Home > Charles River Bank > Securities
Charles River Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $52,256,000 | 2,546 |
| U.S. Government securities | $52,224,000 | 1,817 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $52,224,000 | 1,566 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $32,000 | 2,313 |
| Privately issued residential mortgage-backed securities | $32,000 | 640 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,048,000 | 3,443 |
| Mortgage-backed securities | $45,518,000 | 1,345 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $42,631,000 | 927 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $32,000 | 481 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,855,000 | 875 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $52,256,000 | 2,325 |
| Total debt securities | $52,257,000 | 2,531 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $59,279,000 | 2,360 |
| U.S. Government securities | $59,247,000 | 1,668 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $59,247,000 | 1,434 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $32,000 | 2,326 |
| Privately issued residential mortgage-backed securities | $32,000 | 623 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,545,000 | 3,182 |
| Mortgage-backed securities | $43,412,000 | 1,360 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $40,492,000 | 950 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $32,000 | 479 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,888,000 | 858 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $59,279,000 | 2,132 |
| Total debt securities | $59,279,000 | 2,344 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $63,057,000 | 2,342 |
| U.S. Government securities | $63,022,000 | 1,641 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $63,022,000 | 1,402 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $35,000 | 2,346 |
| Privately issued residential mortgage-backed securities | $35,000 | 625 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,969 |
| Mortgage-backed securities | $47,010,000 | 1,334 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $43,885,000 | 925 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $35,000 | 471 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,090,000 | 833 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $63,057,000 | 2,113 |
| Total debt securities | $63,057,000 | 2,328 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $64,984,000 | 2,390 |
| U.S. Government securities | $64,948,000 | 1,689 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $64,948,000 | 1,389 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $36,000 | 2,398 |
| Privately issued residential mortgage-backed securities | $36,000 | 649 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,989 |
| Mortgage-backed securities | $48,774,000 | 1,358 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $45,438,000 | 944 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $36,000 | 483 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,300,000 | 839 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $64,984,000 | 2,153 |
| Total debt securities | $64,984,000 | 2,373 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $65,105,000 | 2,428 |
| U.S. Government securities | $65,068,000 | 1,690 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $65,068,000 | 1,379 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $37,000 | 2,434 |
| Privately issued residential mortgage-backed securities | $37,000 | 665 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,972 |
| Mortgage-backed securities | $48,908,000 | 1,361 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $45,455,000 | 954 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $37,000 | 485 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,416,000 | 828 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $65,105,000 | 2,183 |
| Total debt securities | $65,105,000 | 2,410 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $74,615,000 | 2,218 |
| U.S. Government securities | $74,577,000 | 1,577 |
| U.S. Treasury securities | $9,043,000 | 1,668 |
| U.S. Government agency obligations | $65,534,000 | 1,383 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $38,000 | 2,400 |
| Privately issued residential mortgage-backed securities | $38,000 | 659 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,998 |
| Mortgage-backed securities | $49,465,000 | 1,366 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $45,845,000 | 951 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $38,000 | 495 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,582,000 | 831 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $74,615,000 | 1,997 |
| Total debt securities | $74,615,000 | 2,201 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $80,668,000 | 2,131 |
| U.S. Government securities | $80,624,000 | 1,502 |
| U.S. Treasury securities | $9,271,000 | 1,634 |
| U.S. Government agency obligations | $71,353,000 | 1,349 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $44,000 | 2,253 |
| Privately issued residential mortgage-backed securities | $44,000 | 667 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,021 |
| Mortgage-backed securities | $54,300,000 | 1,338 |
| Certificates of participation in pools of residential mortgages | $50,282,000 | 930 |
| Issued or guaranteed by U.S. | $50,282,000 | 915 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $44,000 | 2,816 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $44,000 | 494 |
| Commercial mortgage-backed securities | $3,974,000 | 1,270 |
| Commercial mortgage pass-through securities | $3,974,000 | 783 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $80,668,000 | 1,965 |
| Total debt securities | $80,668,000 | 2,119 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $70,681,000 | 2,301 |
| U.S. Government securities | $70,632,000 | 1,596 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $70,632,000 | 1,358 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $49,000 | 2,236 |
| Privately issued residential mortgage-backed securities | $49,000 | 654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,045 |
| Mortgage-backed securities | $56,318,000 | 1,332 |
| Certificates of participation in pools of residential mortgages | $51,866,000 | 936 |
| Issued or guaranteed by U.S. | $51,866,000 | 924 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $49,000 | 2,800 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $49,000 | 474 |
| Commercial mortgage-backed securities | $4,403,000 | 1,220 |
| Commercial mortgage pass-through securities | $4,403,000 | 755 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $70,681,000 | 2,127 |
| Total debt securities | $70,681,000 | 2,291 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $64,847,000 | 2,355 |
| U.S. Government securities | $64,792,000 | 1,595 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $64,792,000 | 1,413 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $55,000 | 2,212 |
| Privately issued residential mortgage-backed securities | $55,000 | 626 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,071 |
| Mortgage-backed securities | $53,713,000 | 1,327 |
| Certificates of participation in pools of residential mortgages | $48,551,000 | 975 |
| Issued or guaranteed by U.S. | $48,551,000 | 959 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $55,000 | 2,789 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $55,000 | 431 |
| Commercial mortgage-backed securities | $5,107,000 | 1,142 |
| Commercial mortgage pass-through securities | $5,107,000 | 693 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $64,847,000 | 2,203 |
| Total debt securities | $64,847,000 | 2,342 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $54,364,000 | 2,517 |
| U.S. Government securities | $54,302,000 | 1,707 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $54,302,000 | 1,551 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $62,000 | 2,161 |
| Privately issued residential mortgage-backed securities | $62,000 | 597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,110 |
| Mortgage-backed securities | $48,156,000 | 1,390 |
| Certificates of participation in pools of residential mortgages | $42,619,000 | 1,048 |
| Issued or guaranteed by U.S. | $42,619,000 | 1,026 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $62,000 | 2,813 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $62,000 | 416 |
| Commercial mortgage-backed securities | $5,475,000 | 1,122 |
| Commercial mortgage pass-through securities | $5,475,000 | 676 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $54,364,000 | 2,359 |
| Total debt securities | $54,364,000 | 2,499 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $51,557,000 | 2,518 |
| U.S. Government securities | $51,492,000 | 1,699 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $51,492,000 | 1,556 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $65,000 | 2,161 |
| Privately issued residential mortgage-backed securities | $65,000 | 603 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,151 |
| Mortgage-backed securities | $46,567,000 | 1,373 |
| Certificates of participation in pools of residential mortgages | $40,643,000 | 1,045 |
| Issued or guaranteed by U.S. | $40,643,000 | 1,025 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $65,000 | 2,795 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $65,000 | 403 |
| Commercial mortgage-backed securities | $5,859,000 | 1,075 |
| Commercial mortgage pass-through securities | $5,859,000 | 653 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $51,557,000 | 2,374 |
| Total debt securities | $51,558,000 | 2,505 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $48,866,000 | 2,478 |
| U.S. Government securities | $48,796,000 | 1,638 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $48,796,000 | 1,531 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $70,000 | 2,151 |
| Privately issued residential mortgage-backed securities | $70,000 | 609 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,172 |
| Mortgage-backed securities | $45,897,000 | 1,338 |
| Certificates of participation in pools of residential mortgages | $39,754,000 | 996 |
| Issued or guaranteed by U.S. | $39,754,000 | 972 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $70,000 | 2,771 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $70,000 | 397 |
| Commercial mortgage-backed securities | $6,073,000 | 1,029 |
| Commercial mortgage pass-through securities | $6,073,000 | 618 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $48,866,000 | 2,330 |
| Total debt securities | $48,866,000 | 2,462 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $41,881,000 | 2,586 |
| U.S. Government securities | $41,801,000 | 1,692 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $41,801,000 | 1,607 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $80,000 | 2,085 |
| Privately issued residential mortgage-backed securities | $80,000 | 583 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,195 |
| Mortgage-backed securities | $38,728,000 | 1,406 |
| Certificates of participation in pools of residential mortgages | $32,121,000 | 1,055 |
| Issued or guaranteed by U.S. | $32,121,000 | 1,033 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $80,000 | 2,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $80,000 | 393 |
| Commercial mortgage-backed securities | $6,527,000 | 957 |
| Commercial mortgage pass-through securities | $6,527,000 | 560 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $41,881,000 | 2,412 |
| Total debt securities | $41,881,000 | 2,562 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $44,738,000 | 2,388 |
| U.S. Government securities | $44,400,000 | 1,580 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $44,400,000 | 1,502 |
| Securities issued by states & political subdivisions | $251,000 | 4,106 |
| Other domestic debt securities | $87,000 | 2,061 |
| Privately issued residential mortgage-backed securities | $87,000 | 581 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,211 |
| Mortgage-backed securities | $41,336,000 | 1,336 |
| Certificates of participation in pools of residential mortgages | $34,413,000 | 977 |
| Issued or guaranteed by U.S. | $34,413,000 | 954 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $87,000 | 2,781 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $87,000 | 381 |
| Commercial mortgage-backed securities | $6,836,000 | 921 |
| Commercial mortgage pass-through securities | $6,836,000 | 532 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $44,738,000 | 2,227 |
| Total debt securities | $44,738,000 | 2,364 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $42,664,000 | 2,403 |
| U.S. Government securities | $42,325,000 | 1,610 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $42,325,000 | 1,527 |
| Securities issued by states & political subdivisions | $251,000 | 4,120 |
| Other domestic debt securities | $88,000 | 2,002 |
| Privately issued residential mortgage-backed securities | $88,000 | 562 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,254 |
| Mortgage-backed securities | $39,215,000 | 1,363 |
| Certificates of participation in pools of residential mortgages | $31,998,000 | 987 |
| Issued or guaranteed by U.S. | $31,998,000 | 962 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $88,000 | 2,777 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $88,000 | 364 |
| Commercial mortgage-backed securities | $7,129,000 | 873 |
| Commercial mortgage pass-through securities | $7,129,000 | 511 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $42,664,000 | 2,228 |
| Total debt securities | $42,664,000 | 2,379 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $40,210,000 | 2,415 |
| U.S. Government securities | $39,876,000 | 1,695 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $39,876,000 | 1,610 |
| Securities issued by states & political subdivisions | $251,000 | 4,123 |
| Other domestic debt securities | $83,000 | 1,945 |
| Privately issued residential mortgage-backed securities | $83,000 | 582 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,281 |
| Mortgage-backed securities | $37,780,000 | 1,384 |
| Certificates of participation in pools of residential mortgages | $30,460,000 | 1,012 |
| Issued or guaranteed by U.S. | $30,460,000 | 983 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $83,000 | 2,786 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $83,000 | 371 |
| Commercial mortgage-backed securities | $7,237,000 | 863 |
| Commercial mortgage pass-through securities | $7,237,000 | 507 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $40,210,000 | 2,247 |
| Total debt securities | $40,210,000 | 2,396 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $41,315,000 | 2,406 |
| U.S. Government securities | $40,965,000 | 1,686 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $40,965,000 | 1,589 |
| Securities issued by states & political subdivisions | $251,000 | 4,146 |
| Other domestic debt securities | $99,000 | 1,908 |
| Privately issued residential mortgage-backed securities | $99,000 | 545 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $259,000 | 4,260 |
| Mortgage-backed securities | $38,298,000 | 1,345 |
| Certificates of participation in pools of residential mortgages | $30,753,000 | 989 |
| Issued or guaranteed by U.S. | $30,753,000 | 966 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $99,000 | 2,788 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $99,000 | 361 |
| Commercial mortgage-backed securities | $7,446,000 | 821 |
| Commercial mortgage pass-through securities | $7,446,000 | 489 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $41,315,000 | 2,237 |
| Total debt securities | $41,315,000 | 2,390 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $30,350,000 | 2,858 |
| U.S. Government securities | $29,989,000 | 2,079 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $29,989,000 | 1,976 |
| Securities issued by states & political subdivisions | $250,000 | 4,208 |
| Other domestic debt securities | $111,000 | 1,950 |
| Privately issued residential mortgage-backed securities | $111,000 | 582 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $259,000 | 4,330 |
| Mortgage-backed securities | $27,310,000 | 1,614 |
| Certificates of participation in pools of residential mortgages | $19,299,000 | 1,327 |
| Issued or guaranteed by U.S. | $19,299,000 | 1,292 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $111,000 | 2,796 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $111,000 | 358 |
| Commercial mortgage-backed securities | $7,900,000 | 789 |
| Commercial mortgage pass-through securities | $7,900,000 | 473 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $30,350,000 | 2,658 |
| Total debt securities | $30,350,000 | 2,841 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $26,939,000 | 3,066 |
| U.S. Government securities | $26,572,000 | 2,270 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $26,572,000 | 2,154 |
| Securities issued by states & political subdivisions | $251,000 | 4,269 |
| Other domestic debt securities | $116,000 | 1,932 |
| Privately issued residential mortgage-backed securities | $116,000 | 553 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $259,000 | 4,374 |
| Mortgage-backed securities | $23,779,000 | 1,723 |
| Certificates of participation in pools of residential mortgages | $15,522,000 | 1,534 |
| Issued or guaranteed by U.S. | $15,522,000 | 1,510 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $116,000 | 2,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $116,000 | 369 |
| Commercial mortgage-backed securities | $8,141,000 | 765 |
| Commercial mortgage pass-through securities | $8,141,000 | 474 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $26,939,000 | 2,846 |
| Total debt securities | $26,939,000 | 3,047 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $21,953,000 | 3,381 |
| U.S. Government securities | $21,581,000 | 2,585 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $21,581,000 | 2,443 |
| Securities issued by states & political subdivisions | $251,000 | 4,324 |
| Other domestic debt securities | $121,000 | 1,940 |
| Privately issued residential mortgage-backed securities | $121,000 | 563 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $253,000 | 4,425 |
| Mortgage-backed securities | $18,843,000 | 1,973 |
| Certificates of participation in pools of residential mortgages | $10,526,000 | 1,935 |
| Issued or guaranteed by U.S. | $10,526,000 | 1,891 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $121,000 | 2,817 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $121,000 | 380 |
| Commercial mortgage-backed securities | $8,196,000 | 713 |
| Commercial mortgage pass-through securities | $8,196,000 | 460 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $21,953,000 | 3,138 |
| Total debt securities | $21,953,000 | 3,361 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $22,453,000 | 3,395 |
| U.S. Government securities | $22,079,000 | 2,566 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $22,079,000 | 2,425 |
| Securities issued by states & political subdivisions | $250,000 | 4,377 |
| Other domestic debt securities | $124,000 | 1,928 |
| Privately issued residential mortgage-backed securities | $124,000 | 526 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,567 |
| Mortgage-backed securities | $19,184,000 | 1,953 |
| Certificates of participation in pools of residential mortgages | $10,628,000 | 1,937 |
| Issued or guaranteed by U.S. | $10,628,000 | 1,911 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $124,000 | 2,825 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $124,000 | 376 |
| Commercial mortgage-backed securities | $8,432,000 | 681 |
| Commercial mortgage pass-through securities | $8,432,000 | 432 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $22,453,000 | 3,145 |
| Total debt securities | $22,453,000 | 3,374 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $22,826,000 | 3,403 |
| U.S. Government securities | $22,437,000 | 2,555 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $22,437,000 | 2,422 |
| Securities issued by states & political subdivisions | $250,000 | 4,425 |
| Other domestic debt securities | $139,000 | 1,905 |
| Privately issued residential mortgage-backed securities | $139,000 | 472 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $248,000 | 4,532 |
| Mortgage-backed securities | $19,626,000 | 1,923 |
| Certificates of participation in pools of residential mortgages | $10,777,000 | 1,953 |
| Issued or guaranteed by U.S. | $10,777,000 | 1,939 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $139,000 | 2,825 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $139,000 | 378 |
| Commercial mortgage-backed securities | $8,710,000 | 667 |
| Commercial mortgage pass-through securities | $8,710,000 | 422 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $22,826,000 | 3,145 |
| Total debt securities | $22,826,000 | 3,379 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $23,776,000 | 3,386 |
| U.S. Government securities | $23,381,000 | 2,496 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $23,381,000 | 2,370 |
| Securities issued by states & political subdivisions | $250,000 | 4,487 |
| Other domestic debt securities | $145,000 | 2,095 |
| Privately issued residential mortgage-backed securities | $145,000 | 733 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,000 | 4,583 |
| Mortgage-backed securities | $20,478,000 | 1,914 |
| Certificates of participation in pools of residential mortgages | $11,227,000 | 1,961 |
| Issued or guaranteed by U.S. | $11,227,000 | 1,880 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $145,000 | 2,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $145,000 | 388 |
| Commercial mortgage-backed securities | $9,106,000 | 637 |
| Commercial mortgage pass-through securities | $9,106,000 | 399 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $23,776,000 | 3,122 |
| Total debt securities | $23,776,000 | 3,362 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $24,607,000 | 3,377 |
| U.S. Government securities | $24,208,000 | 2,519 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $24,208,000 | 2,403 |
| Securities issued by states & political subdivisions | $251,000 | 4,530 |
| Other domestic debt securities | $148,000 | 1,920 |
| Privately issued residential mortgage-backed securities | $148,000 | 435 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,000 | 4,654 |
| Mortgage-backed securities | $11,829,000 | 2,507 |
| Certificates of participation in pools of residential mortgages | $11,681,000 | 1,952 |
| Issued or guaranteed by U.S. | $11,681,000 | 1,950 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $148,000 | 2,841 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $148,000 | 402 |
| 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) | $24,607,000 | 3,110 |
| Total debt securities | $24,607,000 | 3,353 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $27,776,000 | 3,243 |
| U.S. Government securities | $13,047,000 | 3,382 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $13,047,000 | 3,242 |
| Securities issued by states & political subdivisions | $251,000 | 4,598 |
| Other domestic debt securities | $14,478,000 | 470 |
| Privately issued residential mortgage-backed securities | $14,478,000 | 101 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $255,000 | 4,728 |
| Mortgage-backed securities | $14,478,000 | 2,317 |
| Certificates of participation in pools of residential mortgages | $14,325,000 | 1,757 |
| Issued or guaranteed by U.S. | $0 | 4,511 |
| Privately issued | $14,325,000 | 10 |
| Collaterized mortgage obligations | $153,000 | 2,846 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $153,000 | 406 |
| 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) | $27,776,000 | 3,000 |
| Total debt securities | $27,776,000 | 3,220 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $29,051,000 | 3,199 |
| U.S. Government securities | $28,640,000 | 2,320 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $28,640,000 | 2,222 |
| Securities issued by states & political subdivisions | $250,000 | 4,643 |
| Other domestic debt securities | $161,000 | 1,935 |
| Privately issued residential mortgage-backed securities | $161,000 | 436 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $256,000 | 4,786 |
| Mortgage-backed securities | $14,146,000 | 2,376 |
| Certificates of participation in pools of residential mortgages | $13,985,000 | 1,830 |
| Issued or guaranteed by U.S. | $13,985,000 | 1,829 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $161,000 | 2,860 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $161,000 | 406 |
| 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) | $29,051,000 | 2,946 |
| Total debt securities | $29,051,000 | 3,176 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $30,727,000 | 3,170 |
| U.S. Government securities | $29,811,000 | 2,308 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $29,811,000 | 2,208 |
| Securities issued by states & political subdivisions | $752,000 | 4,458 |
| Other domestic debt securities | $164,000 | 1,978 |
| Privately issued residential mortgage-backed securities | $164,000 | 452 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $256,000 | 4,832 |
| Mortgage-backed securities | $14,773,000 | 2,344 |
| Certificates of participation in pools of residential mortgages | $14,609,000 | 1,818 |
| Issued or guaranteed by U.S. | $14,609,000 | 1,817 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $164,000 | 2,889 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $164,000 | 421 |
| 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) | $30,727,000 | 2,916 |
| Total debt securities | $30,726,000 | 3,150 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $31,563,000 | 3,135 |
| U.S. Government securities | $30,646,000 | 2,278 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $30,646,000 | 2,177 |
| Securities issued by states & political subdivisions | $752,000 | 4,514 |
| Other domestic debt securities | $165,000 | 2,033 |
| Privately issued residential mortgage-backed securities | $165,000 | 481 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $254,000 | 4,888 |
| Mortgage-backed securities | $15,322,000 | 2,338 |
| Certificates of participation in pools of residential mortgages | $15,157,000 | 1,814 |
| Issued or guaranteed by U.S. | $15,157,000 | 1,814 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $165,000 | 2,929 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $165,000 | 452 |
| 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) | $31,563,000 | 2,891 |
| Total debt securities | $31,563,000 | 3,115 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $35,386,000 | 2,950 |
| U.S. Government securities | $34,453,000 | 2,097 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $34,453,000 | 1,992 |
| Securities issued by states & political subdivisions | $752,000 | 4,562 |
| Other domestic debt securities | $181,000 | 2,048 |
| Privately issued residential mortgage-backed securities | $181,000 | 494 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $256,000 | 4,938 |
| Mortgage-backed securities | $18,744,000 | 2,096 |
| Certificates of participation in pools of residential mortgages | $18,563,000 | 1,621 |
| Issued or guaranteed by U.S. | $18,563,000 | 1,620 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $181,000 | 2,932 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $181,000 | 462 |
| 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) | $35,386,000 | 2,700 |
| Total debt securities | $35,386,000 | 2,931 |
| 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 | $40,593,000 | 2,722 |
| U.S. Government securities | $39,238,000 | 1,899 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $39,238,000 | 1,816 |
| Securities issued by states & political subdivisions | $752,000 | 4,585 |
| Other domestic debt securities | $603,000 | 1,756 |
| Privately issued residential mortgage-backed securities | $203,000 | 489 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $400,000 | 1,584 |
| 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 | $259,000 | 5,013 |
| Mortgage-backed securities | $20,797,000 | 1,983 |
| Certificates of participation in pools of residential mortgages | $20,594,000 | 1,530 |
| Issued or guaranteed by U.S. | $20,594,000 | 1,530 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $203,000 | 2,949 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $203,000 | 461 |
| 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) | $40,593,000 | 2,494 |
| Total debt securities | $40,593,000 | 2,701 |
| 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 | $44,851,000 | 2,604 |
| U.S. Government securities | $43,492,000 | 1,803 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $43,492,000 | 1,721 |
| Securities issued by states & political subdivisions | $754,000 | 4,618 |
| Other domestic debt securities | $605,000 | 1,787 |
| Privately issued residential mortgage-backed securities | $224,000 | 503 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $381,000 | 1,605 |
| 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 | $3,005,000 | 4,276 |
| Mortgage-backed securities | $22,636,000 | 1,919 |
| Certificates of participation in pools of residential mortgages | $22,412,000 | 1,456 |
| Issued or guaranteed by U.S. | $22,412,000 | 1,452 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $224,000 | 2,966 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $224,000 | 471 |
| 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) | $44,851,000 | 2,370 |
| Total debt securities | $44,851,000 | 2,583 |
| 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 | $47,826,000 | 2,534 |
| U.S. Government securities | $46,404,000 | 1,765 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $46,404,000 | 1,689 |
| Securities issued by states & political subdivisions | $756,000 | 4,661 |
| Other domestic debt securities | $595,000 | 1,819 |
| Privately issued residential mortgage-backed securities | $244,000 | 497 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $351,000 | 1,623 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $71,000 | 854 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,751,000 | 4,138 |
| Mortgage-backed securities | $23,816,000 | 1,886 |
| Certificates of participation in pools of residential mortgages | $23,572,000 | 1,405 |
| Issued or guaranteed by U.S. | $23,572,000 | 1,404 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $244,000 | 2,979 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $244,000 | 471 |
| 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) | $47,826,000 | 2,298 |
| Total debt securities | $47,755,000 | 2,516 |
| 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 | $48,384,000 | 2,517 |
| U.S. Government securities | $46,893,000 | 1,772 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $46,893,000 | 1,692 |
| Securities issued by states & political subdivisions | $758,000 | 4,694 |
| Other domestic debt securities | $660,000 | 1,778 |
| Privately issued residential mortgage-backed securities | $266,000 | 492 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $394,000 | 1,603 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $73,000 | 852 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,705,000 | 4,190 |
| Mortgage-backed securities | $24,417,000 | 1,850 |
| Certificates of participation in pools of residential mortgages | $24,151,000 | 1,377 |
| Issued or guaranteed by U.S. | $24,151,000 | 1,376 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $266,000 | 2,993 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $266,000 | 468 |
| 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) | $48,384,000 | 2,289 |
| Total debt securities | $48,311,000 | 2,498 |
| 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 | $53,739,000 | 2,366 |
| U.S. Government securities | $52,232,000 | 1,639 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $52,232,000 | 1,573 |
| Securities issued by states & political subdivisions | $760,000 | 4,739 |
| Other domestic debt securities | $676,000 | 1,788 |
| Privately issued residential mortgage-backed securities | $287,000 | 496 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $389,000 | 1,616 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $71,000 | 874 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,739,000 | 4,235 |
| Mortgage-backed securities | $28,474,000 | 1,685 |
| Certificates of participation in pools of residential mortgages | $28,187,000 | 1,217 |
| Issued or guaranteed by U.S. | $28,187,000 | 1,216 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $287,000 | 3,030 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $287,000 | 470 |
| 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) | $53,739,000 | 2,146 |
| Total debt securities | $53,668,000 | 2,343 |
| 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 | $61,328,000 | 2,183 |
| U.S. Government securities | $59,773,000 | 1,510 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $59,773,000 | 1,447 |
| Securities issued by states & political subdivisions | $761,000 | 4,769 |
| Other domestic debt securities | $723,000 | 1,776 |
| Privately issued residential mortgage-backed securities | $306,000 | 506 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $417,000 | 1,616 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $71,000 | 888 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,633,000 | 3,536 |
| Mortgage-backed securities | $29,468,000 | 1,698 |
| Certificates of participation in pools of residential mortgages | $29,162,000 | 1,238 |
| Issued or guaranteed by U.S. | $29,162,000 | 1,237 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $306,000 | 3,066 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $306,000 | 480 |
| 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) | $61,328,000 | 1,977 |
| Total debt securities | $61,257,000 | 2,160 |
| 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 | $59,949,000 | 2,247 |
| U.S. Government securities | $55,233,000 | 1,663 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $55,233,000 | 1,585 |
| Securities issued by states & political subdivisions | $3,886,000 | 3,844 |
| Other domestic debt securities | $758,000 | 1,809 |
| Privately issued residential mortgage-backed securities | $345,000 | 536 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $413,000 | 1,652 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $72,000 | 894 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,855,000 | 3,377 |
| Mortgage-backed securities | $24,179,000 | 1,963 |
| Certificates of participation in pools of residential mortgages | $23,834,000 | 1,460 |
| Issued or guaranteed by U.S. | $23,834,000 | 1,460 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $345,000 | 3,077 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $345,000 | 507 |
| 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) | $59,949,000 | 2,025 |
| Total debt securities | $59,877,000 | 2,226 |
| 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 | $53,877,000 | 2,446 |
| U.S. Government securities | $48,737,000 | 1,858 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $48,737,000 | 1,785 |
| Securities issued by states & political subdivisions | $4,293,000 | 3,803 |
| Other domestic debt securities | $776,000 | 1,811 |
| Privately issued residential mortgage-backed securities | $366,000 | 524 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $410,000 | 1,676 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $71,000 | 907 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,749,000 | 3,416 |
| Mortgage-backed securities | $19,737,000 | 2,258 |
| Certificates of participation in pools of residential mortgages | $19,371,000 | 1,718 |
| Issued or guaranteed by U.S. | $19,371,000 | 1,714 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $366,000 | 3,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $366,000 | 494 |
| 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) | $53,877,000 | 2,218 |
| Total debt securities | $53,806,000 | 2,429 |
| 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 | $58,083,000 | 2,361 |
| U.S. Government securities | $52,360,000 | 1,790 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $52,360,000 | 1,722 |
| Securities issued by states & political subdivisions | $4,830,000 | 3,732 |
| Other domestic debt securities | $822,000 | 1,850 |
| Privately issued residential mortgage-backed securities | $396,000 | 544 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $426,000 | 1,708 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $71,000 | 940 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,891,000 | 4,962 |
| Mortgage-backed securities | $22,853,000 | 2,137 |
| Certificates of participation in pools of residential mortgages | $22,457,000 | 1,591 |
| Issued or guaranteed by U.S. | $22,457,000 | 1,591 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $396,000 | 3,148 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $396,000 | 519 |
| 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) | $58,083,000 | 2,131 |
| Total debt securities | $58,012,000 | 2,344 |
| 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 | $59,464,000 | 2,331 |
| U.S. Government securities | $53,682,000 | 1,761 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $53,682,000 | 1,699 |
| Securities issued by states & political subdivisions | $4,848,000 | 3,758 |
| Other domestic debt securities | $862,000 | 1,881 |
| Privately issued residential mortgage-backed securities | $445,000 | 536 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $417,000 | 1,761 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $72,000 | 967 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,122,000 | 4,417 |
| Mortgage-backed securities | $21,672,000 | 2,236 |
| Certificates of participation in pools of residential mortgages | $21,227,000 | 1,695 |
| Issued or guaranteed by U.S. | $21,227,000 | 1,695 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $445,000 | 3,156 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $445,000 | 513 |
| 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) | $59,464,000 | 2,106 |
| Total debt securities | $59,392,000 | 2,312 |
| 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 | $62,346,000 | 2,263 |
| U.S. Government securities | $56,584,000 | 1,690 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $56,584,000 | 1,633 |
| Securities issued by states & political subdivisions | $4,834,000 | 3,792 |
| Other domestic debt securities | $857,000 | 1,937 |
| Privately issued residential mortgage-backed securities | $466,000 | 553 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $391,000 | 1,821 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $71,000 | 981 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,350,000 | 3,943 |
| Mortgage-backed securities | $22,167,000 | 2,202 |
| Certificates of participation in pools of residential mortgages | $21,701,000 | 1,683 |
| Issued or guaranteed by U.S. | $21,701,000 | 1,683 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $466,000 | 3,165 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $466,000 | 529 |
| 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) | $62,346,000 | 2,039 |
| Total debt securities | $62,274,000 | 2,246 |
| 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 | $64,284,000 | 2,198 |
| U.S. Government securities | $58,535,000 | 1,632 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $58,535,000 | 1,574 |
| Securities issued by states & political subdivisions | $4,836,000 | 3,802 |
| Other domestic debt securities | $848,000 | 1,989 |
| Privately issued residential mortgage-backed securities | $478,000 | 583 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $370,000 | 1,865 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $65,000 | 999 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,640,000 | 3,486 |
| Mortgage-backed securities | $20,704,000 | 2,295 |
| Certificates of participation in pools of residential mortgages | $20,226,000 | 1,749 |
| Issued or guaranteed by U.S. | $20,226,000 | 1,748 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $478,000 | 3,153 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $478,000 | 554 |
| 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) | $64,284,000 | 1,981 |
| Total debt securities | $64,220,000 | 2,176 |
| 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 | $66,135,000 | 2,172 |
| U.S. Government securities | $60,333,000 | 1,600 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $60,333,000 | 1,546 |
| Securities issued by states & political subdivisions | $4,861,000 | 3,808 |
| Other domestic debt securities | $874,000 | 2,038 |
| Privately issued residential mortgage-backed securities | $503,000 | 608 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $371,000 | 1,903 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $67,000 | 994 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,727,000 | 3,490 |
| Mortgage-backed securities | $20,698,000 | 2,317 |
| Certificates of participation in pools of residential mortgages | $20,195,000 | 1,772 |
| Issued or guaranteed by U.S. | $20,195,000 | 1,769 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $503,000 | 3,177 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $503,000 | 581 |
| 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) | $66,135,000 | 1,958 |
| Total debt securities | $66,066,000 | 2,146 |
| 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 | $65,785,000 | 2,170 |
| U.S. Government securities | $59,894,000 | 1,615 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $59,894,000 | 1,564 |
| Securities issued by states & political subdivisions | $4,884,000 | 3,798 |
| Other domestic debt securities | $937,000 | 2,065 |
| Privately issued residential mortgage-backed securities | $557,000 | 612 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $380,000 | 1,941 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $70,000 | 998 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,997,000 | 3,119 |
| Mortgage-backed securities | $15,152,000 | 2,714 |
| Certificates of participation in pools of residential mortgages | $14,595,000 | 2,174 |
| Issued or guaranteed by U.S. | $14,595,000 | 2,171 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $557,000 | 3,164 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $557,000 | 587 |
| 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) | $65,785,000 | 1,962 |
| Total debt securities | $65,713,000 | 2,147 |
| 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 | $66,054,000 | 2,165 |
| U.S. Government securities | $60,017,000 | 1,641 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $60,017,000 | 1,587 |
| Securities issued by states & political subdivisions | $4,967,000 | 3,780 |
| Other domestic debt securities | $999,000 | 2,011 |
| Privately issued residential mortgage-backed securities | $599,000 | 632 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $400,000 | 1,904 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $71,000 | 1,014 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,229,000 | 3,121 |
| Mortgage-backed securities | $15,883,000 | 2,684 |
| Certificates of participation in pools of residential mortgages | $15,284,000 | 2,147 |
| Issued or guaranteed by U.S. | $15,284,000 | 2,147 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $599,000 | 3,187 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $599,000 | 609 |
| 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) | $36,000 | 2,484 |
| Available-for-sale securities (fair market value) | $66,018,000 | 1,986 |
| Total debt securities | $65,983,000 | 2,151 |
| 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 | $68,688,000 | 2,069 |
| U.S. Government securities | $62,584,000 | 1,559 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $62,584,000 | 1,511 |
| Securities issued by states & political subdivisions | $4,983,000 | 3,765 |
| Other domestic debt securities | $1,050,000 | 1,927 |
| Privately issued residential mortgage-backed securities | $665,000 | 644 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $385,000 | 1,883 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $71,000 | 995 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,334,000 | 3,094 |
| Mortgage-backed securities | $17,470,000 | 2,575 |
| Certificates of participation in pools of residential mortgages | $16,805,000 | 2,006 |
| Issued or guaranteed by U.S. | $16,805,000 | 2,004 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $665,000 | 3,195 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $665,000 | 624 |
| 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) | $41,000 | 2,510 |
| Available-for-sale securities (fair market value) | $68,647,000 | 1,886 |
| Total debt securities | $68,618,000 | 2,046 |
| 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 | $63,740,000 | 2,215 |
| U.S. Government securities | $57,144,000 | 1,711 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $57,144,000 | 1,669 |
| Securities issued by states & political subdivisions | $5,028,000 | 3,744 |
| Other domestic debt securities | $1,477,000 | 1,799 |
| Privately issued residential mortgage-backed securities | $1,129,000 | 586 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $348,000 | 1,964 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $91,000 | 971 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,425,000 | 3,108 |
| Mortgage-backed securities | $20,256,000 | 2,499 |
| Certificates of participation in pools of residential mortgages | $19,127,000 | 1,914 |
| Issued or guaranteed by U.S. | $19,127,000 | 1,913 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,129,000 | 3,057 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $1,129,000 | 563 |
| 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) | $42,000 | 2,572 |
| Available-for-sale securities (fair market value) | $63,698,000 | 2,029 |
| Total debt securities | $63,648,000 | 2,194 |
| 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 | $64,463,000 | 2,179 |
| U.S. Government securities | $57,593,000 | 1,728 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $57,593,000 | 1,683 |
| Securities issued by states & political subdivisions | $5,041,000 | 3,685 |
| Other domestic debt securities | $1,728,000 | 1,723 |
| Privately issued residential mortgage-backed securities | $1,139,000 | 639 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $589,000 | 1,758 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $101,000 | 971 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,425,000 | 3,145 |
| Mortgage-backed securities | $21,539,000 | 2,423 |
| Certificates of participation in pools of residential mortgages | $20,400,000 | 1,857 |
| Issued or guaranteed by U.S. | $20,400,000 | 1,856 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,139,000 | 3,068 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $1,139,000 | 617 |
| 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) | $44,000 | 2,593 |
| Available-for-sale securities (fair market value) | $64,419,000 | 1,990 |
| Total debt securities | $64,362,000 | 2,160 |
| 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 | $62,250,000 | 2,255 |
| U.S. Government securities | $55,251,000 | 1,807 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $55,251,000 | 1,766 |
| Securities issued by states & political subdivisions | $5,028,000 | 3,623 |
| Other domestic debt securities | $1,871,000 | 1,665 |
| Privately issued residential mortgage-backed securities | $1,237,000 | 654 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $634,000 | 1,725 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $100,000 | 947 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,417,000 | 3,160 |
| Mortgage-backed securities | $19,405,000 | 2,595 |
| Certificates of participation in pools of residential mortgages | $18,168,000 | 2,011 |
| Issued or guaranteed by U.S. | $18,168,000 | 2,008 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,237,000 | 3,060 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $1,237,000 | 634 |
| 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) | $48,000 | 2,646 |
| Available-for-sale securities (fair market value) | $62,202,000 | 2,059 |
| Total debt securities | $62,149,000 | 2,239 |
| 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 | $55,170,000 | 2,427 |
| U.S. Government securities | $48,139,000 | 1,953 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $48,139,000 | 1,903 |
| Securities issued by states & political subdivisions | $5,079,000 | 3,575 |
| Other domestic debt securities | $1,862,000 | 1,651 |
| Privately issued residential mortgage-backed securities | $1,255,000 | 715 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $607,000 | 1,648 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $90,000 | 962 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,427,000 | 3,021 |
| Mortgage-backed securities | $18,048,000 | 2,630 |
| Certificates of participation in pools of residential mortgages | $16,793,000 | 2,035 |
| Issued or guaranteed by U.S. | $16,793,000 | 2,033 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,255,000 | 3,025 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $1,255,000 | 682 |
| 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) | $49,000 | 2,753 |
| Available-for-sale securities (fair market value) | $55,121,000 | 2,199 |
| Total debt securities | $55,080,000 | 2,409 |
| 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 | $52,057,000 | 2,462 |
| U.S. Government securities | $44,930,000 | 1,994 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $44,930,000 | 1,942 |
| Securities issued by states & political subdivisions | $5,036,000 | 3,528 |
| Other domestic debt securities | $1,966,000 | 1,621 |
| Privately issued residential mortgage-backed securities | $1,362,000 | 732 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $604,000 | 1,611 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $125,000 | 964 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,497,000 | 2,970 |
| Mortgage-backed securities | $17,717,000 | 2,602 |
| Certificates of participation in pools of residential mortgages | $16,355,000 | 2,000 |
| Issued or guaranteed by U.S. | $16,355,000 | 1,995 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,362,000 | 2,982 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $1,362,000 | 694 |
| 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) | $53,000 | 2,781 |
| Available-for-sale securities (fair market value) | $52,004,000 | 2,234 |
| Total debt securities | $51,932,000 | 2,442 |
| 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 | $52,245,000 | 2,460 |
| U.S. Government securities | $45,016,000 | 2,007 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $45,016,000 | 1,946 |
| Securities issued by states & political subdivisions | $4,922,000 | 3,521 |
| Other domestic debt securities | $2,149,000 | 1,496 |
| Privately issued residential mortgage-backed securities | $1,500,000 | 728 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $649,000 | 1,512 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $158,000 | 940 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,301,000 | 3,012 |
| Mortgage-backed securities | $17,048,000 | 2,594 |
| Certificates of participation in pools of residential mortgages | $15,548,000 | 2,008 |
| Issued or guaranteed by U.S. | $15,548,000 | 2,005 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,500,000 | 2,902 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $1,500,000 | 692 |
| 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) | $55,000 | 2,826 |
| Available-for-sale securities (fair market value) | $52,190,000 | 2,233 |
| Total debt securities | $52,087,000 | 2,444 |
| 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 | $46,350,000 | 2,676 |
| U.S. Government securities | $38,991,000 | 2,262 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $38,991,000 | 2,194 |
| Securities issued by states & political subdivisions | $4,888,000 | 3,503 |
| Other domestic debt securities | $2,377,000 | 1,467 |
| Privately issued residential mortgage-backed securities | $1,667,000 | 736 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $710,000 | 1,539 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $94,000 | 1,033 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,043 |
| Mortgage-backed securities | $14,029,000 | 2,780 |
| Certificates of participation in pools of residential mortgages | $12,362,000 | 2,270 |
| Issued or guaranteed by U.S. | $12,362,000 | 2,265 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,667,000 | 2,787 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $1,667,000 | 702 |
| 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) | $57,000 | 2,842 |
| Available-for-sale securities (fair market value) | $46,293,000 | 2,422 |
| Total debt securities | $46,256,000 | 2,653 |
| 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 | $45,067,000 | 2,630 |
| U.S. Government securities | $37,418,000 | 2,227 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $37,418,000 | 2,154 |
| Securities issued by states & political subdivisions | $5,181,000 | 3,404 |
| Other domestic debt securities | $2,391,000 | 1,573 |
| Privately issued residential mortgage-backed securities | $1,764,000 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $627,000 | 1,573 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $77,000 | 1,047 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,121 |
| Mortgage-backed securities | $13,261,000 | 2,759 |
| Certificates of participation in pools of residential mortgages | $11,497,000 | 2,275 |
| Issued or guaranteed by U.S. | $11,497,000 | 2,269 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,764,000 | 2,710 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $1,764,000 | 724 |
| 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) | $59,000 | 2,875 |
| Available-for-sale securities (fair market value) | $45,008,000 | 2,363 |
| Total debt securities | $44,990,000 | 2,605 |
| 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 | $48,582,000 | 2,429 |
| U.S. Government securities | $40,112,000 | 2,073 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $40,112,000 | 2,003 |
| Securities issued by states & political subdivisions | $5,393,000 | 3,269 |
| Other domestic debt securities | $3,002,000 | 1,448 |
| Privately issued residential mortgage-backed securities | $1,858,000 | 811 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $1,144,000 | 1,290 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $75,000 | 1,086 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,199 |
| Mortgage-backed securities | $15,098,000 | 2,586 |
| Certificates of participation in pools of residential mortgages | $13,240,000 | 2,034 |
| Issued or guaranteed by U.S. | $13,240,000 | 2,028 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,858,000 | 2,648 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $1,858,000 | 770 |
| 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) | $61,000 | 2,940 |
| Available-for-sale securities (fair market value) | $48,521,000 | 2,195 |
| Total debt securities | $48,508,000 | 2,400 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $54,027,000 | 2,227 |
| U.S. Government securities | $45,068,000 | 1,931 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $45,068,000 | 1,863 |
| Securities issued by states & political subdivisions | $5,248,000 | 3,207 |
| Other domestic debt securities | $3,446,000 | 1,379 |
| Privately issued residential mortgage-backed securities | $1,892,000 | 837 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $1,554,000 | 1,108 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $265,000 | 950 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,254 |
| Mortgage-backed securities | $20,867,000 | 2,136 |
| Certificates of participation in pools of residential mortgages | $18,975,000 | 1,610 |
| Issued or guaranteed by U.S. | $18,975,000 | 1,603 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,892,000 | 2,554 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $1,892,000 | 803 |
| 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) | $67,000 | 3,006 |
| Available-for-sale securities (fair market value) | $53,960,000 | 1,994 |
| Total debt securities | $53,762,000 | 2,216 |
| 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 | $57,859,000 | 2,121 |
| U.S. Government securities | $48,256,000 | 1,848 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $48,256,000 | 1,789 |
| Securities issued by states & political subdivisions | $5,302,000 | 3,171 |
| Other domestic debt securities | $3,517,000 | 1,405 |
| Privately issued residential mortgage-backed securities | $1,921,000 | 874 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $1,596,000 | 1,116 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $784,000 | 728 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,343 |
| Mortgage-backed securities | $24,522,000 | 1,981 |
| Certificates of participation in pools of residential mortgages | $22,601,000 | 1,479 |
| Issued or guaranteed by U.S. | $22,601,000 | 1,475 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,921,000 | 2,508 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $1,921,000 | 837 |
| 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) | $72,000 | 3,052 |
| Available-for-sale securities (fair market value) | $57,787,000 | 1,896 |
| Total debt securities | $57,074,000 | 2,119 |
| 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 | $59,711,000 | 2,068 |
| U.S. Government securities | $50,317,000 | 1,740 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $50,317,000 | 1,690 |
| Securities issued by states & political subdivisions | $5,203,000 | 3,199 |
| Other domestic debt securities | $3,478,000 | 1,445 |
| Privately issued residential mortgage-backed securities | $1,971,000 | 891 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $1,507,000 | 1,179 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $713,000 | 756 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,398 |
| Mortgage-backed securities | $26,200,000 | 1,921 |
| Certificates of participation in pools of residential mortgages | $24,229,000 | 1,454 |
| Issued or guaranteed by U.S. | $24,229,000 | 1,446 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,971,000 | 2,501 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $1,971,000 | 854 |
| 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) | $75,000 | 3,102 |
| Available-for-sale securities (fair market value) | $59,636,000 | 1,836 |
| Total debt securities | $58,998,000 | 2,056 |
| 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 | $65,594,000 | 1,886 |
| U.S. Government securities | $54,856,000 | 1,589 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $54,856,000 | 1,543 |
| Securities issued by states & political subdivisions | $5,235,000 | 3,174 |
| Other domestic debt securities | $3,661,000 | 1,487 |
| Privately issued residential mortgage-backed securities | $2,166,000 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $1,495,000 | 1,280 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $1,842,000 | 573 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,412 |
| Mortgage-backed securities | $34,891,000 | 1,607 |
| Certificates of participation in pools of residential mortgages | $32,725,000 | 1,169 |
| Issued or guaranteed by U.S. | $32,725,000 | 1,161 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,166,000 | 2,421 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $2,166,000 | 890 |
| 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) | $77,000 | 3,182 |
| Available-for-sale securities (fair market value) | $65,517,000 | 1,667 |
| Total debt securities | $63,753,000 | 1,912 |
| 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 | $64,419,000 | 1,897 |
| U.S. Government securities | $53,285,000 | 1,585 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $53,285,000 | 1,543 |
| Securities issued by states & political subdivisions | $5,316,000 | 3,114 |
| Other domestic debt securities | $4,279,000 | 1,432 |
| Privately issued residential mortgage-backed securities | $2,125,000 | 952 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $2,154,000 | 1,089 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $1,539,000 | 666 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $34,909,000 | 1,619 |
| Certificates of participation in pools of residential mortgages | $32,784,000 | 1,196 |
| Issued or guaranteed by U.S. | $32,784,000 | 1,185 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,125,000 | 2,442 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $2,125,000 | 914 |
| 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) | $78,000 | 3,225 |
| Available-for-sale securities (fair market value) | $64,341,000 | 1,659 |
| Total debt securities | $62,879,000 | 1,917 |
| 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 | $56,212,000 | 2,091 |
| U.S. Government securities | $46,124,000 | 1,817 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $46,124,000 | 1,774 |
| Securities issued by states & political subdivisions | $5,400,000 | 3,042 |
| Other domestic debt securities | $3,700,000 | 1,441 |
| Privately issued residential mortgage-backed securities | $1,879,000 | 1,021 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,821,000 | 1,206 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $988,000 | 774 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $41,329,000 | 1,423 |
| Certificates of participation in pools of residential mortgages | $39,450,000 | 1,057 |
| Issued or guaranteed by U.S. | $39,450,000 | 1,044 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,879,000 | 2,538 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $1,879,000 | 982 |
| 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) | $80,000 | 3,265 |
| Available-for-sale securities (fair market value) | $56,132,000 | 1,842 |
| Total debt securities | $55,223,000 | 2,109 |
| 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 | $46,641,000 | 2,462 |
| U.S. Government securities | $35,846,000 | 2,277 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $35,846,000 | 2,239 |
| Securities issued by states & political subdivisions | $5,267,000 | 3,048 |
| Other domestic debt securities | $3,291,000 | 1,481 |
| Privately issued residential mortgage-backed securities | $1,914,000 | 972 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,377,000 | 1,344 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $2,237,000 | 525 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $36,288,000 | 1,518 |
| Certificates of participation in pools of residential mortgages | $34,374,000 | 1,147 |
| Issued or guaranteed by U.S. | $34,374,000 | 1,138 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,914,000 | 2,464 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $1,914,000 | 934 |
| 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) | $84,000 | 3,282 |
| Available-for-sale securities (fair market value) | $46,557,000 | 2,180 |
| Total debt securities | $44,405,000 | 2,522 |
| 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 | $39,393,000 | 2,771 |
| U.S. Government securities | $27,231,000 | 2,798 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $27,231,000 | 2,744 |
| Securities issued by states & political subdivisions | $5,171,000 | 3,039 |
| Other domestic debt securities | $6,986,000 | 1,002 |
| Privately issued residential mortgage-backed securities | $2,908,000 | 845 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,078,000 | 723 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $5,000 | 1,789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $28,631,000 | 1,750 |
| Certificates of participation in pools of residential mortgages | $26,189,000 | 1,356 |
| Issued or guaranteed by U.S. | $25,723,000 | 1,370 |
| Privately issued | $466,000 | 134 |
| Collaterized mortgage obligations | $2,442,000 | 2,221 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $2,442,000 | 862 |
| 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) | $96,000 | 3,280 |
| Available-for-sale securities (fair market value) | $39,297,000 | 2,443 |
| Total debt securities | $39,390,000 | 2,737 |
| 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 | $41,178,000 | 2,710 |
| U.S. Government securities | $26,323,000 | 2,903 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $26,323,000 | 2,854 |
| Securities issued by states & political subdivisions | $5,392,000 | 3,005 |
| Other domestic debt securities | $9,419,000 | 887 |
| Privately issued residential mortgage-backed securities | $3,347,000 | 814 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,072,000 | 622 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $44,000 | 1,771 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $27,151,000 | 1,804 |
| Certificates of participation in pools of residential mortgages | $24,308,000 | 1,447 |
| Issued or guaranteed by U.S. | $23,804,000 | 1,462 |
| Privately issued | $504,000 | 139 |
| Collaterized mortgage obligations | $2,843,000 | 2,121 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $2,843,000 | 812 |
| 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) | $102,000 | 3,265 |
| Available-for-sale securities (fair market value) | $41,076,000 | 2,402 |
| Total debt securities | $41,134,000 | 2,676 |
| 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 | $34,555,000 | 3,099 |
| U.S. Government securities | $18,724,000 | 3,677 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $18,724,000 | 3,611 |
| Securities issued by states & political subdivisions | $5,511,000 | 2,984 |
| Other domestic debt securities | $10,045,000 | 838 |
| Privately issued residential mortgage-backed securities | $2,125,000 | 893 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,920,000 | 515 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $275,000 | 1,473 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $19,332,000 | 2,218 |
| Certificates of participation in pools of residential mortgages | $17,207,000 | 1,810 |
| Issued or guaranteed by U.S. | $17,207,000 | 1,801 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,125,000 | 2,291 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $2,125,000 | 852 |
| 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) | $104,000 | 3,311 |
| Available-for-sale securities (fair market value) | $34,451,000 | 2,773 |
| Total debt securities | $34,280,000 | 3,071 |
| 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 | $30,958,000 | 3,379 |
| U.S. Government securities | $15,268,000 | 4,236 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $15,268,000 | 4,147 |
| Securities issued by states & political subdivisions | $5,459,000 | 2,987 |
| Other domestic debt securities | $9,932,000 | 794 |
| Privately issued residential mortgage-backed securities | $2,131,000 | 822 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,801,000 | 520 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $299,000 | 1,419 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $14,895,000 | 2,334 |
| Certificates of participation in pools of residential mortgages | $12,764,000 | 1,981 |
| Issued or guaranteed by U.S. | $12,764,000 | 1,971 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,131,000 | 2,195 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $2,131,000 | 782 |
| 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) | $105,000 | 3,365 |
| Available-for-sale securities (fair market value) | $30,853,000 | 2,988 |
| Total debt securities | $30,659,000 | 3,349 |
| 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 | $27,285,000 | 3,656 |
| U.S. Government securities | $15,626,000 | 4,262 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $15,626,000 | 4,171 |
| Securities issued by states & political subdivisions | $5,446,000 | 2,947 |
| Other domestic debt securities | $5,847,000 | 997 |
| Privately issued residential mortgage-backed securities | $2,147,000 | 799 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,700,000 | 778 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $366,000 | 1,324 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $15,277,000 | 2,142 |
| Certificates of participation in pools of residential mortgages | $13,130,000 | 1,789 |
| Issued or guaranteed by U.S. | $13,130,000 | 1,780 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,147,000 | 2,139 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $2,147,000 | 759 |
| 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) | $121,000 | 3,401 |
| Available-for-sale securities (fair market value) | $27,164,000 | 3,247 |
| Total debt securities | $26,919,000 | 3,646 |
| 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 | $28,220,000 | 3,563 |
| U.S. Government securities | $16,929,000 | 4,093 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $16,929,000 | 3,995 |
| Securities issued by states & political subdivisions | $5,351,000 | 2,973 |
| Other domestic debt securities | $5,569,000 | 971 |
| Privately issued residential mortgage-backed securities | $2,180,000 | 746 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,389,000 | 763 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $371,000 | 1,322 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $15,633,000 | 2,060 |
| Certificates of participation in pools of residential mortgages | $13,453,000 | 1,714 |
| Issued or guaranteed by U.S. | $13,453,000 | 1,709 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,180,000 | 2,103 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $2,180,000 | 707 |
| 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) | $125,000 | 3,435 |
| Available-for-sale securities (fair market value) | $28,095,000 | 3,128 |
| Total debt securities | $27,850,000 | 3,564 |
| 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 | $31,941,000 | 3,313 |
| U.S. Government securities | $16,772,000 | 4,125 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $16,772,000 | 4,026 |
| Securities issued by states & political subdivisions | $5,423,000 | 2,963 |
| Other domestic debt securities | $9,378,000 | 749 |
| Privately issued residential mortgage-backed securities | $1,263,000 | 848 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,115,000 | 470 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $368,000 | 1,339 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $13,562,000 | 2,245 |
| Certificates of participation in pools of residential mortgages | $12,299,000 | 1,823 |
| Issued or guaranteed by U.S. | $12,299,000 | 1,817 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,263,000 | 2,388 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $1,263,000 | 795 |
| 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) | $132,000 | 3,500 |
| Available-for-sale securities (fair market value) | $31,809,000 | 2,887 |
| Total debt securities | $31,573,000 | 3,290 |
| 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 | $36,166,000 | 3,045 |
| U.S. Government securities | $19,704,000 | 3,763 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $19,704,000 | 3,660 |
| Securities issued by states & political subdivisions | $5,049,000 | 3,101 |
| Other domestic debt securities | $11,023,000 | 661 |
| Privately issued residential mortgage-backed securities | $305,000 | 1,098 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,718,000 | 386 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $390,000 | 1,359 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $13,069,000 | 2,290 |
| Certificates of participation in pools of residential mortgages | $12,764,000 | 1,789 |
| Issued or guaranteed by U.S. | $12,764,000 | 1,780 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $305,000 | 3,063 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $305,000 | 1,034 |
| 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) | $142,000 | 3,572 |
| Available-for-sale securities (fair market value) | $36,024,000 | 2,646 |
| Total debt securities | $35,776,000 | 3,022 |
| 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 | $35,319,000 | 3,125 |
| U.S. Government securities | $21,251,000 | 3,596 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $21,251,000 | 3,492 |
| Securities issued by states & political subdivisions | $3,641,000 | 3,527 |
| Other domestic debt securities | $10,041,000 | 706 |
| Privately issued residential mortgage-backed securities | $311,000 | 1,079 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,730,000 | 422 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $386,000 | 1,399 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $12,660,000 | 2,335 |
| Certificates of participation in pools of residential mortgages | $12,349,000 | 1,839 |
| Issued or guaranteed by U.S. | $12,349,000 | 1,826 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $311,000 | 3,030 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $311,000 | 1,006 |
| 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) | $156,000 | 3,627 |
| Available-for-sale securities (fair market value) | $35,163,000 | 2,712 |
| Total debt securities | $34,933,000 | 3,113 |
| 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 | $29,553,000 | 3,543 |
| U.S. Government securities | $21,671,000 | 3,549 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $21,671,000 | 3,431 |
| Securities issued by states & political subdivisions | $3,532,000 | 3,576 |
| Other domestic debt securities | $3,990,000 | 1,137 |
| Privately issued residential mortgage-backed securities | $317,000 | 1,064 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,673,000 | 782 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $360,000 | 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 | $0 | 6,970 |
| Mortgage-backed securities | $13,161,000 | 2,278 |
| Certificates of participation in pools of residential mortgages | $12,844,000 | 1,812 |
| Issued or guaranteed by U.S. | $12,844,000 | 1,802 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $317,000 | 3,021 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $317,000 | 993 |
| 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) | $163,000 | 3,669 |
| Available-for-sale securities (fair market value) | $29,390,000 | 3,083 |
| Total debt securities | $29,193,000 | 3,508 |
| 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 | $30,457,000 | 3,517 |
| U.S. Government securities | $22,307,000 | 3,505 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $22,307,000 | 3,386 |
| Securities issued by states & political subdivisions | $3,573,000 | 3,575 |
| Other domestic debt securities | $4,205,000 | 1,146 |
| Privately issued residential mortgage-backed securities | $332,000 | 1,043 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,873,000 | 799 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $372,000 | 1,448 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $13,818,000 | 2,239 |
| Certificates of participation in pools of residential mortgages | $13,486,000 | 1,776 |
| Issued or guaranteed by U.S. | $13,486,000 | 1,765 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $332,000 | 3,013 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $332,000 | 974 |
| 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) | $172,000 | 3,728 |
| Available-for-sale securities (fair market value) | $30,285,000 | 3,060 |
| Total debt securities | $30,085,000 | 3,491 |
| 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 | $28,382,000 | 3,710 |
| U.S. Government securities | $22,586,000 | 3,466 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $22,586,000 | 3,346 |
| Securities issued by states & political subdivisions | $2,997,000 | 3,831 |
| Other domestic debt securities | $2,415,000 | 1,504 |
| Privately issued residential mortgage-backed securities | $340,000 | 1,003 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,075,000 | 1,153 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $384,000 | 1,458 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $14,586,000 | 2,188 |
| Certificates of participation in pools of residential mortgages | $14,246,000 | 1,726 |
| Issued or guaranteed by U.S. | $14,246,000 | 1,714 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $340,000 | 3,010 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $340,000 | 934 |
| 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) | $182,000 | 3,790 |
| Available-for-sale securities (fair market value) | $28,200,000 | 3,231 |
| Total debt securities | $27,998,000 | 3,687 |
| 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 | $30,347,000 | 3,512 |
| U.S. Government securities | $24,152,000 | 3,273 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $24,152,000 | 3,157 |
| Securities issued by states & political subdivisions | $2,988,000 | 3,836 |
| Other domestic debt securities | $2,848,000 | 1,413 |
| Privately issued residential mortgage-backed securities | $357,000 | 987 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,491,000 | 1,097 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $359,000 | 1,491 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $15,660,000 | 2,095 |
| Certificates of participation in pools of residential mortgages | $15,303,000 | 1,661 |
| Issued or guaranteed by U.S. | $15,303,000 | 1,648 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $357,000 | 3,021 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $357,000 | 919 |
| 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) | $204,000 | 3,808 |
| Available-for-sale securities (fair market value) | $30,143,000 | 3,055 |
| Total debt securities | $29,988,000 | 3,488 |
| 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 | $32,162,000 | 3,408 |
| U.S. Government securities | $24,981,000 | 3,239 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $24,981,000 | 3,121 |
| Securities issued by states & political subdivisions | $1,916,000 | 4,405 |
| Other domestic debt securities | $4,882,000 | 1,114 |
| Privately issued residential mortgage-backed securities | $387,000 | 956 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,495,000 | 810 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $383,000 | 1,498 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $16,974,000 | 2,052 |
| Certificates of participation in pools of residential mortgages | $16,587,000 | 1,628 |
| Issued or guaranteed by U.S. | $16,587,000 | 1,613 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $387,000 | 3,031 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $387,000 | 883 |
| 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) | $235,000 | 3,805 |
| Available-for-sale securities (fair market value) | $31,927,000 | 2,960 |
| Total debt securities | $31,779,000 | 3,382 |
| 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 | $31,946,000 | 3,453 |
| U.S. Government securities | $26,812,000 | 3,107 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $26,812,000 | 2,984 |
| Securities issued by states & political subdivisions | $1,860,000 | 4,437 |
| Other domestic debt securities | $2,896,000 | 1,480 |
| Privately issued residential mortgage-backed securities | $403,000 | 935 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,493,000 | 1,203 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $378,000 | 1,541 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $17,855,000 | 2,047 |
| Certificates of participation in pools of residential mortgages | $17,452,000 | 1,624 |
| Issued or guaranteed by U.S. | $17,452,000 | 1,610 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $403,000 | 3,065 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $403,000 | 866 |
| 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) | $243,000 | 3,853 |
| Available-for-sale securities (fair market value) | $31,703,000 | 2,997 |
| Total debt securities | $31,568,000 | 3,428 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $29,364,000 | 3,684 |
| U.S. Government securities | $26,033,000 | 3,168 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $26,033,000 | 3,040 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $2,925,000 | 1,517 |
| Privately issued residential mortgage-backed securities | $418,000 | 911 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,507,000 | 1,247 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $406,000 | 1,555 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $17,998,000 | 2,066 |
| Certificates of participation in pools of residential mortgages | $17,580,000 | 1,642 |
| Issued or guaranteed by U.S. | $17,580,000 | 1,632 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $418,000 | 3,093 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $418,000 | 845 |
| 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) | $275,000 | 3,859 |
| Available-for-sale securities (fair market value) | $29,089,000 | 3,206 |
| Total debt securities | $28,958,000 | 3,658 |
| 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 | $29,259,000 | 3,693 |
| U.S. Government securities | $26,462,000 | 3,132 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $26,462,000 | 3,016 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $1,465,000 | 2,054 |
| Privately issued residential mortgage-backed securities | $448,000 | 845 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,017,000 | 1,945 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $1,332,000 | 1,084 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $17,902,000 | 2,083 |
| Certificates of participation in pools of residential mortgages | $17,454,000 | 1,650 |
| Issued or guaranteed by U.S. | $17,454,000 | 1,641 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $448,000 | 3,074 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $448,000 | 779 |
| 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) | $301,000 | 3,897 |
| Available-for-sale securities (fair market value) | $28,958,000 | 3,213 |
| Total debt securities | $27,927,000 | 3,739 |
| 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 | $30,691,000 | 3,602 |
| U.S. Government securities | $27,088,000 | 3,116 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $27,088,000 | 2,991 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $1,476,000 | 2,136 |
| Privately issued residential mortgage-backed securities | $468,000 | 821 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,008,000 | 2,054 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $2,127,000 | 921 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $18,592,000 | 2,079 |
| Certificates of participation in pools of residential mortgages | $18,124,000 | 1,628 |
| Issued or guaranteed by U.S. | $18,124,000 | 1,618 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $468,000 | 3,115 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $468,000 | 762 |
| 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) | $327,000 | 3,906 |
| Available-for-sale securities (fair market value) | $30,364,000 | 3,125 |
| Total debt securities | $28,563,000 | 3,717 |
| 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 | $34,340,000 | 3,304 |
| U.S. Government securities | $28,062,000 | 2,976 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $28,062,000 | 2,871 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $3,044,000 | 1,650 |
| Privately issued residential mortgage-backed securities | $505,000 | 850 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,539,000 | 1,441 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $3,234,000 | 816 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $19,421,000 | 2,061 |
| Certificates of participation in pools of residential mortgages | $18,916,000 | 1,605 |
| Issued or guaranteed by U.S. | $18,916,000 | 1,595 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $505,000 | 3,149 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $505,000 | 789 |
| 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) | $356,000 | 3,915 |
| Available-for-sale securities (fair market value) | $33,984,000 | 2,872 |
| Total debt securities | $31,105,000 | 3,494 |
| 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 | $23,707,000 | 4,361 |
| U.S. Government securities | $20,480,000 | 3,853 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $20,480,000 | 3,721 |
| 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 | $3,227,000 | 808 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $13,307,000 | 2,592 |
| Certificates of participation in pools of residential mortgages | $13,307,000 | 2,062 |
| Issued or guaranteed by U.S. | $13,307,000 | 2,048 |
| 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) | $368,000 | 3,972 |
| Available-for-sale securities (fair market value) | $23,339,000 | 3,810 |
| Total debt securities | $20,480,000 | 4,671 |
| 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 | $21,400,000 | 4,560 |
| U.S. Government securities | $18,202,000 | 4,031 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $18,202,000 | 3,876 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $3,198,000 | 857 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $12,011,000 | 2,702 |
| Certificates of participation in pools of residential mortgages | $12,011,000 | 2,147 |
| Issued or guaranteed by U.S. | $12,011,000 | 2,138 |
| Privately issued | $0 | 253 |
| 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) | $415,000 | 3,955 |
| Available-for-sale securities (fair market value) | $20,985,000 | 4,001 |
| Total debt securities | $18,202,000 | 4,910 |
| 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 | $20,286,000 | 4,651 |
| U.S. Government securities | $17,088,000 | 4,110 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $17,088,000 | 3,956 |
| 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 | $3,198,000 | 877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $7,843,000 | 3,434 |
| Certificates of participation in pools of residential mortgages | $7,843,000 | 2,743 |
| Issued or guaranteed by U.S. | $7,843,000 | 2,730 |
| 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) | $484,000 | 3,918 |
| Available-for-sale securities (fair market value) | $19,802,000 | 4,107 |
| Total debt securities | $17,088,000 | 5,029 |
| 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 | $22,276,000 | 4,348 |
| U.S. Government securities | $17,266,000 | 4,105 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $17,266,000 | 3,939 |
| 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 | $5,010,000 | 692 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $6,992,000 | 3,617 |
| Certificates of participation in pools of residential mortgages | $6,992,000 | 2,902 |
| Issued or guaranteed by U.S. | $6,992,000 | 2,891 |
| 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) | $570,000 | 3,851 |
| Available-for-sale securities (fair market value) | $21,706,000 | 3,819 |
| Total debt securities | $17,266,000 | 5,007 |
| 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 | $20,595,000 | 4,558 |
| U.S. Government securities | $15,557,000 | 4,376 |
| U.S. Treasury securities | $101,000 | 2,469 |
| U.S. Government agency obligations | $15,456,000 | 4,215 |
| 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 | $5,038,000 | 684 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $3,138,000 | 4,801 |
| Certificates of participation in pools of residential mortgages | $3,138,000 | 4,094 |
| Issued or guaranteed by U.S. | $3,138,000 | 4,081 |
| 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) | $616,000 | 3,899 |
| Available-for-sale securities (fair market value) | $19,979,000 | 4,011 |
| Total debt securities | $15,557,000 | 5,265 |
| 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 | $8,005,000 | 7,042 |
| U.S. Government securities | $3,441,000 | 7,886 |
| U.S. Treasury securities | $104,000 | 3,052 |
| U.S. Government agency obligations | $3,337,000 | 7,679 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $4,564,000 | 711 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $3,337,000 | 4,564 |
| Certificates of participation in pools of residential mortgages | $3,337,000 | 3,728 |
| Issued or guaranteed by U.S. | $3,337,000 | 3,714 |
| 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) | $926,000 | 3,900 |
| Available-for-sale securities (fair market value) | $7,079,000 | 6,379 |
| Total debt securities | $3,441,000 | 8,350 |
| 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 | $7,503,000 | 7,512 |
| U.S. Government securities | $3,193,000 | 8,530 |
| U.S. Treasury securities | $203,000 | 3,898 |
| U.S. Government agency obligations | $2,990,000 | 8,288 |
| Securities issued by states & political subdivisions | $137,000 | 6,876 |
| 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 | $4,173,000 | 972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $2,990,000 | 4,192 |
| Certificates of participation in pools of residential mortgages | $2,990,000 | 3,378 |
| Issued or guaranteed by U.S. | $2,990,000 | 3,362 |
| 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) | $1,425,000 | 4,188 |
| Available-for-sale securities (fair market value) | $6,078,000 | 6,883 |
| Total debt securities | $3,330,000 | 8,804 |
| 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 | $6,015,000 | 8,334 |
| U.S. Government securities | $3,364,000 | 8,789 |
| U.S. Treasury securities | $300,000 | 4,863 |
| U.S. Government agency obligations | $3,064,000 | 8,429 |
| Securities issued by states & political subdivisions | $139,000 | 7,201 |
| 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 | $2,512,000 | 1,320 |
| 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 | $3,064,000 | 4,451 |
| Certificates of participation in pools of residential mortgages | $3,064,000 | 3,561 |
| Issued or guaranteed by U.S. | $3,064,000 | 3,546 |
| 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) | $1,267,000 | 4,688 |
| Available-for-sale securities (fair market value) | $4,748,000 | 7,504 |
| Total debt securities | $3,503,000 | 9,072 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $6,604,000 | 8,166 |
| U.S. Government securities | $4,301,000 | 8,368 |
| U.S. Treasury securities | $312,000 | 6,319 |
| U.S. Government agency obligations | $3,989,000 | 7,719 |
| Securities issued by states & political subdivisions | $272,000 | 7,043 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,031,000 | 1,505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $3,889,000 | 4,306 |
| Certificates of participation in pools of residential mortgages | $3,889,000 | 3,399 |
| Issued or guaranteed by U.S. | $3,889,000 | 3,383 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,532,000 | 5,047 |
| Available-for-sale securities (fair market value) | $5,072,000 | 7,335 |
| Total debt securities | $4,573,000 | 8,781 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $6,516,000 | 8,621 |
| U.S. Government securities | $4,280,000 | 8,940 |
| U.S. Treasury securities | $305,000 | 7,485 |
| U.S. Government agency obligations | $3,975,000 | 7,842 |
| Securities issued by states & political subdivisions | $308,000 | 7,176 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,928,000 | 1,533 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $2,808,000 | 4,904 |
| Certificates of participation in pools of residential mortgages | $2,808,000 | 3,872 |
| Issued or guaranteed by U.S. | $2,808,000 | 3,858 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,263,000 | 6,099 |
| Available-for-sale securities (fair market value) | $5,253,000 | 7,365 |
| Total debt securities | $4,588,000 | 9,275 |
| Structured notes | ||
| Amortized cost | $1,103,000 | 1,124 |
| Fair value | $1,067,000 | 1,148 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $7,537,000 | 8,789 |
| U.S. Government securities | $5,230,000 | 9,027 |
| U.S. Treasury securities | $300,000 | 8,384 |
| U.S. Government agency obligations | $4,930,000 | 7,696 |
| Securities issued by states & political subdivisions | $482,000 | 7,120 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,825,000 | 1,581 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $3,152,000 | 5,125 |
| Certificates of participation in pools of residential mortgages | $3,152,000 | 4,012 |
| Issued or guaranteed by U.S. | $3,152,000 | 3,989 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,614,000 | 6,567 |
| Available-for-sale securities (fair market value) | $5,923,000 | 7,369 |
| Total debt securities | $5,712,000 | 9,361 |
| Structured notes | ||
| Amortized cost | $1,103,000 | 1,597 |
| Fair value | $1,080,000 | 1,617 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $6,838,000 | 9,453 |
| U.S. Government securities | $4,442,000 | 9,844 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $4,442,000 | 8,044 |
| Securities issued by states & political subdivisions | $521,000 | 7,277 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,875,000 | 1,488 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $3,185,000 | 5,392 |
| Certificates of participation in pools of residential mortgages | $3,185,000 | 4,053 |
| Issued or guaranteed by U.S. | $3,185,000 | 4,028 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,059,000 | 6,607 |
| Available-for-sale securities (fair market value) | $4,779,000 | 8,147 |
| Total debt securities | $4,975,000 | 10,123 |
| Structured notes | ||
| Amortized cost | $1,004,000 | 2,501 |
| Fair value | $956,000 | 2,865 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $6,185,000 | 10,286 |
| U.S. Government securities | $4,332,000 | 10,520 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $4,332,000 | 8,144 |
| Securities issued by states & political subdivisions | $538,000 | 7,584 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,315,000 | 1,715 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $3,349,000 | 5,604 |
| Certificates of participation in pools of residential mortgages | $3,349,000 | 4,144 |
| Issued or guaranteed by U.S. | $3,349,000 | 4,117 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,469,000 | 8,996 |
| Available-for-sale securities (fair market value) | $2,716,000 | 8,313 |
| Total debt securities | $4,982,000 | 10,766 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $6,808,000 | 10,405 |
| U.S. Government securities | $4,832,000 | 10,629 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $4,832,000 | 8,029 |
| Securities issued by states & political subdivisions | $561,000 | 7,720 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,415,000 | 1,741 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $3,827,000 | 5,923 |
| Certificates of participation in pools of residential mortgages | $3,827,000 | 4,358 |
| Issued or guaranteed by U.S. | $3,827,000 | 4,318 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $5,393,000 | 10,944 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $4,826,000 | 11,693 |
| U.S. Government securities | $2,997,000 | 12,110 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $2,997,000 | 9,569 |
| Securities issued by states & political subdivisions | $413,000 | 7,988 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,416,000 | 1,545 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $2,997,000 | 6,774 |
| Certificates of participation in pools of residential mortgages | $2,997,000 | 5,193 |
| Issued or guaranteed by U.S. | $2,997,000 | 5,135 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $3,410,000 | 12,280 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |