Home > Capital Bank > Securities
Capital Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $208,329,000 | 942 |
| U.S. Government securities | $191,519,000 | 676 |
| U.S. Treasury securities | $149,227,000 | 180 |
| U.S. Government agency obligations | $42,292,000 | 1,797 |
| Securities issued by states & political subdivisions | $9,372,000 | 2,507 |
| Other domestic debt securities | $7,438,000 | 1,171 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,891,000 | 439 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $4,413,000 | 1,012 |
| 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 | $159,658,000 | 612 |
| Mortgage-backed securities | $39,406,000 | 1,466 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $12,817,000 | 1,849 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $16,332,000 | 824 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $9,123,000 | 487 |
| Other commercial mortgage-backed securities | $1,134,000 | 1,073 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $208,329,000 | 788 |
| Total debt securities | $208,328,000 | 931 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $206,055,000 | 930 |
| U.S. Government securities | $190,610,000 | 683 |
| U.S. Treasury securities | $154,812,000 | 195 |
| U.S. Government agency obligations | $35,798,000 | 1,950 |
| Securities issued by states & political subdivisions | $7,917,000 | 2,639 |
| Other domestic debt securities | $7,528,000 | 1,153 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,969,000 | 412 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $4,340,000 | 1,015 |
| 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 | $135,039,000 | 682 |
| Mortgage-backed securities | $32,938,000 | 1,597 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,896,000 | 2,124 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $14,127,000 | 882 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $8,696,000 | 495 |
| Other commercial mortgage-backed securities | $1,219,000 | 1,047 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $206,055,000 | 784 |
| Total debt securities | $206,054,000 | 921 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $208,464,000 | 955 |
| U.S. Government securities | $192,585,000 | 691 |
| U.S. Treasury securities | $156,147,000 | 188 |
| U.S. Government agency obligations | $36,438,000 | 1,986 |
| Securities issued by states & political subdivisions | $8,350,000 | 2,655 |
| Other domestic debt securities | $7,529,000 | 1,167 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,919,000 | 405 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $4,355,000 | 1,026 |
| 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 | $136,556,000 | 667 |
| Mortgage-backed securities | $33,571,000 | 1,618 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,275,000 | 2,133 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $14,055,000 | 898 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $8,986,000 | 488 |
| Other commercial mortgage-backed securities | $1,255,000 | 1,050 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $208,464,000 | 808 |
| Total debt securities | $208,463,000 | 944 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $255,762,000 | 837 |
| U.S. Government securities | $239,438,000 | 602 |
| U.S. Treasury securities | $202,317,000 | 160 |
| U.S. Government agency obligations | $37,121,000 | 1,974 |
| Securities issued by states & political subdivisions | $8,399,000 | 2,702 |
| Other domestic debt securities | $7,925,000 | 1,189 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,916,000 | 413 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $4,617,000 | 1,042 |
| 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 | $139,012,000 | 631 |
| Mortgage-backed securities | $34,327,000 | 1,639 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,612,000 | 2,158 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $14,169,000 | 926 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $9,154,000 | 514 |
| Other commercial mortgage-backed securities | $1,392,000 | 1,048 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $255,762,000 | 702 |
| Total debt securities | $255,761,000 | 828 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $252,481,000 | 857 |
| U.S. Government securities | $236,398,000 | 620 |
| U.S. Treasury securities | $199,449,000 | 171 |
| U.S. Government agency obligations | $36,949,000 | 1,987 |
| Securities issued by states & political subdivisions | $8,012,000 | 2,765 |
| Other domestic debt securities | $8,071,000 | 1,207 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,916,000 | 417 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $4,600,000 | 1,054 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,972 |
| Mortgage-backed securities | $34,264,000 | 1,653 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,680,000 | 2,163 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $14,021,000 | 932 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $9,008,000 | 510 |
| Other commercial mortgage-backed securities | $1,555,000 | 1,019 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $252,481,000 | 723 |
| Total debt securities | $252,481,000 | 848 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $269,852,000 | 807 |
| U.S. Government securities | $253,168,000 | 590 |
| U.S. Treasury securities | $214,941,000 | 167 |
| U.S. Government agency obligations | $38,227,000 | 1,973 |
| Securities issued by states & political subdivisions | $8,087,000 | 2,782 |
| Other domestic debt securities | $8,365,000 | 1,146 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,955,000 | 412 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $4,648,000 | 1,049 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,998 |
| Mortgage-backed securities | $35,485,000 | 1,637 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,572,000 | 2,099 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $14,202,000 | 940 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $8,949,000 | 508 |
| Other commercial mortgage-backed securities | $1,762,000 | 1,018 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $269,620,000 | 693 |
| Total debt securities | $269,620,000 | 801 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $226,754,000 | 961 |
| U.S. Government securities | $209,503,000 | 695 |
| U.S. Treasury securities | $168,649,000 | 190 |
| U.S. Government agency obligations | $40,854,000 | 1,907 |
| Securities issued by states & political subdivisions | $8,442,000 | 2,797 |
| Other domestic debt securities | $8,564,000 | 1,072 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,929,000 | 424 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $4,758,000 | 1,048 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,021 |
| Mortgage-backed securities | $38,155,000 | 1,615 |
| Certificates of participation in pools of residential mortgages | $11,123,000 | 2,158 |
| Issued or guaranteed by U.S. | $11,123,000 | 2,102 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $15,840,000 | 983 |
| CMOs issued by government agencies or sponsored agencies | $15,840,000 | 904 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $11,192,000 | 837 |
| Commercial mortgage pass-through securities | $9,315,000 | 511 |
| Other commercial mortgage-backed securities | $1,877,000 | 1,083 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $226,509,000 | 837 |
| Total debt securities | $226,509,000 | 954 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $172,957,000 | 1,218 |
| U.S. Government securities | $154,494,000 | 887 |
| U.S. Treasury securities | $124,200,000 | 226 |
| U.S. Government agency obligations | $30,294,000 | 2,242 |
| Securities issued by states & political subdivisions | $9,415,000 | 2,707 |
| Other domestic debt securities | $8,803,000 | 1,025 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,960,000 | 430 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $4,847,000 | 1,034 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,045 |
| Mortgage-backed securities | $27,515,000 | 1,926 |
| Certificates of participation in pools of residential mortgages | $12,558,000 | 2,089 |
| Issued or guaranteed by U.S. | $12,558,000 | 2,042 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $3,091,000 | 1,848 |
| CMOs issued by government agencies or sponsored agencies | $3,091,000 | 1,778 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $11,866,000 | 819 |
| Commercial mortgage pass-through securities | $9,870,000 | 501 |
| Other commercial mortgage-backed securities | $1,996,000 | 1,053 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $172,712,000 | 1,091 |
| Total debt securities | $172,712,000 | 1,206 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $184,700,000 | 1,112 |
| U.S. Government securities | $164,942,000 | 793 |
| U.S. Treasury securities | $131,001,000 | 150 |
| U.S. Government agency obligations | $33,941,000 | 2,102 |
| Securities issued by states & political subdivisions | $10,474,000 | 2,666 |
| Other domestic debt securities | $9,039,000 | 992 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,990,000 | 436 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $4,934,000 | 976 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,071 |
| Mortgage-backed securities | $31,174,000 | 1,824 |
| Certificates of participation in pools of residential mortgages | $15,152,000 | 1,922 |
| Issued or guaranteed by U.S. | $15,152,000 | 1,870 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $3,277,000 | 1,803 |
| CMOs issued by government agencies or sponsored agencies | $3,277,000 | 1,746 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $12,745,000 | 793 |
| Commercial mortgage pass-through securities | $10,630,000 | 478 |
| Other commercial mortgage-backed securities | $2,115,000 | 1,028 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $184,455,000 | 1,019 |
| Total debt securities | $184,455,000 | 1,099 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $189,410,000 | 1,036 |
| U.S. Government securities | $169,054,000 | 729 |
| U.S. Treasury securities | $133,029,000 | 107 |
| U.S. Government agency obligations | $36,025,000 | 2,004 |
| Securities issued by states & political subdivisions | $10,911,000 | 2,609 |
| Other domestic debt securities | $9,200,000 | 937 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,993,000 | 442 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $5,000,000 | 905 |
| 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 | $0 | 4,110 |
| Mortgage-backed securities | $33,291,000 | 1,745 |
| Certificates of participation in pools of residential mortgages | $16,833,000 | 1,822 |
| Issued or guaranteed by U.S. | $16,833,000 | 1,777 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $3,366,000 | 1,791 |
| CMOs issued by government agencies or sponsored agencies | $3,366,000 | 1,746 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $13,092,000 | 768 |
| Commercial mortgage pass-through securities | $10,885,000 | 466 |
| Other commercial mortgage-backed securities | $2,207,000 | 1,005 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $189,165,000 | 955 |
| Total debt securities | $189,166,000 | 1,026 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $160,760,000 | 1,130 |
| U.S. Government securities | $138,560,000 | 814 |
| U.S. Treasury securities | $102,123,000 | 129 |
| U.S. Government agency obligations | $36,437,000 | 1,952 |
| Securities issued by states & political subdivisions | $10,706,000 | 2,605 |
| Other domestic debt securities | $11,249,000 | 806 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,000,000 | 446 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $6,967,000 | 714 |
| 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 | $0 | 4,151 |
| Mortgage-backed securities | $33,686,000 | 1,687 |
| Certificates of participation in pools of residential mortgages | $17,053,000 | 1,769 |
| Issued or guaranteed by U.S. | $17,053,000 | 1,726 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $3,479,000 | 1,740 |
| CMOs issued by government agencies or sponsored agencies | $3,479,000 | 1,702 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $13,154,000 | 743 |
| Commercial mortgage pass-through securities | $10,872,000 | 452 |
| Other commercial mortgage-backed securities | $2,282,000 | 986 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $160,515,000 | 1,042 |
| Total debt securities | $160,515,000 | 1,115 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $128,268,000 | 1,271 |
| U.S. Government securities | $107,728,000 | 894 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $107,728,000 | 844 |
| Securities issued by states & political subdivisions | $10,448,000 | 2,606 |
| Other domestic debt securities | $9,848,000 | 839 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,000,000 | 436 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $5,445,000 | 757 |
| 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 | $1,086,000 | 3,856 |
| Mortgage-backed securities | $105,082,000 | 735 |
| Certificates of participation in pools of residential mortgages | $88,362,000 | 545 |
| Issued or guaranteed by U.S. | $88,362,000 | 534 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $3,616,000 | 1,681 |
| CMOs issued by government agencies or sponsored agencies | $3,616,000 | 1,643 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $13,104,000 | 714 |
| Commercial mortgage pass-through securities | $10,701,000 | 432 |
| Other commercial mortgage-backed securities | $2,403,000 | 933 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $128,024,000 | 1,181 |
| Total debt securities | $128,024,000 | 1,260 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $99,787,000 | 1,424 |
| U.S. Government securities | $80,586,000 | 1,028 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $80,586,000 | 969 |
| Securities issued by states & political subdivisions | $10,927,000 | 2,529 |
| Other domestic debt securities | $8,274,000 | 861 |
| 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 | $5,768,000 | 691 |
| 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 | $1,189,000 | 3,843 |
| Mortgage-backed securities | $78,039,000 | 855 |
| Certificates of participation in pools of residential mortgages | $58,643,000 | 690 |
| Issued or guaranteed by U.S. | $58,643,000 | 679 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $5,732,000 | 1,435 |
| CMOs issued by government agencies or sponsored agencies | $5,732,000 | 1,390 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $13,664,000 | 653 |
| Commercial mortgage pass-through securities | $11,158,000 | 393 |
| Other commercial mortgage-backed securities | $2,506,000 | 888 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $99,787,000 | 1,329 |
| Total debt securities | $99,786,000 | 1,410 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $53,993,000 | 2,104 |
| U.S. Government securities | $49,179,000 | 1,470 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $49,179,000 | 1,392 |
| Securities issued by states & political subdivisions | $544,000 | 4,006 |
| Other domestic debt securities | $4,270,000 | 1,099 |
| 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 | $4,270,000 | 763 |
| 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 | $49,722,000 | 1,034 |
| Mortgage-backed securities | $49,179,000 | 1,179 |
| Certificates of participation in pools of residential mortgages | $37,880,000 | 896 |
| Issued or guaranteed by U.S. | $37,880,000 | 876 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $11,299,000 | 709 |
| Commercial mortgage pass-through securities | $11,299,000 | 383 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $53,993,000 | 1,970 |
| Total debt securities | $53,992,000 | 2,084 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $56,796,000 | 1,980 |
| U.S. Government securities | $54,016,000 | 1,347 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $54,016,000 | 1,268 |
| Securities issued by states & political subdivisions | $543,000 | 4,014 |
| Other domestic debt securities | $2,237,000 | 1,314 |
| 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 | $2,237,000 | 974 |
| 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 | $54,558,000 | 960 |
| Mortgage-backed securities | $54,016,000 | 1,088 |
| Certificates of participation in pools of residential mortgages | $42,810,000 | 798 |
| Issued or guaranteed by U.S. | $42,810,000 | 782 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $11,206,000 | 701 |
| Commercial mortgage pass-through securities | $11,206,000 | 389 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $56,796,000 | 1,844 |
| Total debt securities | $56,796,000 | 1,965 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $59,524,000 | 1,840 |
| U.S. Government securities | $56,850,000 | 1,293 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $56,850,000 | 1,226 |
| Securities issued by states & political subdivisions | $471,000 | 4,050 |
| Other domestic debt securities | $2,203,000 | 1,267 |
| 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 | $2,203,000 | 912 |
| 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 | $1,481,000 | 3,847 |
| Mortgage-backed securities | $55,848,000 | 1,050 |
| Certificates of participation in pools of residential mortgages | $45,508,000 | 753 |
| Issued or guaranteed by U.S. | $45,508,000 | 736 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $10,340,000 | 718 |
| Commercial mortgage pass-through securities | $10,340,000 | 398 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $59,524,000 | 1,711 |
| Total debt securities | $59,524,000 | 1,826 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $60,828,000 | 1,823 |
| U.S. Government securities | $57,735,000 | 1,299 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $57,735,000 | 1,227 |
| Securities issued by states & political subdivisions | $528,000 | 4,035 |
| Other domestic debt securities | $2,565,000 | 1,175 |
| 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 | $2,565,000 | 828 |
| 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 | $1,522,000 | 3,908 |
| Mortgage-backed securities | $56,736,000 | 1,010 |
| Certificates of participation in pools of residential mortgages | $46,519,000 | 721 |
| Issued or guaranteed by U.S. | $46,519,000 | 704 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $10,217,000 | 695 |
| Commercial mortgage pass-through securities | $10,217,000 | 399 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $60,828,000 | 1,682 |
| Total debt securities | $60,828,000 | 1,803 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $37,073,000 | 2,569 |
| U.S. Government securities | $33,873,000 | 1,922 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $33,873,000 | 1,819 |
| Securities issued by states & political subdivisions | $528,000 | 4,091 |
| Other domestic debt securities | $2,672,000 | 1,166 |
| 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 | $2,672,000 | 821 |
| 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 | $1,596,000 | 3,958 |
| Mortgage-backed securities | $27,881,000 | 1,590 |
| Certificates of participation in pools of residential mortgages | $27,881,000 | 1,017 |
| Issued or guaranteed by U.S. | $27,881,000 | 989 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $37,073,000 | 2,383 |
| Total debt securities | $37,073,000 | 2,550 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $39,157,000 | 2,528 |
| U.S. Government securities | $35,746,000 | 1,891 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $35,746,000 | 1,783 |
| Securities issued by states & political subdivisions | $521,000 | 4,143 |
| Other domestic debt securities | $2,890,000 | 1,128 |
| 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 | $2,890,000 | 808 |
| 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 | $1,674,000 | 3,982 |
| Mortgage-backed securities | $29,269,000 | 1,525 |
| Certificates of participation in pools of residential mortgages | $29,269,000 | 984 |
| Issued or guaranteed by U.S. | $29,269,000 | 974 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $39,157,000 | 2,339 |
| Total debt securities | $39,156,000 | 2,509 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $46,080,000 | 2,323 |
| U.S. Government securities | $42,684,000 | 1,682 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $42,684,000 | 1,588 |
| Securities issued by states & political subdivisions | $514,000 | 4,205 |
| Other domestic debt securities | $2,882,000 | 1,130 |
| 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 | $2,882,000 | 804 |
| 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 | $22,003,000 | 1,807 |
| Mortgage-backed securities | $25,261,000 | 1,665 |
| Certificates of participation in pools of residential mortgages | $25,261,000 | 1,104 |
| Issued or guaranteed by U.S. | $25,261,000 | 1,092 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $46,080,000 | 2,134 |
| Total debt securities | $46,080,000 | 2,304 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $46,932,000 | 2,301 |
| U.S. Government securities | $43,546,000 | 1,658 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $43,546,000 | 1,577 |
| Securities issued by states & political subdivisions | $501,000 | 4,259 |
| Other domestic debt securities | $2,885,000 | 1,108 |
| 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 | $2,885,000 | 805 |
| 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 | $22,524,000 | 1,790 |
| Mortgage-backed securities | $26,186,000 | 1,623 |
| Certificates of participation in pools of residential mortgages | $26,186,000 | 1,083 |
| Issued or guaranteed by U.S. | $26,186,000 | 1,075 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $46,932,000 | 2,110 |
| Total debt securities | $46,932,000 | 2,284 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $48,067,000 | 2,269 |
| U.S. Government securities | $44,549,000 | 1,629 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $44,549,000 | 1,545 |
| Securities issued by states & political subdivisions | $493,000 | 4,316 |
| Other domestic debt securities | $3,025,000 | 1,030 |
| 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 | $3,025,000 | 771 |
| 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 | $23,114,000 | 1,751 |
| Mortgage-backed securities | $27,235,000 | 1,598 |
| Certificates of participation in pools of residential mortgages | $27,235,000 | 1,071 |
| Issued or guaranteed by U.S. | $27,235,000 | 1,065 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $48,067,000 | 2,078 |
| Total debt securities | $48,067,000 | 2,248 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $49,799,000 | 2,242 |
| U.S. Government securities | $46,246,000 | 1,577 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $46,246,000 | 1,497 |
| Securities issued by states & political subdivisions | $502,000 | 4,362 |
| Other domestic debt securities | $3,051,000 | 1,159 |
| 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 | $3,051,000 | 762 |
| 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 | $24,016,000 | 1,738 |
| Mortgage-backed securities | $28,950,000 | 1,561 |
| Certificates of participation in pools of residential mortgages | $28,950,000 | 1,053 |
| Issued or guaranteed by U.S. | $28,950,000 | 1,025 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $49,799,000 | 2,058 |
| Total debt securities | $49,798,000 | 2,221 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $51,621,000 | 2,216 |
| U.S. Government securities | $48,043,000 | 1,577 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $48,043,000 | 1,509 |
| Securities issued by states & political subdivisions | $502,000 | 4,403 |
| Other domestic debt securities | $3,076,000 | 1,014 |
| 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 | $3,076,000 | 778 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,141,000 | 1,918 |
| Mortgage-backed securities | $30,715,000 | 1,481 |
| Certificates of participation in pools of residential mortgages | $30,715,000 | 1,028 |
| Issued or guaranteed by U.S. | $30,715,000 | 1,027 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $51,621,000 | 2,031 |
| Total debt securities | $51,623,000 | 2,192 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $54,029,000 | 2,174 |
| U.S. Government securities | $50,437,000 | 1,536 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $50,437,000 | 1,470 |
| Securities issued by states & political subdivisions | $516,000 | 4,464 |
| Other domestic debt securities | $3,076,000 | 1,002 |
| 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 | $3,076,000 | 781 |
| 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 | $21,730,000 | 1,910 |
| Mortgage-backed securities | $33,067,000 | 1,420 |
| Certificates of participation in pools of residential mortgages | $33,067,000 | 992 |
| Issued or guaranteed by U.S. | $33,067,000 | 992 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $54,029,000 | 1,997 |
| Total debt securities | $54,030,000 | 2,154 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $56,252,000 | 2,135 |
| U.S. Government securities | $52,658,000 | 1,493 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $52,658,000 | 1,432 |
| Securities issued by states & political subdivisions | $519,000 | 4,508 |
| Other domestic debt securities | $3,075,000 | 1,034 |
| 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 | $3,075,000 | 818 |
| 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 | $22,802,000 | 1,891 |
| Mortgage-backed securities | $35,174,000 | 1,378 |
| Certificates of participation in pools of residential mortgages | $35,174,000 | 967 |
| Issued or guaranteed by U.S. | $35,174,000 | 967 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $56,252,000 | 1,961 |
| Total debt securities | $56,252,000 | 2,116 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $57,734,000 | 2,130 |
| U.S. Government securities | $54,642,000 | 1,481 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $54,642,000 | 1,417 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $3,092,000 | 1,047 |
| 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 | $3,092,000 | 824 |
| 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 | $23,664,000 | 1,866 |
| Mortgage-backed securities | $37,153,000 | 1,353 |
| Certificates of participation in pools of residential mortgages | $37,153,000 | 952 |
| Issued or guaranteed by U.S. | $37,153,000 | 952 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $57,734,000 | 1,946 |
| Total debt securities | $57,734,000 | 2,111 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $46,750,000 | 2,504 |
| U.S. Government securities | $43,671,000 | 1,794 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $43,671,000 | 1,705 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $3,079,000 | 1,085 |
| 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 | $3,079,000 | 843 |
| 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 | $24,315,000 | 1,848 |
| Mortgage-backed securities | $26,193,000 | 1,718 |
| Certificates of participation in pools of residential mortgages | $26,193,000 | 1,261 |
| Issued or guaranteed by U.S. | $26,193,000 | 1,260 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $46,750,000 | 2,281 |
| Total debt securities | $46,750,000 | 2,487 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $47,985,000 | 2,437 |
| U.S. Government securities | $44,906,000 | 1,732 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $44,906,000 | 1,645 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $3,079,000 | 1,080 |
| 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 | $3,079,000 | 833 |
| 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 | $25,034,000 | 1,797 |
| Mortgage-backed securities | $27,438,000 | 1,680 |
| Certificates of participation in pools of residential mortgages | $27,438,000 | 1,224 |
| Issued or guaranteed by U.S. | $27,438,000 | 1,223 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $47,985,000 | 2,219 |
| Total debt securities | $47,984,000 | 2,412 |
| 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 | $50,633,000 | 2,341 |
| U.S. Government securities | $47,514,000 | 1,640 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $47,514,000 | 1,570 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $3,119,000 | 1,082 |
| 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 | $3,119,000 | 838 |
| 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 | $28,573,000 | 1,659 |
| Mortgage-backed securities | $27,838,000 | 1,676 |
| Certificates of participation in pools of residential mortgages | $27,838,000 | 1,221 |
| Issued or guaranteed by U.S. | $27,838,000 | 1,220 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $50,633,000 | 2,136 |
| Total debt securities | $50,633,000 | 2,313 |
| 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 | $49,187,000 | 2,449 |
| U.S. Government securities | $46,123,000 | 1,731 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $46,123,000 | 1,647 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $3,064,000 | 1,100 |
| 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 | $3,064,000 | 847 |
| 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 | $29,669,000 | 1,653 |
| Mortgage-backed securities | $26,384,000 | 1,740 |
| Certificates of participation in pools of residential mortgages | $26,384,000 | 1,275 |
| Issued or guaranteed by U.S. | $26,384,000 | 1,271 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $49,187,000 | 2,222 |
| Total debt securities | $49,188,000 | 2,424 |
| 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 | $38,592,000 | 2,886 |
| U.S. Government securities | $37,073,000 | 2,103 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $37,073,000 | 2,022 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $1,519,000 | 1,442 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,519,000 | 1,142 |
| 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 | $32,412,000 | 1,556 |
| Mortgage-backed securities | $19,428,000 | 2,094 |
| Certificates of participation in pools of residential mortgages | $19,428,000 | 1,589 |
| Issued or guaranteed by U.S. | $19,428,000 | 1,588 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $38,592,000 | 2,629 |
| Total debt securities | $38,595,000 | 2,871 |
| 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 | $39,175,000 | 2,879 |
| U.S. Government securities | $37,647,000 | 2,111 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $37,647,000 | 2,022 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $1,528,000 | 1,416 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,528,000 | 1,124 |
| 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 | $32,938,000 | 1,542 |
| Mortgage-backed securities | $20,122,000 | 2,059 |
| Certificates of participation in pools of residential mortgages | $20,122,000 | 1,560 |
| Issued or guaranteed by U.S. | $20,122,000 | 1,559 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $39,175,000 | 2,630 |
| Total debt securities | $39,175,000 | 2,860 |
| 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 | $40,445,000 | 2,851 |
| U.S. Government securities | $38,879,000 | 2,073 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $38,879,000 | 1,996 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $1,566,000 | 1,410 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,566,000 | 1,110 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,096,000 | 1,503 |
| Mortgage-backed securities | $21,236,000 | 2,018 |
| Certificates of participation in pools of residential mortgages | $21,236,000 | 1,519 |
| Issued or guaranteed by U.S. | $21,236,000 | 1,519 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $40,445,000 | 2,612 |
| Total debt securities | $40,445,000 | 2,828 |
| 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 | $41,252,000 | 2,860 |
| U.S. Government securities | $39,667,000 | 2,119 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $39,667,000 | 2,040 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $1,585,000 | 1,415 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $1,585,000 | 1,123 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,849,000 | 1,482 |
| Mortgage-backed securities | $22,169,000 | 2,032 |
| Certificates of participation in pools of residential mortgages | $22,169,000 | 1,516 |
| Issued or guaranteed by U.S. | $22,169,000 | 1,516 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $41,252,000 | 2,616 |
| Total debt securities | $41,252,000 | 2,833 |
| 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 | $38,713,000 | 3,016 |
| U.S. Government securities | $37,109,000 | 2,257 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $37,109,000 | 2,171 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $1,604,000 | 1,444 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $1,604,000 | 1,134 |
| 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 | $32,228,000 | 1,600 |
| Mortgage-backed securities | $21,519,000 | 2,118 |
| Certificates of participation in pools of residential mortgages | $21,519,000 | 1,562 |
| Issued or guaranteed by U.S. | $21,519,000 | 1,562 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $38,713,000 | 2,761 |
| Total debt securities | $38,713,000 | 2,993 |
| 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 | $39,308,000 | 3,031 |
| U.S. Government securities | $37,700,000 | 2,269 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $37,700,000 | 2,185 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $1,608,000 | 1,461 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $1,608,000 | 1,142 |
| 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 | $29,861,000 | 1,700 |
| Mortgage-backed securities | $19,270,000 | 2,278 |
| Certificates of participation in pools of residential mortgages | $19,270,000 | 1,727 |
| Issued or guaranteed by U.S. | $19,270,000 | 1,724 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $39,308,000 | 2,772 |
| Total debt securities | $39,308,000 | 3,009 |
| 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 | $34,570,000 | 3,366 |
| U.S. Government securities | $32,955,000 | 2,540 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $32,955,000 | 2,457 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $1,615,000 | 1,503 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $1,615,000 | 1,157 |
| 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 | $28,076,000 | 1,774 |
| Mortgage-backed securities | $20,069,000 | 2,295 |
| Certificates of participation in pools of residential mortgages | $20,069,000 | 1,728 |
| Issued or guaranteed by U.S. | $20,069,000 | 1,728 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $34,570,000 | 3,068 |
| Total debt securities | $34,570,000 | 3,340 |
| 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 | $31,747,000 | 3,577 |
| U.S. Government securities | $30,091,000 | 2,738 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $30,091,000 | 2,651 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $1,656,000 | 1,538 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $1,656,000 | 1,194 |
| 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 | $29,091,000 | 1,739 |
| Mortgage-backed securities | $21,110,000 | 2,268 |
| Certificates of participation in pools of residential mortgages | $21,110,000 | 1,704 |
| Issued or guaranteed by U.S. | $21,110,000 | 1,704 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $31,747,000 | 3,257 |
| Total debt securities | $31,747,000 | 3,549 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $33,382,000 | 3,486 |
| U.S. Government securities | $31,721,000 | 2,670 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $31,721,000 | 2,591 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $1,661,000 | 1,583 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $1,661,000 | 1,224 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,653,000 | 1,677 |
| Mortgage-backed securities | $21,793,000 | 2,237 |
| Certificates of participation in pools of residential mortgages | $21,793,000 | 1,678 |
| Issued or guaranteed by U.S. | $21,793,000 | 1,678 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $33,382,000 | 3,182 |
| Total debt securities | $33,382,000 | 3,461 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $32,986,000 | 3,511 |
| U.S. Government securities | $31,343,000 | 2,664 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $31,343,000 | 2,592 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $1,643,000 | 1,626 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $1,643,000 | 1,254 |
| 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 | $30,703,000 | 1,660 |
| Mortgage-backed securities | $20,931,000 | 2,275 |
| Certificates of participation in pools of residential mortgages | $20,931,000 | 1,702 |
| Issued or guaranteed by U.S. | $20,931,000 | 1,701 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $32,986,000 | 3,217 |
| Total debt securities | $32,986,000 | 3,476 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $34,109,000 | 3,447 |
| U.S. Government securities | $32,483,000 | 2,624 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $32,483,000 | 2,554 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $1,626,000 | 1,679 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,626,000 | 1,287 |
| 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 | $31,457,000 | 1,628 |
| Mortgage-backed securities | $22,052,000 | 2,234 |
| Certificates of participation in pools of residential mortgages | $22,052,000 | 1,657 |
| Issued or guaranteed by U.S. | $22,052,000 | 1,654 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $34,109,000 | 3,168 |
| Total debt securities | $34,109,000 | 3,416 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $31,425,000 | 3,608 |
| U.S. Government securities | $29,306,000 | 2,808 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $29,306,000 | 2,744 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $2,119,000 | 1,544 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $2,119,000 | 1,184 |
| 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 | $25,849,000 | 1,850 |
| Mortgage-backed securities | $19,404,000 | 2,407 |
| Certificates of participation in pools of residential mortgages | $19,404,000 | 1,824 |
| Issued or guaranteed by U.S. | $19,404,000 | 1,822 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $31,425,000 | 3,325 |
| Total debt securities | $31,425,000 | 3,576 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $33,948,000 | 3,481 |
| U.S. Government securities | $31,756,000 | 2,710 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $31,756,000 | 2,648 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $2,192,000 | 1,529 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $2,192,000 | 1,141 |
| 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 | $24,892,000 | 1,950 |
| Mortgage-backed securities | $21,701,000 | 2,301 |
| Certificates of participation in pools of residential mortgages | $21,701,000 | 1,723 |
| Issued or guaranteed by U.S. | $21,701,000 | 1,722 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $33,948,000 | 3,229 |
| Total debt securities | $33,949,000 | 3,446 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $31,703,000 | 3,576 |
| U.S. Government securities | $29,523,000 | 2,767 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $29,523,000 | 2,701 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $2,180,000 | 1,512 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $2,180,000 | 1,116 |
| 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 | $24,387,000 | 1,941 |
| Mortgage-backed securities | $19,452,000 | 2,444 |
| Certificates of participation in pools of residential mortgages | $19,452,000 | 1,802 |
| Issued or guaranteed by U.S. | $19,452,000 | 1,800 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $31,703,000 | 3,310 |
| Total debt securities | $31,702,000 | 3,540 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $36,596,000 | 3,311 |
| U.S. Government securities | $31,912,000 | 2,692 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $31,912,000 | 2,634 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $4,684,000 | 1,094 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $4,684,000 | 774 |
| 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 | $26,114,000 | 1,851 |
| Mortgage-backed securities | $21,827,000 | 2,385 |
| Certificates of participation in pools of residential mortgages | $21,827,000 | 1,754 |
| Issued or guaranteed by U.S. | $21,827,000 | 1,753 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $36,596,000 | 3,051 |
| Total debt securities | $36,602,000 | 3,282 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $39,016,000 | 3,187 |
| U.S. Government securities | $34,381,000 | 2,583 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $34,381,000 | 2,535 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $4,635,000 | 1,121 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $4,635,000 | 793 |
| 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 | $30,831,000 | 1,665 |
| Mortgage-backed securities | $22,349,000 | 2,373 |
| Certificates of participation in pools of residential mortgages | $22,349,000 | 1,742 |
| Issued or guaranteed by U.S. | $22,349,000 | 1,741 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $39,016,000 | 2,946 |
| Total debt securities | $39,016,000 | 3,166 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $35,958,000 | 3,369 |
| U.S. Government securities | $30,992,000 | 2,830 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $30,992,000 | 2,770 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $4,966,000 | 1,073 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $4,966,000 | 754 |
| 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 | $31,730,000 | 1,644 |
| Mortgage-backed securities | $21,019,000 | 2,475 |
| Certificates of participation in pools of residential mortgages | $21,019,000 | 1,812 |
| Issued or guaranteed by U.S. | $21,019,000 | 1,810 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $35,958,000 | 3,120 |
| Total debt securities | $35,958,000 | 3,347 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| 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 | $36,660,000 | 3,249 |
| U.S. Government securities | $31,686,000 | 2,692 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $31,686,000 | 2,634 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $4,974,000 | 1,041 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $4,974,000 | 693 |
| 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 | $31,147,000 | 1,567 |
| Mortgage-backed securities | $18,630,000 | 2,573 |
| Certificates of participation in pools of residential mortgages | $18,630,000 | 1,879 |
| Issued or guaranteed by U.S. | $18,630,000 | 1,878 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $36,660,000 | 2,983 |
| Total debt securities | $36,660,000 | 3,225 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| 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 | $39,194,000 | 3,045 |
| U.S. Government securities | $33,704,000 | 2,509 |
| U.S. Treasury securities | $250,000 | 1,039 |
| U.S. Government agency obligations | $33,454,000 | 2,457 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $5,490,000 | 989 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $5,490,000 | 613 |
| 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 | $32,810,000 | 1,466 |
| Mortgage-backed securities | $20,354,000 | 2,398 |
| Certificates of participation in pools of residential mortgages | $20,354,000 | 1,697 |
| Issued or guaranteed by U.S. | $20,354,000 | 1,691 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $39,194,000 | 2,783 |
| Total debt securities | $39,194,000 | 3,020 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| 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 | $36,783,000 | 3,201 |
| U.S. Government securities | $31,194,000 | 2,717 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $31,194,000 | 2,637 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $5,589,000 | 954 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $5,589,000 | 573 |
| 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 | $25,676,000 | 1,806 |
| Mortgage-backed securities | $16,062,000 | 2,679 |
| Certificates of participation in pools of residential mortgages | $16,062,000 | 1,964 |
| Issued or guaranteed by U.S. | $16,062,000 | 1,962 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $36,783,000 | 2,922 |
| Total debt securities | $36,783,000 | 3,176 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| 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 | $33,967,000 | 3,335 |
| U.S. Government securities | $28,323,000 | 2,904 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $28,323,000 | 2,818 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $5,644,000 | 992 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $5,644,000 | 566 |
| 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 | $28,078,000 | 1,690 |
| Mortgage-backed securities | $10,208,000 | 3,222 |
| Certificates of participation in pools of residential mortgages | $10,208,000 | 2,527 |
| Issued or guaranteed by U.S. | $10,208,000 | 2,522 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $33,967,000 | 3,053 |
| Total debt securities | $33,967,000 | 3,307 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $24,143,000 | 3,995 |
| U.S. Government securities | $17,993,000 | 3,680 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $17,993,000 | 3,576 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $6,150,000 | 1,017 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $6,150,000 | 532 |
| 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 | $11,170,000 | 2,997 |
| Mortgage-backed securities | $3,799,000 | 4,282 |
| Certificates of participation in pools of residential mortgages | $3,799,000 | 3,652 |
| Issued or guaranteed by U.S. | $3,799,000 | 3,641 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $24,143,000 | 3,672 |
| Total debt securities | $24,143,000 | 3,960 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $24,517,000 | 3,912 |
| U.S. Government securities | $18,571,000 | 3,603 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $18,571,000 | 3,503 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $5,946,000 | 1,046 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $5,946,000 | 540 |
| 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 | $11,717,000 | 2,952 |
| Mortgage-backed securities | $4,317,000 | 4,177 |
| Certificates of participation in pools of residential mortgages | $4,317,000 | 3,499 |
| Issued or guaranteed by U.S. | $4,317,000 | 3,491 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $24,517,000 | 3,595 |
| Total debt securities | $24,517,000 | 3,878 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $28,932,000 | 3,553 |
| U.S. Government securities | $23,004,000 | 3,190 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $23,004,000 | 3,108 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $5,928,000 | 1,043 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $5,928,000 | 506 |
| 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 | $17,638,000 | 2,346 |
| Mortgage-backed securities | $4,711,000 | 4,072 |
| Certificates of participation in pools of residential mortgages | $4,711,000 | 3,420 |
| Issued or guaranteed by U.S. | $4,711,000 | 3,411 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $28,932,000 | 3,244 |
| Total debt securities | $28,932,000 | 3,524 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $27,619,000 | 3,679 |
| U.S. Government securities | $21,149,000 | 3,431 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $21,149,000 | 3,345 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $6,470,000 | 1,039 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $6,470,000 | 498 |
| 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 | $17,149,000 | 2,454 |
| Mortgage-backed securities | $3,919,000 | 4,361 |
| Certificates of participation in pools of residential mortgages | $3,919,000 | 3,750 |
| Issued or guaranteed by U.S. | $3,919,000 | 3,744 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $27,619,000 | 3,343 |
| Total debt securities | $27,619,000 | 3,652 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $22,969,000 | 4,085 |
| U.S. Government securities | $16,505,000 | 3,923 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $16,505,000 | 3,840 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $6,464,000 | 1,075 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $6,464,000 | 505 |
| 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 | $11,919,000 | 3,046 |
| Mortgage-backed securities | $4,248,000 | 4,334 |
| Certificates of participation in pools of residential mortgages | $4,248,000 | 3,731 |
| Issued or guaranteed by U.S. | $4,248,000 | 3,724 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $22,969,000 | 3,708 |
| Total debt securities | $22,969,000 | 4,055 |
| 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 | $23,367,000 | 4,073 |
| U.S. Government securities | $16,903,000 | 3,857 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $16,903,000 | 3,784 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $6,464,000 | 1,139 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $6,464,000 | 521 |
| 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 | $13,091,000 | 2,888 |
| Mortgage-backed securities | $4,614,000 | 4,342 |
| Certificates of participation in pools of residential mortgages | $4,614,000 | 3,735 |
| Issued or guaranteed by U.S. | $4,614,000 | 3,725 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $23,367,000 | 3,680 |
| Total debt securities | $23,368,000 | 4,042 |
| 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 | $23,600,000 | 4,003 |
| U.S. Government securities | $17,796,000 | 3,725 |
| U.S. Treasury securities | $500,000 | 842 |
| U.S. Government agency obligations | $17,296,000 | 3,705 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $5,804,000 | 1,234 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $5,804,000 | 587 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,106,000 | 2,786 |
| Mortgage-backed securities | $5,024,000 | 4,280 |
| Certificates of participation in pools of residential mortgages | $5,024,000 | 3,665 |
| Issued or guaranteed by U.S. | $5,024,000 | 3,654 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $23,600,000 | 3,610 |
| Total debt securities | $23,591,000 | 3,969 |
| 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 | $26,951,000 | 3,715 |
| U.S. Government securities | $22,404,000 | 3,267 |
| U.S. Treasury securities | $1,276,000 | 588 |
| U.S. Government agency obligations | $21,128,000 | 3,338 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $4,547,000 | 1,314 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,547,000 | 703 |
| 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 | $9,044,000 | 3,586 |
| Mortgage-backed securities | $5,424,000 | 4,259 |
| Certificates of participation in pools of residential mortgages | $5,424,000 | 3,650 |
| Issued or guaranteed by U.S. | $5,424,000 | 3,638 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $26,951,000 | 3,339 |
| Total debt securities | $26,945,000 | 3,685 |
| 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 | $21,711,000 | 4,242 |
| U.S. Government securities | $21,711,000 | 3,344 |
| U.S. Treasury securities | $1,279,000 | 553 |
| U.S. Government agency obligations | $20,432,000 | 3,432 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,907,000 | 2,299 |
| Mortgage-backed securities | $6,160,000 | 4,043 |
| Certificates of participation in pools of residential mortgages | $6,160,000 | 3,449 |
| Issued or guaranteed by U.S. | $6,160,000 | 3,437 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $21,711,000 | 3,787 |
| Total debt securities | $21,703,000 | 4,204 |
| 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 | $22,120,000 | 4,127 |
| U.S. Government securities | $22,120,000 | 3,255 |
| U.S. Treasury securities | $1,274,000 | 575 |
| U.S. Government agency obligations | $20,846,000 | 3,334 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,980,000 | 2,439 |
| Mortgage-backed securities | $6,212,000 | 3,933 |
| Certificates of participation in pools of residential mortgages | $6,212,000 | 3,342 |
| Issued or guaranteed by U.S. | $6,212,000 | 3,330 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $22,120,000 | 3,667 |
| Total debt securities | $22,115,000 | 4,092 |
| 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 | $26,245,000 | 3,765 |
| U.S. Government securities | $26,245,000 | 2,908 |
| U.S. Treasury securities | $1,259,000 | 573 |
| U.S. Government agency obligations | $24,986,000 | 2,957 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,243,000 | 1,816 |
| Mortgage-backed securities | $6,277,000 | 3,893 |
| Certificates of participation in pools of residential mortgages | $6,277,000 | 3,300 |
| Issued or guaranteed by U.S. | $6,277,000 | 3,284 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $26,245,000 | 3,349 |
| Total debt securities | $26,240,000 | 3,719 |
| 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 | $21,200,000 | 4,276 |
| U.S. Government securities | $21,200,000 | 3,375 |
| U.S. Treasury securities | $498,000 | 851 |
| U.S. Government agency obligations | $20,702,000 | 3,371 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,200,000 | 2,117 |
| Mortgage-backed securities | $1,567,000 | 5,278 |
| Certificates of participation in pools of residential mortgages | $1,567,000 | 4,828 |
| Issued or guaranteed by U.S. | $1,567,000 | 4,806 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $21,200,000 | 3,834 |
| Total debt securities | $21,198,000 | 4,226 |
| 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 | $20,874,000 | 4,350 |
| U.S. Government securities | $20,874,000 | 3,475 |
| U.S. Treasury securities | $499,000 | 931 |
| U.S. Government agency obligations | $20,375,000 | 3,475 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,493,000 | 2,177 |
| Mortgage-backed securities | $1,611,000 | 5,035 |
| Certificates of participation in pools of residential mortgages | $1,611,000 | 4,579 |
| Issued or guaranteed by U.S. | $1,611,000 | 4,560 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $20,874,000 | 3,851 |
| Total debt securities | $20,874,000 | 4,295 |
| 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 | $17,943,000 | 4,748 |
| U.S. Government securities | $17,943,000 | 3,922 |
| U.S. Treasury securities | $991,000 | 824 |
| U.S. Government agency obligations | $16,952,000 | 3,984 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,942,000 | 2,470 |
| Mortgage-backed securities | $1,804,000 | 4,826 |
| Certificates of participation in pools of residential mortgages | $1,804,000 | 4,315 |
| Issued or guaranteed by U.S. | $1,804,000 | 4,303 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $17,943,000 | 4,211 |
| Total debt securities | $17,943,000 | 4,696 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $17,939,000 | 4,748 |
| U.S. Government securities | $17,939,000 | 3,939 |
| U.S. Treasury securities | $989,000 | 913 |
| U.S. Government agency obligations | $16,950,000 | 3,989 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,939,000 | 2,466 |
| Mortgage-backed securities | $1,892,000 | 4,774 |
| Certificates of participation in pools of residential mortgages | $1,892,000 | 4,245 |
| Issued or guaranteed by U.S. | $1,892,000 | 4,232 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $17,939,000 | 4,196 |
| Total debt securities | $17,939,000 | 4,703 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $15,868,000 | 5,113 |
| U.S. Government securities | $15,868,000 | 4,287 |
| U.S. Treasury securities | $988,000 | 998 |
| U.S. Government agency obligations | $14,880,000 | 4,336 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,868,000 | 2,585 |
| Mortgage-backed securities | $1,986,000 | 4,710 |
| Certificates of participation in pools of residential mortgages | $1,986,000 | 4,182 |
| Issued or guaranteed by U.S. | $1,986,000 | 4,164 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $15,868,000 | 4,515 |
| Total debt securities | $15,868,000 | 5,071 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $16,873,000 | 5,020 |
| U.S. Government securities | $16,873,000 | 4,178 |
| U.S. Treasury securities | $989,000 | 1,032 |
| U.S. Government agency obligations | $15,884,000 | 4,234 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,945,000 | 2,693 |
| Mortgage-backed securities | $2,037,000 | 4,689 |
| Certificates of participation in pools of residential mortgages | $2,037,000 | 4,152 |
| Issued or guaranteed by U.S. | $2,037,000 | 4,139 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $16,873,000 | 4,418 |
| Total debt securities | $16,872,000 | 4,973 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $17,264,000 | 4,978 |
| U.S. Government securities | $17,264,000 | 4,157 |
| U.S. Treasury securities | $1,494,000 | 886 |
| U.S. Government agency obligations | $15,770,000 | 4,281 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| 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 | $14,304,000 | 2,762 |
| Mortgage-backed securities | $1,436,000 | 5,022 |
| Certificates of participation in pools of residential mortgages | $1,436,000 | 4,512 |
| Issued or guaranteed by U.S. | $1,436,000 | 4,489 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $17,264,000 | 4,367 |
| Total debt securities | $17,263,000 | 4,936 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $20,098,000 | 4,571 |
| U.S. Government securities | $20,098,000 | 3,754 |
| U.S. Treasury securities | $1,478,000 | 952 |
| U.S. Government agency obligations | $18,620,000 | 3,850 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| 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 | $13,724,000 | 2,839 |
| Mortgage-backed securities | $1,489,000 | 5,002 |
| Certificates of participation in pools of residential mortgages | $1,489,000 | 4,495 |
| Issued or guaranteed by U.S. | $1,489,000 | 4,476 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $20,098,000 | 3,974 |
| Total debt securities | $20,098,000 | 4,509 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $16,336,000 | 5,165 |
| U.S. Government securities | $16,336,000 | 4,342 |
| U.S. Treasury securities | $997,000 | 1,114 |
| U.S. Government agency obligations | $15,339,000 | 4,364 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,725,000 | 2,966 |
| Mortgage-backed securities | $1,072,000 | 5,316 |
| Certificates of participation in pools of residential mortgages | $1,072,000 | 4,823 |
| Issued or guaranteed by U.S. | $1,072,000 | 4,803 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $16,336,000 | 4,521 |
| Total debt securities | $16,335,000 | 5,111 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $14,692,000 | 5,439 |
| U.S. Government securities | $14,692,000 | 4,589 |
| U.S. Treasury securities | $2,474,000 | 814 |
| U.S. Government agency obligations | $12,218,000 | 4,920 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| 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 | $14,193,000 | 2,728 |
| Mortgage-backed securities | $369,000 | 5,960 |
| Certificates of participation in pools of residential mortgages | $369,000 | 5,542 |
| Issued or guaranteed by U.S. | $369,000 | 5,517 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $14,692,000 | 4,750 |
| Total debt securities | $14,693,000 | 5,393 |
| 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 | $9,770,000 | 6,380 |
| U.S. Government securities | $9,770,000 | 5,616 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $9,770,000 | 5,484 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| 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 | $9,770,000 | 3,409 |
| Mortgage-backed securities | $420,000 | 5,943 |
| Certificates of participation in pools of residential mortgages | $420,000 | 5,511 |
| Issued or guaranteed by U.S. | $420,000 | 5,491 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $9,770,000 | 5,646 |
| Total debt securities | $9,770,000 | 6,318 |
| 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 | $8,400,000 | 6,731 |
| U.S. Government securities | $8,400,000 | 6,007 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $8,400,000 | 5,863 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,400,000 | 3,684 |
| Mortgage-backed securities | $490,000 | 5,926 |
| Certificates of participation in pools of residential mortgages | $490,000 | 5,491 |
| Issued or guaranteed by U.S. | $490,000 | 5,464 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $8,400,000 | 5,990 |
| Total debt securities | $8,402,000 | 6,671 |
| 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 | $7,917,000 | 6,904 |
| U.S. Government securities | $7,917,000 | 6,203 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,917,000 | 6,055 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,917,000 | 3,814 |
| Mortgage-backed securities | $563,000 | 5,917 |
| Certificates of participation in pools of residential mortgages | $563,000 | 5,467 |
| Issued or guaranteed by U.S. | $563,000 | 5,448 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $7,917,000 | 6,130 |
| Total debt securities | $7,917,000 | 6,847 |
| 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 | $7,054,000 | 7,108 |
| U.S. Government securities | $7,054,000 | 6,446 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,054,000 | 6,306 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,054,000 | 3,999 |
| Mortgage-backed securities | $631,000 | 5,903 |
| Certificates of participation in pools of residential mortgages | $631,000 | 5,441 |
| Issued or guaranteed by U.S. | $631,000 | 5,422 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $7,054,000 | 6,331 |
| Total debt securities | $7,054,000 | 7,043 |
| 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 | $6,214,000 | 7,391 |
| U.S. Government securities | $6,214,000 | 6,734 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $6,214,000 | 6,582 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,521,000 | 4,425 |
| Mortgage-backed securities | $748,000 | 5,838 |
| Certificates of participation in pools of residential mortgages | $748,000 | 5,352 |
| Issued or guaranteed by U.S. | $748,000 | 5,339 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $6,214,000 | 6,574 |
| Total debt securities | $6,214,000 | 7,315 |
| 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 | $6,199,000 | 7,466 |
| U.S. Government securities | $6,199,000 | 6,824 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $6,199,000 | 6,660 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,581,000 | 4,385 |
| Mortgage-backed securities | $844,000 | 5,839 |
| Certificates of participation in pools of residential mortgages | $844,000 | 5,348 |
| Issued or guaranteed by U.S. | $844,000 | 5,333 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $6,199,000 | 6,644 |
| Total debt securities | $6,199,000 | 7,387 |
| 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 | $6,627,000 | 7,355 |
| U.S. Government securities | $6,627,000 | 6,637 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $6,627,000 | 6,474 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,925,000 | 4,231 |
| Mortgage-backed securities | $1,091,000 | 5,695 |
| Certificates of participation in pools of residential mortgages | $1,091,000 | 5,180 |
| Issued or guaranteed by U.S. | $1,091,000 | 5,164 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $6,627,000 | 6,533 |
| Total debt securities | $6,627,000 | 7,265 |
| 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 | $6,769,000 | 7,380 |
| U.S. Government securities | $6,769,000 | 6,662 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $6,769,000 | 6,495 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,809,000 | 4,553 |
| Mortgage-backed securities | $1,273,000 | 5,590 |
| Certificates of participation in pools of residential mortgages | $1,273,000 | 5,067 |
| Issued or guaranteed by U.S. | $1,273,000 | 5,048 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $6,769,000 | 6,547 |
| Total debt securities | $6,769,000 | 7,301 |
| 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 | $6,510,000 | 7,408 |
| U.S. Government securities | $4,995,000 | 7,156 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $4,995,000 | 6,974 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $1,515,000 | 2,351 |
| Privately issued residential mortgage-backed securities | $1,515,000 | 575 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,510,000 | 3,921 |
| Mortgage-backed securities | $1,515,000 | 5,457 |
| Certificates of participation in pools of residential mortgages | $1,515,000 | 4,903 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $1,515,000 | 112 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $6,510,000 | 6,582 |
| Total debt securities | $6,510,000 | 7,319 |
| 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 | $3,999,000 | 8,032 |
| U.S. Government securities | $3,999,000 | 7,448 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $3,999,000 | 7,262 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,999,000 | 4,813 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $3,999,000 | 7,208 |
| Total debt securities | $3,998,000 | 7,945 |
| 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 | $4,995,000 | 7,820 |
| U.S. Government securities | $4,995,000 | 7,144 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $4,995,000 | 6,938 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,992,000 | 4,452 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $4,995,000 | 6,963 |
| Total debt securities | $4,995,000 | 7,741 |
| 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 | $6,000,000 | 7,536 |
| U.S. Government securities | $6,000,000 | 6,818 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $6,000,000 | 6,612 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,496,000 | 4,626 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $6,000,000 | 6,682 |
| Total debt securities | $6,000,000 | 7,458 |
| 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 | $9,235,000 | 6,691 |
| U.S. Government securities | $8,249,000 | 6,018 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $8,249,000 | 5,785 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $986,000 | 2,965 |
| 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 | $986,000 | 2,557 |
| 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 | $1,500,000 | 6,335 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| 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) | $9,235,000 | 1,637 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $9,235,000 | 6,589 |
| 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 | $1,681,000 | 9,353 |
| U.S. Government securities | $1,501,000 | 9,159 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $1,501,000 | 8,886 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| 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 | NA | NA |
| Equity securities | $180,000 | 5,993 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 7,478 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| 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) | $1,501,000 | 4,144 |
| Available-for-sale securities (fair market value) | $180,000 | 8,997 |
| Total debt securities | $1,501,000 | 9,303 |
| 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 | $180,000 | 10,055 |
| U.S. Government securities | $0 | 9,980 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $0 | 9,793 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| 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 | NA | NA |
| Equity securities | $180,000 | 5,887 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $180,000 | 9,260 |
| Total debt securities | $0 | 10,026 |
| 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 |