $123,000 | 6,068 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,447,000 | 3,080 |
| Mortgage-backed securities | $5,755,000 | 3,927 |
| Certificates of participation in pools of residential mortgages | $5,240,000 | 3,126 |
| Issued or guaranteed by U.S. | $5,240,000 | 3,103 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $515,000 | 4,405 |
| CMOs issued by government agencies or sponsored agencies | $515,000 | 4,242 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $11,966,000 | 5,424 |
| Total debt securities | $11,843,000 | 7,194 |
| 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 | $5,047,000 | 10,185 |
| U.S. Government securities | $4,924,000 | 9,605 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $4,924,000 | 7,754 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $123,000 | 5,878 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,989,000 | 5,987 |
| Mortgage-backed securities | $3,431,000 | 5,270 |
| Certificates of participation in pools of residential mortgages | $3,431,000 | 3,944 |
| Issued or guaranteed by U.S. | $3,431,000 | 3,915 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $5,047,000 | 8,003 |
| Total debt securities | $4,924,000 | 10,145 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $10,720,000 | 8,489 |
| U.S. Government securities | $10,597,000 | 7,499 |
| U.S. Treasury securities | $2,810,000 | 7,373 |
| U.S. Government agency obligations | $7,787,000 | 6,275 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $123,000 | 5,648 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,710,000 | 7,399 |
| Mortgage-backed securities | $5,297,000 | 4,588 |
| Certificates of participation in pools of residential mortgages | $5,297,000 | 3,293 |
| Issued or guaranteed by U.S. | $5,297,000 | 3,276 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,997,000 | 7,442 |
| Available-for-sale securities (fair market value) | $4,723,000 | 7,047 |
| Total debt securities | $10,597,000 | 8,418 |
| 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 | $9,240,000 | 9,375 |
| U.S. Government securities | $9,117,000 | 8,411 |
| U.S. Treasury securities | $2,914,000 | 7,481 |
| U.S. Government agency obligations | $6,203,000 | 7,236 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $123,000 | 5,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,202,000 | 8,176 |
| Mortgage-backed securities | $6,203,000 | 4,735 |
| Certificates of participation in pools of residential mortgages | $6,203,000 | 3,341 |
| Issued or guaranteed by U.S. | $6,203,000 | 3,309 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $9,117,000 | 9,284 |
| 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 | $6,313,000 | 10,906 |
| U.S. Government securities | $6,232,000 | 10,011 |
| U.S. Treasury securities | $2,020,000 | 8,711 |
| U.S. Government agency obligations | $4,212,000 | 8,531 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $81,000 | 5,523 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,461,000 | 6,563 |
| Mortgage-backed securities | $4,212,000 | 5,906 |
| Certificates of participation in pools of residential mortgages | $4,212,000 | 4,332 |
| Issued or guaranteed by U.S. | $4,212,000 | 4,281 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| 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 | $6,232,000 | 10,803 |
| 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 |