Home > SouthPoint Bank > Securities
SouthPoint Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $34,862,000 | 3,033 |
| U.S. Government securities | $9,070,000 | 3,648 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $9,070,000 | 3,312 |
| Securities issued by states & political subdivisions | $23,509,000 | 1,633 |
| Other domestic debt securities | $2,283,000 | 1,702 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $2,283,000 | 1,280 |
| 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 | $20,620,000 | 2,352 |
| Mortgage-backed securities | $9,070,000 | 2,645 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,070,000 | 2,114 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $34,862,000 | 2,798 |
| Total debt securities | $34,863,000 | 3,011 |
| 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 | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $32,216,000 | 3,117 |
| U.S. Government securities | $8,785,000 | 3,687 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $8,785,000 | 3,335 |
| Securities issued by states & political subdivisions | $21,161,000 | 1,710 |
| Other domestic debt securities | $2,270,000 | 1,700 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $2,270,000 | 1,279 |
| 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 | $19,148,000 | 2,381 |
| Mortgage-backed securities | $8,785,000 | 2,664 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,785,000 | 2,138 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $32,216,000 | 2,873 |
| Total debt securities | $32,216,000 | 3,095 |
| 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 | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $34,490,000 | 3,095 |
| U.S. Government securities | $9,368,000 | 3,687 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $9,368,000 | 3,333 |
| Securities issued by states & political subdivisions | $22,838,000 | 1,697 |
| Other domestic debt securities | $2,284,000 | 1,707 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $2,284,000 | 1,296 |
| 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 | $0 | 3,969 |
| Mortgage-backed securities | $9,368,000 | 2,656 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,368,000 | 2,125 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $34,490,000 | 2,849 |
| Total debt securities | $34,491,000 | 3,071 |
| 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 | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $35,080,000 | 3,159 |
| U.S. Government securities | $9,835,000 | 3,724 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $9,835,000 | 3,316 |
| Securities issued by states & political subdivisions | $22,877,000 | 1,741 |
| Other domestic debt securities | $2,368,000 | 1,739 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $2,368,000 | 1,317 |
| 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 | $0 | 3,989 |
| Mortgage-backed securities | $9,835,000 | 2,660 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,835,000 | 2,127 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $35,080,000 | 2,897 |
| Total debt securities | $35,080,000 | 3,134 |
| 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 | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $34,903,000 | 3,203 |
| U.S. Government securities | $9,814,000 | 3,758 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $9,814,000 | 3,322 |
| Securities issued by states & political subdivisions | $22,745,000 | 1,801 |
| Other domestic debt securities | $2,344,000 | 1,767 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $2,344,000 | 1,330 |
| 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 | $0 | 3,972 |
| Mortgage-backed securities | $9,814,000 | 2,698 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,814,000 | 2,151 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $34,903,000 | 2,946 |
| Total debt securities | $34,902,000 | 3,180 |
| 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 | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $34,203,000 | 3,239 |
| U.S. Government securities | $9,874,000 | 3,772 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $9,874,000 | 3,326 |
| Securities issued by states & political subdivisions | $21,972,000 | 1,845 |
| Other domestic debt securities | $2,357,000 | 1,728 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $2,357,000 | 1,331 |
| 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 | $0 | 3,998 |
| Mortgage-backed securities | $9,874,000 | 2,710 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,874,000 | 2,160 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $34,203,000 | 2,982 |
| Total debt securities | $34,203,000 | 3,216 |
| 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 | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $37,257,000 | 3,178 |
| U.S. Government securities | $10,605,000 | 3,734 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $10,605,000 | 3,296 |
| Securities issued by states & political subdivisions | $24,232,000 | 1,779 |
| Other domestic debt securities | $2,420,000 | 1,627 |
| 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 | $2,420,000 | 1,324 |
| 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 | $0 | 4,021 |
| Mortgage-backed securities | $10,605,000 | 2,703 |
| Certificates of participation in pools of residential mortgages | $10,605,000 | 2,200 |
| Issued or guaranteed by U.S. | $10,605,000 | 2,144 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $37,257,000 | 2,945 |
| Total debt securities | $37,256,000 | 3,162 |
| 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 | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $42,239,000 | 2,993 |
| U.S. Government securities | $11,744,000 | 3,597 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $11,744,000 | 3,207 |
| Securities issued by states & political subdivisions | $28,022,000 | 1,649 |
| Other domestic debt securities | $2,473,000 | 1,603 |
| 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 | $2,473,000 | 1,294 |
| 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 | $0 | 4,045 |
| Mortgage-backed securities | $11,744,000 | 2,629 |
| Certificates of participation in pools of residential mortgages | $11,744,000 | 2,142 |
| Issued or guaranteed by U.S. | $11,744,000 | 2,093 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $42,239,000 | 2,789 |
| Total debt securities | $42,239,000 | 2,979 |
| 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 | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $46,451,000 | 2,785 |
| U.S. Government securities | $12,954,000 | 3,365 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $12,954,000 | 3,080 |
| Securities issued by states & political subdivisions | $31,011,000 | 1,585 |
| Other domestic debt securities | $2,486,000 | 1,560 |
| 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 | $2,486,000 | 1,239 |
| 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 | $0 | 4,071 |
| Mortgage-backed securities | $12,954,000 | 2,563 |
| Certificates of participation in pools of residential mortgages | $12,954,000 | 2,058 |
| Issued or guaranteed by U.S. | $12,954,000 | 1,997 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $46,451,000 | 2,619 |
| Total debt securities | $46,451,000 | 2,766 |
| 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 | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $63,895,000 | 2,301 |
| U.S. Government securities | $17,167,000 | 3,047 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $17,167,000 | 2,821 |
| Securities issued by states & political subdivisions | $44,242,000 | 1,171 |
| Other domestic debt securities | $2,486,000 | 1,494 |
| 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 | $2,486,000 | 1,175 |
| 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 | $41,382,000 | 1,301 |
| Mortgage-backed securities | $17,167,000 | 2,352 |
| Certificates of participation in pools of residential mortgages | $17,167,000 | 1,806 |
| Issued or guaranteed by U.S. | $17,167,000 | 1,761 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $63,895,000 | 2,151 |
| Total debt securities | $63,895,000 | 2,282 |
| 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 | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $83,762,000 | 1,871 |
| U.S. Government securities | $17,636,000 | 2,961 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $17,636,000 | 2,764 |
| Securities issued by states & political subdivisions | $63,640,000 | 824 |
| Other domestic debt securities | $2,486,000 | 1,454 |
| 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 | $2,486,000 | 1,120 |
| 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 | $23,788,000 | 1,792 |
| Mortgage-backed securities | $17,636,000 | 2,283 |
| Certificates of participation in pools of residential mortgages | $17,636,000 | 1,742 |
| Issued or guaranteed by U.S. | $17,636,000 | 1,698 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $83,762,000 | 1,748 |
| Total debt securities | $83,762,000 | 1,853 |
| 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 | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $78,840,000 | 1,831 |
| U.S. Government securities | $15,631,000 | 2,954 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $15,631,000 | 2,783 |
| Securities issued by states & political subdivisions | $62,208,000 | 807 |
| Other domestic debt securities | $1,000,000 | 1,763 |
| 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 | $1,000,000 | 1,387 |
| 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 | $21,840,000 | 1,840 |
| Mortgage-backed securities | $15,631,000 | 2,323 |
| Certificates of participation in pools of residential mortgages | $15,631,000 | 1,794 |
| Issued or guaranteed by U.S. | $15,631,000 | 1,739 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $78,840,000 | 1,715 |
| Total debt securities | $78,839,000 | 1,817 |
| 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 | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $79,615,000 | 1,689 |
| U.S. Government securities | $16,606,000 | 2,727 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $16,606,000 | 2,604 |
| Securities issued by states & political subdivisions | $62,009,000 | 777 |
| Other domestic debt securities | $1,000,000 | 1,712 |
| 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 | $1,000,000 | 1,334 |
| 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 | $22,119,000 | 1,807 |
| Mortgage-backed securities | $16,606,000 | 2,199 |
| Certificates of participation in pools of residential mortgages | $16,606,000 | 1,641 |
| Issued or guaranteed by U.S. | $16,606,000 | 1,601 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $79,615,000 | 1,578 |
| Total debt securities | $79,616,000 | 1,672 |
| 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 | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $72,640,000 | 1,710 |
| U.S. Government securities | $16,969,000 | 2,667 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $16,969,000 | 2,542 |
| Securities issued by states & political subdivisions | $54,671,000 | 781 |
| Other domestic debt securities | $1,000,000 | 1,670 |
| 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 | $1,000,000 | 1,289 |
| 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 | $22,033,000 | 1,769 |
| Mortgage-backed securities | $16,969,000 | 2,163 |
| Certificates of participation in pools of residential mortgages | $16,969,000 | 1,579 |
| Issued or guaranteed by U.S. | $16,969,000 | 1,538 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $72,640,000 | 1,601 |
| Total debt securities | $72,640,000 | 1,694 |
| 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 | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $54,206,000 | 2,054 |
| U.S. Government securities | $6,818,000 | 3,607 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $6,818,000 | 3,444 |
| Securities issued by states & political subdivisions | $43,841,000 | 896 |
| 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 | $3,548,000 | 99 |
| 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 | $34,328,000 | 1,369 |
| Mortgage-backed securities | $6,818,000 | 2,940 |
| Certificates of participation in pools of residential mortgages | $6,818,000 | 2,389 |
| Issued or guaranteed by U.S. | $6,818,000 | 2,321 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $54,206,000 | 1,914 |
| Total debt securities | $54,207,000 | 2,036 |
| 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 | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $41,283,000 | 2,372 |
| U.S. Government securities | $7,001,000 | 3,631 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $7,001,000 | 3,476 |
| Securities issued by states & political subdivisions | $30,800,000 | 1,112 |
| Other domestic debt securities | $3,482,000 | 1,089 |
| 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 | $3,482,000 | 742 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,104,000 | 1,358 |
| Mortgage-backed securities | $7,001,000 | 2,933 |
| Certificates of participation in pools of residential mortgages | $7,001,000 | 2,381 |
| Issued or guaranteed by U.S. | $7,001,000 | 2,305 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $41,283,000 | 2,208 |
| Total debt securities | $41,284,000 | 2,354 |
| 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 | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $37,158,000 | 2,545 |
| U.S. Government securities | $6,982,000 | 3,728 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $6,982,000 | 3,572 |
| Securities issued by states & political subdivisions | $29,176,000 | 1,129 |
| Other domestic debt securities | $1,000,000 | 1,522 |
| 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 | $1,000,000 | 1,142 |
| 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 | $24,218,000 | 1,645 |
| Mortgage-backed securities | $6,982,000 | 2,908 |
| Certificates of participation in pools of residential mortgages | $6,982,000 | 2,321 |
| Issued or guaranteed by U.S. | $6,982,000 | 2,261 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $37,158,000 | 2,365 |
| Total debt securities | $37,157,000 | 2,529 |
| 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 | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $36,914,000 | 2,576 |
| U.S. Government securities | $8,616,000 | 3,589 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $8,616,000 | 3,432 |
| Securities issued by states & political subdivisions | $27,298,000 | 1,197 |
| Other domestic debt securities | $1,000,000 | 1,543 |
| 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 | $1,000,000 | 1,141 |
| 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 | $19,595,000 | 1,859 |
| Mortgage-backed securities | $8,616,000 | 2,723 |
| Certificates of participation in pools of residential mortgages | $8,616,000 | 2,106 |
| Issued or guaranteed by U.S. | $8,616,000 | 2,043 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| 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) | $36,914,000 | 2,389 |
| Total debt securities | $36,914,000 | 2,557 |
| 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 | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $37,044,000 | 2,614 |
| U.S. Government securities | $9,007,000 | 3,612 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $9,007,000 | 3,449 |
| Securities issued by states & political subdivisions | $27,037,000 | 1,222 |
| Other domestic debt securities | $1,000,000 | 1,523 |
| 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 | $1,000,000 | 1,159 |
| 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 | $16,436,000 | 2,130 |
| Mortgage-backed securities | $9,007,000 | 2,697 |
| Certificates of participation in pools of residential mortgages | $9,007,000 | 2,055 |
| Issued or guaranteed by U.S. | $9,007,000 | 2,015 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| 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) | $37,044,000 | 2,427 |
| Total debt securities | $37,044,000 | 2,596 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $38,123,000 | 2,605 |
| U.S. Government securities | $6,500,000 | 3,971 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $6,500,000 | 3,803 |
| Securities issued by states & political subdivisions | $30,623,000 | 1,122 |
| Other domestic debt securities | $1,000,000 | 1,521 |
| 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 | $1,000,000 | 1,158 |
| 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 | $17,558,000 | 2,090 |
| Mortgage-backed securities | $6,500,000 | 2,968 |
| Certificates of participation in pools of residential mortgages | $6,500,000 | 2,383 |
| Issued or guaranteed by U.S. | $6,500,000 | 2,328 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| 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) | $38,123,000 | 2,419 |
| Total debt securities | $38,123,000 | 2,587 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $36,417,000 | 2,693 |
| U.S. Government securities | $6,660,000 | 3,979 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $6,660,000 | 3,826 |
| Securities issued by states & political subdivisions | $28,757,000 | 1,223 |
| Other domestic debt securities | $1,000,000 | 1,498 |
| 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 | $1,000,000 | 1,149 |
| 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 | $17,200,000 | 2,119 |
| Mortgage-backed securities | $6,660,000 | 2,952 |
| Certificates of participation in pools of residential mortgages | $6,660,000 | 2,370 |
| Issued or guaranteed by U.S. | $6,660,000 | 2,336 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| 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) | $36,417,000 | 2,502 |
| Total debt securities | $36,417,000 | 2,676 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $37,023,000 | 2,678 |
| U.S. Government securities | $6,793,000 | 4,011 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $6,793,000 | 3,854 |
| Securities issued by states & political subdivisions | $29,230,000 | 1,211 |
| Other domestic debt securities | $1,000,000 | 1,474 |
| 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 | $1,000,000 | 1,159 |
| 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 | $16,992,000 | 2,137 |
| Mortgage-backed securities | $6,793,000 | 2,971 |
| Certificates of participation in pools of residential mortgages | $6,793,000 | 2,390 |
| Issued or guaranteed by U.S. | $6,793,000 | 2,379 |
| 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) | $37,023,000 | 2,479 |
| Total debt securities | $37,024,000 | 2,661 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $37,859,000 | 2,672 |
| U.S. Government securities | $7,156,000 | 3,966 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $7,156,000 | 3,810 |
| Securities issued by states & political subdivisions | $29,703,000 | 1,231 |
| Other domestic debt securities | $1,000,000 | 1,628 |
| 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 | $1,000,000 | 1,154 |
| 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 | $17,260,000 | 2,151 |
| Mortgage-backed securities | $7,156,000 | 2,956 |
| Certificates of participation in pools of residential mortgages | $7,156,000 | 2,379 |
| Issued or guaranteed by U.S. | $7,156,000 | 2,265 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| 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) | $37,859,000 | 2,478 |
| Total debt securities | $37,859,000 | 2,657 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $37,748,000 | 2,712 |
| U.S. Government securities | $7,444,000 | 4,007 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $7,444,000 | 3,851 |
| Securities issued by states & political subdivisions | $29,304,000 | 1,276 |
| Other domestic debt securities | $1,000,000 | 1,465 |
| 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 | $1,000,000 | 1,170 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,781,000 | 1,879 |
| Mortgage-backed securities | $7,444,000 | 2,919 |
| Certificates of participation in pools of residential mortgages | $7,444,000 | 2,379 |
| Issued or guaranteed by U.S. | $7,444,000 | 2,376 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| 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) | $37,748,000 | 2,514 |
| Total debt securities | $37,748,000 | 2,696 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $41,163,000 | 2,607 |
| U.S. Government securities | $7,810,000 | 4,010 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $7,810,000 | 3,869 |
| Securities issued by states & political subdivisions | $32,353,000 | 1,197 |
| Other domestic debt securities | $1,000,000 | 1,485 |
| 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 | $1,000,000 | 1,213 |
| 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 | $20,336,000 | 1,990 |
| Mortgage-backed securities | $7,810,000 | 2,911 |
| Certificates of participation in pools of residential mortgages | $7,810,000 | 2,380 |
| Issued or guaranteed by U.S. | $7,810,000 | 2,377 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| 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) | $41,163,000 | 2,411 |
| Total debt securities | $41,163,000 | 2,589 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $41,862,000 | 2,615 |
| U.S. Government securities | $8,161,000 | 3,990 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $8,161,000 | 3,852 |
| Securities issued by states & political subdivisions | $32,701,000 | 1,195 |
| Other domestic debt securities | $1,000,000 | 1,504 |
| 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 | $1,000,000 | 1,246 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,167,000 | 2,056 |
| Mortgage-backed securities | $8,161,000 | 2,901 |
| Certificates of participation in pools of residential mortgages | $8,161,000 | 2,373 |
| Issued or guaranteed by U.S. | $8,161,000 | 2,372 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| 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) | $41,862,000 | 2,403 |
| Total debt securities | $41,861,000 | 2,599 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $42,428,000 | 2,630 |
| U.S. Government securities | $9,024,000 | 3,929 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $9,024,000 | 3,788 |
| Securities issued by states & political subdivisions | $32,404,000 | 1,217 |
| Other domestic debt securities | $1,000,000 | 1,528 |
| 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 | $1,000,000 | 1,275 |
| 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 | $24,974,000 | 1,805 |
| Mortgage-backed securities | $9,024,000 | 2,844 |
| Certificates of participation in pools of residential mortgages | $9,024,000 | 2,307 |
| Issued or guaranteed by U.S. | $9,024,000 | 2,306 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| 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) | $42,428,000 | 2,411 |
| Total debt securities | $42,428,000 | 2,615 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $42,049,000 | 2,678 |
| U.S. Government securities | $9,310,000 | 3,930 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $9,310,000 | 3,792 |
| Securities issued by states & political subdivisions | $31,739,000 | 1,261 |
| Other domestic debt securities | $1,000,000 | 1,568 |
| 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 | $1,000,000 | 1,283 |
| 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 | $16,388,000 | 2,361 |
| Mortgage-backed securities | $9,310,000 | 2,860 |
| Certificates of participation in pools of residential mortgages | $9,310,000 | 2,323 |
| Issued or guaranteed by U.S. | $9,310,000 | 2,323 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| 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) | $42,049,000 | 2,446 |
| Total debt securities | $42,049,000 | 2,661 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $40,831,000 | 2,713 |
| U.S. Government securities | $9,425,000 | 3,910 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $9,425,000 | 3,768 |
| Securities issued by states & political subdivisions | $30,406,000 | 1,319 |
| Other domestic debt securities | $1,000,000 | 1,577 |
| 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 | $1,000,000 | 1,287 |
| 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 | $39,077,000 | 1,306 |
| Mortgage-backed securities | $9,425,000 | 2,838 |
| Certificates of participation in pools of residential mortgages | $9,425,000 | 2,304 |
| Issued or guaranteed by U.S. | $9,425,000 | 2,300 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| 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) | $40,831,000 | 2,482 |
| Total debt securities | $40,831,000 | 2,695 |
| 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 | $44,524,000 | 2,573 |
| U.S. Government securities | $10,645,000 | 3,774 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $10,645,000 | 3,642 |
| Securities issued by states & political subdivisions | $32,879,000 | 1,219 |
| Other domestic debt securities | $1,000,000 | 1,584 |
| 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 | $1,000,000 | 1,294 |
| 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 | $43,524,000 | 1,211 |
| Mortgage-backed securities | $10,645,000 | 2,724 |
| Certificates of participation in pools of residential mortgages | $10,645,000 | 2,202 |
| Issued or guaranteed by U.S. | $10,645,000 | 2,201 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| 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) | $44,524,000 | 2,344 |
| Total debt securities | $44,524,000 | 2,551 |
| 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 | $45,326,000 | 2,588 |
| U.S. Government securities | $11,233,000 | 3,812 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $11,233,000 | 3,685 |
| Securities issued by states & political subdivisions | $33,093,000 | 1,211 |
| Other domestic debt securities | $1,000,000 | 1,603 |
| 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 | $1,000,000 | 1,288 |
| 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 | $41,211,000 | 1,284 |
| Mortgage-backed securities | $11,233,000 | 2,712 |
| Certificates of participation in pools of residential mortgages | $11,233,000 | 2,188 |
| Issued or guaranteed by U.S. | $11,233,000 | 2,183 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| 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) | $45,326,000 | 2,353 |
| Total debt securities | $45,326,000 | 2,568 |
| 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 | $41,938,000 | 2,744 |
| U.S. Government securities | $11,630,000 | 3,856 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $11,630,000 | 3,723 |
| Securities issued by states & political subdivisions | $29,308,000 | 1,351 |
| Other domestic debt securities | $1,000,000 | 1,627 |
| 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 | $1,000,000 | 1,307 |
| 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 | $40,938,000 | 1,308 |
| Mortgage-backed securities | $11,630,000 | 2,688 |
| Certificates of participation in pools of residential mortgages | $11,630,000 | 2,162 |
| Issued or guaranteed by U.S. | $11,630,000 | 2,159 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| 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) | $41,938,000 | 2,498 |
| Total debt securities | $41,937,000 | 2,720 |
| 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 | $40,173,000 | 2,838 |
| U.S. Government securities | $11,973,000 | 3,855 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $11,973,000 | 3,719 |
| Securities issued by states & political subdivisions | $27,200,000 | 1,442 |
| Other domestic debt securities | $1,000,000 | 1,614 |
| 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 | $1,000,000 | 1,293 |
| 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 | $37,202,000 | 1,399 |
| Mortgage-backed securities | $11,973,000 | 2,659 |
| Certificates of participation in pools of residential mortgages | $11,973,000 | 2,126 |
| Issued or guaranteed by U.S. | $11,973,000 | 2,122 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| 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) | $40,173,000 | 2,595 |
| Total debt securities | $40,173,000 | 2,818 |
| 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 | $41,327,000 | 2,821 |
| U.S. Government securities | $10,285,000 | 4,147 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $10,285,000 | 4,024 |
| Securities issued by states & political subdivisions | $30,042,000 | 1,322 |
| Other domestic debt securities | $1,000,000 | 1,630 |
| 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 | $1,000,000 | 1,301 |
| 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 | $37,638,000 | 1,383 |
| Mortgage-backed securities | $10,285,000 | 2,848 |
| Certificates of participation in pools of residential mortgages | $10,285,000 | 2,326 |
| Issued or guaranteed by U.S. | $10,285,000 | 2,324 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| 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) | $41,327,000 | 2,586 |
| Total debt securities | $41,327,000 | 2,798 |
| 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 | $37,447,000 | 3,042 |
| U.S. Government securities | $10,590,000 | 4,221 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $10,590,000 | 4,104 |
| Securities issued by states & political subdivisions | $25,857,000 | 1,492 |
| Other domestic debt securities | $1,000,000 | 1,640 |
| 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 | $1,000,000 | 1,309 |
| 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 | $28,387,000 | 1,730 |
| Mortgage-backed securities | $10,590,000 | 2,887 |
| Certificates of participation in pools of residential mortgages | $10,590,000 | 2,346 |
| Issued or guaranteed by U.S. | $10,590,000 | 2,345 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| 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) | $37,447,000 | 2,781 |
| Total debt securities | $37,448,000 | 3,015 |
| 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 | $31,208,000 | 3,448 |
| U.S. Government securities | $11,171,000 | 4,218 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $11,171,000 | 4,100 |
| Securities issued by states & political subdivisions | $19,037,000 | 1,883 |
| Other domestic debt securities | $1,000,000 | 1,685 |
| 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 | $1,000,000 | 1,341 |
| 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 | $26,213,000 | 1,866 |
| Mortgage-backed securities | $11,171,000 | 2,876 |
| Certificates of participation in pools of residential mortgages | $11,171,000 | 2,327 |
| Issued or guaranteed by U.S. | $11,171,000 | 2,327 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| 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) | $31,208,000 | 3,154 |
| Total debt securities | $31,209,000 | 3,419 |
| 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 | $29,990,000 | 3,560 |
| U.S. Government securities | $15,845,000 | 3,738 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $15,845,000 | 3,614 |
| Securities issued by states & political subdivisions | $13,145,000 | 2,469 |
| Other domestic debt securities | $1,000,000 | 1,686 |
| 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 | $1,000,000 | 1,340 |
| 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 | $26,391,000 | 1,856 |
| Mortgage-backed securities | $15,845,000 | 2,502 |
| Certificates of participation in pools of residential mortgages | $15,845,000 | 1,962 |
| Issued or guaranteed by U.S. | $15,845,000 | 1,959 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| 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) | $29,990,000 | 3,244 |
| Total debt securities | $29,990,000 | 3,533 |
| 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 | $29,067,000 | 3,700 |
| U.S. Government securities | $16,118,000 | 3,822 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $16,118,000 | 3,692 |
| Securities issued by states & political subdivisions | $11,949,000 | 2,612 |
| Other domestic debt securities | $1,000,000 | 1,751 |
| 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 | $1,000,000 | 1,387 |
| 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 | $27,614,000 | 1,799 |
| Mortgage-backed securities | $16,118,000 | 2,558 |
| Certificates of participation in pools of residential mortgages | $16,118,000 | 2,001 |
| Issued or guaranteed by U.S. | $16,118,000 | 2,000 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| 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) | $29,067,000 | 3,383 |
| Total debt securities | $29,068,000 | 3,675 |
| 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 | $32,823,000 | 3,506 |
| U.S. Government securities | $19,288,000 | 3,533 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $19,288,000 | 3,431 |
| Securities issued by states & political subdivisions | $12,535,000 | 2,545 |
| Other domestic debt securities | $1,000,000 | 1,802 |
| 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 | $1,000,000 | 1,423 |
| 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 | $30,586,000 | 1,675 |
| Mortgage-backed securities | $19,288,000 | 2,372 |
| Certificates of participation in pools of residential mortgages | $19,288,000 | 1,829 |
| Issued or guaranteed by U.S. | $19,288,000 | 1,827 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| 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) | $32,823,000 | 3,193 |
| Total debt securities | $32,823,000 | 3,479 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $31,747,000 | 3,595 |
| U.S. Government securities | $19,662,000 | 3,520 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $19,662,000 | 3,420 |
| Securities issued by states & political subdivisions | $11,085,000 | 2,740 |
| Other domestic debt securities | $1,000,000 | 1,838 |
| 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 | $1,000,000 | 1,448 |
| 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 | $26,835,000 | 1,844 |
| Mortgage-backed securities | $19,662,000 | 2,356 |
| Certificates of participation in pools of residential mortgages | $19,662,000 | 1,781 |
| Issued or guaranteed by U.S. | $19,662,000 | 1,780 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| 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) | $31,747,000 | 3,279 |
| Total debt securities | $31,747,000 | 3,562 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $28,158,000 | 3,820 |
| U.S. Government securities | $20,058,000 | 3,489 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $20,058,000 | 3,393 |
| Securities issued by states & political subdivisions | $7,100,000 | 3,373 |
| Other domestic debt securities | $1,000,000 | 1,876 |
| 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 | $1,000,000 | 1,471 |
| 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 | $15,026,000 | 2,682 |
| Mortgage-backed securities | $20,058,000 | 2,340 |
| Certificates of participation in pools of residential mortgages | $20,058,000 | 1,759 |
| Issued or guaranteed by U.S. | $20,058,000 | 1,758 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| 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) | $28,158,000 | 3,498 |
| Total debt securities | $28,158,000 | 3,788 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $28,677,000 | 3,821 |
| U.S. Government securities | $20,602,000 | 3,452 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $20,602,000 | 3,368 |
| Securities issued by states & political subdivisions | $7,075,000 | 3,374 |
| Other domestic debt securities | $1,000,000 | 1,938 |
| 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 | $1,000,000 | 1,509 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,425,000 | 2,346 |
| Mortgage-backed securities | $20,602,000 | 2,322 |
| Certificates of participation in pools of residential mortgages | $20,602,000 | 1,743 |
| Issued or guaranteed by U.S. | $20,602,000 | 1,740 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| 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) | $28,677,000 | 3,509 |
| Total debt securities | $28,677,000 | 3,790 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,570 |
| Fair value | $1,000,000 | 1,575 |
| 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 | $29,909,000 | 3,709 |
| U.S. Government securities | $21,513,000 | 3,373 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $21,513,000 | 3,282 |
| Securities issued by states & political subdivisions | $7,396,000 | 3,322 |
| Other domestic debt securities | $1,000,000 | 1,978 |
| 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 | $1,000,000 | 1,534 |
| 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 | $17,541,000 | 2,394 |
| Mortgage-backed securities | $21,513,000 | 2,273 |
| Certificates of participation in pools of residential mortgages | $21,513,000 | 1,692 |
| Issued or guaranteed by U.S. | $21,513,000 | 1,689 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| 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) | $29,909,000 | 3,414 |
| Total debt securities | $29,909,000 | 3,676 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,552 |
| Fair value | $1,000,000 | 1,572 |
| 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 | $33,712,000 | 3,492 |
| U.S. Government securities | $25,012,000 | 3,120 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $25,012,000 | 3,049 |
| Securities issued by states & political subdivisions | $7,700,000 | 3,238 |
| Other domestic debt securities | $1,000,000 | 1,995 |
| 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 | $1,000,000 | 1,530 |
| 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 | $17,456,000 | 2,427 |
| Mortgage-backed securities | $23,019,000 | 2,218 |
| Certificates of participation in pools of residential mortgages | $23,019,000 | 1,643 |
| Issued or guaranteed by U.S. | $23,019,000 | 1,642 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| 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) | $33,712,000 | 3,238 |
| Total debt securities | $33,712,000 | 3,457 |
| Structured notes | ||
| Amortized cost | $2,990,000 | 1,024 |
| Fair value | $2,993,000 | 1,007 |
| 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 | $48,102,000 | 2,710 |
| U.S. Government securities | $39,441,000 | 2,248 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $39,441,000 | 2,192 |
| Securities issued by states & political subdivisions | $7,661,000 | 3,212 |
| Other domestic debt securities | $1,000,000 | 1,982 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $1,000,000 | 1,498 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,061,000 | 2,079 |
| Mortgage-backed securities | $37,454,000 | 1,616 |
| Certificates of participation in pools of residential mortgages | $37,454,000 | 1,093 |
| Issued or guaranteed by U.S. | $37,454,000 | 1,090 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| 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) | $48,102,000 | 2,507 |
| Total debt securities | $48,102,000 | 2,683 |
| Structured notes | ||
| Amortized cost | $2,990,000 | 1,059 |
| Fair value | $2,987,000 | 1,059 |
| 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 | $50,372,000 | 2,652 |
| U.S. Government securities | $41,766,000 | 2,201 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $41,766,000 | 2,152 |
| Securities issued by states & political subdivisions | $7,606,000 | 3,198 |
| Other domestic debt securities | $1,000,000 | 2,040 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $1,000,000 | 1,544 |
| 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 | $11,167,000 | 3,141 |
| Mortgage-backed securities | $39,784,000 | 1,624 |
| Certificates of participation in pools of residential mortgages | $39,784,000 | 1,098 |
| Issued or guaranteed by U.S. | $39,784,000 | 1,096 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| 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) | $50,372,000 | 2,438 |
| Total debt securities | $50,372,000 | 2,624 |
| Structured notes | ||
| Amortized cost | $2,990,000 | 1,115 |
| Fair value | $2,982,000 | 1,114 |
| 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 | $46,162,000 | 2,864 |
| U.S. Government securities | $37,575,000 | 2,428 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $37,575,000 | 2,375 |
| Securities issued by states & political subdivisions | $7,587,000 | 3,149 |
| Other domestic debt securities | $1,000,000 | 2,043 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $1,000,000 | 1,544 |
| 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 | $7,183,000 | 3,889 |
| Mortgage-backed securities | $37,575,000 | 1,726 |
| Certificates of participation in pools of residential mortgages | $37,575,000 | 1,174 |
| Issued or guaranteed by U.S. | $37,575,000 | 1,174 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| 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) | $46,162,000 | 2,634 |
| Total debt securities | $46,162,000 | 2,843 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,971 |
| Fair value | $1,000,000 | 2,115 |
| 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 | $37,648,000 | 3,276 |
| U.S. Government securities | $29,155,000 | 2,939 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $29,155,000 | 2,881 |
| Securities issued by states & political subdivisions | $7,493,000 | 3,071 |
| Other domestic debt securities | $1,000,000 | 2,030 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $1,000,000 | 1,547 |
| 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 | $6,800,000 | 3,963 |
| Mortgage-backed securities | $27,600,000 | 2,108 |
| Certificates of participation in pools of residential mortgages | $24,370,000 | 1,631 |
| Issued or guaranteed by U.S. | $24,370,000 | 1,628 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,230,000 | 2,483 |
| CMOs issued by government agencies or sponsored agencies | $3,230,000 | 2,366 |
| 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) | $37,648,000 | 3,027 |
| Total debt securities | $37,648,000 | 3,254 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,204 |
| Fair value | $1,000,000 | 2,296 |
| 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 | $38,945,000 | 3,129 |
| U.S. Government securities | $30,602,000 | 2,765 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $30,602,000 | 2,707 |
| Securities issued by states & political subdivisions | $7,343,000 | 3,080 |
| Other domestic debt securities | $1,000,000 | 1,995 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $1,000,000 | 1,462 |
| 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 | $6,656,000 | 3,799 |
| Mortgage-backed securities | $29,027,000 | 1,965 |
| Certificates of participation in pools of residential mortgages | $25,656,000 | 1,484 |
| Issued or guaranteed by U.S. | $25,656,000 | 1,480 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $3,371,000 | 2,416 |
| CMOs issued by government agencies or sponsored agencies | $3,371,000 | 2,232 |
| 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) | $38,945,000 | 2,870 |
| Total debt securities | $38,944,000 | 3,109 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,154 |
| Fair value | $1,000,000 | 2,278 |
| 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 | $40,950,000 | 2,936 |
| U.S. Government securities | $32,576,000 | 2,574 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $32,576,000 | 2,511 |
| Securities issued by states & political subdivisions | $7,374,000 | 2,999 |
| Other domestic debt securities | $1,000,000 | 2,000 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,000,000 | 1,429 |
| 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 | $13,536,000 | 2,710 |
| Mortgage-backed securities | $30,980,000 | 1,830 |
| Certificates of participation in pools of residential mortgages | $27,445,000 | 1,360 |
| Issued or guaranteed by U.S. | $27,445,000 | 1,356 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $3,535,000 | 2,348 |
| CMOs issued by government agencies or sponsored agencies | $3,535,000 | 2,162 |
| 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) | $40,950,000 | 2,694 |
| Total debt securities | $40,950,000 | 2,912 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,239 |
| Fair value | $1,000,000 | 2,389 |
| 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 | $42,085,000 | 2,894 |
| U.S. Government securities | $34,140,000 | 2,530 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $34,140,000 | 2,463 |
| Securities issued by states & political subdivisions | $6,945,000 | 3,027 |
| Other domestic debt securities | $1,000,000 | 1,942 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $1,000,000 | 1,354 |
| 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 | $10,993,000 | 3,056 |
| Mortgage-backed securities | $32,539,000 | 1,718 |
| Certificates of participation in pools of residential mortgages | $28,815,000 | 1,278 |
| Issued or guaranteed by U.S. | $28,815,000 | 1,272 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $3,724,000 | 2,278 |
| CMOs issued by government agencies or sponsored agencies | $3,724,000 | 2,088 |
| 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) | $42,085,000 | 2,639 |
| Total debt securities | $42,086,000 | 2,871 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,447 |
| Fair value | $1,000,000 | 2,552 |
| 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 | $43,366,000 | 2,815 |
| U.S. Government securities | $35,729,000 | 2,432 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $35,729,000 | 2,360 |
| Securities issued by states & political subdivisions | $6,637,000 | 3,053 |
| Other domestic debt securities | $1,000,000 | 1,989 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $1,000,000 | 1,384 |
| 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 | $11,378,000 | 3,005 |
| Mortgage-backed securities | $34,129,000 | 1,615 |
| Certificates of participation in pools of residential mortgages | $30,319,000 | 1,193 |
| Issued or guaranteed by U.S. | $30,319,000 | 1,187 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $3,810,000 | 2,194 |
| CMOs issued by government agencies or sponsored agencies | $3,810,000 | 1,999 |
| 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) | $43,366,000 | 2,558 |
| Total debt securities | $43,366,000 | 2,791 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,483 |
| Fair value | $1,000,000 | 2,547 |
| 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 | $55,819,000 | 2,218 |
| U.S. Government securities | $48,319,000 | 1,816 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $48,319,000 | 1,754 |
| Securities issued by states & political subdivisions | $6,500,000 | 3,071 |
| Other domestic debt securities | $1,000,000 | 2,122 |
| 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 | $1,000,000 | 1,394 |
| 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 | $6,637,000 | 3,790 |
| Mortgage-backed securities | $42,010,000 | 1,345 |
| Certificates of participation in pools of residential mortgages | $38,089,000 | 952 |
| Issued or guaranteed by U.S. | $38,089,000 | 944 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,921,000 | 2,159 |
| CMOs issued by government agencies or sponsored agencies | $3,921,000 | 1,938 |
| 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) | $55,819,000 | 2,008 |
| Total debt securities | $55,818,000 | 2,191 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,331 |
| Fair value | $1,000,000 | 2,405 |
| 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 | $49,411,000 | 2,391 |
| U.S. Government securities | $43,999,000 | 1,928 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $43,999,000 | 1,862 |
| Securities issued by states & political subdivisions | $4,412,000 | 3,518 |
| Other domestic debt securities | $1,000,000 | 2,190 |
| 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 | $1,000,000 | 1,400 |
| 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 | $6,964,000 | 3,753 |
| Mortgage-backed securities | $37,552,000 | 1,447 |
| Certificates of participation in pools of residential mortgages | $33,534,000 | 1,039 |
| Issued or guaranteed by U.S. | $33,534,000 | 1,028 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $4,018,000 | 2,132 |
| CMOs issued by government agencies or sponsored agencies | $4,018,000 | 1,897 |
| 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) | $49,411,000 | 2,157 |
| Total debt securities | $49,412,000 | 2,361 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,383 |
| Fair value | $1,000,000 | 2,546 |
| 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 | $21,513,000 | 4,225 |
| U.S. Government securities | $20,513,000 | 3,442 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $20,513,000 | 3,356 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $1,000,000 | 2,173 |
| 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 | $1,000,000 | 1,356 |
| 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 | $7,598,000 | 3,683 |
| Mortgage-backed securities | $13,083,000 | 2,777 |
| Certificates of participation in pools of residential mortgages | $9,014,000 | 2,581 |
| Issued or guaranteed by U.S. | $9,014,000 | 2,575 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $4,069,000 | 2,057 |
| CMOs issued by government agencies or sponsored agencies | $4,069,000 | 1,808 |
| 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) | $21,513,000 | 3,850 |
| Total debt securities | $21,513,000 | 4,187 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,460 |
| Fair value | $1,000,000 | 2,624 |
| 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 | $17,170,000 | 4,766 |
| U.S. Government securities | $16,170,000 | 3,993 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $16,170,000 | 3,898 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $1,000,000 | 2,239 |
| 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 | $1,000,000 | 1,386 |
| 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 | $9,917,000 | 3,336 |
| Mortgage-backed securities | $15,187,000 | 2,643 |
| Certificates of participation in pools of residential mortgages | $15,187,000 | 1,974 |
| Issued or guaranteed by U.S. | $15,187,000 | 1,970 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $17,170,000 | 4,343 |
| Total debt securities | $17,170,000 | 4,722 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,246 |
| Fair value | $1,000,000 | 2,329 |
| 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 | $17,341,000 | 4,703 |
| U.S. Government securities | $16,341,000 | 3,934 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $16,341,000 | 3,852 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $1,000,000 | 2,303 |
| 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 | $1,000,000 | 1,415 |
| 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 | $7,328,000 | 3,838 |
| Mortgage-backed securities | $15,372,000 | 2,675 |
| Certificates of participation in pools of residential mortgages | $15,372,000 | 2,036 |
| Issued or guaranteed by U.S. | $15,372,000 | 2,028 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $17,341,000 | 4,281 |
| Total debt securities | $17,342,000 | 4,664 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,971 |
| Fair value | $1,000,000 | 2,035 |
| 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 | $20,327,000 | 4,403 |
| U.S. Government securities | $19,327,000 | 3,588 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $19,327,000 | 3,514 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $1,000,000 | 2,413 |
| 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 | $1,000,000 | 1,506 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,327,000 | 2,279 |
| Mortgage-backed securities | $16,334,000 | 2,622 |
| Certificates of participation in pools of residential mortgages | $16,334,000 | 2,004 |
| Issued or guaranteed by U.S. | $16,334,000 | 1,995 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $20,327,000 | 3,979 |
| Total debt securities | $20,327,000 | 4,365 |
| 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 | $24,785,000 | 3,895 |
| U.S. Government securities | $23,785,000 | 3,087 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $23,785,000 | 3,018 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $1,000,000 | 2,438 |
| 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 | $1,000,000 | 1,526 |
| 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 | $14,794,000 | 2,703 |
| Mortgage-backed securities | $20,819,000 | 2,305 |
| Certificates of participation in pools of residential mortgages | $20,819,000 | 1,713 |
| Issued or guaranteed by U.S. | $20,819,000 | 1,704 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $24,785,000 | 3,500 |
| Total debt securities | $24,786,000 | 3,858 |
| 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 | $34,729,000 | 3,112 |
| U.S. Government securities | $33,729,000 | 2,395 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $33,729,000 | 2,346 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $1,000,000 | 2,331 |
| 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 | $1,000,000 | 1,532 |
| 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 | $15,457,000 | 2,682 |
| Mortgage-backed securities | $29,696,000 | 1,831 |
| Certificates of participation in pools of residential mortgages | $29,696,000 | 1,342 |
| Issued or guaranteed by U.S. | $29,696,000 | 1,331 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $34,729,000 | 2,776 |
| Total debt securities | $34,729,000 | 3,077 |
| 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 | $37,244,000 | 2,956 |
| U.S. Government securities | $36,244,000 | 2,256 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $36,244,000 | 2,217 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $1,000,000 | 2,274 |
| 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 | $1,000,000 | 1,507 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,555,000 | 1,761 |
| Mortgage-backed securities | $27,668,000 | 1,882 |
| Certificates of participation in pools of residential mortgages | $27,668,000 | 1,374 |
| Issued or guaranteed by U.S. | $27,668,000 | 1,365 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $37,244,000 | 2,619 |
| Total debt securities | $37,244,000 | 2,920 |
| 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 | $11,647,000 | 5,594 |
| U.S. Government securities | $10,647,000 | 4,956 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $10,647,000 | 4,871 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $1,000,000 | 2,211 |
| 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 | $1,000,000 | 1,471 |
| 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 | $10,647,000 | 3,352 |
| Mortgage-backed securities | $5,120,000 | 4,178 |
| Certificates of participation in pools of residential mortgages | $5,120,000 | 3,616 |
| Issued or guaranteed by U.S. | $5,120,000 | 3,604 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $11,647,000 | 5,071 |
| Total debt securities | $11,647,000 | 5,552 |
| 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 | $10,669,000 | 5,814 |
| U.S. Government securities | $9,669,000 | 5,207 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $9,669,000 | 5,117 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $1,000,000 | 2,237 |
| 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 | $1,000,000 | 1,530 |
| 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 | $9,669,000 | 3,443 |
| Mortgage-backed securities | $5,113,000 | 4,180 |
| Certificates of participation in pools of residential mortgages | $5,113,000 | 3,611 |
| Issued or guaranteed by U.S. | $5,113,000 | 3,596 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $10,669,000 | 5,286 |
| Total debt securities | $10,669,000 | 5,756 |
| 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 | $9,900,000 | 5,959 |
| U.S. Government securities | $9,900,000 | 5,133 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $9,900,000 | 5,040 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,900,000 | 3,394 |
| Mortgage-backed securities | $5,259,000 | 4,037 |
| Certificates of participation in pools of residential mortgages | $5,259,000 | 3,459 |
| Issued or guaranteed by U.S. | $5,259,000 | 3,444 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $9,900,000 | 5,427 |
| Total debt securities | $9,899,000 | 5,889 |
| 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 | $6,160,000 | 6,820 |
| U.S. Government securities | $6,160,000 | 6,247 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $6,160,000 | 6,143 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,160,000 | 4,206 |
| Mortgage-backed securities | $1,584,000 | 5,047 |
| Certificates of participation in pools of residential mortgages | $1,584,000 | 4,589 |
| Issued or guaranteed by U.S. | $1,584,000 | 4,570 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $6,160,000 | 6,197 |
| Total debt securities | $6,160,000 | 6,765 |
| 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 | $6,164,000 | 6,878 |
| U.S. Government securities | $6,164,000 | 6,335 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $6,164,000 | 6,225 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,164,000 | 4,199 |
| Mortgage-backed securities | $1,647,000 | 4,913 |
| Certificates of participation in pools of residential mortgages | $1,647,000 | 4,410 |
| Issued or guaranteed by U.S. | $1,647,000 | 4,397 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $6,164,000 | 6,252 |
| Total debt securities | $6,164,000 | 6,828 |
| 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 | $6,126,000 | 6,931 |
| U.S. Government securities | $6,126,000 | 6,392 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $6,126,000 | 6,273 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,126,000 | 4,221 |
| Mortgage-backed securities | $1,691,000 | 4,882 |
| Certificates of participation in pools of residential mortgages | $1,691,000 | 4,370 |
| Issued or guaranteed by U.S. | $1,691,000 | 4,357 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $6,126,000 | 6,276 |
| Total debt securities | $6,126,000 | 6,881 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $6,337,000 | 6,925 |
| U.S. Government securities | $6,337,000 | 6,371 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $6,337,000 | 6,243 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,301,000 | 4,198 |
| Mortgage-backed securities | $1,826,000 | 4,811 |
| Certificates of participation in pools of residential mortgages | $1,826,000 | 4,283 |
| Issued or guaranteed by U.S. | $1,826,000 | 4,266 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $6,337,000 | 6,252 |
| Total debt securities | $6,337,000 | 6,881 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $3,940,000 | 7,524 |
| U.S. Government securities | $2,028,000 | 7,679 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $2,028,000 | 7,557 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $1,912,000 | 1,559 |
| Privately issued residential mortgage-backed securities | $1,912,000 | 738 |
| 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 | $2,115,000 | 5,698 |
| Mortgage-backed securities | $1,912,000 | 4,756 |
| Certificates of participation in pools of residential mortgages | $1,912,000 | 4,229 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $1,912,000 | 97 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $3,940,000 | 6,813 |
| Total debt securities | $3,941,000 | 7,474 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $4,025,000 | 7,563 |
| U.S. Government securities | $2,030,000 | 7,758 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $2,030,000 | 7,626 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $1,995,000 | 1,524 |
| Privately issued residential mortgage-backed securities | $1,995,000 | 714 |
| 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 | $2,194,000 | 5,698 |
| Mortgage-backed securities | $1,995,000 | 4,717 |
| Certificates of participation in pools of residential mortgages | $1,995,000 | 4,183 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $1,995,000 | 104 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $4,025,000 | 6,828 |
| Total debt securities | $4,026,000 | 7,511 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $4,016,000 | 7,596 |
| U.S. Government securities | $1,987,000 | 7,830 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $1,987,000 | 7,702 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $2,029,000 | 1,512 |
| Privately issued residential mortgage-backed securities | $2,029,000 | 686 |
| 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 | $2,087,000 | 5,771 |
| Mortgage-backed securities | $2,029,000 | 4,706 |
| Certificates of participation in pools of residential mortgages | $2,029,000 | 4,172 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $2,029,000 | 101 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $4,016,000 | 6,851 |
| Total debt securities | $4,016,000 | 7,545 |
| 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 | $1,102,000 | 8,323 |
| U.S. Government securities | $0 | 8,475 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $0 | 8,395 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $1,102,000 | 1,927 |
| Privately issued residential mortgage-backed securities | $1,102,000 | 819 |
| 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 | $1,102,000 | 6,314 |
| Mortgage-backed securities | $1,102,000 | 5,301 |
| Certificates of participation in pools of residential mortgages | $1,102,000 | 4,799 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $1,102,000 | 116 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $1,102,000 | 7,581 |
| Total debt securities | $1,102,000 | 8,284 |
| 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 | $1,160,000 | 8,366 |
| U.S. Government securities | $0 | 8,522 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $0 | 8,437 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $1,160,000 | 1,980 |
| Privately issued residential mortgage-backed securities | $1,160,000 | 785 |
| 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 | $0 | 7,036 |
| Mortgage-backed securities | $1,160,000 | 5,312 |
| Certificates of participation in pools of residential mortgages | $1,160,000 | 4,800 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $1,160,000 | 112 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $1,160,000 | 7,611 |
| Total debt securities | $1,160,000 | 8,321 |
| 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 |