Home > Cornerstone Capital Bank, SSB > Securities
Cornerstone Capital Bank, SSB, Securities
| 2023-12-31 | Rank | |
| Total securities | $140,927,000 | 1,318 |
| U.S. Government securities | $108,903,000 | 1,082 |
| U.S. Treasury securities | $86,959,000 | 290 |
| U.S. Government agency obligations | $21,944,000 | 2,485 |
| Securities issued by states & political subdivisions | $31,104,000 | 1,330 |
| Other domestic debt securities | $920,000 | 2,024 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $920,000 | 1,596 |
| 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 | $111,926,000 | 815 |
| Mortgage-backed securities | $14,262,000 | 2,303 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,350,000 | 2,186 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,912,000 | 1,340 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $140,927,000 | 1,153 |
| Total debt securities | $140,926,000 | 1,301 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $97,098,000 | 1,724 |
| U.S. Government securities | $65,552,000 | 1,575 |
| U.S. Treasury securities | $43,300,000 | 534 |
| U.S. Government agency obligations | $22,252,000 | 2,457 |
| Securities issued by states & political subdivisions | $30,639,000 | 1,319 |
| Other domestic debt securities | $907,000 | 2,021 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $907,000 | 1,599 |
| 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 | $92,178,000 | 934 |
| Mortgage-backed securities | $14,756,000 | 2,254 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,532,000 | 2,163 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,224,000 | 1,296 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $97,098,000 | 1,524 |
| Total debt securities | $97,097,000 | 1,711 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $100,440,000 | 1,725 |
| U.S. Government securities | $67,634,000 | 1,573 |
| U.S. Treasury securities | $44,147,000 | 528 |
| U.S. Government agency obligations | $23,487,000 | 2,450 |
| Securities issued by states & political subdivisions | $31,897,000 | 1,341 |
| Other domestic debt securities | $909,000 | 2,034 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $909,000 | 1,607 |
| 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 | $80,530,000 | 1,016 |
| Mortgage-backed securities | $15,917,000 | 2,229 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,163,000 | 2,141 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,754,000 | 1,261 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $100,440,000 | 1,520 |
| Total debt securities | $100,439,000 | 1,709 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $86,537,000 | 1,996 |
| U.S. Government securities | $51,572,000 | 1,957 |
| U.S. Treasury securities | $26,904,000 | 833 |
| U.S. Government agency obligations | $24,668,000 | 2,408 |
| Securities issued by states & political subdivisions | $33,942,000 | 1,315 |
| Other domestic debt securities | $1,023,000 | 2,017 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $1,023,000 | 1,586 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,942,000 | 1,452 |
| Mortgage-backed securities | $17,030,000 | 2,231 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,714,000 | 2,145 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,316,000 | 1,257 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $86,537,000 | 1,776 |
| Total debt securities | $86,539,000 | 1,982 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $88,303,000 | 1,993 |
| U.S. Government securities | $53,163,000 | 1,938 |
| U.S. Treasury securities | $27,633,000 | 869 |
| U.S. Government agency obligations | $25,530,000 | 2,370 |
| Securities issued by states & political subdivisions | $34,126,000 | 1,349 |
| Other domestic debt securities | $1,014,000 | 2,046 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $1,014,000 | 1,601 |
| 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 | $86,992,000 | 825 |
| Mortgage-backed securities | $17,992,000 | 2,194 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,236,000 | 2,116 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,756,000 | 1,225 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $88,303,000 | 1,776 |
| Total debt securities | $88,302,000 | 1,975 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $88,188,000 | 1,994 |
| U.S. Government securities | $53,799,000 | 1,937 |
| U.S. Treasury securities | $27,487,000 | 898 |
| U.S. Government agency obligations | $26,312,000 | 2,352 |
| Securities issued by states & political subdivisions | $33,433,000 | 1,365 |
| Other domestic debt securities | $956,000 | 2,064 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $956,000 | 1,655 |
| 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 | $83,500,000 | 816 |
| Mortgage-backed securities | $18,840,000 | 2,168 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,581,000 | 2,096 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,259,000 | 1,203 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $88,188,000 | 1,781 |
| Total debt securities | $88,188,000 | 1,978 |
| 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 | $94,129,000 | 1,948 |
| U.S. Government securities | $56,300,000 | 1,897 |
| U.S. Treasury securities | $27,800,000 | 871 |
| U.S. Government agency obligations | $28,500,000 | 2,306 |
| Securities issued by states & political subdivisions | $36,796,000 | 1,313 |
| Other domestic debt securities | $1,033,000 | 1,894 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $1,033,000 | 1,604 |
| 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 | $36,312,000 | 1,477 |
| Mortgage-backed securities | $20,821,000 | 2,138 |
| Certificates of participation in pools of residential mortgages | $11,553,000 | 2,129 |
| Issued or guaranteed by U.S. | $11,553,000 | 2,075 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $9,268,000 | 1,239 |
| CMOs issued by government agencies or sponsored agencies | $9,268,000 | 1,169 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $94,129,000 | 1,770 |
| Total debt securities | $94,130,000 | 1,932 |
| 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 | $100,577,000 | 1,843 |
| U.S. Government securities | $60,437,000 | 1,772 |
| U.S. Treasury securities | $29,074,000 | 751 |
| U.S. Government agency obligations | $31,363,000 | 2,204 |
| Securities issued by states & political subdivisions | $39,050,000 | 1,284 |
| Other domestic debt securities | $1,090,000 | 1,867 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $1,090,000 | 1,567 |
| 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 | $37,795,000 | 1,407 |
| Mortgage-backed securities | $23,341,000 | 2,066 |
| Certificates of participation in pools of residential mortgages | $12,849,000 | 2,062 |
| Issued or guaranteed by U.S. | $12,849,000 | 2,017 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $10,492,000 | 1,182 |
| CMOs issued by government agencies or sponsored agencies | $10,492,000 | 1,123 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $100,577,000 | 1,687 |
| Total debt securities | $100,575,000 | 1,829 |
| 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 | $80,598,000 | 2,042 |
| U.S. Government securities | $35,104,000 | 2,283 |
| U.S. Treasury securities | $1,025,000 | 1,938 |
| U.S. Government agency obligations | $34,079,000 | 2,095 |
| Securities issued by states & political subdivisions | $44,396,000 | 1,197 |
| Other domestic debt securities | $1,098,000 | 1,819 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $1,098,000 | 1,500 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,932,000 | 1,381 |
| Mortgage-backed securities | $26,642,000 | 1,960 |
| Certificates of participation in pools of residential mortgages | $14,376,000 | 1,969 |
| Issued or guaranteed by U.S. | $14,376,000 | 1,914 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $11,986,000 | 1,083 |
| CMOs issued by government agencies or sponsored agencies | $11,986,000 | 1,036 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $280,000 | 1,917 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $280,000 | 1,363 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $80,598,000 | 1,908 |
| Total debt securities | $80,597,000 | 2,028 |
| 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 | $84,034,000 | 1,929 |
| U.S. Government securities | $38,070,000 | 2,104 |
| U.S. Treasury securities | $1,034,000 | 1,723 |
| U.S. Government agency obligations | $37,036,000 | 1,976 |
| Securities issued by states & political subdivisions | $44,876,000 | 1,148 |
| Other domestic debt securities | $1,088,000 | 1,760 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $1,088,000 | 1,438 |
| 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 | $40,102,000 | 1,330 |
| Mortgage-backed securities | $29,476,000 | 1,864 |
| Certificates of participation in pools of residential mortgages | $15,782,000 | 1,873 |
| Issued or guaranteed by U.S. | $15,782,000 | 1,826 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $13,400,000 | 1,009 |
| CMOs issued by government agencies or sponsored agencies | $13,400,000 | 964 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $294,000 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $294,000 | 1,358 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $84,034,000 | 1,803 |
| Total debt securities | $84,032,000 | 1,913 |
| 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 | $88,774,000 | 1,791 |
| U.S. Government securities | $40,941,000 | 1,986 |
| U.S. Treasury securities | $1,039,000 | 1,615 |
| U.S. Government agency obligations | $39,902,000 | 1,855 |
| Securities issued by states & political subdivisions | $46,746,000 | 1,078 |
| Other domestic debt securities | $1,087,000 | 1,737 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $1,087,000 | 1,385 |
| 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 | $35,383,000 | 1,401 |
| Mortgage-backed securities | $32,380,000 | 1,732 |
| Certificates of participation in pools of residential mortgages | $17,107,000 | 1,763 |
| Issued or guaranteed by U.S. | $17,107,000 | 1,720 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $14,864,000 | 918 |
| CMOs issued by government agencies or sponsored agencies | $14,864,000 | 883 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $409,000 | 1,894 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $409,000 | 1,314 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $88,774,000 | 1,673 |
| Total debt securities | $88,773,000 | 1,775 |
| 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 | $121,308,000 | 1,327 |
| U.S. Government securities | $74,328,000 | 1,215 |
| U.S. Treasury securities | $31,046,000 | 254 |
| U.S. Government agency obligations | $43,282,000 | 1,665 |
| Securities issued by states & political subdivisions | $45,947,000 | 1,032 |
| Other domestic debt securities | $1,033,000 | 1,727 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $1,033,000 | 1,354 |
| 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 | $35,346,000 | 1,364 |
| Mortgage-backed securities | $35,808,000 | 1,565 |
| Certificates of participation in pools of residential mortgages | $18,833,000 | 1,603 |
| Issued or guaranteed by U.S. | $18,833,000 | 1,555 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $16,532,000 | 850 |
| CMOs issued by government agencies or sponsored agencies | $16,532,000 | 812 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $443,000 | 1,874 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $443,000 | 1,293 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $121,308,000 | 1,237 |
| Total debt securities | $121,307,000 | 1,312 |
| 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 | $97,924,000 | 1,446 |
| U.S. Government securities | $47,809,000 | 1,561 |
| U.S. Treasury securities | $1,052,000 | 921 |
| U.S. Government agency obligations | $46,757,000 | 1,491 |
| Securities issued by states & political subdivisions | $49,084,000 | 948 |
| Other domestic debt securities | $1,031,000 | 1,676 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $1,031,000 | 1,302 |
| 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 | $31,731,000 | 1,458 |
| Mortgage-backed securities | $39,038,000 | 1,400 |
| Certificates of participation in pools of residential mortgages | $20,478,000 | 1,435 |
| Issued or guaranteed by U.S. | $20,478,000 | 1,403 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $17,976,000 | 815 |
| CMOs issued by government agencies or sponsored agencies | $17,976,000 | 779 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $584,000 | 1,765 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $584,000 | 1,210 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $97,924,000 | 1,350 |
| Total debt securities | $97,925,000 | 1,436 |
| 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 | $95,114,000 | 1,395 |
| U.S. Government securities | $47,097,000 | 1,517 |
| U.S. Treasury securities | $1,058,000 | 922 |
| U.S. Government agency obligations | $46,039,000 | 1,462 |
| Securities issued by states & political subdivisions | $46,999,000 | 901 |
| Other domestic debt securities | $1,018,000 | 1,650 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $1,018,000 | 1,271 |
| 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 | $33,416,000 | 1,382 |
| Mortgage-backed securities | $41,291,000 | 1,338 |
| Certificates of participation in pools of residential mortgages | $21,213,000 | 1,356 |
| Issued or guaranteed by U.S. | $21,213,000 | 1,322 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $19,465,000 | 786 |
| CMOs issued by government agencies or sponsored agencies | $19,465,000 | 749 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $613,000 | 1,743 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $613,000 | 1,177 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $95,114,000 | 1,299 |
| Total debt securities | $95,115,000 | 1,379 |
| 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 | $95,060,000 | 1,358 |
| U.S. Government securities | $49,419,000 | 1,433 |
| U.S. Treasury securities | $1,062,000 | 961 |
| U.S. Government agency obligations | $48,357,000 | 1,384 |
| Securities issued by states & political subdivisions | $44,639,000 | 879 |
| Other domestic debt securities | $1,002,000 | 1,609 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,002,000 | 1,245 |
| 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 | $35,128,000 | 1,345 |
| Mortgage-backed securities | $43,656,000 | 1,265 |
| Certificates of participation in pools of residential mortgages | $22,675,000 | 1,260 |
| Issued or guaranteed by U.S. | $22,675,000 | 1,225 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $20,138,000 | 793 |
| CMOs issued by government agencies or sponsored agencies | $20,138,000 | 754 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $843,000 | 1,675 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $843,000 | 1,110 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $95,060,000 | 1,253 |
| Total debt securities | $95,060,000 | 1,341 |
| 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 | $69,727,000 | 1,654 |
| U.S. Government securities | $34,552,000 | 1,849 |
| U.S. Treasury securities | $1,057,000 | 1,011 |
| U.S. Government agency obligations | $33,495,000 | 1,798 |
| Securities issued by states & political subdivisions | $35,175,000 | 992 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,826,000 | 1,368 |
| Mortgage-backed securities | $32,063,000 | 1,526 |
| Certificates of participation in pools of residential mortgages | $12,267,000 | 1,845 |
| Issued or guaranteed by U.S. | $12,267,000 | 1,794 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $19,796,000 | 814 |
| CMOs issued by government agencies or sponsored agencies | $19,796,000 | 783 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $69,727,000 | 1,531 |
| Total debt securities | $69,728,000 | 1,637 |
| 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 | $80,446,000 | 1,493 |
| U.S. Government securities | $43,063,000 | 1,627 |
| U.S. Treasury securities | $1,027,000 | 1,062 |
| U.S. Government agency obligations | $42,036,000 | 1,561 |
| Securities issued by states & political subdivisions | $37,383,000 | 887 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,420,000 | 1,471 |
| Mortgage-backed securities | $41,491,000 | 1,276 |
| Certificates of participation in pools of residential mortgages | $17,999,000 | 1,422 |
| Issued or guaranteed by U.S. | $17,999,000 | 1,383 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $23,492,000 | 731 |
| CMOs issued by government agencies or sponsored agencies | $23,492,000 | 701 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $80,446,000 | 1,379 |
| Total debt securities | $80,447,000 | 1,480 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $74,937,000 | 1,574 |
| U.S. Government securities | $39,074,000 | 1,749 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $39,074,000 | 1,646 |
| Securities issued by states & political subdivisions | $35,863,000 | 915 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,517,000 | 1,441 |
| Mortgage-backed securities | $39,074,000 | 1,293 |
| Certificates of participation in pools of residential mortgages | $15,888,000 | 1,515 |
| Issued or guaranteed by U.S. | $15,888,000 | 1,469 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $23,186,000 | 737 |
| CMOs issued by government agencies or sponsored agencies | $23,186,000 | 709 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $74,937,000 | 1,454 |
| Total debt securities | $74,936,000 | 1,557 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $76,957,000 | 1,562 |
| U.S. Government securities | $40,304,000 | 1,751 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $40,304,000 | 1,646 |
| Securities issued by states & political subdivisions | $36,653,000 | 900 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,722,000 | 1,470 |
| Mortgage-backed securities | $40,304,000 | 1,258 |
| Certificates of participation in pools of residential mortgages | $16,734,000 | 1,454 |
| Issued or guaranteed by U.S. | $16,734,000 | 1,432 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $23,570,000 | 709 |
| CMOs issued by government agencies or sponsored agencies | $23,570,000 | 675 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $76,957,000 | 1,440 |
| Total debt securities | $76,957,000 | 1,547 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $80,826,000 | 1,508 |
| U.S. Government securities | $43,169,000 | 1,661 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $43,169,000 | 1,569 |
| Securities issued by states & political subdivisions | $37,657,000 | 911 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,983,000 | 1,764 |
| Mortgage-backed securities | $43,169,000 | 1,182 |
| Certificates of participation in pools of residential mortgages | $18,658,000 | 1,368 |
| Issued or guaranteed by U.S. | $18,658,000 | 1,346 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $24,511,000 | 676 |
| CMOs issued by government agencies or sponsored agencies | $24,511,000 | 642 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $80,826,000 | 1,381 |
| Total debt securities | $80,826,000 | 1,492 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $76,037,000 | 1,593 |
| U.S. Government securities | $35,793,000 | 1,925 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $35,793,000 | 1,808 |
| Securities issued by states & political subdivisions | $40,244,000 | 878 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,858,000 | 1,732 |
| Mortgage-backed securities | $35,793,000 | 1,333 |
| Certificates of participation in pools of residential mortgages | $13,009,000 | 1,718 |
| Issued or guaranteed by U.S. | $13,009,000 | 1,698 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $22,784,000 | 694 |
| CMOs issued by government agencies or sponsored agencies | $22,784,000 | 663 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $76,037,000 | 1,465 |
| Total debt securities | $76,036,000 | 1,572 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $70,715,000 | 1,674 |
| U.S. Government securities | $30,595,000 | 2,146 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $30,595,000 | 2,031 |
| Securities issued by states & political subdivisions | $40,120,000 | 880 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,077,000 | 1,708 |
| Mortgage-backed securities | $30,595,000 | 1,487 |
| Certificates of participation in pools of residential mortgages | $10,785,000 | 1,952 |
| Issued or guaranteed by U.S. | $10,785,000 | 1,938 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $19,810,000 | 756 |
| CMOs issued by government agencies or sponsored agencies | $19,810,000 | 726 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $70,715,000 | 1,539 |
| Total debt securities | $70,715,000 | 1,660 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $68,931,000 | 1,755 |
| U.S. Government securities | $27,322,000 | 2,275 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $27,322,000 | 2,173 |
| Securities issued by states & political subdivisions | $41,609,000 | 887 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,493,000 | 1,812 |
| Mortgage-backed securities | $27,322,000 | 1,612 |
| Certificates of participation in pools of residential mortgages | $9,384,000 | 2,130 |
| Issued or guaranteed by U.S. | $9,384,000 | 2,033 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $17,938,000 | 799 |
| CMOs issued by government agencies or sponsored agencies | $17,938,000 | 764 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $68,931,000 | 1,612 |
| Total debt securities | $68,931,000 | 1,739 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $68,148,000 | 1,783 |
| U.S. Government securities | $25,530,000 | 2,442 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $25,530,000 | 2,335 |
| Securities issued by states & political subdivisions | $42,618,000 | 892 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,045,000 | 1,796 |
| Mortgage-backed securities | $25,530,000 | 1,668 |
| Certificates of participation in pools of residential mortgages | $9,012,000 | 2,180 |
| Issued or guaranteed by U.S. | $9,012,000 | 2,178 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $16,518,000 | 839 |
| CMOs issued by government agencies or sponsored agencies | $16,518,000 | 797 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $68,148,000 | 1,638 |
| Total debt securities | $68,149,000 | 1,766 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $65,313,000 | 1,881 |
| U.S. Government securities | $21,521,000 | 2,688 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $21,521,000 | 2,565 |
| Securities issued by states & political subdivisions | $43,792,000 | 913 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,224,000 | 1,741 |
| Mortgage-backed securities | $21,521,000 | 1,862 |
| Certificates of participation in pools of residential mortgages | $8,849,000 | 2,248 |
| Issued or guaranteed by U.S. | $8,849,000 | 2,245 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $12,672,000 | 1,006 |
| CMOs issued by government agencies or sponsored agencies | $12,672,000 | 966 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $65,313,000 | 1,744 |
| Total debt securities | $65,313,000 | 1,865 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $60,309,000 | 2,027 |
| U.S. Government securities | $18,052,000 | 2,959 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $18,052,000 | 2,842 |
| Securities issued by states & political subdivisions | $42,257,000 | 963 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,172,000 | 1,723 |
| Mortgage-backed securities | $18,052,000 | 2,066 |
| Certificates of participation in pools of residential mortgages | $9,482,000 | 2,220 |
| Issued or guaranteed by U.S. | $9,482,000 | 2,218 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $8,570,000 | 1,219 |
| CMOs issued by government agencies or sponsored agencies | $8,570,000 | 1,173 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $60,309,000 | 1,856 |
| Total debt securities | $60,309,000 | 2,007 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $64,034,000 | 1,961 |
| U.S. Government securities | $17,699,000 | 3,049 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $17,699,000 | 2,926 |
| Securities issued by states & political subdivisions | $46,335,000 | 881 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,296,000 | 1,629 |
| Mortgage-backed securities | $17,699,000 | 2,132 |
| Certificates of participation in pools of residential mortgages | $10,096,000 | 2,192 |
| Issued or guaranteed by U.S. | $10,096,000 | 2,190 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,603,000 | 1,294 |
| CMOs issued by government agencies or sponsored agencies | $7,603,000 | 1,243 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $64,034,000 | 1,800 |
| Total debt securities | $64,033,000 | 1,945 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $60,875,000 | 2,083 |
| U.S. Government securities | $14,866,000 | 3,337 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $14,866,000 | 3,215 |
| Securities issued by states & political subdivisions | $46,009,000 | 904 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,898,000 | 1,610 |
| Mortgage-backed securities | $14,866,000 | 2,370 |
| Certificates of participation in pools of residential mortgages | $10,681,000 | 2,172 |
| Issued or guaranteed by U.S. | $10,681,000 | 2,172 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,185,000 | 1,726 |
| CMOs issued by government agencies or sponsored agencies | $4,185,000 | 1,667 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $60,875,000 | 1,910 |
| Total debt securities | $60,875,000 | 2,062 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $58,409,000 | 2,131 |
| U.S. Government securities | $11,831,000 | 3,631 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $11,831,000 | 3,494 |
| Securities issued by states & political subdivisions | $46,578,000 | 880 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,215,000 | 1,843 |
| Mortgage-backed securities | $11,831,000 | 2,614 |
| Certificates of participation in pools of residential mortgages | $8,933,000 | 2,363 |
| Issued or guaranteed by U.S. | $8,933,000 | 2,361 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,898,000 | 1,919 |
| CMOs issued by government agencies or sponsored agencies | $2,898,000 | 1,852 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $58,409,000 | 1,950 |
| Total debt securities | $58,409,000 | 2,109 |
| 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 | $63,611,000 | 1,989 |
| U.S. Government securities | $16,340,000 | 3,180 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $16,340,000 | 3,076 |
| Securities issued by states & political subdivisions | $47,271,000 | 870 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,626,000 | 1,898 |
| Mortgage-backed securities | $16,340,000 | 2,253 |
| Certificates of participation in pools of residential mortgages | $11,810,000 | 2,104 |
| Issued or guaranteed by U.S. | $11,810,000 | 2,104 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,530,000 | 1,671 |
| CMOs issued by government agencies or sponsored agencies | $4,530,000 | 1,604 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $63,611,000 | 1,824 |
| Total debt securities | $63,612,000 | 1,969 |
| 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 | $71,606,000 | 1,852 |
| U.S. Government securities | $21,555,000 | 2,853 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $21,555,000 | 2,740 |
| Securities issued by states & political subdivisions | $50,051,000 | 811 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,447,000 | 1,825 |
| Mortgage-backed securities | $21,555,000 | 1,977 |
| Certificates of participation in pools of residential mortgages | $16,616,000 | 1,753 |
| Issued or guaranteed by U.S. | $16,616,000 | 1,749 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $4,939,000 | 1,628 |
| CMOs issued by government agencies or sponsored agencies | $4,939,000 | 1,559 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $71,606,000 | 1,669 |
| Total debt securities | $71,606,000 | 1,823 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $75,167,000 | 1,795 |
| U.S. Government securities | $26,403,000 | 2,620 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $26,403,000 | 2,523 |
| Securities issued by states & political subdivisions | $48,764,000 | 825 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,730,000 | 1,829 |
| Mortgage-backed securities | $26,403,000 | 1,751 |
| Certificates of participation in pools of residential mortgages | $20,447,000 | 1,544 |
| Issued or guaranteed by U.S. | $20,447,000 | 1,543 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,956,000 | 1,517 |
| CMOs issued by government agencies or sponsored agencies | $5,956,000 | 1,451 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $75,167,000 | 1,617 |
| Total debt securities | $75,168,000 | 1,776 |
| 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 | $80,272,000 | 1,708 |
| U.S. Government securities | $29,030,000 | 2,500 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $29,030,000 | 2,402 |
| Securities issued by states & political subdivisions | $51,242,000 | 771 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,852,000 | 1,826 |
| Mortgage-backed securities | $29,030,000 | 1,651 |
| Certificates of participation in pools of residential mortgages | $22,697,000 | 1,442 |
| Issued or guaranteed by U.S. | $22,697,000 | 1,441 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,333,000 | 1,496 |
| CMOs issued by government agencies or sponsored agencies | $6,333,000 | 1,430 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $80,272,000 | 1,537 |
| Total debt securities | $80,272,000 | 1,685 |
| 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 | $80,101,000 | 1,718 |
| U.S. Government securities | $29,038,000 | 2,528 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $29,038,000 | 2,442 |
| Securities issued by states & political subdivisions | $51,063,000 | 777 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,978,000 | 1,797 |
| Mortgage-backed securities | $29,038,000 | 1,662 |
| Certificates of participation in pools of residential mortgages | $23,365,000 | 1,419 |
| Issued or guaranteed by U.S. | $23,365,000 | 1,419 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $5,673,000 | 1,572 |
| CMOs issued by government agencies or sponsored agencies | $5,673,000 | 1,505 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $80,101,000 | 1,540 |
| Total debt securities | $80,101,000 | 1,697 |
| 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 | $83,946,000 | 1,673 |
| U.S. Government securities | $30,996,000 | 2,505 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $30,996,000 | 2,418 |
| Securities issued by states & political subdivisions | $52,950,000 | 722 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,156,000 | 1,915 |
| Mortgage-backed securities | $30,996,000 | 1,640 |
| Certificates of participation in pools of residential mortgages | $24,915,000 | 1,386 |
| Issued or guaranteed by U.S. | $24,915,000 | 1,386 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,081,000 | 1,574 |
| CMOs issued by government agencies or sponsored agencies | $6,081,000 | 1,507 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $83,946,000 | 1,493 |
| Total debt securities | $83,946,000 | 1,651 |
| 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 | $80,834,000 | 1,754 |
| U.S. Government securities | $29,666,000 | 2,612 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $29,666,000 | 2,523 |
| Securities issued by states & political subdivisions | $51,168,000 | 735 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,448,000 | 1,802 |
| Mortgage-backed securities | $28,680,000 | 1,752 |
| Certificates of participation in pools of residential mortgages | $23,687,000 | 1,465 |
| Issued or guaranteed by U.S. | $23,687,000 | 1,465 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $4,993,000 | 1,757 |
| CMOs issued by government agencies or sponsored agencies | $4,993,000 | 1,694 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $80,834,000 | 1,579 |
| Total debt securities | $80,834,000 | 1,727 |
| 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 | $79,698,000 | 1,780 |
| U.S. Government securities | $29,417,000 | 2,652 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $29,417,000 | 2,566 |
| Securities issued by states & political subdivisions | $50,281,000 | 746 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,972,000 | 1,828 |
| Mortgage-backed securities | $28,453,000 | 1,798 |
| Certificates of participation in pools of residential mortgages | $23,095,000 | 1,514 |
| Issued or guaranteed by U.S. | $23,095,000 | 1,511 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $5,358,000 | 1,746 |
| CMOs issued by government agencies or sponsored agencies | $5,358,000 | 1,675 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $79,698,000 | 1,598 |
| Total debt securities | $79,698,000 | 1,760 |
| 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 | $81,454,000 | 1,775 |
| U.S. Government securities | $31,513,000 | 2,617 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $31,513,000 | 2,538 |
| Securities issued by states & political subdivisions | $49,941,000 | 758 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,119,000 | 1,768 |
| Mortgage-backed securities | $30,567,000 | 1,776 |
| Certificates of participation in pools of residential mortgages | $25,881,000 | 1,413 |
| Issued or guaranteed by U.S. | $25,881,000 | 1,413 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $4,686,000 | 1,873 |
| CMOs issued by government agencies or sponsored agencies | $4,686,000 | 1,797 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $81,454,000 | 1,586 |
| Total debt securities | $81,455,000 | 1,753 |
| 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 | $85,773,000 | 1,719 |
| U.S. Government securities | $33,605,000 | 2,551 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $33,605,000 | 2,471 |
| Securities issued by states & political subdivisions | $52,168,000 | 710 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,591,000 | 1,723 |
| Mortgage-backed securities | $32,652,000 | 1,739 |
| Certificates of participation in pools of residential mortgages | $27,575,000 | 1,388 |
| Issued or guaranteed by U.S. | $27,575,000 | 1,388 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $5,077,000 | 1,831 |
| CMOs issued by government agencies or sponsored agencies | $5,077,000 | 1,753 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $85,773,000 | 1,532 |
| Total debt securities | $85,773,000 | 1,698 |
| 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 | $86,743,000 | 1,710 |
| U.S. Government securities | $34,987,000 | 2,500 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $34,987,000 | 2,429 |
| Securities issued by states & political subdivisions | $51,756,000 | 728 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,521,000 | 1,808 |
| Mortgage-backed securities | $34,052,000 | 1,694 |
| Certificates of participation in pools of residential mortgages | $28,884,000 | 1,350 |
| Issued or guaranteed by U.S. | $28,884,000 | 1,349 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $5,168,000 | 1,821 |
| CMOs issued by government agencies or sponsored agencies | $5,168,000 | 1,744 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $86,743,000 | 1,519 |
| Total debt securities | $86,743,000 | 1,690 |
| 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 | $92,375,000 | 1,599 |
| U.S. Government securities | $39,646,000 | 2,262 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $39,646,000 | 2,196 |
| Securities issued by states & political subdivisions | $52,729,000 | 706 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,547,000 | 1,794 |
| Mortgage-backed securities | $38,717,000 | 1,537 |
| Certificates of participation in pools of residential mortgages | $33,484,000 | 1,204 |
| Issued or guaranteed by U.S. | $33,484,000 | 1,204 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $5,233,000 | 1,823 |
| CMOs issued by government agencies or sponsored agencies | $5,233,000 | 1,743 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $92,375,000 | 1,426 |
| Total debt securities | $92,374,000 | 1,579 |
| 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 | $93,979,000 | 1,599 |
| U.S. Government securities | $42,000,000 | 2,180 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $42,000,000 | 2,122 |
| Securities issued by states & political subdivisions | $51,979,000 | 718 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,744,000 | 1,740 |
| Mortgage-backed securities | $41,074,000 | 1,483 |
| Certificates of participation in pools of residential mortgages | $35,436,000 | 1,141 |
| Issued or guaranteed by U.S. | $35,436,000 | 1,140 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $5,638,000 | 1,790 |
| CMOs issued by government agencies or sponsored agencies | $5,638,000 | 1,708 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $93,979,000 | 1,425 |
| Total debt securities | $93,979,000 | 1,577 |
| 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 | $109,013,000 | 1,376 |
| U.S. Government securities | $56,086,000 | 1,697 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $56,086,000 | 1,645 |
| Securities issued by states & political subdivisions | $52,927,000 | 699 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,891,000 | 1,364 |
| Mortgage-backed securities | $54,134,000 | 1,188 |
| Certificates of participation in pools of residential mortgages | $47,500,000 | 895 |
| Issued or guaranteed by U.S. | $47,500,000 | 894 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $6,634,000 | 1,709 |
| CMOs issued by government agencies or sponsored agencies | $6,634,000 | 1,613 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $109,013,000 | 1,235 |
| Total debt securities | $109,013,000 | 1,358 |
| 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 | $114,249,000 | 1,333 |
| U.S. Government securities | $59,713,000 | 1,653 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $59,713,000 | 1,600 |
| Securities issued by states & political subdivisions | $54,536,000 | 650 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,416,000 | 1,306 |
| Mortgage-backed securities | $58,696,000 | 1,146 |
| Certificates of participation in pools of residential mortgages | $50,991,000 | 863 |
| Issued or guaranteed by U.S. | $50,991,000 | 863 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $7,705,000 | 1,645 |
| CMOs issued by government agencies or sponsored agencies | $7,705,000 | 1,551 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $114,249,000 | 1,206 |
| Total debt securities | $114,249,000 | 1,317 |
| 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 | $114,760,000 | 1,310 |
| U.S. Government securities | $59,937,000 | 1,620 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $59,937,000 | 1,567 |
| Securities issued by states & political subdivisions | $54,823,000 | 622 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,475,000 | 1,326 |
| Mortgage-backed securities | $58,406,000 | 1,135 |
| Certificates of participation in pools of residential mortgages | $49,727,000 | 862 |
| Issued or guaranteed by U.S. | $49,727,000 | 861 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $8,679,000 | 1,613 |
| CMOs issued by government agencies or sponsored agencies | $8,679,000 | 1,511 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $360,000 | 2,195 |
| Available-for-sale securities (fair market value) | $114,400,000 | 1,177 |
| Total debt securities | $114,760,000 | 1,294 |
| 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 | $119,539,000 | 1,273 |
| U.S. Government securities | $65,072,000 | 1,540 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $65,072,000 | 1,489 |
| Securities issued by states & political subdivisions | $54,467,000 | 598 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,520,000 | 1,234 |
| Mortgage-backed securities | $63,524,000 | 1,116 |
| Certificates of participation in pools of residential mortgages | $53,864,000 | 843 |
| Issued or guaranteed by U.S. | $53,864,000 | 843 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $9,660,000 | 1,614 |
| CMOs issued by government agencies or sponsored agencies | $9,660,000 | 1,515 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $360,000 | 2,240 |
| Available-for-sale securities (fair market value) | $119,179,000 | 1,146 |
| Total debt securities | $119,539,000 | 1,258 |
| 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 | $114,051,000 | 1,341 |
| U.S. Government securities | $62,918,000 | 1,607 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $62,918,000 | 1,566 |
| Securities issued by states & political subdivisions | $51,133,000 | 633 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,787,000 | 1,363 |
| Mortgage-backed securities | $60,852,000 | 1,187 |
| Certificates of participation in pools of residential mortgages | $52,121,000 | 888 |
| Issued or guaranteed by U.S. | $52,121,000 | 886 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $8,731,000 | 1,693 |
| CMOs issued by government agencies or sponsored agencies | $8,731,000 | 1,600 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $680,000 | 2,084 |
| Available-for-sale securities (fair market value) | $113,371,000 | 1,228 |
| Total debt securities | $114,051,000 | 1,321 |
| 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 | $116,264,000 | 1,328 |
| U.S. Government securities | $66,999,000 | 1,559 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $66,999,000 | 1,512 |
| Securities issued by states & political subdivisions | $49,265,000 | 629 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,404,000 | 1,329 |
| Mortgage-backed securities | $63,396,000 | 1,159 |
| Certificates of participation in pools of residential mortgages | $54,221,000 | 855 |
| Issued or guaranteed by U.S. | $54,221,000 | 853 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $9,175,000 | 1,670 |
| CMOs issued by government agencies or sponsored agencies | $9,175,000 | 1,571 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $1,131,000 | 1,963 |
| Available-for-sale securities (fair market value) | $115,133,000 | 1,214 |
| Total debt securities | $116,264,000 | 1,311 |
| Structured notes | ||
| Amortized cost | $504,000 | 2,669 |
| Fair value | $506,000 | 2,681 |
| 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 | $109,983,000 | 1,342 |
| U.S. Government securities | $65,212,000 | 1,520 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $65,212,000 | 1,476 |
| Securities issued by states & political subdivisions | $44,771,000 | 701 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,448,000 | 1,675 |
| Mortgage-backed securities | $61,578,000 | 1,131 |
| Certificates of participation in pools of residential mortgages | $51,415,000 | 846 |
| Issued or guaranteed by U.S. | $51,415,000 | 844 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $10,163,000 | 1,571 |
| CMOs issued by government agencies or sponsored agencies | $10,163,000 | 1,424 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $1,132,000 | 2,045 |
| Available-for-sale securities (fair market value) | $108,851,000 | 1,226 |
| Total debt securities | $109,983,000 | 1,330 |
| Structured notes | ||
| Amortized cost | $506,000 | 2,565 |
| Fair value | $508,000 | 2,571 |
| 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 | $93,659,000 | 1,507 |
| U.S. Government securities | $54,060,000 | 1,725 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $54,060,000 | 1,677 |
| Securities issued by states & political subdivisions | $39,599,000 | 750 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,199,000 | 1,572 |
| Mortgage-backed securities | $49,386,000 | 1,284 |
| Certificates of participation in pools of residential mortgages | $41,968,000 | 972 |
| Issued or guaranteed by U.S. | $41,968,000 | 971 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $7,418,000 | 1,806 |
| CMOs issued by government agencies or sponsored agencies | $7,418,000 | 1,637 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $1,133,000 | 2,063 |
| Available-for-sale securities (fair market value) | $92,526,000 | 1,373 |
| Total debt securities | $93,659,000 | 1,487 |
| Structured notes | ||
| Amortized cost | $508,000 | 2,622 |
| Fair value | $512,000 | 2,625 |
| 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 | $87,383,000 | 1,593 |
| U.S. Government securities | $50,284,000 | 1,843 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $50,284,000 | 1,794 |
| Securities issued by states & political subdivisions | $37,099,000 | 748 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,179,000 | 1,589 |
| Mortgage-backed securities | $44,571,000 | 1,362 |
| Certificates of participation in pools of residential mortgages | $38,520,000 | 1,007 |
| Issued or guaranteed by U.S. | $38,520,000 | 1,003 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $6,051,000 | 1,938 |
| CMOs issued by government agencies or sponsored agencies | $6,051,000 | 1,754 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $1,134,000 | 2,083 |
| Available-for-sale securities (fair market value) | $86,249,000 | 1,454 |
| Total debt securities | $87,383,000 | 1,572 |
| Structured notes | ||
| Amortized cost | $510,000 | 2,799 |
| Fair value | $514,000 | 2,804 |
| 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 | $89,204,000 | 1,550 |
| U.S. Government securities | $52,940,000 | 1,775 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $52,940,000 | 1,725 |
| Securities issued by states & political subdivisions | $36,264,000 | 758 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,396,000 | 1,543 |
| Mortgage-backed securities | $47,192,000 | 1,278 |
| Certificates of participation in pools of residential mortgages | $40,933,000 | 932 |
| Issued or guaranteed by U.S. | $40,933,000 | 929 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $6,259,000 | 1,841 |
| CMOs issued by government agencies or sponsored agencies | $6,259,000 | 1,656 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $1,135,000 | 2,098 |
| Available-for-sale securities (fair market value) | $88,069,000 | 1,414 |
| Total debt securities | $89,204,000 | 1,528 |
| Structured notes | ||
| Amortized cost | $512,000 | 2,861 |
| Fair value | $514,000 | 2,859 |
| 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 | $69,405,000 | 1,839 |
| U.S. Government securities | $36,291,000 | 2,289 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $36,291,000 | 2,214 |
| Securities issued by states & political subdivisions | $33,114,000 | 811 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,995,000 | 1,480 |
| Mortgage-backed securities | $31,549,000 | 1,667 |
| Certificates of participation in pools of residential mortgages | $28,791,000 | 1,196 |
| Issued or guaranteed by U.S. | $28,791,000 | 1,185 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,758,000 | 2,410 |
| CMOs issued by government agencies or sponsored agencies | $2,758,000 | 2,174 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $1,137,000 | 2,121 |
| Available-for-sale securities (fair market value) | $68,268,000 | 1,697 |
| Total debt securities | $69,405,000 | 1,823 |
| 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 | $67,640,000 | 1,832 |
| U.S. Government securities | $38,229,000 | 2,167 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $38,229,000 | 2,093 |
| Securities issued by states & political subdivisions | $29,411,000 | 922 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,174,000 | 1,594 |
| Mortgage-backed securities | $33,026,000 | 1,595 |
| Certificates of participation in pools of residential mortgages | $30,527,000 | 1,120 |
| Issued or guaranteed by U.S. | $30,527,000 | 1,108 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,499,000 | 2,449 |
| CMOs issued by government agencies or sponsored agencies | $2,499,000 | 2,204 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $1,198,000 | 2,136 |
| Available-for-sale securities (fair market value) | $66,442,000 | 1,660 |
| Total debt securities | $67,640,000 | 1,814 |
| 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 | $72,838,000 | 1,732 |
| U.S. Government securities | $44,946,000 | 1,934 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $44,946,000 | 1,866 |
| Securities issued by states & political subdivisions | $27,892,000 | 909 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,512,000 | 1,592 |
| Mortgage-backed securities | $38,253,000 | 1,392 |
| Certificates of participation in pools of residential mortgages | $35,260,000 | 987 |
| Issued or guaranteed by U.S. | $35,260,000 | 979 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,993,000 | 2,258 |
| CMOs issued by government agencies or sponsored agencies | $2,993,000 | 2,001 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $1,199,000 | 2,205 |
| Available-for-sale securities (fair market value) | $71,639,000 | 1,556 |
| Total debt securities | $72,837,000 | 1,716 |
| 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 | $71,363,000 | 1,777 |
| U.S. Government securities | $49,545,000 | 1,799 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $49,545,000 | 1,743 |
| Securities issued by states & political subdivisions | $21,818,000 | 1,149 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,105,000 | 1,659 |
| Mortgage-backed securities | $42,862,000 | 1,319 |
| Certificates of participation in pools of residential mortgages | $38,623,000 | 976 |
| Issued or guaranteed by U.S. | $38,623,000 | 969 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,239,000 | 1,971 |
| CMOs issued by government agencies or sponsored agencies | $4,239,000 | 1,713 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $1,200,000 | 2,242 |
| Available-for-sale securities (fair market value) | $70,163,000 | 1,604 |
| Total debt securities | $71,363,000 | 1,757 |
| 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 | $63,734,000 | 1,934 |
| U.S. Government securities | $47,915,000 | 1,817 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $47,915,000 | 1,758 |
| Securities issued by states & political subdivisions | $15,819,000 | 1,591 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,034,000 | 1,422 |
| Mortgage-backed securities | $40,818,000 | 1,406 |
| Certificates of participation in pools of residential mortgages | $37,404,000 | 1,026 |
| Issued or guaranteed by U.S. | $37,404,000 | 1,017 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $3,414,000 | 2,112 |
| CMOs issued by government agencies or sponsored agencies | $3,414,000 | 1,828 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $1,291,000 | 2,255 |
| Available-for-sale securities (fair market value) | $62,443,000 | 1,762 |
| Total debt securities | $63,735,000 | 1,917 |
| 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 | $60,471,000 | 2,058 |
| U.S. Government securities | $50,011,000 | 1,713 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $50,011,000 | 1,664 |
| Securities issued by states & political subdivisions | $10,460,000 | 2,188 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,992,000 | 1,294 |
| Mortgage-backed securities | $43,412,000 | 1,370 |
| Certificates of participation in pools of residential mortgages | $39,740,000 | 1,004 |
| Issued or guaranteed by U.S. | $39,740,000 | 997 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $3,672,000 | 2,071 |
| CMOs issued by government agencies or sponsored agencies | $3,672,000 | 1,774 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $1,527,000 | 2,246 |
| Available-for-sale securities (fair market value) | $58,944,000 | 1,844 |
| Total debt securities | $60,471,000 | 2,029 |
| 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 | $64,652,000 | 1,892 |
| U.S. Government securities | $54,736,000 | 1,551 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $54,736,000 | 1,507 |
| Securities issued by states & political subdivisions | $9,916,000 | 2,215 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,893,000 | 1,380 |
| Mortgage-backed securities | $47,110,000 | 1,284 |
| Certificates of participation in pools of residential mortgages | $43,119,000 | 948 |
| Issued or guaranteed by U.S. | $43,119,000 | 939 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $3,991,000 | 1,988 |
| CMOs issued by government agencies or sponsored agencies | $3,991,000 | 1,680 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $1,688,000 | 2,233 |
| Available-for-sale securities (fair market value) | $62,964,000 | 1,694 |
| Total debt securities | $64,661,000 | 1,869 |
| 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 | $69,172,000 | 1,763 |
| U.S. Government securities | $59,497,000 | 1,443 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $59,497,000 | 1,407 |
| Securities issued by states & political subdivisions | $9,675,000 | 2,179 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,257,000 | 1,678 |
| Mortgage-backed securities | $51,790,000 | 1,189 |
| Certificates of participation in pools of residential mortgages | $47,401,000 | 906 |
| Issued or guaranteed by U.S. | $47,401,000 | 896 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $4,389,000 | 1,944 |
| CMOs issued by government agencies or sponsored agencies | $4,389,000 | 1,617 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,477,000 | 2,332 |
| Available-for-sale securities (fair market value) | $67,695,000 | 1,580 |
| Total debt securities | $69,172,000 | 1,740 |
| 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 | $64,133,000 | 1,854 |
| U.S. Government securities | $56,775,000 | 1,517 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $56,775,000 | 1,494 |
| Securities issued by states & political subdivisions | $7,358,000 | 2,558 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,117,000 | 1,730 |
| Mortgage-backed securities | $48,573,000 | 1,218 |
| Certificates of participation in pools of residential mortgages | $43,937,000 | 935 |
| Issued or guaranteed by U.S. | $43,937,000 | 927 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $4,636,000 | 1,849 |
| CMOs issued by government agencies or sponsored agencies | $4,636,000 | 1,548 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,563,000 | 2,316 |
| Available-for-sale securities (fair market value) | $62,570,000 | 1,666 |
| Total debt securities | $64,133,000 | 1,839 |
| 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 | $54,587,000 | 2,088 |
| U.S. Government securities | $47,767,000 | 1,720 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $47,767,000 | 1,695 |
| Securities issued by states & political subdivisions | $6,820,000 | 2,646 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,990,000 | 1,944 |
| Mortgage-backed securities | $40,796,000 | 1,311 |
| Certificates of participation in pools of residential mortgages | $36,586,000 | 1,049 |
| Issued or guaranteed by U.S. | $36,586,000 | 1,037 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $4,210,000 | 1,835 |
| CMOs issued by government agencies or sponsored agencies | $4,210,000 | 1,524 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,564,000 | 2,328 |
| Available-for-sale securities (fair market value) | $53,023,000 | 1,874 |
| Total debt securities | $54,587,000 | 2,061 |
| 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 | $52,011,000 | 2,225 |
| U.S. Government securities | $45,091,000 | 1,834 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $45,091,000 | 1,800 |
| Securities issued by states & political subdivisions | $6,920,000 | 2,646 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,607,000 | 2,050 |
| Mortgage-backed securities | $39,436,000 | 1,344 |
| Certificates of participation in pools of residential mortgages | $35,040,000 | 1,071 |
| Issued or guaranteed by U.S. | $35,040,000 | 1,061 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $4,396,000 | 1,803 |
| CMOs issued by government agencies or sponsored agencies | $4,396,000 | 1,501 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,716,000 | 2,294 |
| Available-for-sale securities (fair market value) | $50,295,000 | 2,031 |
| Total debt securities | $52,011,000 | 2,176 |
| 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 | $51,702,000 | 2,246 |
| U.S. Government securities | $44,791,000 | 1,843 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $44,791,000 | 1,807 |
| Securities issued by states & political subdivisions | $6,911,000 | 2,660 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,227,000 | 2,008 |
| Mortgage-backed securities | $38,516,000 | 1,324 |
| Certificates of participation in pools of residential mortgages | $33,782,000 | 1,048 |
| Issued or guaranteed by U.S. | $33,782,000 | 1,036 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,734,000 | 1,728 |
| CMOs issued by government agencies or sponsored agencies | $4,734,000 | 1,433 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,827,000 | 2,298 |
| Available-for-sale securities (fair market value) | $49,875,000 | 2,036 |
| Total debt securities | $51,702,000 | 2,196 |
| 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 | $47,432,000 | 2,400 |
| U.S. Government securities | $40,932,000 | 2,018 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $40,932,000 | 1,973 |
| Securities issued by states & political subdivisions | $6,500,000 | 2,730 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,374,000 | 1,902 |
| Mortgage-backed securities | $31,868,000 | 1,376 |
| Certificates of participation in pools of residential mortgages | $27,879,000 | 1,098 |
| Issued or guaranteed by U.S. | $27,879,000 | 1,090 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,989,000 | 1,776 |
| CMOs issued by government agencies or sponsored agencies | $3,989,000 | 1,490 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,244,000 | 2,244 |
| Available-for-sale securities (fair market value) | $45,188,000 | 2,199 |
| Total debt securities | $47,432,000 | 2,358 |
| Structured notes | ||
| Amortized cost | $749,000 | 1,812 |
| Fair value | $750,000 | 1,808 |
| 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 | $40,885,000 | 2,710 |
| U.S. Government securities | $35,585,000 | 2,299 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $35,585,000 | 2,247 |
| Securities issued by states & political subdivisions | $5,300,000 | 2,985 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,452,000 | 2,322 |
| Mortgage-backed securities | $27,373,000 | 1,443 |
| Certificates of participation in pools of residential mortgages | $23,252,000 | 1,167 |
| Issued or guaranteed by U.S. | $23,252,000 | 1,161 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $4,121,000 | 1,701 |
| CMOs issued by government agencies or sponsored agencies | $4,121,000 | 1,428 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,246,000 | 2,282 |
| Available-for-sale securities (fair market value) | $38,639,000 | 2,488 |
| Total debt securities | $40,886,000 | 2,662 |
| Structured notes | ||
| Amortized cost | $747,000 | 2,042 |
| Fair value | $748,000 | 2,031 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $37,162,000 | 2,933 |
| U.S. Government securities | $31,019,000 | 2,619 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $31,019,000 | 2,549 |
| Securities issued by states & political subdivisions | $6,143,000 | 2,778 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,594,000 | 3,485 |
| Mortgage-backed securities | $22,925,000 | 1,587 |
| Certificates of participation in pools of residential mortgages | $18,647,000 | 1,365 |
| Issued or guaranteed by U.S. | $18,647,000 | 1,357 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $4,278,000 | 1,650 |
| CMOs issued by government agencies or sponsored agencies | $4,278,000 | 1,391 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,143,000 | 2,091 |
| Available-for-sale securities (fair market value) | $34,019,000 | 2,743 |
| Total debt securities | $37,162,000 | 2,889 |
| Structured notes | ||
| Amortized cost | $746,000 | 2,140 |
| Fair value | $752,000 | 2,109 |
| 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 | $41,328,000 | 2,717 |
| U.S. Government securities | $35,019,000 | 2,372 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $35,019,000 | 2,299 |
| Securities issued by states & political subdivisions | $6,309,000 | 2,743 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,979,000 | 3,610 |
| Mortgage-backed securities | $21,040,000 | 1,686 |
| Certificates of participation in pools of residential mortgages | $16,452,000 | 1,489 |
| Issued or guaranteed by U.S. | $16,452,000 | 1,483 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $4,588,000 | 1,587 |
| CMOs issued by government agencies or sponsored agencies | $4,588,000 | 1,336 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,237,000 | 2,109 |
| Available-for-sale securities (fair market value) | $38,091,000 | 2,522 |
| Total debt securities | $41,328,000 | 2,670 |
| Structured notes | ||
| Amortized cost | $745,000 | 2,209 |
| Fair value | $742,000 | 2,201 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $39,628,000 | 2,818 |
| U.S. Government securities | $32,881,000 | 2,542 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $32,881,000 | 2,479 |
| Securities issued by states & political subdivisions | $6,747,000 | 2,646 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,640,000 | 3,658 |
| Mortgage-backed securities | $18,932,000 | 1,824 |
| Certificates of participation in pools of residential mortgages | $15,028,000 | 1,598 |
| Issued or guaranteed by U.S. | $15,028,000 | 1,590 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $3,904,000 | 1,705 |
| CMOs issued by government agencies or sponsored agencies | $3,904,000 | 1,455 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,677,000 | 2,049 |
| Available-for-sale securities (fair market value) | $35,951,000 | 2,652 |
| Total debt securities | $39,628,000 | 2,774 |
| Structured notes | ||
| Amortized cost | $1,193,000 | 1,891 |
| Fair value | $1,189,000 | 1,882 |
| 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 | $36,939,000 | 3,028 |
| U.S. Government securities | $30,941,000 | 2,712 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $30,941,000 | 2,640 |
| Securities issued by states & political subdivisions | $5,998,000 | 2,824 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,607,000 | 3,683 |
| Mortgage-backed securities | $17,552,000 | 1,923 |
| Certificates of participation in pools of residential mortgages | $13,478,000 | 1,739 |
| Issued or guaranteed by U.S. | $13,478,000 | 1,728 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $4,074,000 | 1,629 |
| CMOs issued by government agencies or sponsored agencies | $4,074,000 | 1,400 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,682,000 | 2,110 |
| Available-for-sale securities (fair market value) | $33,257,000 | 2,830 |
| Total debt securities | $36,939,000 | 2,981 |
| Structured notes | ||
| Amortized cost | $1,191,000 | 1,997 |
| Fair value | $1,182,000 | 1,990 |
| 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 | $36,831,000 | 3,013 |
| U.S. Government securities | $30,198,000 | 2,741 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $30,198,000 | 2,659 |
| Securities issued by states & political subdivisions | $6,633,000 | 2,642 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,916,000 | 3,605 |
| Mortgage-backed securities | $16,995,000 | 1,965 |
| Certificates of participation in pools of residential mortgages | $12,771,000 | 1,822 |
| Issued or guaranteed by U.S. | $12,771,000 | 1,812 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $4,224,000 | 1,587 |
| CMOs issued by government agencies or sponsored agencies | $4,224,000 | 1,367 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,323,000 | 2,015 |
| Available-for-sale securities (fair market value) | $32,508,000 | 2,860 |
| Total debt securities | $36,831,000 | 2,973 |
| Structured notes | ||
| Amortized cost | $1,188,000 | 2,052 |
| Fair value | $1,168,000 | 2,047 |
| 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 | $37,824,000 | 2,985 |
| U.S. Government securities | $30,864,000 | 2,727 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $30,864,000 | 2,645 |
| Securities issued by states & political subdivisions | $6,960,000 | 2,545 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,250,000 | 3,550 |
| Mortgage-backed securities | $17,470,000 | 1,966 |
| Certificates of participation in pools of residential mortgages | $12,988,000 | 1,826 |
| Issued or guaranteed by U.S. | $12,988,000 | 1,811 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,482,000 | 1,555 |
| CMOs issued by government agencies or sponsored agencies | $4,482,000 | 1,337 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,611,000 | 1,979 |
| Available-for-sale securities (fair market value) | $33,213,000 | 2,838 |
| Total debt securities | $37,824,000 | 2,937 |
| Structured notes | ||
| Amortized cost | $1,186,000 | 2,051 |
| Fair value | $1,176,000 | 2,044 |
| 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 | $24,166,000 | 4,129 |
| U.S. Government securities | $16,628,000 | 4,287 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $16,628,000 | 4,154 |
| Securities issued by states & political subdivisions | $7,538,000 | 2,419 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,403,000 | 3,304 |
| Mortgage-backed securities | $9,289,000 | 2,807 |
| Certificates of participation in pools of residential mortgages | $8,843,000 | 2,316 |
| Issued or guaranteed by U.S. | $8,843,000 | 2,304 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $446,000 | 2,896 |
| CMOs issued by government agencies or sponsored agencies | $446,000 | 2,612 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,194,000 | 1,938 |
| Available-for-sale securities (fair market value) | $18,972,000 | 4,127 |
| Total debt securities | $24,166,000 | 4,071 |
| Structured notes | ||
| Amortized cost | $1,188,000 | 2,036 |
| Fair value | $1,183,000 | 2,028 |
| 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 | $20,502,000 | 4,545 |
| U.S. Government securities | $12,967,000 | 4,907 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $12,967,000 | 4,768 |
| Securities issued by states & political subdivisions | $7,535,000 | 2,387 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,174,000 | 3,725 |
| Mortgage-backed securities | $7,694,000 | 3,088 |
| Certificates of participation in pools of residential mortgages | $7,216,000 | 2,637 |
| Issued or guaranteed by U.S. | $7,216,000 | 2,624 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $478,000 | 2,903 |
| CMOs issued by government agencies or sponsored agencies | $478,000 | 2,610 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,204,000 | 1,940 |
| Available-for-sale securities (fair market value) | $15,298,000 | 4,656 |
| Total debt securities | $20,502,000 | 4,480 |
| Structured notes | ||
| Amortized cost | $444,000 | 2,781 |
| Fair value | $443,000 | 2,778 |
| 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 | $22,048,000 | 4,367 |
| U.S. Government securities | $14,020,000 | 4,731 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $14,020,000 | 4,596 |
| Securities issued by states & political subdivisions | $8,028,000 | 2,261 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,234,000 | 3,512 |
| Mortgage-backed securities | $8,223,000 | 3,076 |
| Certificates of participation in pools of residential mortgages | $7,713,000 | 2,602 |
| Issued or guaranteed by U.S. | $7,713,000 | 2,591 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $510,000 | 2,898 |
| CMOs issued by government agencies or sponsored agencies | $510,000 | 2,624 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,684,000 | 1,887 |
| Available-for-sale securities (fair market value) | $16,364,000 | 4,528 |
| Total debt securities | $22,048,000 | 4,304 |
| Structured notes | ||
| Amortized cost | $443,000 | 2,755 |
| Fair value | $444,000 | 2,753 |
| 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 | $19,286,000 | 4,803 |
| U.S. Government securities | $11,425,000 | 5,345 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,425,000 | 5,207 |
| Securities issued by states & political subdivisions | $7,861,000 | 2,309 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,400,000 | 3,486 |
| Mortgage-backed securities | $6,704,000 | 3,493 |
| Certificates of participation in pools of residential mortgages | $6,704,000 | 2,889 |
| Issued or guaranteed by U.S. | $6,704,000 | 2,879 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,734,000 | 1,908 |
| Available-for-sale securities (fair market value) | $13,552,000 | 5,030 |
| Total debt securities | $19,286,000 | 4,752 |
| 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 | $15,995,000 | 5,332 |
| U.S. Government securities | $7,771,000 | 6,246 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,771,000 | 6,104 |
| Securities issued by states & political subdivisions | $8,224,000 | 2,250 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,045,000 | 3,341 |
| Mortgage-backed securities | $4,516,000 | 4,097 |
| Certificates of participation in pools of residential mortgages | $4,469,000 | 3,483 |
| Issued or guaranteed by U.S. | $4,469,000 | 3,473 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $47,000 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $47,000 | 3,270 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,922,000 | 1,761 |
| Available-for-sale securities (fair market value) | $9,073,000 | 5,905 |
| Total debt securities | $15,995,000 | 5,263 |
| 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 | $17,275,000 | 5,128 |
| U.S. Government securities | $8,587,000 | 6,048 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $8,587,000 | 5,901 |
| Securities issued by states & political subdivisions | $8,688,000 | 2,173 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,170,000 | 3,269 |
| Mortgage-backed securities | $4,810,000 | 4,008 |
| Certificates of participation in pools of residential mortgages | $4,756,000 | 3,412 |
| Issued or guaranteed by U.S. | $4,756,000 | 3,406 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $54,000 | 3,592 |
| CMOs issued by government agencies or sponsored agencies | $54,000 | 3,270 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,944,000 | 1,791 |
| Available-for-sale securities (fair market value) | $10,331,000 | 5,677 |
| Total debt securities | $17,274,000 | 5,053 |
| 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 | $21,634,000 | 4,583 |
| U.S. Government securities | $12,939,000 | 5,101 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $12,939,000 | 4,945 |
| Securities issued by states & political subdivisions | $8,695,000 | 2,167 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,672,000 | 3,146 |
| Mortgage-backed securities | $7,663,000 | 3,386 |
| Certificates of participation in pools of residential mortgages | $7,601,000 | 2,798 |
| Issued or guaranteed by U.S. | $7,601,000 | 2,790 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $62,000 | 3,640 |
| CMOs issued by government agencies or sponsored agencies | $62,000 | 3,329 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,799,000 | 1,704 |
| Available-for-sale securities (fair market value) | $13,835,000 | 5,090 |
| Total debt securities | $21,634,000 | 4,510 |
| 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 | $22,648,000 | 4,423 |
| U.S. Government securities | $13,917,000 | 4,859 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $13,917,000 | 4,726 |
| Securities issued by states & political subdivisions | $8,731,000 | 2,187 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,428,000 | 3,570 |
| Mortgage-backed securities | $9,500,000 | 3,099 |
| Certificates of participation in pools of residential mortgages | $9,426,000 | 2,494 |
| Issued or guaranteed by U.S. | $9,426,000 | 2,487 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $74,000 | 3,684 |
| CMOs issued by government agencies or sponsored agencies | $74,000 | 3,362 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,068,000 | 1,637 |
| Available-for-sale securities (fair market value) | $14,580,000 | 4,959 |
| Total debt securities | $22,648,000 | 4,347 |
| 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 | $19,440,000 | 4,890 |
| U.S. Government securities | $10,792,000 | 5,570 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $10,792,000 | 5,408 |
| Securities issued by states & political subdivisions | $8,648,000 | 2,210 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,199,000 | 3,546 |
| Mortgage-backed securities | $6,747,000 | 3,601 |
| Certificates of participation in pools of residential mortgages | $6,665,000 | 3,019 |
| Issued or guaranteed by U.S. | $6,665,000 | 3,005 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $82,000 | 3,726 |
| CMOs issued by government agencies or sponsored agencies | $82,000 | 3,548 |
| 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) | $8,494,000 | 1,607 |
| Available-for-sale securities (fair market value) | $10,946,000 | 5,668 |
| Total debt securities | $19,440,000 | 4,812 |
| 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 | $18,516,000 | 4,942 |
| U.S. Government securities | $9,760,000 | 5,680 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $9,760,000 | 5,517 |
| Securities issued by states & political subdivisions | $8,756,000 | 2,186 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,736,000 | 4,183 |
| Mortgage-backed securities | $6,505,000 | 3,638 |
| Certificates of participation in pools of residential mortgages | $6,408,000 | 3,061 |
| Issued or guaranteed by U.S. | $6,408,000 | 3,047 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $97,000 | 3,799 |
| CMOs issued by government agencies or sponsored agencies | $97,000 | 3,604 |
| 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) | $8,699,000 | 1,580 |
| Available-for-sale securities (fair market value) | $9,817,000 | 5,850 |
| Total debt securities | $18,516,000 | 4,860 |
| 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 | $20,521,000 | 4,619 |
| U.S. Government securities | $11,317,000 | 5,239 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $11,317,000 | 5,073 |
| Securities issued by states & political subdivisions | $9,204,000 | 2,057 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,219,000 | 4,300 |
| Mortgage-backed securities | $8,025,000 | 3,396 |
| Certificates of participation in pools of residential mortgages | $7,908,000 | 2,724 |
| Issued or guaranteed by U.S. | $7,908,000 | 2,712 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $117,000 | 3,934 |
| CMOs issued by government agencies or sponsored agencies | $117,000 | 3,746 |
| 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) | $9,260,000 | 1,510 |
| Available-for-sale securities (fair market value) | $11,261,000 | 5,453 |
| Total debt securities | $20,521,000 | 4,527 |
| 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 | $21,081,000 | 4,507 |
| U.S. Government securities | $12,363,000 | 5,022 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $12,363,000 | 4,840 |
| Securities issued by states & political subdivisions | $8,718,000 | 2,071 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,892,000 | 3,785 |
| Mortgage-backed securities | $9,069,000 | 3,217 |
| Certificates of participation in pools of residential mortgages | $8,932,000 | 2,536 |
| Issued or guaranteed by U.S. | $8,932,000 | 2,521 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $137,000 | 3,994 |
| CMOs issued by government agencies or sponsored agencies | $137,000 | 3,811 |
| 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) | $9,520,000 | 1,506 |
| Available-for-sale securities (fair market value) | $11,561,000 | 5,417 |
| Total debt securities | $21,081,000 | 4,408 |
| 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 | $20,094,000 | 4,630 |
| U.S. Government securities | $11,905,000 | 5,131 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $11,905,000 | 4,951 |
| Securities issued by states & political subdivisions | $8,189,000 | 2,132 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,537,000 | 3,872 |
| Mortgage-backed securities | $8,086,000 | 3,358 |
| Certificates of participation in pools of residential mortgages | $7,927,000 | 2,667 |
| Issued or guaranteed by U.S. | $7,927,000 | 2,656 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $159,000 | 4,022 |
| CMOs issued by government agencies or sponsored agencies | $159,000 | 3,849 |
| 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) | $9,160,000 | 1,574 |
| Available-for-sale securities (fair market value) | $10,934,000 | 5,521 |
| Total debt securities | $20,094,000 | 4,540 |
| 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 | $23,410,000 | 4,056 |
| U.S. Government securities | $16,759,000 | 4,042 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $16,759,000 | 3,847 |
| Securities issued by states & political subdivisions | $6,651,000 | 2,380 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,312,000 | 3,584 |
| Mortgage-backed securities | $10,820,000 | 2,740 |
| Certificates of participation in pools of residential mortgages | $10,566,000 | 2,033 |
| Issued or guaranteed by U.S. | $10,566,000 | 2,021 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $254,000 | 4,040 |
| CMOs issued by government agencies or sponsored agencies | $254,000 | 3,858 |
| 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) | $8,789,000 | 1,688 |
| Available-for-sale securities (fair market value) | $14,621,000 | 4,671 |
| Total debt securities | $23,410,000 | 3,978 |
| 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 | $24,169,000 | 4,043 |
| U.S. Government securities | $18,286,000 | 3,927 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $18,286,000 | 3,661 |
| Securities issued by states & political subdivisions | $5,883,000 | 2,512 |
| 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 | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,947,000 | 3,196 |
| Mortgage-backed securities | $7,572,000 | 2,735 |
| Certificates of participation in pools of residential mortgages | $7,229,000 | 2,143 |
| Issued or guaranteed by U.S. | $7,229,000 | 2,129 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $343,000 | 3,563 |
| CMOs issued by government agencies or sponsored agencies | $343,000 | 3,388 |
| 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) | $9,493,000 | 1,952 |
| Available-for-sale securities (fair market value) | $14,676,000 | 4,666 |
| Total debt securities | $24,169,000 | 3,930 |
| 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 | $26,005,000 | 4,016 |
| U.S. Government securities | $19,937,000 | 3,859 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $19,937,000 | 3,492 |
| Securities issued by states & political subdivisions | $6,068,000 | 2,570 |
| 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 | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,624,000 | 4,048 |
| Mortgage-backed securities | $9,158,000 | 2,656 |
| Certificates of participation in pools of residential mortgages | $8,720,000 | 2,045 |
| Issued or guaranteed by U.S. | $8,720,000 | 2,036 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $438,000 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $438,000 | 3,473 |
| 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) | $9,938,000 | 2,128 |
| Available-for-sale securities (fair market value) | $16,067,000 | 4,532 |
| Total debt securities | $26,005,000 | 3,910 |
| 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 | $22,331,000 | 4,486 |
| U.S. Government securities | $20,553,000 | 3,821 |
| U.S. Treasury securities | $1,016,000 | 4,968 |
| U.S. Government agency obligations | $19,537,000 | 3,400 |
| Securities issued by states & political subdivisions | $1,778,000 | 4,916 |
| 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 | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,887,000 | 4,348 |
| Mortgage-backed securities | $9,513,000 | 2,796 |
| Certificates of participation in pools of residential mortgages | $8,907,000 | 2,131 |
| Issued or guaranteed by U.S. | $8,907,000 | 2,118 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $606,000 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $606,000 | 3,496 |
| 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) | $9,229,000 | 2,457 |
| Available-for-sale securities (fair market value) | $13,102,000 | 5,003 |
| Total debt securities | $22,331,000 | 4,376 |
| 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 | $13,152,000 | 6,492 |
| U.S. Government securities | $13,152,000 | 5,501 |
| U.S. Treasury securities | $2,770,000 | 4,480 |
| U.S. Government agency obligations | $10,382,000 | 5,102 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| 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 | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,414,000 | 3,587 |
| Mortgage-backed securities | $8,380,000 | 2,912 |
| Certificates of participation in pools of residential mortgages | $7,608,000 | 2,301 |
| Issued or guaranteed by U.S. | $7,608,000 | 2,287 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $772,000 | 3,663 |
| CMOs issued by government agencies or sponsored agencies | $772,000 | 3,536 |
| 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) | $2,856,000 | 5,109 |
| Available-for-sale securities (fair market value) | $10,296,000 | 5,646 |
| Total debt securities | $13,152,000 | 6,360 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $13,122,000 | 6,953 |
| U.S. Government securities | $13,122,000 | 5,997 |
| U.S. Treasury securities | $4,755,000 | 3,930 |
| U.S. Government agency obligations | $8,367,000 | 6,090 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| 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 | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,775,000 | 3,536 |
| Mortgage-backed securities | $6,365,000 | 3,734 |
| Certificates of participation in pools of residential mortgages | $5,430,000 | 3,075 |
| Issued or guaranteed by U.S. | $5,430,000 | 3,052 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $935,000 | 3,925 |
| CMOs issued by government agencies or sponsored agencies | $935,000 | 3,777 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $13,122,000 | 5,146 |
| Total debt securities | $13,122,000 | 6,827 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $7,638,000 | 9,141 |
| U.S. Government securities | $7,638,000 | 8,341 |
| U.S. Treasury securities | $4,013,000 | 5,230 |
| U.S. Government agency obligations | $3,625,000 | 8,554 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,462,000 | 4,458 |
| Mortgage-backed securities | $3,122,000 | 5,453 |
| Certificates of participation in pools of residential mortgages | $1,963,000 | 4,946 |
| Issued or guaranteed by U.S. | $1,963,000 | 4,912 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,159,000 | 4,061 |
| CMOs issued by government agencies or sponsored agencies | $1,159,000 | 3,907 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $7,638,000 | 6,913 |
| Total debt securities | $7,638,000 | 9,026 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $11,786,000 | 8,124 |
| U.S. Government securities | $11,686,000 | 7,090 |
| U.S. Treasury securities | $7,886,000 | 4,082 |
| U.S. Government agency obligations | $3,800,000 | 8,523 |
| Securities issued by states & political subdivisions | $100,000 | 9,046 |
| 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 | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,968,000 | 4,272 |
| Mortgage-backed securities | $3,800,000 | 5,346 |
| Certificates of participation in pools of residential mortgages | $1,618,000 | 5,622 |
| Issued or guaranteed by U.S. | $1,618,000 | 5,595 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $2,182,000 | 3,504 |
| CMOs issued by government agencies or sponsored agencies | $2,182,000 | 3,334 |
| 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) | $100,000 | 11,397 |
| Available-for-sale securities (fair market value) | $11,686,000 | 4,305 |
| Total debt securities | $11,786,000 | 8,005 |
| 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 | $12,223,000 | 8,262 |
| U.S. Government securities | $11,920,000 | 7,270 |
| U.S. Treasury securities | $8,126,000 | 4,103 |
| U.S. Government agency obligations | $3,794,000 | 8,756 |
| Securities issued by states & political subdivisions | $303,000 | 8,445 |
| 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 | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,712,000 | 4,784 |
| Mortgage-backed securities | $3,794,000 | 5,941 |
| Certificates of participation in pools of residential mortgages | $2,089,000 | 5,651 |
| Issued or guaranteed by U.S. | $2,089,000 | 5,608 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,705,000 | 4,290 |
| CMOs issued by government agencies or sponsored agencies | $1,705,000 | 4,109 |
| 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 | $12,223,000 | 8,111 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $12,775,000 | 8,094 |
| U.S. Government securities | $11,275,000 | 7,507 |
| U.S. Treasury securities | $7,654,000 | 4,329 |
| U.S. Government agency obligations | $3,621,000 | 9,016 |
| Securities issued by states & political subdivisions | $905,000 | 6,775 |
| Other domestic debt securities | $595,000 | 4,845 |
| Privately issued residential mortgage-backed securities | $595,000 | 2,209 |
| 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 | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,367,000 | 5,641 |
| Mortgage-backed securities | $4,216,000 | 5,904 |
| Certificates of participation in pools of residential mortgages | $3,621,000 | 4,692 |
| Issued or guaranteed by U.S. | $3,621,000 | 4,640 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $595,000 | 5,642 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $595,000 | 1,834 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $12,775,000 | 7,960 |
| 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 |