Home > Wellington State Bank > Securities
Wellington State Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $160,594,000 | 1,191 |
| U.S. Government securities | $107,673,000 | 1,092 |
| U.S. Treasury securities | $4,827,000 | 1,868 |
| U.S. Government agency obligations | $102,846,000 | 954 |
| Securities issued by states & political subdivisions | $52,921,000 | 846 |
| Other domestic debt securities | $0 | 2,337 |
| 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 | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $122,924,000 | 762 |
| Mortgage-backed securities | $102,846,000 | 764 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $33,384,000 | 1,099 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $69,462,000 | 319 |
| 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) | $160,594,000 | 1,024 |
| Total debt securities | $160,597,000 | 1,173 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $158,164,000 | 1,194 |
| U.S. Government securities | $107,150,000 | 1,093 |
| U.S. Treasury securities | $4,761,000 | 1,918 |
| U.S. Government agency obligations | $102,389,000 | 950 |
| Securities issued by states & political subdivisions | $51,014,000 | 856 |
| Other domestic debt securities | $0 | 2,352 |
| 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 | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $112,103,000 | 780 |
| Mortgage-backed securities | $102,389,000 | 748 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $33,185,000 | 1,096 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $69,204,000 | 313 |
| 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) | $158,164,000 | 1,030 |
| Total debt securities | $158,168,000 | 1,181 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $167,766,000 | 1,164 |
| U.S. Government securities | $114,245,000 | 1,071 |
| U.S. Treasury securities | $4,756,000 | 1,955 |
| U.S. Government agency obligations | $109,489,000 | 928 |
| Securities issued by states & political subdivisions | $53,521,000 | 860 |
| Other domestic debt securities | $0 | 2,374 |
| 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 | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $118,824,000 | 759 |
| Mortgage-backed securities | $109,489,000 | 730 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $35,621,000 | 1,070 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $73,868,000 | 304 |
| 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) | $167,766,000 | 1,005 |
| Total debt securities | $167,764,000 | 1,151 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $174,303,000 | 1,176 |
| U.S. Government securities | $119,337,000 | 1,078 |
| U.S. Treasury securities | $4,797,000 | 2,021 |
| U.S. Government agency obligations | $114,540,000 | 897 |
| Securities issued by states & political subdivisions | $54,966,000 | 878 |
| Other domestic debt securities | $0 | 2,426 |
| 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 | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $97,066,000 | 841 |
| Mortgage-backed securities | $114,540,000 | 742 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $36,931,000 | 1,087 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $77,609,000 | 313 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $174,303,000 | 1,020 |
| Total debt securities | $174,303,000 | 1,165 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $177,605,000 | 1,187 |
| U.S. Government securities | $121,842,000 | 1,069 |
| U.S. Treasury securities | $4,750,000 | 2,071 |
| U.S. Government agency obligations | $117,092,000 | 885 |
| Securities issued by states & political subdivisions | $55,763,000 | 895 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $85,693,000 | 836 |
| Mortgage-backed securities | $117,092,000 | 732 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $38,083,000 | 1,077 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $79,009,000 | 314 |
| 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) | $177,605,000 | 1,025 |
| Total debt securities | $177,604,000 | 1,172 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $179,596,000 | 1,175 |
| U.S. Government securities | $130,605,000 | 1,036 |
| U.S. Treasury securities | $4,749,000 | 2,108 |
| U.S. Government agency obligations | $125,856,000 | 840 |
| Securities issued by states & political subdivisions | $48,991,000 | 996 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,139,000 | 849 |
| Mortgage-backed securities | $125,856,000 | 702 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $45,332,000 | 965 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $80,524,000 | 312 |
| 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) | $179,596,000 | 1,025 |
| Total debt securities | $179,594,000 | 1,162 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $184,993,000 | 1,167 |
| U.S. Government securities | $135,430,000 | 1,004 |
| U.S. Treasury securities | $4,823,000 | 2,064 |
| U.S. Government agency obligations | $130,607,000 | 834 |
| Securities issued by states & political subdivisions | $49,563,000 | 1,021 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,184,000 | 775 |
| Mortgage-backed securities | $130,607,000 | 704 |
| Certificates of participation in pools of residential mortgages | $45,870,000 | 998 |
| Issued or guaranteed by U.S. | $45,870,000 | 981 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $84,737,000 | 343 |
| CMOs issued by government agencies or sponsored agencies | $84,737,000 | 307 |
| 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) | $184,993,000 | 1,034 |
| Total debt securities | $184,994,000 | 1,153 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $185,396,000 | 1,151 |
| U.S. Government securities | $136,759,000 | 985 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $136,759,000 | 818 |
| Securities issued by states & political subdivisions | $48,637,000 | 1,059 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,161,000 | 702 |
| Mortgage-backed securities | $136,759,000 | 693 |
| Certificates of participation in pools of residential mortgages | $51,502,000 | 943 |
| Issued or guaranteed by U.S. | $51,502,000 | 930 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $85,257,000 | 338 |
| CMOs issued by government agencies or sponsored agencies | $85,257,000 | 304 |
| 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) | $185,396,000 | 1,035 |
| Total debt securities | $185,396,000 | 1,139 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $149,794,000 | 1,323 |
| U.S. Government securities | $96,860,000 | 1,203 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $96,860,000 | 1,056 |
| Securities issued by states & political subdivisions | $52,934,000 | 1,003 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,726,000 | 704 |
| Mortgage-backed securities | $95,855,000 | 895 |
| Certificates of participation in pools of residential mortgages | $51,208,000 | 943 |
| Issued or guaranteed by U.S. | $51,208,000 | 929 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $44,647,000 | 493 |
| CMOs issued by government agencies or sponsored agencies | $44,647,000 | 458 |
| 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) | $149,794,000 | 1,218 |
| Total debt securities | $149,793,000 | 1,307 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $153,853,000 | 1,227 |
| U.S. Government securities | $99,682,000 | 1,128 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $99,682,000 | 1,003 |
| Securities issued by states & political subdivisions | $54,171,000 | 971 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,754,000 | 772 |
| Mortgage-backed securities | $98,672,000 | 852 |
| Certificates of participation in pools of residential mortgages | $56,768,000 | 855 |
| Issued or guaranteed by U.S. | $56,768,000 | 839 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $41,904,000 | 498 |
| CMOs issued by government agencies or sponsored agencies | $41,904,000 | 469 |
| 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) | $153,853,000 | 1,130 |
| Total debt securities | $153,853,000 | 1,214 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $162,742,000 | 1,122 |
| U.S. Government securities | $106,834,000 | 1,008 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $106,834,000 | 917 |
| Securities issued by states & political subdivisions | $55,908,000 | 921 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,944,000 | 787 |
| Mortgage-backed securities | $105,820,000 | 775 |
| Certificates of participation in pools of residential mortgages | $60,713,000 | 782 |
| Issued or guaranteed by U.S. | $60,713,000 | 766 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $45,107,000 | 468 |
| CMOs issued by government agencies or sponsored agencies | $45,107,000 | 440 |
| 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) | $162,742,000 | 1,033 |
| Total debt securities | $162,739,000 | 1,107 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $173,424,000 | 988 |
| U.S. Government securities | $116,817,000 | 847 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $116,817,000 | 800 |
| Securities issued by states & political subdivisions | $56,607,000 | 871 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $85,039,000 | 706 |
| Mortgage-backed securities | $115,297,000 | 685 |
| Certificates of participation in pools of residential mortgages | $66,754,000 | 685 |
| Issued or guaranteed by U.S. | $66,754,000 | 668 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $48,543,000 | 425 |
| CMOs issued by government agencies or sponsored agencies | $48,543,000 | 388 |
| 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) | $173,424,000 | 910 |
| Total debt securities | $173,422,000 | 977 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $150,720,000 | 1,031 |
| U.S. Government securities | $93,439,000 | 923 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $93,439,000 | 876 |
| Securities issued by states & political subdivisions | $57,281,000 | 830 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,933,000 | 755 |
| Mortgage-backed securities | $91,912,000 | 746 |
| Certificates of participation in pools of residential mortgages | $61,084,000 | 673 |
| Issued or guaranteed by U.S. | $61,084,000 | 662 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $30,828,000 | 564 |
| CMOs issued by government agencies or sponsored agencies | $30,828,000 | 531 |
| 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) | $1,000 | 1,668 |
| Available-for-sale securities (fair market value) | $150,719,000 | 940 |
| Total debt securities | $150,718,000 | 1,016 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $107,570,000 | 1,275 |
| U.S. Government securities | $65,441,000 | 1,177 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $65,441,000 | 1,109 |
| Securities issued by states & political subdivisions | $42,129,000 | 996 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,675,000 | 852 |
| Mortgage-backed securities | $63,407,000 | 985 |
| Certificates of participation in pools of residential mortgages | $36,242,000 | 925 |
| Issued or guaranteed by U.S. | $36,242,000 | 903 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $27,165,000 | 616 |
| CMOs issued by government agencies or sponsored agencies | $27,165,000 | 583 |
| 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) | $1,000 | 1,671 |
| Available-for-sale securities (fair market value) | $107,569,000 | 1,186 |
| Total debt securities | $107,570,000 | 1,259 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $107,248,000 | 1,244 |
| U.S. Government securities | $62,762,000 | 1,207 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $62,762,000 | 1,129 |
| Securities issued by states & political subdivisions | $44,486,000 | 882 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,282,000 | 848 |
| Mortgage-backed securities | $60,722,000 | 996 |
| Certificates of participation in pools of residential mortgages | $27,742,000 | 1,094 |
| Issued or guaranteed by U.S. | $27,742,000 | 1,063 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $32,980,000 | 559 |
| CMOs issued by government agencies or sponsored agencies | $32,980,000 | 524 |
| 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) | $1,000 | 1,685 |
| Available-for-sale securities (fair market value) | $107,247,000 | 1,148 |
| Total debt securities | $107,247,000 | 1,224 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $101,467,000 | 1,262 |
| U.S. Government securities | $66,330,000 | 1,157 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $66,330,000 | 1,091 |
| Securities issued by states & political subdivisions | $35,137,000 | 993 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,533,000 | 793 |
| Mortgage-backed securities | $63,788,000 | 945 |
| Certificates of participation in pools of residential mortgages | $27,415,000 | 1,102 |
| Issued or guaranteed by U.S. | $27,415,000 | 1,072 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $36,373,000 | 534 |
| CMOs issued by government agencies or sponsored agencies | $36,373,000 | 501 |
| 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) | $1,000 | 1,700 |
| Available-for-sale securities (fair market value) | $101,466,000 | 1,166 |
| Total debt securities | $101,468,000 | 1,248 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $103,439,000 | 1,232 |
| U.S. Government securities | $68,095,000 | 1,150 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $68,095,000 | 1,078 |
| Securities issued by states & political subdivisions | $35,344,000 | 939 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,140,000 | 739 |
| Mortgage-backed securities | $64,901,000 | 913 |
| Certificates of participation in pools of residential mortgages | $29,798,000 | 1,013 |
| Issued or guaranteed by U.S. | $29,798,000 | 990 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $35,103,000 | 544 |
| CMOs issued by government agencies or sponsored agencies | $35,103,000 | 509 |
| 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) | $1,000 | 1,747 |
| Available-for-sale securities (fair market value) | $103,438,000 | 1,128 |
| Total debt securities | $103,437,000 | 1,213 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $93,110,000 | 1,334 |
| U.S. Government securities | $61,572,000 | 1,234 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $61,572,000 | 1,162 |
| Securities issued by states & political subdivisions | $31,538,000 | 1,034 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,291,000 | 828 |
| Mortgage-backed securities | $58,383,000 | 973 |
| Certificates of participation in pools of residential mortgages | $27,977,000 | 1,015 |
| Issued or guaranteed by U.S. | $27,977,000 | 987 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $30,406,000 | 610 |
| CMOs issued by government agencies or sponsored agencies | $30,406,000 | 578 |
| 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) | $1,000 | 1,822 |
| Available-for-sale securities (fair market value) | $93,109,000 | 1,221 |
| Total debt securities | $93,109,000 | 1,317 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $98,856,000 | 1,289 |
| U.S. Government securities | $65,406,000 | 1,197 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $65,406,000 | 1,133 |
| Securities issued by states & political subdivisions | $33,450,000 | 988 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,458,000 | 742 |
| Mortgage-backed securities | $62,219,000 | 914 |
| Certificates of participation in pools of residential mortgages | $29,641,000 | 975 |
| Issued or guaranteed by U.S. | $29,641,000 | 965 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $32,578,000 | 558 |
| CMOs issued by government agencies or sponsored agencies | $32,578,000 | 528 |
| 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) | $1,000 | 1,867 |
| Available-for-sale securities (fair market value) | $98,855,000 | 1,165 |
| Total debt securities | $98,856,000 | 1,271 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $100,200,000 | 1,279 |
| U.S. Government securities | $68,082,000 | 1,167 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $68,082,000 | 1,106 |
| Securities issued by states & political subdivisions | $32,118,000 | 1,069 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,242,000 | 633 |
| Mortgage-backed securities | $64,933,000 | 887 |
| Certificates of participation in pools of residential mortgages | $31,023,000 | 954 |
| Issued or guaranteed by U.S. | $31,023,000 | 944 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $33,910,000 | 525 |
| CMOs issued by government agencies or sponsored agencies | $33,910,000 | 497 |
| 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) | $2,000 | 1,887 |
| Available-for-sale securities (fair market value) | $100,198,000 | 1,154 |
| Total debt securities | $100,200,000 | 1,261 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $103,409,000 | 1,257 |
| U.S. Government securities | $69,482,000 | 1,159 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $69,482,000 | 1,097 |
| Securities issued by states & political subdivisions | $33,927,000 | 1,039 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,930,000 | 633 |
| Mortgage-backed securities | $66,360,000 | 863 |
| Certificates of participation in pools of residential mortgages | $31,234,000 | 966 |
| Issued or guaranteed by U.S. | $31,234,000 | 957 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $35,126,000 | 513 |
| CMOs issued by government agencies or sponsored agencies | $35,126,000 | 482 |
| 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) | $2,000 | 1,935 |
| Available-for-sale securities (fair market value) | $103,407,000 | 1,135 |
| Total debt securities | $103,409,000 | 1,238 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $107,028,000 | 1,213 |
| U.S. Government securities | $72,551,000 | 1,130 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $72,551,000 | 1,060 |
| Securities issued by states & political subdivisions | $34,477,000 | 1,029 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,006,000 | 739 |
| Mortgage-backed securities | $68,953,000 | 832 |
| Certificates of participation in pools of residential mortgages | $32,676,000 | 927 |
| Issued or guaranteed by U.S. | $32,676,000 | 923 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $36,277,000 | 487 |
| CMOs issued by government agencies or sponsored agencies | $36,277,000 | 460 |
| 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) | $2,000 | 1,973 |
| Available-for-sale securities (fair market value) | $107,026,000 | 1,092 |
| Total debt securities | $107,027,000 | 1,189 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $120,766,000 | 1,104 |
| U.S. Government securities | $77,247,000 | 1,068 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $77,247,000 | 1,014 |
| Securities issued by states & political subdivisions | $43,519,000 | 848 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,728,000 | 688 |
| Mortgage-backed securities | $73,643,000 | 806 |
| Certificates of participation in pools of residential mortgages | $34,854,000 | 911 |
| Issued or guaranteed by U.S. | $34,854,000 | 891 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $38,789,000 | 465 |
| CMOs issued by government agencies or sponsored agencies | $38,789,000 | 441 |
| 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) | $2,000 | 2,003 |
| Available-for-sale securities (fair market value) | $120,764,000 | 990 |
| Total debt securities | $120,767,000 | 1,089 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $121,689,000 | 1,126 |
| U.S. Government securities | $78,365,000 | 1,081 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $78,365,000 | 1,035 |
| Securities issued by states & political subdivisions | $43,324,000 | 874 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,026,000 | 699 |
| Mortgage-backed securities | $72,751,000 | 804 |
| Certificates of participation in pools of residential mortgages | $34,908,000 | 929 |
| Issued or guaranteed by U.S. | $34,908,000 | 928 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $37,843,000 | 474 |
| CMOs issued by government agencies or sponsored agencies | $37,843,000 | 448 |
| 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) | $2,000 | 2,035 |
| Available-for-sale securities (fair market value) | $121,687,000 | 999 |
| Total debt securities | $121,689,000 | 1,105 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $103,434,000 | 1,299 |
| U.S. Government securities | $60,201,000 | 1,328 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $60,201,000 | 1,268 |
| Securities issued by states & political subdivisions | $43,233,000 | 924 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,991,000 | 694 |
| Mortgage-backed securities | $53,219,000 | 1,032 |
| Certificates of participation in pools of residential mortgages | $24,229,000 | 1,246 |
| Issued or guaranteed by U.S. | $24,229,000 | 1,245 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $28,990,000 | 588 |
| CMOs issued by government agencies or sponsored agencies | $28,990,000 | 556 |
| 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) | $3,000 | 2,066 |
| Available-for-sale securities (fair market value) | $103,431,000 | 1,164 |
| Total debt securities | $103,433,000 | 1,278 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $105,691,000 | 1,274 |
| U.S. Government securities | $63,724,000 | 1,287 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $63,724,000 | 1,229 |
| Securities issued by states & political subdivisions | $41,967,000 | 969 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,691,000 | 795 |
| Mortgage-backed securities | $56,214,000 | 1,006 |
| Certificates of participation in pools of residential mortgages | $25,088,000 | 1,236 |
| Issued or guaranteed by U.S. | $25,088,000 | 1,234 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $31,126,000 | 561 |
| CMOs issued by government agencies or sponsored agencies | $31,126,000 | 533 |
| 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) | $3,000 | 2,118 |
| Available-for-sale securities (fair market value) | $105,688,000 | 1,136 |
| Total debt securities | $105,692,000 | 1,254 |
| Structured notes | ||
| Amortized cost | $3,004,000 | 333 |
| Fair value | $3,038,000 | 329 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $116,863,000 | 1,188 |
| U.S. Government securities | $71,134,000 | 1,207 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $71,134,000 | 1,154 |
| Securities issued by states & political subdivisions | $45,729,000 | 894 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,811,000 | 761 |
| Mortgage-backed securities | $62,707,000 | 936 |
| Certificates of participation in pools of residential mortgages | $28,893,000 | 1,136 |
| Issued or guaranteed by U.S. | $28,893,000 | 1,135 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $33,814,000 | 538 |
| CMOs issued by government agencies or sponsored agencies | $33,814,000 | 510 |
| 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) | $3,000 | 2,148 |
| Available-for-sale securities (fair market value) | $116,860,000 | 1,042 |
| Total debt securities | $116,863,000 | 1,166 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $96,379,000 | 1,433 |
| U.S. Government securities | $53,660,000 | 1,533 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $53,660,000 | 1,461 |
| Securities issued by states & political subdivisions | $42,719,000 | 967 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,298,000 | 846 |
| Mortgage-backed securities | $44,766,000 | 1,212 |
| Certificates of participation in pools of residential mortgages | $16,421,000 | 1,748 |
| Issued or guaranteed by U.S. | $16,421,000 | 1,748 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $28,345,000 | 601 |
| CMOs issued by government agencies or sponsored agencies | $28,345,000 | 568 |
| 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) | $3,000 | 2,188 |
| Available-for-sale securities (fair market value) | $96,376,000 | 1,278 |
| Total debt securities | $96,380,000 | 1,417 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $81,416,000 | 1,645 |
| U.S. Government securities | $39,614,000 | 1,892 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $39,614,000 | 1,793 |
| Securities issued by states & political subdivisions | $41,802,000 | 992 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,559,000 | 951 |
| Mortgage-backed securities | $29,233,000 | 1,602 |
| Certificates of participation in pools of residential mortgages | $13,051,000 | 1,971 |
| Issued or guaranteed by U.S. | $13,051,000 | 1,969 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $16,153,000 | 852 |
| CMOs issued by government agencies or sponsored agencies | $16,153,000 | 813 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $29,000 | 1,329 |
| Commercial mortgage pass-through securities | $29,000 | 932 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $4,000 | 2,210 |
| Available-for-sale securities (fair market value) | $81,412,000 | 1,486 |
| Total debt securities | $81,416,000 | 1,620 |
| 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 | $74,846,000 | 1,749 |
| U.S. Government securities | $37,986,000 | 1,943 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $37,986,000 | 1,864 |
| Securities issued by states & political subdivisions | $36,860,000 | 1,098 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,278,000 | 1,017 |
| Mortgage-backed securities | $30,685,000 | 1,569 |
| Certificates of participation in pools of residential mortgages | $12,763,000 | 2,007 |
| Issued or guaranteed by U.S. | $12,763,000 | 2,007 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $17,893,000 | 812 |
| CMOs issued by government agencies or sponsored agencies | $17,893,000 | 772 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $29,000 | 1,268 |
| Commercial mortgage pass-through securities | $29,000 | 857 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $4,000 | 2,235 |
| Available-for-sale securities (fair market value) | $74,842,000 | 1,591 |
| Total debt securities | $74,843,000 | 1,725 |
| 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 | $79,856,000 | 1,683 |
| U.S. Government securities | $40,348,000 | 1,906 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $40,348,000 | 1,823 |
| Securities issued by states & political subdivisions | $39,508,000 | 1,025 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,004,000 | 1,017 |
| Mortgage-backed securities | $33,033,000 | 1,503 |
| Certificates of participation in pools of residential mortgages | $13,561,000 | 1,972 |
| Issued or guaranteed by U.S. | $13,561,000 | 1,968 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $19,439,000 | 779 |
| CMOs issued by government agencies or sponsored agencies | $19,439,000 | 743 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $33,000 | 1,198 |
| Commercial mortgage pass-through securities | $33,000 | 813 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $4,000 | 2,288 |
| Available-for-sale securities (fair market value) | $79,852,000 | 1,514 |
| Total debt securities | $79,856,000 | 1,658 |
| 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 | $77,492,000 | 1,749 |
| U.S. Government securities | $37,492,000 | 2,082 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $37,492,000 | 2,001 |
| Securities issued by states & political subdivisions | $40,000,000 | 999 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,720,000 | 995 |
| Mortgage-backed securities | $29,900,000 | 1,615 |
| Certificates of participation in pools of residential mortgages | $12,403,000 | 2,084 |
| Issued or guaranteed by U.S. | $12,403,000 | 2,082 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $17,321,000 | 858 |
| CMOs issued by government agencies or sponsored agencies | $17,321,000 | 816 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $176,000 | 1,166 |
| Commercial mortgage pass-through securities | $72,000 | 794 |
| Other commercial mortgage-backed securities | $104,000 | 768 |
| Held to maturity securities (book value) | $5,000 | 2,330 |
| Available-for-sale securities (fair market value) | $77,487,000 | 1,574 |
| Total debt securities | $77,492,000 | 1,729 |
| 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 | $62,265,000 | 2,110 |
| U.S. Government securities | $35,022,000 | 2,215 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $35,022,000 | 2,133 |
| Securities issued by states & political subdivisions | $27,243,000 | 1,438 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,615,000 | 1,168 |
| Mortgage-backed securities | $29,455,000 | 1,631 |
| Certificates of participation in pools of residential mortgages | $12,189,000 | 2,108 |
| Issued or guaranteed by U.S. | $12,189,000 | 2,105 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $17,080,000 | 865 |
| CMOs issued by government agencies or sponsored agencies | $17,080,000 | 818 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $186,000 | 1,121 |
| Commercial mortgage pass-through securities | $79,000 | 766 |
| Other commercial mortgage-backed securities | $107,000 | 712 |
| Held to maturity securities (book value) | $5,000 | 2,374 |
| Available-for-sale securities (fair market value) | $62,260,000 | 1,927 |
| Total debt securities | $62,263,000 | 2,078 |
| 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 | $66,276,000 | 2,023 |
| U.S. Government securities | $38,568,000 | 2,084 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $38,568,000 | 2,006 |
| Securities issued by states & political subdivisions | $27,708,000 | 1,418 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,573,000 | 1,285 |
| Mortgage-backed securities | $31,966,000 | 1,571 |
| Certificates of participation in pools of residential mortgages | $13,069,000 | 2,052 |
| Issued or guaranteed by U.S. | $13,069,000 | 2,050 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $18,690,000 | 826 |
| CMOs issued by government agencies or sponsored agencies | $18,690,000 | 785 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $207,000 | 1,070 |
| Commercial mortgage pass-through securities | $83,000 | 736 |
| Other commercial mortgage-backed securities | $124,000 | 677 |
| Held to maturity securities (book value) | $5,000 | 2,398 |
| Available-for-sale securities (fair market value) | $66,271,000 | 1,834 |
| Total debt securities | $66,277,000 | 1,998 |
| 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 | $73,494,000 | 1,887 |
| U.S. Government securities | $42,813,000 | 1,991 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $42,813,000 | 1,915 |
| Securities issued by states & political subdivisions | $30,681,000 | 1,263 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,939,000 | 1,204 |
| Mortgage-backed securities | $34,709,000 | 1,522 |
| Certificates of participation in pools of residential mortgages | $13,962,000 | 2,022 |
| Issued or guaranteed by U.S. | $13,962,000 | 2,021 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $20,424,000 | 809 |
| CMOs issued by government agencies or sponsored agencies | $20,424,000 | 770 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $323,000 | 1,001 |
| Commercial mortgage pass-through securities | $149,000 | 693 |
| Other commercial mortgage-backed securities | $174,000 | 650 |
| Held to maturity securities (book value) | $636,000 | 2,036 |
| Available-for-sale securities (fair market value) | $72,858,000 | 1,714 |
| Total debt securities | $73,493,000 | 1,865 |
| 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 | $78,174,000 | 1,800 |
| U.S. Government securities | $46,309,000 | 1,927 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $46,309,000 | 1,847 |
| Securities issued by states & political subdivisions | $31,865,000 | 1,201 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,888,000 | 1,294 |
| Mortgage-backed securities | $38,172,000 | 1,448 |
| Certificates of participation in pools of residential mortgages | $14,891,000 | 1,976 |
| Issued or guaranteed by U.S. | $14,891,000 | 1,975 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $22,917,000 | 781 |
| CMOs issued by government agencies or sponsored agencies | $22,917,000 | 743 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $364,000 | 977 |
| Commercial mortgage pass-through securities | $152,000 | 673 |
| Other commercial mortgage-backed securities | $212,000 | 623 |
| Held to maturity securities (book value) | $1,373,000 | 1,835 |
| Available-for-sale securities (fair market value) | $76,801,000 | 1,649 |
| Total debt securities | $78,173,000 | 1,783 |
| 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 | $83,700,000 | 1,711 |
| U.S. Government securities | $50,699,000 | 1,792 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $50,699,000 | 1,720 |
| Securities issued by states & political subdivisions | $33,001,000 | 1,167 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,705,000 | 1,333 |
| Mortgage-backed securities | $41,572,000 | 1,408 |
| Certificates of participation in pools of residential mortgages | $15,585,000 | 1,982 |
| Issued or guaranteed by U.S. | $15,585,000 | 1,979 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $25,604,000 | 751 |
| CMOs issued by government agencies or sponsored agencies | $25,604,000 | 717 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $383,000 | 957 |
| Commercial mortgage pass-through securities | $161,000 | 677 |
| Other commercial mortgage-backed securities | $222,000 | 590 |
| Held to maturity securities (book value) | $1,376,000 | 1,859 |
| Available-for-sale securities (fair market value) | $82,324,000 | 1,547 |
| Total debt securities | $83,700,000 | 1,691 |
| 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 | $89,276,000 | 1,643 |
| U.S. Government securities | $55,106,000 | 1,711 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $55,106,000 | 1,642 |
| Securities issued by states & political subdivisions | $33,905,000 | 1,140 |
| Other domestic debt securities | $265,000 | 2,213 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $265,000 | 125 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,835,000 | 1,309 |
| Mortgage-backed securities | $45,248,000 | 1,342 |
| Certificates of participation in pools of residential mortgages | $16,350,000 | 1,990 |
| Issued or guaranteed by U.S. | $16,350,000 | 1,989 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $28,447,000 | 707 |
| CMOs issued by government agencies or sponsored agencies | $28,447,000 | 671 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $451,000 | 916 |
| Commercial mortgage pass-through securities | $186,000 | 667 |
| Other commercial mortgage-backed securities | $265,000 | 555 |
| Held to maturity securities (book value) | $1,679,000 | 1,828 |
| Available-for-sale securities (fair market value) | $87,597,000 | 1,487 |
| Total debt securities | $89,274,000 | 1,621 |
| 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 | $96,295,000 | 1,543 |
| U.S. Government securities | $60,560,000 | 1,579 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $60,560,000 | 1,516 |
| Securities issued by states & political subdivisions | $35,652,000 | 1,086 |
| Other domestic debt securities | $83,000 | 2,437 |
| Privately issued residential mortgage-backed securities | $83,000 | 744 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,508,000 | 1,274 |
| Mortgage-backed securities | $49,499,000 | 1,259 |
| Certificates of participation in pools of residential mortgages | $17,639,000 | 1,909 |
| Issued or guaranteed by U.S. | $17,639,000 | 1,909 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $31,568,000 | 671 |
| CMOs issued by government agencies or sponsored agencies | $31,485,000 | 630 |
| Privately issued | $83,000 | 712 |
| Commercial mortgage-backed securities | $292,000 | 928 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $292,000 | 539 |
| Held to maturity securities (book value) | $1,783,000 | 1,825 |
| Available-for-sale securities (fair market value) | $94,512,000 | 1,399 |
| Total debt securities | $96,295,000 | 1,520 |
| 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 | $100,268,000 | 1,490 |
| U.S. Government securities | $66,585,000 | 1,474 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $66,585,000 | 1,418 |
| Securities issued by states & political subdivisions | $33,581,000 | 1,158 |
| Other domestic debt securities | $102,000 | 2,485 |
| Privately issued residential mortgage-backed securities | $102,000 | 751 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,940,000 | 1,251 |
| Mortgage-backed securities | $51,547,000 | 1,210 |
| Certificates of participation in pools of residential mortgages | $18,459,000 | 1,855 |
| Issued or guaranteed by U.S. | $18,459,000 | 1,854 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $32,792,000 | 650 |
| CMOs issued by government agencies or sponsored agencies | $32,690,000 | 620 |
| Privately issued | $102,000 | 720 |
| Commercial mortgage-backed securities | $296,000 | 909 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $296,000 | 505 |
| Held to maturity securities (book value) | $2,081,000 | 1,778 |
| Available-for-sale securities (fair market value) | $98,187,000 | 1,347 |
| Total debt securities | $100,268,000 | 1,473 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,588 |
| Fair value | $937,000 | 1,752 |
| 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 | $81,667,000 | 1,795 |
| U.S. Government securities | $51,914,000 | 1,811 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $51,914,000 | 1,752 |
| Securities issued by states & political subdivisions | $29,676,000 | 1,311 |
| Other domestic debt securities | $77,000 | 2,561 |
| Privately issued residential mortgage-backed securities | $77,000 | 811 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,528,000 | 1,237 |
| Mortgage-backed securities | $35,515,000 | 1,638 |
| Certificates of participation in pools of residential mortgages | $15,158,000 | 2,133 |
| Issued or guaranteed by U.S. | $15,158,000 | 2,133 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $20,051,000 | 909 |
| CMOs issued by government agencies or sponsored agencies | $19,974,000 | 859 |
| Privately issued | $77,000 | 774 |
| Commercial mortgage-backed securities | $306,000 | 847 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $306,000 | 484 |
| Held to maturity securities (book value) | $2,170,000 | 1,750 |
| Available-for-sale securities (fair market value) | $79,497,000 | 1,651 |
| Total debt securities | $81,659,000 | 1,775 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,580 |
| Fair value | $916,000 | 1,748 |
| 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 | $84,711,000 | 1,773 |
| U.S. Government securities | $54,188,000 | 1,753 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $54,188,000 | 1,703 |
| Securities issued by states & political subdivisions | $30,441,000 | 1,271 |
| Other domestic debt securities | $82,000 | 2,626 |
| Privately issued residential mortgage-backed securities | $82,000 | 838 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,550,000 | 1,435 |
| Mortgage-backed securities | $37,779,000 | 1,575 |
| Certificates of participation in pools of residential mortgages | $16,019,000 | 2,076 |
| Issued or guaranteed by U.S. | $16,019,000 | 2,073 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $21,429,000 | 892 |
| CMOs issued by government agencies or sponsored agencies | $21,347,000 | 847 |
| Privately issued | $82,000 | 802 |
| Commercial mortgage-backed securities | $331,000 | 829 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $331,000 | 477 |
| Held to maturity securities (book value) | $2,174,000 | 1,729 |
| Available-for-sale securities (fair market value) | $82,537,000 | 1,621 |
| Total debt securities | $84,716,000 | 1,747 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,570 |
| Fair value | $924,000 | 1,746 |
| 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 | $72,409,000 | 2,001 |
| U.S. Government securities | $43,536,000 | 2,096 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $43,536,000 | 2,036 |
| Securities issued by states & political subdivisions | $28,768,000 | 1,322 |
| Other domestic debt securities | $105,000 | 2,669 |
| Privately issued residential mortgage-backed securities | $105,000 | 842 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,923,000 | 1,592 |
| Mortgage-backed securities | $31,190,000 | 1,802 |
| Certificates of participation in pools of residential mortgages | $12,837,000 | 2,328 |
| Issued or guaranteed by U.S. | $12,837,000 | 2,327 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $17,912,000 | 1,016 |
| CMOs issued by government agencies or sponsored agencies | $17,807,000 | 956 |
| Privately issued | $105,000 | 804 |
| Commercial mortgage-backed securities | $441,000 | 796 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $441,000 | 433 |
| Held to maturity securities (book value) | $2,687,000 | 1,592 |
| Available-for-sale securities (fair market value) | $69,722,000 | 1,870 |
| Total debt securities | $72,409,000 | 1,975 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,552 |
| Fair value | $962,000 | 1,688 |
| 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 | $62,557,000 | 2,265 |
| U.S. Government securities | $36,323,000 | 2,450 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $36,323,000 | 2,389 |
| Securities issued by states & political subdivisions | $26,092,000 | 1,431 |
| Other domestic debt securities | $142,000 | 2,641 |
| Privately issued residential mortgage-backed securities | $142,000 | 855 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,487,000 | 1,563 |
| Mortgage-backed securities | $23,918,000 | 2,162 |
| Certificates of participation in pools of residential mortgages | $8,700,000 | 2,843 |
| Issued or guaranteed by U.S. | $8,700,000 | 2,842 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $14,767,000 | 1,195 |
| CMOs issued by government agencies or sponsored agencies | $14,625,000 | 1,124 |
| Privately issued | $142,000 | 820 |
| Commercial mortgage-backed securities | $451,000 | 706 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $451,000 | 357 |
| Held to maturity securities (book value) | $2,690,000 | 1,552 |
| Available-for-sale securities (fair market value) | $59,867,000 | 2,162 |
| Total debt securities | $62,559,000 | 2,245 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,588 |
| Fair value | $988,000 | 1,763 |
| 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 | $61,406,000 | 2,254 |
| U.S. Government securities | $35,817,000 | 2,433 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $35,817,000 | 2,372 |
| Securities issued by states & political subdivisions | $25,422,000 | 1,423 |
| Other domestic debt securities | $167,000 | 2,623 |
| Privately issued residential mortgage-backed securities | $167,000 | 875 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,979,000 | 1,493 |
| Mortgage-backed securities | $21,414,000 | 2,306 |
| Certificates of participation in pools of residential mortgages | $4,905,000 | 3,550 |
| Issued or guaranteed by U.S. | $4,905,000 | 3,547 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $16,052,000 | 1,157 |
| CMOs issued by government agencies or sponsored agencies | $15,885,000 | 1,090 |
| Privately issued | $167,000 | 842 |
| Commercial mortgage-backed securities | $457,000 | 583 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $457,000 | 286 |
| Held to maturity securities (book value) | $3,098,000 | 1,510 |
| Available-for-sale securities (fair market value) | $58,308,000 | 2,159 |
| Total debt securities | $61,406,000 | 2,230 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,621 |
| Fair value | $989,000 | 1,799 |
| 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 | $64,556,000 | 2,191 |
| U.S. Government securities | $38,691,000 | 2,339 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $38,691,000 | 2,286 |
| Securities issued by states & political subdivisions | $25,654,000 | 1,386 |
| Other domestic debt securities | $211,000 | 2,665 |
| Privately issued residential mortgage-backed securities | $211,000 | 890 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,614,000 | 1,580 |
| Mortgage-backed securities | $24,289,000 | 2,254 |
| Certificates of participation in pools of residential mortgages | $5,292,000 | 3,622 |
| Issued or guaranteed by U.S. | $5,292,000 | 3,621 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $18,537,000 | 1,112 |
| CMOs issued by government agencies or sponsored agencies | $18,326,000 | 1,046 |
| Privately issued | $211,000 | 855 |
| Commercial mortgage-backed securities | $460,000 | 554 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $460,000 | 275 |
| Held to maturity securities (book value) | $3,103,000 | 1,526 |
| Available-for-sale securities (fair market value) | $61,453,000 | 2,086 |
| Total debt securities | $64,555,000 | 2,166 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,762 |
| Fair value | $1,000,000 | 1,875 |
| 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 | $67,530,000 | 2,104 |
| U.S. Government securities | $40,516,000 | 2,282 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $40,516,000 | 2,230 |
| Securities issued by states & political subdivisions | $26,706,000 | 1,304 |
| Other domestic debt securities | $308,000 | 2,538 |
| Privately issued residential mortgage-backed securities | $308,000 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,658,000 | 1,536 |
| Mortgage-backed securities | $22,188,000 | 2,382 |
| Certificates of participation in pools of residential mortgages | $5,579,000 | 3,572 |
| Issued or guaranteed by U.S. | $5,579,000 | 3,570 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $16,609,000 | 1,213 |
| CMOs issued by government agencies or sponsored agencies | $16,301,000 | 1,136 |
| Privately issued | $308,000 | 848 |
| 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) | $3,106,000 | 1,520 |
| Available-for-sale securities (fair market value) | $64,424,000 | 1,989 |
| Total debt securities | $67,530,000 | 2,083 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 1,597 |
| Fair value | $2,003,000 | 1,550 |
| 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 | $63,417,000 | 2,211 |
| U.S. Government securities | $39,224,000 | 2,359 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $39,224,000 | 2,302 |
| Securities issued by states & political subdivisions | $23,888,000 | 1,383 |
| Other domestic debt securities | $305,000 | 2,522 |
| Privately issued residential mortgage-backed securities | $305,000 | 921 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,843,000 | 1,473 |
| Mortgage-backed securities | $22,483,000 | 2,391 |
| Certificates of participation in pools of residential mortgages | $5,364,000 | 3,615 |
| Issued or guaranteed by U.S. | $5,364,000 | 3,610 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $17,119,000 | 1,214 |
| CMOs issued by government agencies or sponsored agencies | $16,814,000 | 1,136 |
| Privately issued | $305,000 | 888 |
| 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) | $3,305,000 | 1,516 |
| Available-for-sale securities (fair market value) | $60,112,000 | 2,116 |
| Total debt securities | $63,417,000 | 2,198 |
| Structured notes | ||
| Amortized cost | $2,498,000 | 1,560 |
| Fair value | $2,498,000 | 1,546 |
| 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 | $56,359,000 | 2,385 |
| U.S. Government securities | $35,181,000 | 2,470 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $35,181,000 | 2,413 |
| Securities issued by states & political subdivisions | $20,829,000 | 1,536 |
| Other domestic debt securities | $349,000 | 2,482 |
| Privately issued residential mortgage-backed securities | $349,000 | 986 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,500,000 | 1,378 |
| Mortgage-backed securities | $22,263,000 | 2,308 |
| Certificates of participation in pools of residential mortgages | $3,911,000 | 3,868 |
| Issued or guaranteed by U.S. | $3,911,000 | 3,863 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $18,352,000 | 1,133 |
| CMOs issued by government agencies or sponsored agencies | $18,003,000 | 1,022 |
| Privately issued | $349,000 | 934 |
| 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) | $3,137,000 | 1,589 |
| Available-for-sale securities (fair market value) | $53,222,000 | 2,255 |
| Total debt securities | $56,360,000 | 2,370 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 1,760 |
| Fair value | $2,005,000 | 1,710 |
| 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 | $60,004,000 | 2,182 |
| U.S. Government securities | $38,311,000 | 2,251 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $38,311,000 | 2,190 |
| Securities issued by states & political subdivisions | $21,315,000 | 1,464 |
| Other domestic debt securities | $378,000 | 2,460 |
| Privately issued residential mortgage-backed securities | $378,000 | 1,007 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,788,000 | 1,588 |
| Mortgage-backed securities | $24,358,000 | 2,122 |
| Certificates of participation in pools of residential mortgages | $4,135,000 | 3,751 |
| Issued or guaranteed by U.S. | $4,135,000 | 3,741 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $20,223,000 | 1,058 |
| CMOs issued by government agencies or sponsored agencies | $19,845,000 | 949 |
| Privately issued | $378,000 | 954 |
| 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) | $3,662,000 | 1,534 |
| Available-for-sale securities (fair market value) | $56,342,000 | 2,085 |
| Total debt securities | $60,004,000 | 2,161 |
| Structured notes | ||
| Amortized cost | $2,998,000 | 1,476 |
| Fair value | $3,010,000 | 1,455 |
| 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 | $60,691,000 | 2,169 |
| U.S. Government securities | $38,944,000 | 2,287 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $38,944,000 | 2,218 |
| Securities issued by states & political subdivisions | $21,335,000 | 1,410 |
| Other domestic debt securities | $412,000 | 2,379 |
| Privately issued residential mortgage-backed securities | $412,000 | 1,009 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,566,000 | 1,567 |
| Mortgage-backed securities | $22,107,000 | 2,224 |
| Certificates of participation in pools of residential mortgages | $4,208,000 | 3,709 |
| Issued or guaranteed by U.S. | $4,208,000 | 3,697 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $17,899,000 | 1,123 |
| CMOs issued by government agencies or sponsored agencies | $17,487,000 | 993 |
| Privately issued | $412,000 | 955 |
| 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) | $3,667,000 | 1,556 |
| Available-for-sale securities (fair market value) | $57,024,000 | 2,068 |
| Total debt securities | $60,691,000 | 2,147 |
| Structured notes | ||
| Amortized cost | $2,998,000 | 1,648 |
| Fair value | $3,005,000 | 1,625 |
| 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 | $61,651,000 | 2,137 |
| U.S. Government securities | $39,967,000 | 2,216 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $39,967,000 | 2,148 |
| Securities issued by states & political subdivisions | $21,236,000 | 1,378 |
| Other domestic debt securities | $448,000 | 2,407 |
| Privately issued residential mortgage-backed securities | $448,000 | 1,037 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,516,000 | 1,538 |
| Mortgage-backed securities | $23,325,000 | 2,099 |
| Certificates of participation in pools of residential mortgages | $4,326,000 | 3,615 |
| Issued or guaranteed by U.S. | $4,326,000 | 3,607 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $18,999,000 | 1,061 |
| CMOs issued by government agencies or sponsored agencies | $18,551,000 | 923 |
| Privately issued | $448,000 | 984 |
| 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) | $3,673,000 | 1,569 |
| Available-for-sale securities (fair market value) | $57,978,000 | 2,013 |
| Total debt securities | $61,651,000 | 2,117 |
| Structured notes | ||
| Amortized cost | $2,997,000 | 1,715 |
| Fair value | $2,981,000 | 1,695 |
| 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 | $49,550,000 | 2,434 |
| U.S. Government securities | $32,388,000 | 2,496 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $32,388,000 | 2,417 |
| Securities issued by states & political subdivisions | $16,988,000 | 1,660 |
| Other domestic debt securities | $174,000 | 2,803 |
| Privately issued residential mortgage-backed securities | $174,000 | 1,229 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,963,000 | 1,516 |
| Mortgage-backed securities | $20,476,000 | 2,202 |
| Certificates of participation in pools of residential mortgages | $1,366,000 | 4,511 |
| Issued or guaranteed by U.S. | $1,366,000 | 4,506 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $19,110,000 | 1,038 |
| CMOs issued by government agencies or sponsored agencies | $18,936,000 | 883 |
| Privately issued | $174,000 | 1,172 |
| 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) | $4,005,000 | 1,544 |
| Available-for-sale securities (fair market value) | $45,545,000 | 2,343 |
| Total debt securities | $49,550,000 | 2,407 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 1,969 |
| Fair value | $1,967,000 | 1,953 |
| 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 | $38,618,000 | 2,928 |
| U.S. Government securities | $25,923,000 | 2,911 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $25,923,000 | 2,818 |
| Securities issued by states & political subdivisions | $12,215,000 | 2,080 |
| Other domestic debt securities | $480,000 | 2,614 |
| Privately issued residential mortgage-backed securities | $480,000 | 1,158 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,438,000 | 1,675 |
| Mortgage-backed securities | $18,179,000 | 2,332 |
| Certificates of participation in pools of residential mortgages | $854,000 | 4,803 |
| Issued or guaranteed by U.S. | $854,000 | 4,795 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $17,325,000 | 1,095 |
| CMOs issued by government agencies or sponsored agencies | $16,845,000 | 946 |
| Privately issued | $480,000 | 1,103 |
| 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) | $4,013,000 | 1,574 |
| Available-for-sale securities (fair market value) | $34,605,000 | 2,886 |
| Total debt securities | $38,617,000 | 2,906 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,383 |
| Fair value | $1,018,000 | 2,389 |
| 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 | $42,614,000 | 2,710 |
| U.S. Government securities | $29,091,000 | 2,743 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $29,091,000 | 2,656 |
| Securities issued by states & political subdivisions | $13,059,000 | 1,883 |
| Other domestic debt securities | $464,000 | 2,620 |
| Privately issued residential mortgage-backed securities | $464,000 | 1,208 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,632,000 | 1,586 |
| Mortgage-backed securities | $20,370,000 | 2,171 |
| Certificates of participation in pools of residential mortgages | $898,000 | 4,819 |
| Issued or guaranteed by U.S. | $898,000 | 4,812 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $19,472,000 | 979 |
| CMOs issued by government agencies or sponsored agencies | $19,008,000 | 837 |
| Privately issued | $464,000 | 1,155 |
| 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) | $4,246,000 | 1,595 |
| Available-for-sale securities (fair market value) | $38,368,000 | 2,631 |
| Total debt securities | $42,616,000 | 2,683 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,961 |
| Fair value | $2,016,000 | 2,002 |
| 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 | $47,597,000 | 2,496 |
| U.S. Government securities | $31,912,000 | 2,588 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $31,912,000 | 2,520 |
| Securities issued by states & political subdivisions | $15,082,000 | 1,661 |
| Other domestic debt securities | $603,000 | 2,494 |
| Privately issued residential mortgage-backed securities | $603,000 | 1,197 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,357,000 | 1,569 |
| Mortgage-backed securities | $22,606,000 | 2,092 |
| Certificates of participation in pools of residential mortgages | $926,000 | 4,933 |
| Issued or guaranteed by U.S. | $926,000 | 4,924 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $21,680,000 | 895 |
| CMOs issued by government agencies or sponsored agencies | $21,077,000 | 749 |
| Privately issued | $603,000 | 1,146 |
| 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) | $4,252,000 | 1,623 |
| Available-for-sale securities (fair market value) | $43,345,000 | 2,408 |
| Total debt securities | $47,598,000 | 2,474 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,740 |
| Fair value | $2,003,000 | 1,777 |
| 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 | $41,484,000 | 2,766 |
| U.S. Government securities | $25,462,000 | 3,000 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $25,462,000 | 2,932 |
| Securities issued by states & political subdivisions | $15,213,000 | 1,638 |
| Other domestic debt securities | $809,000 | 2,429 |
| Privately issued residential mortgage-backed securities | $809,000 | 1,156 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,924,000 | 1,547 |
| Mortgage-backed securities | $25,498,000 | 1,970 |
| Certificates of participation in pools of residential mortgages | $968,000 | 4,982 |
| Issued or guaranteed by U.S. | $968,000 | 4,973 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $24,530,000 | 822 |
| CMOs issued by government agencies or sponsored agencies | $23,721,000 | 675 |
| Privately issued | $809,000 | 1,111 |
| 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) | $4,259,000 | 1,634 |
| Available-for-sale securities (fair market value) | $37,225,000 | 2,683 |
| Total debt securities | $41,484,000 | 2,747 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $43,416,000 | 2,680 |
| U.S. Government securities | $21,693,000 | 3,311 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $21,693,000 | 3,240 |
| Securities issued by states & political subdivisions | $15,244,000 | 1,617 |
| Other domestic debt securities | $6,479,000 | 1,138 |
| Privately issued residential mortgage-backed securities | $6,479,000 | 626 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,452,000 | 1,541 |
| Mortgage-backed securities | $27,390,000 | 1,900 |
| Certificates of participation in pools of residential mortgages | $1,001,000 | 5,060 |
| Issued or guaranteed by U.S. | $1,001,000 | 5,048 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $26,389,000 | 775 |
| CMOs issued by government agencies or sponsored agencies | $19,910,000 | 729 |
| Privately issued | $6,479,000 | 601 |
| 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) | $4,264,000 | 1,677 |
| Available-for-sale securities (fair market value) | $39,152,000 | 2,586 |
| Total debt securities | $43,416,000 | 2,648 |
| 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 | $47,144,000 | 2,443 |
| U.S. Government securities | $23,197,000 | 3,148 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $23,197,000 | 3,078 |
| Securities issued by states & political subdivisions | $15,521,000 | 1,530 |
| Other domestic debt securities | $8,426,000 | 1,022 |
| Privately issued residential mortgage-backed securities | $8,426,000 | 572 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,547,000 | 1,510 |
| Mortgage-backed securities | $30,843,000 | 1,749 |
| Certificates of participation in pools of residential mortgages | $1,044,000 | 5,081 |
| Issued or guaranteed by U.S. | $1,044,000 | 5,066 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $29,799,000 | 702 |
| CMOs issued by government agencies or sponsored agencies | $21,373,000 | 667 |
| Privately issued | $8,426,000 | 547 |
| 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) | $4,964,000 | 1,610 |
| Available-for-sale securities (fair market value) | $42,180,000 | 2,359 |
| Total debt securities | $47,142,000 | 2,410 |
| 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 | $50,662,000 | 2,307 |
| U.S. Government securities | $26,719,000 | 2,907 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $26,719,000 | 2,841 |
| Securities issued by states & political subdivisions | $15,363,000 | 1,506 |
| Other domestic debt securities | $8,580,000 | 955 |
| Privately issued residential mortgage-backed securities | $8,580,000 | 565 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,626,000 | 1,583 |
| Mortgage-backed securities | $34,496,000 | 1,638 |
| Certificates of participation in pools of residential mortgages | $1,086,000 | 5,139 |
| Issued or guaranteed by U.S. | $1,086,000 | 5,123 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $33,410,000 | 653 |
| CMOs issued by government agencies or sponsored agencies | $24,830,000 | 593 |
| Privately issued | $8,580,000 | 539 |
| 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) | $4,966,000 | 1,633 |
| Available-for-sale securities (fair market value) | $45,696,000 | 2,230 |
| Total debt securities | $50,662,000 | 2,280 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $54,559,000 | 2,148 |
| U.S. Government securities | $29,050,000 | 2,743 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $29,050,000 | 2,685 |
| Securities issued by states & political subdivisions | $14,992,000 | 1,512 |
| Other domestic debt securities | $10,517,000 | 804 |
| Privately issued residential mortgage-backed securities | $10,517,000 | 494 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,409,000 | 1,551 |
| Mortgage-backed securities | $38,320,000 | 1,451 |
| Certificates of participation in pools of residential mortgages | $1,108,000 | 5,120 |
| Issued or guaranteed by U.S. | $1,108,000 | 5,107 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $37,212,000 | 589 |
| CMOs issued by government agencies or sponsored agencies | $26,695,000 | 534 |
| Privately issued | $10,517,000 | 469 |
| 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) | $4,972,000 | 1,637 |
| Available-for-sale securities (fair market value) | $49,587,000 | 2,043 |
| Total debt securities | $54,555,000 | 2,116 |
| 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 | $49,810,000 | 2,265 |
| U.S. Government securities | $20,306,000 | 3,469 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $20,306,000 | 3,400 |
| Securities issued by states & political subdivisions | $13,984,000 | 1,579 |
| Other domestic debt securities | $15,520,000 | 622 |
| Privately issued residential mortgage-backed securities | $15,520,000 | 398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,569,000 | 1,732 |
| Mortgage-backed securities | $34,646,000 | 1,496 |
| Certificates of participation in pools of residential mortgages | $1,124,000 | 5,084 |
| Issued or guaranteed by U.S. | $1,124,000 | 5,069 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $33,522,000 | 588 |
| CMOs issued by government agencies or sponsored agencies | $18,002,000 | 666 |
| Privately issued | $15,520,000 | 382 |
| 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) | $4,976,000 | 1,649 |
| Available-for-sale securities (fair market value) | $44,834,000 | 2,191 |
| Total debt securities | $49,807,000 | 2,239 |
| 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 | $49,548,000 | 2,331 |
| U.S. Government securities | $20,244,000 | 3,512 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $20,244,000 | 3,446 |
| Securities issued by states & political subdivisions | $14,283,000 | 1,552 |
| Other domestic debt securities | $15,021,000 | 679 |
| Privately issued residential mortgage-backed securities | $15,021,000 | 416 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,200,000 | 1,773 |
| Mortgage-backed securities | $34,065,000 | 1,497 |
| Certificates of participation in pools of residential mortgages | $634,000 | 5,413 |
| Issued or guaranteed by U.S. | $634,000 | 5,391 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $33,431,000 | 579 |
| CMOs issued by government agencies or sponsored agencies | $18,410,000 | 644 |
| Privately issued | $15,021,000 | 395 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,140,000 | 1,615 |
| Available-for-sale securities (fair market value) | $44,408,000 | 2,261 |
| Total debt securities | $49,548,000 | 2,280 |
| 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 | $52,731,000 | 2,204 |
| U.S. Government securities | $22,623,000 | 3,228 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $22,623,000 | 3,175 |
| Securities issued by states & political subdivisions | $13,939,000 | 1,602 |
| Other domestic debt securities | $16,169,000 | 620 |
| Privately issued residential mortgage-backed securities | $16,169,000 | 387 |
| 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 | $26,818,000 | 1,777 |
| Mortgage-backed securities | $37,561,000 | 1,353 |
| Certificates of participation in pools of residential mortgages | $865,000 | 5,217 |
| Issued or guaranteed by U.S. | $865,000 | 5,190 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $36,696,000 | 544 |
| CMOs issued by government agencies or sponsored agencies | $20,527,000 | 577 |
| Privately issued | $16,169,000 | 360 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,144,000 | 1,632 |
| Available-for-sale securities (fair market value) | $47,587,000 | 2,129 |
| Total debt securities | $52,732,000 | 2,156 |
| 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 | $40,297,000 | 2,750 |
| U.S. Government securities | $17,516,000 | 3,931 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $17,516,000 | 3,851 |
| Securities issued by states & political subdivisions | $13,279,000 | 1,653 |
| Other domestic debt securities | $9,502,000 | 821 |
| Privately issued residential mortgage-backed securities | $9,502,000 | 461 |
| 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 | $26,060,000 | 1,806 |
| Mortgage-backed securities | $26,577,000 | 1,567 |
| Certificates of participation in pools of residential mortgages | $1,014,000 | 4,922 |
| Issued or guaranteed by U.S. | $1,014,000 | 4,900 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $25,563,000 | 641 |
| CMOs issued by government agencies or sponsored agencies | $16,061,000 | 654 |
| Privately issued | $9,502,000 | 434 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,149,000 | 1,686 |
| Available-for-sale securities (fair market value) | $35,148,000 | 2,696 |
| Total debt securities | $40,296,000 | 2,707 |
| 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 | $35,083,000 | 3,060 |
| U.S. Government securities | $17,785,000 | 3,952 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $17,785,000 | 3,864 |
| Securities issued by states & political subdivisions | $12,094,000 | 1,738 |
| Other domestic debt securities | $5,204,000 | 1,061 |
| Privately issued residential mortgage-backed securities | $5,204,000 | 581 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,969,000 | 2,274 |
| Mortgage-backed securities | $20,770,000 | 1,748 |
| Certificates of participation in pools of residential mortgages | $1,054,000 | 4,762 |
| Issued or guaranteed by U.S. | $1,054,000 | 4,746 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $19,716,000 | 716 |
| CMOs issued by government agencies or sponsored agencies | $14,512,000 | 670 |
| Privately issued | $5,204,000 | 550 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,407,000 | 1,690 |
| Available-for-sale securities (fair market value) | $29,676,000 | 3,056 |
| Total debt securities | $35,081,000 | 3,019 |
| Structured notes | ||
| Amortized cost | $1,187,000 | 1,635 |
| Fair value | $1,187,000 | 1,637 |
| 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 | $33,387,000 | 3,197 |
| U.S. Government securities | $18,566,000 | 3,839 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $18,566,000 | 3,748 |
| Securities issued by states & political subdivisions | $12,308,000 | 1,680 |
| Other domestic debt securities | $2,513,000 | 1,385 |
| Privately issued residential mortgage-backed securities | $2,513,000 | 711 |
| 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 | $17,136,000 | 2,445 |
| Mortgage-backed securities | $18,913,000 | 1,823 |
| Certificates of participation in pools of residential mortgages | $1,086,000 | 4,723 |
| Issued or guaranteed by U.S. | $1,086,000 | 4,708 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $17,827,000 | 743 |
| CMOs issued by government agencies or sponsored agencies | $15,314,000 | 631 |
| Privately issued | $2,513,000 | 672 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,708,000 | 1,669 |
| Available-for-sale securities (fair market value) | $27,679,000 | 3,185 |
| Total debt securities | $33,387,000 | 3,157 |
| Structured notes | ||
| Amortized cost | $1,187,000 | 1,714 |
| Fair value | $1,166,000 | 1,713 |
| 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 | $39,557,000 | 2,809 |
| U.S. Government securities | $25,225,000 | 3,092 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $25,225,000 | 3,009 |
| Securities issued by states & political subdivisions | $10,858,000 | 1,864 |
| Other domestic debt securities | $3,474,000 | 1,219 |
| Privately issued residential mortgage-backed securities | $3,474,000 | 614 |
| 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 | $13,398,000 | 2,895 |
| Mortgage-backed securities | $25,035,000 | 1,496 |
| Certificates of participation in pools of residential mortgages | $1,263,000 | 4,616 |
| Issued or guaranteed by U.S. | $1,263,000 | 4,599 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $23,772,000 | 629 |
| CMOs issued by government agencies or sponsored agencies | $20,298,000 | 530 |
| Privately issued | $3,474,000 | 572 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,715,000 | 1,696 |
| Available-for-sale securities (fair market value) | $33,842,000 | 2,748 |
| Total debt securities | $39,557,000 | 2,766 |
| Structured notes | ||
| Amortized cost | $1,181,000 | 1,789 |
| Fair value | $1,164,000 | 1,789 |
| 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 | $37,816,000 | 2,945 |
| U.S. Government securities | $26,645,000 | 2,994 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $26,645,000 | 2,915 |
| Securities issued by states & political subdivisions | $9,808,000 | 2,037 |
| Other domestic debt securities | $1,363,000 | 1,756 |
| Privately issued residential mortgage-backed securities | $1,363,000 | 817 |
| 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 | $13,548,000 | 2,869 |
| Mortgage-backed securities | $23,035,000 | 1,581 |
| Certificates of participation in pools of residential mortgages | $718,000 | 5,057 |
| Issued or guaranteed by U.S. | $718,000 | 5,039 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $22,317,000 | 654 |
| CMOs issued by government agencies or sponsored agencies | $20,954,000 | 537 |
| Privately issued | $1,363,000 | 770 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,809,000 | 1,723 |
| Available-for-sale securities (fair market value) | $32,007,000 | 2,875 |
| Total debt securities | $37,816,000 | 2,902 |
| Structured notes | ||
| Amortized cost | $1,992,000 | 1,521 |
| Fair value | $1,985,000 | 1,460 |
| 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 | $31,700,000 | 3,368 |
| U.S. Government securities | $23,004,000 | 3,380 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $23,004,000 | 3,284 |
| Securities issued by states & political subdivisions | $8,696,000 | 2,228 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,119,000 | 3,241 |
| Mortgage-backed securities | $18,352,000 | 1,869 |
| Certificates of participation in pools of residential mortgages | $422,000 | 5,371 |
| Issued or guaranteed by U.S. | $422,000 | 5,346 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $17,930,000 | 738 |
| CMOs issued by government agencies or sponsored agencies | $17,930,000 | 587 |
| 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) | $5,818,000 | 1,777 |
| Available-for-sale securities (fair market value) | $25,882,000 | 3,373 |
| Total debt securities | $31,700,000 | 3,326 |
| Structured notes | ||
| Amortized cost | $994,000 | 2,251 |
| Fair value | $988,000 | 2,158 |
| 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 | $32,387,000 | 3,319 |
| U.S. Government securities | $23,678,000 | 3,340 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $23,678,000 | 3,227 |
| Securities issued by states & political subdivisions | $8,709,000 | 2,201 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,680,000 | 3,295 |
| Mortgage-backed securities | $19,081,000 | 1,825 |
| Certificates of participation in pools of residential mortgages | $438,000 | 5,383 |
| Issued or guaranteed by U.S. | $438,000 | 5,359 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $18,643,000 | 718 |
| CMOs issued by government agencies or sponsored agencies | $18,643,000 | 561 |
| 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) | $5,827,000 | 1,793 |
| Available-for-sale securities (fair market value) | $26,560,000 | 3,309 |
| Total debt securities | $32,386,000 | 3,277 |
| Structured notes | ||
| Amortized cost | $994,000 | 2,339 |
| Fair value | $979,000 | 2,222 |
| 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 | $26,031,000 | 3,910 |
| U.S. Government securities | $18,991,000 | 3,955 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $18,991,000 | 3,827 |
| Securities issued by states & political subdivisions | $6,032,000 | 2,777 |
| Other domestic debt securities | $1,008,000 | 1,977 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,008,000 | 176 |
| 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 | $11,611,000 | 3,126 |
| Mortgage-backed securities | $13,072,000 | 2,320 |
| Certificates of participation in pools of residential mortgages | $474,000 | 5,365 |
| Issued or guaranteed by U.S. | $474,000 | 5,345 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $12,598,000 | 912 |
| CMOs issued by government agencies or sponsored agencies | $12,598,000 | 745 |
| 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) | $5,834,000 | 1,813 |
| Available-for-sale securities (fair market value) | $20,197,000 | 3,969 |
| Total debt securities | $26,031,000 | 3,855 |
| Structured notes | ||
| Amortized cost | $1,241,000 | 2,035 |
| Fair value | $1,231,000 | 2,015 |
| 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 | $17,138,000 | 5,038 |
| U.S. Government securities | $10,725,000 | 5,411 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $10,725,000 | 5,275 |
| Securities issued by states & political subdivisions | $6,413,000 | 2,673 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,284,000 | 3,011 |
| Mortgage-backed securities | $7,283,000 | 3,146 |
| Certificates of participation in pools of residential mortgages | $504,000 | 5,360 |
| Issued or guaranteed by U.S. | $504,000 | 5,338 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $6,779,000 | 1,268 |
| CMOs issued by government agencies or sponsored agencies | $6,779,000 | 1,067 |
| 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) | $6,460,000 | 1,758 |
| Available-for-sale securities (fair market value) | $10,678,000 | 5,475 |
| Total debt securities | $17,136,000 | 4,988 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $16,783,000 | 5,080 |
| U.S. Government securities | $11,885,000 | 5,121 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $11,885,000 | 4,967 |
| Securities issued by states & political subdivisions | $4,898,000 | 3,102 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,385,000 | 3,140 |
| Mortgage-backed securities | $8,042,000 | 3,030 |
| Certificates of participation in pools of residential mortgages | $542,000 | 5,364 |
| Issued or guaranteed by U.S. | $542,000 | 5,345 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $7,500,000 | 1,209 |
| CMOs issued by government agencies or sponsored agencies | $7,500,000 | 1,031 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,948,000 | 1,976 |
| Available-for-sale securities (fair market value) | $11,835,000 | 5,237 |
| Total debt securities | $16,778,000 | 5,031 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $19,189,000 | 4,751 |
| U.S. Government securities | $13,780,000 | 4,783 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $13,780,000 | 4,646 |
| Securities issued by states & political subdivisions | $4,906,000 | 3,081 |
| Other domestic debt securities | $503,000 | 2,635 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $503,000 | 2,162 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,815,000 | 3,049 |
| Mortgage-backed securities | $8,923,000 | 2,960 |
| Certificates of participation in pools of residential mortgages | $602,000 | 5,352 |
| Issued or guaranteed by U.S. | $602,000 | 5,328 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $8,321,000 | 1,169 |
| CMOs issued by government agencies or sponsored agencies | $8,321,000 | 1,007 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,464,000 | 1,915 |
| Available-for-sale securities (fair market value) | $13,725,000 | 4,928 |
| Total debt securities | $19,189,000 | 4,685 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $13,621,000 | 5,724 |
| U.S. Government securities | $9,421,000 | 5,823 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $9,421,000 | 5,678 |
| Securities issued by states & political subdivisions | $3,696,000 | 3,523 |
| Other domestic debt securities | $504,000 | 2,698 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $504,000 | 2,255 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,493,000 | 2,941 |
| Mortgage-backed securities | $5,350,000 | 3,801 |
| Certificates of participation in pools of residential mortgages | $659,000 | 5,376 |
| Issued or guaranteed by U.S. | $659,000 | 5,359 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $4,691,000 | 1,588 |
| CMOs issued by government agencies or sponsored agencies | $4,691,000 | 1,387 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,260,000 | 2,156 |
| Available-for-sale securities (fair market value) | $9,361,000 | 5,833 |
| Total debt securities | $13,621,000 | 5,660 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $14,778,000 | 5,551 |
| U.S. Government securities | $10,494,000 | 5,581 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $10,494,000 | 5,427 |
| Securities issued by states & political subdivisions | $3,778,000 | 3,502 |
| Other domestic debt securities | $506,000 | 2,729 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $506,000 | 2,309 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,058,000 | 2,822 |
| Mortgage-backed securities | $5,892,000 | 3,693 |
| Certificates of participation in pools of residential mortgages | $756,000 | 5,325 |
| Issued or guaranteed by U.S. | $756,000 | 5,308 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $5,136,000 | 1,540 |
| CMOs issued by government agencies or sponsored agencies | $5,136,000 | 1,353 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,353,000 | 2,147 |
| Available-for-sale securities (fair market value) | $10,425,000 | 5,623 |
| Total debt securities | $14,778,000 | 5,482 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $15,209,000 | 5,473 |
| U.S. Government securities | $10,917,000 | 5,503 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $10,917,000 | 5,349 |
| Securities issued by states & political subdivisions | $3,783,000 | 3,510 |
| Other domestic debt securities | $509,000 | 2,771 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $509,000 | 2,368 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,588,000 | 3,184 |
| Mortgage-backed securities | $6,257,000 | 3,639 |
| Certificates of participation in pools of residential mortgages | $866,000 | 5,256 |
| Issued or guaranteed by U.S. | $866,000 | 5,243 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,391,000 | 1,497 |
| CMOs issued by government agencies or sponsored agencies | $5,391,000 | 1,321 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,380,000 | 2,157 |
| Available-for-sale securities (fair market value) | $10,829,000 | 5,572 |
| Total debt securities | $15,209,000 | 5,405 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $15,544,000 | 5,470 |
| U.S. Government securities | $11,246,000 | 5,497 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $11,246,000 | 5,342 |
| Securities issued by states & political subdivisions | $3,787,000 | 3,506 |
| Other domestic debt securities | $511,000 | 2,869 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $511,000 | 2,470 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,707,000 | 3,135 |
| Mortgage-backed securities | $6,618,000 | 3,614 |
| Certificates of participation in pools of residential mortgages | $981,000 | 5,227 |
| Issued or guaranteed by U.S. | $981,000 | 5,213 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,637,000 | 1,484 |
| CMOs issued by government agencies or sponsored agencies | $5,637,000 | 1,317 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,390,000 | 2,161 |
| Available-for-sale securities (fair market value) | $11,154,000 | 5,579 |
| Total debt securities | $15,544,000 | 5,399 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $16,094,000 | 5,359 |
| U.S. Government securities | $11,792,000 | 5,300 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $11,792,000 | 5,152 |
| Securities issued by states & political subdivisions | $3,791,000 | 3,493 |
| Other domestic debt securities | $511,000 | 2,973 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $511,000 | 2,557 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,855,000 | 3,097 |
| Mortgage-backed securities | $5,824,000 | 3,836 |
| Certificates of participation in pools of residential mortgages | $1,097,000 | 5,172 |
| Issued or guaranteed by U.S. | $1,097,000 | 5,157 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $4,727,000 | 1,643 |
| CMOs issued by government agencies or sponsored agencies | $4,727,000 | 1,452 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,404,000 | 2,143 |
| Available-for-sale securities (fair market value) | $11,690,000 | 5,481 |
| Total debt securities | $16,094,000 | 5,273 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $13,078,000 | 5,984 |
| U.S. Government securities | $8,698,000 | 6,126 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $8,698,000 | 5,950 |
| Securities issued by states & political subdivisions | $3,864,000 | 3,476 |
| Other domestic debt securities | $516,000 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $516,000 | 2,676 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,319,000 | 2,933 |
| Mortgage-backed securities | $5,976,000 | 3,785 |
| Certificates of participation in pools of residential mortgages | $1,207,000 | 5,115 |
| Issued or guaranteed by U.S. | $1,207,000 | 5,097 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $4,769,000 | 1,644 |
| CMOs issued by government agencies or sponsored agencies | $4,769,000 | 1,535 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,505,000 | 2,160 |
| Available-for-sale securities (fair market value) | $8,573,000 | 6,165 |
| Total debt securities | $13,078,000 | 5,890 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $8,840,000 | 6,799 |
| U.S. Government securities | $4,454,000 | 7,311 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $4,454,000 | 7,133 |
| Securities issued by states & political subdivisions | $3,868,000 | 3,475 |
| Other domestic debt securities | $518,000 | 3,135 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $518,000 | 2,796 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,332,000 | 3,684 |
| Mortgage-backed securities | $1,582,000 | 5,431 |
| Certificates of participation in pools of residential mortgages | $1,366,000 | 4,990 |
| Issued or guaranteed by U.S. | $1,366,000 | 4,970 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $216,000 | 3,605 |
| CMOs issued by government agencies or sponsored agencies | $216,000 | 3,427 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,530,000 | 2,167 |
| Available-for-sale securities (fair market value) | $4,310,000 | 7,120 |
| Total debt securities | $8,840,000 | 6,709 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $10,200,000 | 6,449 |
| U.S. Government securities | $4,626,000 | 7,219 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $4,626,000 | 7,040 |
| Securities issued by states & political subdivisions | $5,054,000 | 3,021 |
| Other domestic debt securities | $520,000 | 3,220 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $520,000 | 2,861 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,412,000 | 3,159 |
| Mortgage-backed securities | $2,826,000 | 4,905 |
| Certificates of participation in pools of residential mortgages | $1,686,000 | 4,865 |
| Issued or guaranteed by U.S. | $1,686,000 | 4,849 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,140,000 | 2,903 |
| CMOs issued by government agencies or sponsored agencies | $1,140,000 | 2,747 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,813,000 | 1,943 |
| Available-for-sale securities (fair market value) | $4,387,000 | 7,111 |
| Total debt securities | $10,200,000 | 6,350 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $12,142,000 | 6,058 |
| U.S. Government securities | $6,566,000 | 6,598 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $6,566,000 | 6,401 |
| Securities issued by states & political subdivisions | $5,054,000 | 2,920 |
| Other domestic debt securities | $522,000 | 3,230 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $522,000 | 2,857 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,682,000 | 3,353 |
| Mortgage-backed securities | $4,699,000 | 4,250 |
| Certificates of participation in pools of residential mortgages | $2,012,000 | 4,652 |
| Issued or guaranteed by U.S. | $2,012,000 | 4,635 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,687,000 | 2,326 |
| CMOs issued by government agencies or sponsored agencies | $2,687,000 | 2,209 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,867,000 | 1,999 |
| Available-for-sale securities (fair market value) | $6,275,000 | 6,627 |
| Total debt securities | $12,142,000 | 5,958 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $13,215,000 | 5,806 |
| U.S. Government securities | $7,571,000 | 6,299 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $7,571,000 | 6,103 |
| Securities issued by states & political subdivisions | $5,121,000 | 2,884 |
| Other domestic debt securities | $523,000 | 3,250 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $523,000 | 2,868 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,463,000 | 2,650 |
| Mortgage-backed securities | $5,701,000 | 3,933 |
| Certificates of participation in pools of residential mortgages | $2,373,000 | 4,439 |
| Issued or guaranteed by U.S. | $2,373,000 | 4,423 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $3,328,000 | 2,175 |
| CMOs issued by government agencies or sponsored agencies | $3,328,000 | 2,073 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,031,000 | 1,999 |
| Available-for-sale securities (fair market value) | $7,184,000 | 6,403 |
| Total debt securities | $13,215,000 | 5,714 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $22,817,000 | 4,125 |
| U.S. Government securities | $16,860,000 | 4,031 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $16,860,000 | 3,831 |
| Securities issued by states & political subdivisions | $5,957,000 | 2,553 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,556,000 | 2,549 |
| Mortgage-backed securities | $15,415,000 | 2,208 |
| Certificates of participation in pools of residential mortgages | $3,560,000 | 3,644 |
| Issued or guaranteed by U.S. | $3,560,000 | 3,630 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $11,855,000 | 1,175 |
| CMOs issued by government agencies or sponsored agencies | $11,855,000 | 1,084 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,763,000 | 1,951 |
| Available-for-sale securities (fair market value) | $16,054,000 | 4,433 |
| Total debt securities | $22,817,000 | 4,043 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $21,612,000 | 4,393 |
| U.S. Government securities | $16,447,000 | 4,228 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $16,447,000 | 3,939 |
| Securities issued by states & political subdivisions | $4,982,000 | 2,804 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $183,000 | 5,959 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,906,000 | 2,514 |
| Mortgage-backed securities | $7,485,000 | 2,755 |
| Certificates of participation in pools of residential mortgages | $4,314,000 | 2,869 |
| Issued or guaranteed by U.S. | $4,314,000 | 2,850 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $3,171,000 | 1,893 |
| CMOs issued by government agencies or sponsored agencies | $3,171,000 | 1,760 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,294,000 | 1,768 |
| Available-for-sale securities (fair market value) | $10,318,000 | 5,654 |
| Total debt securities | $21,429,000 | 4,303 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $20,810,000 | 4,713 |
| U.S. Government securities | $19,580,000 | 3,919 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $19,580,000 | 3,543 |
| Securities issued by states & political subdivisions | $1,047,000 | 5,563 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $183,000 | 5,849 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,774,000 | 3,203 |
| Mortgage-backed securities | $7,642,000 | 2,935 |
| Certificates of participation in pools of residential mortgages | $5,352,000 | 2,679 |
| Issued or guaranteed by U.S. | $5,352,000 | 2,668 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $2,290,000 | 2,325 |
| CMOs issued by government agencies or sponsored agencies | $2,290,000 | 2,186 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,904,000 | 2,429 |
| Available-for-sale securities (fair market value) | $12,906,000 | 5,171 |
| Total debt securities | $20,627,000 | 4,623 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $36,918,000 | 3,033 |
| U.S. Government securities | $34,852,000 | 2,452 |
| U.S. Treasury securities | $9,125,000 | 1,413 |
| U.S. Government agency obligations | $25,727,000 | 2,717 |
| Securities issued by states & political subdivisions | $1,883,000 | 4,816 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $183,000 | 5,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,356,000 | 1,136 |
| Mortgage-backed securities | $9,431,000 | 2,814 |
| Certificates of participation in pools of residential mortgages | $7,904,000 | 2,296 |
| Issued or guaranteed by U.S. | $7,904,000 | 2,281 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,527,000 | 2,883 |
| CMOs issued by government agencies or sponsored agencies | $1,527,000 | 2,752 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,371,000 | 2,260 |
| Available-for-sale securities (fair market value) | $26,547,000 | 3,079 |
| Total debt securities | $36,735,000 | 2,964 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $30,487,000 | 3,581 |
| U.S. Government securities | $28,371,000 | 3,084 |
| U.S. Treasury securities | $9,570,000 | 1,920 |
| U.S. Government agency obligations | $18,801,000 | 3,381 |
| Securities issued by states & political subdivisions | $1,933,000 | 4,675 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $183,000 | 5,545 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,126,000 | 1,364 |
| Mortgage-backed securities | $5,505,000 | 3,669 |
| Certificates of participation in pools of residential mortgages | $4,151,000 | 3,214 |
| Issued or guaranteed by U.S. | $4,151,000 | 3,200 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,354,000 | 3,121 |
| CMOs issued by government agencies or sponsored agencies | $1,354,000 | 3,000 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,098,000 | 2,314 |
| Available-for-sale securities (fair market value) | $17,389,000 | 4,009 |
| Total debt securities | $30,304,000 | 3,506 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $20,883,000 | 5,164 |
| U.S. Government securities | $18,115,000 | 4,762 |
| U.S. Treasury securities | $7,489,000 | 2,843 |
| U.S. Government agency obligations | $10,626,000 | 5,312 |
| Securities issued by states & political subdivisions | $2,585,000 | 4,274 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $183,000 | 5,434 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $7,318,000 | 3,480 |
| Certificates of participation in pools of residential mortgages | $5,915,000 | 2,924 |
| Issued or guaranteed by U.S. | $5,915,000 | 2,903 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,403,000 | 3,469 |
| CMOs issued by government agencies or sponsored agencies | $1,403,000 | 3,336 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,106,000 | 2,236 |
| Available-for-sale securities (fair market value) | $4,777,000 | 7,873 |
| Total debt securities | $20,700,000 | 5,085 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $22,915,000 | 5,035 |
| U.S. Government securities | $19,022,000 | 4,831 |
| U.S. Treasury securities | $10,416,000 | 2,591 |
| U.S. Government agency obligations | $8,606,000 | 6,014 |
| Securities issued by states & political subdivisions | $3,710,000 | 3,502 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $183,000 | 5,214 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,091,000 | 1,588 |
| Mortgage-backed securities | $3,765,000 | 5,084 |
| Certificates of participation in pools of residential mortgages | $2,361,000 | 4,627 |
| Issued or guaranteed by U.S. | $2,361,000 | 4,601 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,404,000 | 3,898 |
| CMOs issued by government agencies or sponsored agencies | $1,404,000 | 3,732 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,379,000 | 1,988 |
| Available-for-sale securities (fair market value) | $2,536,000 | 9,153 |
| Total debt securities | $22,732,000 | 4,964 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $30,706,000 | 4,191 |
| U.S. Government securities | $25,767,000 | 3,982 |
| U.S. Treasury securities | $14,211,000 | 2,472 |
| U.S. Government agency obligations | $11,556,000 | 4,852 |
| Securities issued by states & political subdivisions | $3,950,000 | 3,500 |
| Other domestic debt securities | $806,000 | 3,022 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $806,000 | 2,421 |
| Foreign debt securities | NA | NA |
| Equity securities | $183,000 | 4,940 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,471,000 | 1,625 |
| Mortgage-backed securities | $4,706,000 | 4,842 |
| Certificates of participation in pools of residential mortgages | $2,799,000 | 4,521 |
| Issued or guaranteed by U.S. | $2,799,000 | 4,492 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,907,000 | 3,728 |
| CMOs issued by government agencies or sponsored agencies | $1,907,000 | 3,563 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,629,000 | 2,804 |
| Available-for-sale securities (fair market value) | $5,077,000 | 6,824 |
| Total debt securities | $30,523,000 | 4,119 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $14,722,000 | 7,499 |
| U.S. Government securities | $14,612,000 | 6,361 |
| U.S. Treasury securities | $12,347,000 | 2,929 |
| U.S. Government agency obligations | $2,265,000 | 10,007 |
| Securities issued by states & political subdivisions | $50,000 | 9,564 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $60,000 | 6,434 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,205,000 | 4,507 |
| Mortgage-backed securities | $750,000 | 8,807 |
| Certificates of participation in pools of residential mortgages | $750,000 | 7,519 |
| Issued or guaranteed by U.S. | $750,000 | 7,470 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $14,662,000 | 7,363 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $12,462,000 | 8,209 |
| U.S. Government securities | $12,118,000 | 7,212 |
| U.S. Treasury securities | $8,224,000 | 4,079 |
| U.S. Government agency obligations | $3,894,000 | 8,810 |
| Securities issued by states & political subdivisions | $50,000 | 9,597 |
| Other domestic debt securities | $159,000 | 6,359 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $159,000 | 4,918 |
| Foreign debt securities | NA | NA |
| Equity securities | $135,000 | 4,598 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,781,000 | 5,297 |
| Mortgage-backed securities | $836,000 | 9,200 |
| Certificates of participation in pools of residential mortgages | $836,000 | 7,838 |
| Issued or guaranteed by U.S. | $836,000 | 7,776 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $12,327,000 | 8,140 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |