Home > NBC OKLAHOMA > Securities
NBC OKLAHOMA, Securities
| 2023-12-31 | Rank | |
| Total securities | $142,339,000 | 1,304 |
| U.S. Government securities | $34,073,000 | 2,323 |
| U.S. Treasury securities | $7,392,000 | 1,582 |
| U.S. Government agency obligations | $26,681,000 | 2,279 |
| Securities issued by states & political subdivisions | $58,643,000 | 773 |
| Other domestic debt securities | $49,623,000 | 401 |
| Privately issued residential mortgage-backed securities | $23,368,000 | 172 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $16,898,000 | 179 |
| Structured financial products - Total | $4,944,000 | 351 |
| Other domestic debt securities - All other | $4,413,000 | 1,012 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $97,838,000 | 920 |
| Mortgage-backed securities | $46,112,000 | 1,334 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,411,000 | 2,956 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $15,084,000 | 865 |
| Privately issued | $23,368,000 | 143 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,517,000 | 696 |
| Other commercial mortgage-backed securities | $732,000 | 1,159 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $142,339,000 | 1,135 |
| Total debt securities | $142,338,000 | 1,286 |
| Structured notes | ||
| Amortized cost | $1,966,000 | 623 |
| Fair value | $1,962,000 | 538 |
| 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 | $126,800,000 | 1,426 |
| U.S. Government securities | $34,073,000 | 2,312 |
| U.S. Treasury securities | $7,207,000 | 1,652 |
| U.S. Government agency obligations | $26,866,000 | 2,240 |
| Securities issued by states & political subdivisions | $54,350,000 | 800 |
| Other domestic debt securities | $38,377,000 | 467 |
| Privately issued residential mortgage-backed securities | $12,411,000 | 232 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $17,502,000 | 174 |
| Structured financial products - Total | $4,929,000 | 348 |
| Other domestic debt securities - All other | $3,535,000 | 1,106 |
| 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 | $93,074,000 | 928 |
| Mortgage-backed securities | $35,211,000 | 1,546 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,416,000 | 2,956 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $14,866,000 | 859 |
| Privately issued | $12,411,000 | 189 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,801,000 | 668 |
| Other commercial mortgage-backed securities | $717,000 | 1,162 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $126,800,000 | 1,240 |
| Total debt securities | $126,801,000 | 1,405 |
| Structured notes | ||
| Amortized cost | $2,043,000 | 554 |
| Fair value | $2,015,000 | 534 |
| 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 | $164,978,000 | 1,193 |
| U.S. Government securities | $65,847,000 | 1,602 |
| U.S. Treasury securities | $37,040,000 | 631 |
| U.S. Government agency obligations | $28,807,000 | 2,215 |
| Securities issued by states & political subdivisions | $59,442,000 | 777 |
| Other domestic debt securities | $39,689,000 | 457 |
| Privately issued residential mortgage-backed securities | $15,012,000 | 214 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $21,974,000 | 141 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $2,703,000 | 1,228 |
| 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 | $132,226,000 | 692 |
| Mortgage-backed securities | $39,107,000 | 1,488 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,600,000 | 2,951 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $15,570,000 | 846 |
| Privately issued | $15,012,000 | 175 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $5,222,000 | 641 |
| Other commercial mortgage-backed securities | $703,000 | 1,162 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $164,978,000 | 1,033 |
| Total debt securities | $164,981,000 | 1,178 |
| Structured notes | ||
| Amortized cost | $2,192,000 | 587 |
| Fair value | $2,165,000 | 569 |
| 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 | $167,025,000 | 1,231 |
| U.S. Government securities | $67,387,000 | 1,645 |
| U.S. Treasury securities | $36,915,000 | 672 |
| U.S. Government agency obligations | $30,472,000 | 2,155 |
| Securities issued by states & political subdivisions | $59,142,000 | 818 |
| Other domestic debt securities | $40,496,000 | 478 |
| Privately issued residential mortgage-backed securities | $11,482,000 | 265 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $27,269,000 | 132 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $1,745,000 | 1,449 |
| 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 | $138,195,000 | 634 |
| Mortgage-backed securities | $36,825,000 | 1,589 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,744,000 | 2,971 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $16,409,000 | 854 |
| Privately issued | $11,482,000 | 204 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $5,453,000 | 662 |
| Other commercial mortgage-backed securities | $737,000 | 1,170 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $167,025,000 | 1,074 |
| Total debt securities | $167,023,000 | 1,217 |
| Structured notes | ||
| Amortized cost | $2,300,000 | 607 |
| Fair value | $2,309,000 | 579 |
| 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 | $186,349,000 | 1,124 |
| U.S. Government securities | $100,947,000 | 1,258 |
| U.S. Treasury securities | $59,470,000 | 476 |
| U.S. Government agency obligations | $41,477,000 | 1,844 |
| Securities issued by states & political subdivisions | $62,413,000 | 812 |
| Other domestic debt securities | $22,989,000 | 697 |
| Privately issued residential mortgage-backed securities | $2,419,000 | 460 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $18,830,000 | 165 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $1,740,000 | 1,472 |
| 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 | $26,334,000 | 1,881 |
| Mortgage-backed securities | $43,896,000 | 1,456 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $24,019,000 | 1,430 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $16,707,000 | 846 |
| Privately issued | $2,419,000 | 333 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $751,000 | 1,161 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $186,349,000 | 971 |
| Total debt securities | $186,351,000 | 1,112 |
| 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 | $172,984,000 | 1,229 |
| U.S. Government securities | $101,391,000 | 1,268 |
| U.S. Treasury securities | $69,117,000 | 437 |
| U.S. Government agency obligations | $32,274,000 | 2,137 |
| Securities issued by states & political subdivisions | $60,174,000 | 844 |
| Other domestic debt securities | $11,419,000 | 985 |
| Privately issued residential mortgage-backed securities | $2,464,000 | 445 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $8,955,000 | 744 |
| 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 | $25,868,000 | 1,832 |
| Mortgage-backed securities | $34,738,000 | 1,657 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $13,634,000 | 1,891 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $17,839,000 | 830 |
| Privately issued | $2,464,000 | 332 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $801,000 | 1,185 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $172,984,000 | 1,072 |
| Total debt securities | $172,984,000 | 1,216 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $124,432,000 | 1,603 |
| U.S. Government securities | $53,364,000 | 1,957 |
| U.S. Treasury securities | $30,192,000 | 818 |
| U.S. Government agency obligations | $23,172,000 | 2,539 |
| Securities issued by states & political subdivisions | $61,278,000 | 857 |
| Other domestic debt securities | $9,790,000 | 1,012 |
| 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 | $9,790,000 | 709 |
| 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 | $26,576,000 | 1,807 |
| Mortgage-backed securities | $23,172,000 | 2,063 |
| Certificates of participation in pools of residential mortgages | $3,186,000 | 3,068 |
| Issued or guaranteed by U.S. | $3,186,000 | 2,973 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $19,174,000 | 890 |
| CMOs issued by government agencies or sponsored agencies | $19,174,000 | 813 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $812,000 | 1,789 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $812,000 | 1,265 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $124,432,000 | 1,434 |
| Total debt securities | $124,430,000 | 1,591 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $118,852,000 | 1,625 |
| U.S. Government securities | $37,444,000 | 2,337 |
| U.S. Treasury securities | $10,653,000 | 1,341 |
| U.S. Government agency obligations | $26,791,000 | 2,393 |
| Securities issued by states & political subdivisions | $71,090,000 | 763 |
| Other domestic debt securities | $10,318,000 | 953 |
| 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 | $10,318,000 | 672 |
| 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 | $22,811,000 | 1,905 |
| Mortgage-backed securities | $26,791,000 | 1,953 |
| Certificates of participation in pools of residential mortgages | $3,616,000 | 3,009 |
| Issued or guaranteed by U.S. | $3,616,000 | 2,925 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $22,280,000 | 804 |
| CMOs issued by government agencies or sponsored agencies | $22,280,000 | 737 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $895,000 | 1,748 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $895,000 | 1,239 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $118,852,000 | 1,490 |
| Total debt securities | $118,853,000 | 1,612 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $119,100,000 | 1,552 |
| U.S. Government securities | $35,551,000 | 2,270 |
| U.S. Treasury securities | $11,335,000 | 952 |
| U.S. Government agency obligations | $24,216,000 | 2,460 |
| Securities issued by states & political subdivisions | $73,531,000 | 779 |
| Other domestic debt securities | $10,018,000 | 947 |
| 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 | $10,018,000 | 654 |
| 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 | $20,968,000 | 1,961 |
| Mortgage-backed securities | $24,216,000 | 2,039 |
| Certificates of participation in pools of residential mortgages | $2,985,000 | 3,086 |
| Issued or guaranteed by U.S. | $2,985,000 | 2,993 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $20,258,000 | 818 |
| CMOs issued by government agencies or sponsored agencies | $20,258,000 | 765 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $973,000 | 1,707 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $973,000 | 1,200 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $119,100,000 | 1,445 |
| Total debt securities | $119,099,000 | 1,536 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $121,204,000 | 1,481 |
| U.S. Government securities | $29,167,000 | 2,429 |
| U.S. Treasury securities | $11,469,000 | 794 |
| U.S. Government agency obligations | $17,698,000 | 2,790 |
| Securities issued by states & political subdivisions | $81,971,000 | 680 |
| Other domestic debt securities | $10,066,000 | 893 |
| 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 | $10,066,000 | 604 |
| 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 | $21,927,000 | 1,893 |
| Mortgage-backed securities | $17,698,000 | 2,329 |
| Certificates of participation in pools of residential mortgages | $3,210,000 | 3,077 |
| Issued or guaranteed by U.S. | $3,210,000 | 2,993 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $14,488,000 | 966 |
| CMOs issued by government agencies or sponsored agencies | $14,488,000 | 923 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $121,204,000 | 1,368 |
| Total debt securities | $121,202,000 | 1,466 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $119,819,000 | 1,445 |
| U.S. Government securities | $40,569,000 | 1,993 |
| U.S. Treasury securities | $11,423,000 | 705 |
| U.S. Government agency obligations | $29,146,000 | 2,180 |
| Securities issued by states & political subdivisions | $71,118,000 | 749 |
| Other domestic debt securities | $8,132,000 | 968 |
| 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 | $8,132,000 | 649 |
| 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 | $22,704,000 | 1,848 |
| Mortgage-backed securities | $29,146,000 | 1,830 |
| Certificates of participation in pools of residential mortgages | $16,986,000 | 1,775 |
| Issued or guaranteed by U.S. | $16,986,000 | 1,731 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $12,160,000 | 1,022 |
| CMOs issued by government agencies or sponsored agencies | $12,160,000 | 987 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $119,819,000 | 1,334 |
| Total debt securities | $119,818,000 | 1,431 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $108,472,000 | 1,446 |
| U.S. Government securities | $34,838,000 | 2,028 |
| U.S. Treasury securities | $11,453,000 | 527 |
| U.S. Government agency obligations | $23,385,000 | 2,325 |
| Securities issued by states & political subdivisions | $66,702,000 | 756 |
| Other domestic debt securities | $6,932,000 | 997 |
| 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 | $6,932,000 | 651 |
| 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 | $17,860,000 | 2,052 |
| Mortgage-backed securities | $23,385,000 | 1,949 |
| Certificates of participation in pools of residential mortgages | $22,972,000 | 1,445 |
| Issued or guaranteed by U.S. | $22,972,000 | 1,406 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $413,000 | 2,541 |
| CMOs issued by government agencies or sponsored agencies | $413,000 | 2,489 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $108,472,000 | 1,348 |
| Total debt securities | $108,471,000 | 1,431 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $86,415,000 | 1,568 |
| U.S. Government securities | $34,838,000 | 1,889 |
| U.S. Treasury securities | $3,199,000 | 694 |
| U.S. Government agency obligations | $31,639,000 | 1,910 |
| Securities issued by states & political subdivisions | $45,285,000 | 1,009 |
| Other domestic debt securities | $6,292,000 | 975 |
| 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 | $6,292,000 | 650 |
| 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 | $12,646,000 | 2,388 |
| Mortgage-backed securities | $31,639,000 | 1,618 |
| Certificates of participation in pools of residential mortgages | $31,202,000 | 1,079 |
| Issued or guaranteed by U.S. | $31,202,000 | 1,056 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $437,000 | 2,548 |
| CMOs issued by government agencies or sponsored agencies | $437,000 | 2,494 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $86,415,000 | 1,464 |
| Total debt securities | $86,414,000 | 1,555 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $77,089,000 | 1,634 |
| U.S. Government securities | $30,993,000 | 1,967 |
| U.S. Treasury securities | $3,199,000 | 685 |
| U.S. Government agency obligations | $27,794,000 | 1,994 |
| Securities issued by states & political subdivisions | $39,908,000 | 1,050 |
| Other domestic debt securities | $6,188,000 | 934 |
| 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 | $6,188,000 | 629 |
| 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 | $9,222,000 | 2,691 |
| Mortgage-backed securities | $27,794,000 | 1,698 |
| Certificates of participation in pools of residential mortgages | $27,333,000 | 1,141 |
| Issued or guaranteed by U.S. | $27,333,000 | 1,113 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $461,000 | 2,560 |
| CMOs issued by government agencies or sponsored agencies | $461,000 | 2,508 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $77,089,000 | 1,521 |
| Total debt securities | $77,091,000 | 1,616 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $95,193,000 | 1,354 |
| U.S. Government securities | $21,281,000 | 2,413 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $21,281,000 | 2,297 |
| Securities issued by states & political subdivisions | $68,912,000 | 568 |
| Other domestic debt securities | $5,000,000 | 983 |
| 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 | $5,000,000 | 678 |
| 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 | $7,081,000 | 2,926 |
| Mortgage-backed securities | $21,281,000 | 1,934 |
| Certificates of participation in pools of residential mortgages | $20,797,000 | 1,334 |
| Issued or guaranteed by U.S. | $20,797,000 | 1,297 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $484,000 | 2,563 |
| CMOs issued by government agencies or sponsored agencies | $484,000 | 2,522 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $95,193,000 | 1,250 |
| Total debt securities | $95,194,000 | 1,337 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $66,312,000 | 1,719 |
| U.S. Government securities | $28,303,000 | 2,079 |
| U.S. Treasury securities | $1,002,000 | 1,091 |
| U.S. Government agency obligations | $27,301,000 | 2,014 |
| Securities issued by states & political subdivisions | $38,009,000 | 909 |
| 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 | $5,308,000 | 3,121 |
| Mortgage-backed securities | $27,301,000 | 1,683 |
| Certificates of participation in pools of residential mortgages | $24,445,000 | 1,190 |
| Issued or guaranteed by U.S. | $24,445,000 | 1,154 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $2,856,000 | 1,924 |
| CMOs issued by government agencies or sponsored agencies | $2,856,000 | 1,878 |
| 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) | $66,312,000 | 1,594 |
| Total debt securities | $66,312,000 | 1,701 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $58,948,000 | 1,872 |
| U.S. Government securities | $34,623,000 | 1,885 |
| U.S. Treasury securities | $3,396,000 | 780 |
| U.S. Government agency obligations | $31,227,000 | 1,901 |
| Securities issued by states & political subdivisions | $24,325,000 | 1,319 |
| 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 | $9,146,000 | 2,702 |
| Mortgage-backed securities | $29,228,000 | 1,575 |
| Certificates of participation in pools of residential mortgages | $26,217,000 | 1,099 |
| Issued or guaranteed by U.S. | $26,217,000 | 1,075 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $3,011,000 | 1,901 |
| CMOs issued by government agencies or sponsored agencies | $3,011,000 | 1,853 |
| 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) | $58,948,000 | 1,725 |
| Total debt securities | $58,947,000 | 1,849 |
| 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 | $64,791,000 | 1,731 |
| U.S. Government securities | $41,345,000 | 1,668 |
| U.S. Treasury securities | $8,876,000 | 509 |
| U.S. Government agency obligations | $32,469,000 | 1,877 |
| Securities issued by states & political subdivisions | $23,446,000 | 1,347 |
| 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 | $9,609,000 | 2,679 |
| Mortgage-backed securities | $30,479,000 | 1,512 |
| Certificates of participation in pools of residential mortgages | $27,817,000 | 1,018 |
| Issued or guaranteed by U.S. | $27,817,000 | 990 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $2,662,000 | 1,984 |
| CMOs issued by government agencies or sponsored agencies | $2,662,000 | 1,937 |
| 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) | $64,791,000 | 1,604 |
| Total debt securities | $64,791,000 | 1,715 |
| 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 | $69,335,000 | 1,675 |
| U.S. Government securities | $46,163,000 | 1,569 |
| U.S. Treasury securities | $11,834,000 | 418 |
| U.S. Government agency obligations | $34,329,000 | 1,840 |
| Securities issued by states & political subdivisions | $23,172,000 | 1,390 |
| 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 | $49,352,000 | 999 |
| Mortgage-backed securities | $32,333,000 | 1,434 |
| Certificates of participation in pools of residential mortgages | $29,463,000 | 977 |
| Issued or guaranteed by U.S. | $29,463,000 | 967 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $2,870,000 | 1,922 |
| CMOs issued by government agencies or sponsored agencies | $2,870,000 | 1,874 |
| 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) | $69,335,000 | 1,548 |
| Total debt securities | $69,335,000 | 1,657 |
| 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 | $70,433,000 | 1,668 |
| U.S. Government securities | $41,721,000 | 1,706 |
| U.S. Treasury securities | $5,828,000 | 625 |
| U.S. Government agency obligations | $35,893,000 | 1,801 |
| Securities issued by states & political subdivisions | $28,712,000 | 1,208 |
| 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 | $48,065,000 | 1,034 |
| Mortgage-backed securities | $33,925,000 | 1,380 |
| Certificates of participation in pools of residential mortgages | $30,896,000 | 957 |
| Issued or guaranteed by U.S. | $30,896,000 | 947 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,029,000 | 1,895 |
| CMOs issued by government agencies or sponsored agencies | $3,029,000 | 1,846 |
| 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) | $70,433,000 | 1,541 |
| Total debt securities | $70,433,000 | 1,656 |
| 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 | $72,495,000 | 1,640 |
| U.S. Government securities | $44,278,000 | 1,634 |
| U.S. Treasury securities | $6,796,000 | 571 |
| U.S. Government agency obligations | $37,482,000 | 1,758 |
| Securities issued by states & political subdivisions | $28,217,000 | 1,242 |
| 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 | $40,580,000 | 1,193 |
| Mortgage-backed securities | $35,546,000 | 1,346 |
| Certificates of participation in pools of residential mortgages | $32,385,000 | 927 |
| Issued or guaranteed by U.S. | $32,385,000 | 920 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,161,000 | 1,871 |
| CMOs issued by government agencies or sponsored agencies | $3,161,000 | 1,820 |
| 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) | $72,495,000 | 1,508 |
| Total debt securities | $72,494,000 | 1,623 |
| 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 | $73,812,000 | 1,628 |
| U.S. Government securities | $45,882,000 | 1,596 |
| U.S. Treasury securities | $6,432,000 | 568 |
| U.S. Government agency obligations | $39,450,000 | 1,708 |
| Securities issued by states & political subdivisions | $27,930,000 | 1,262 |
| 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 | $35,938,000 | 1,303 |
| Mortgage-backed securities | $37,554,000 | 1,302 |
| Certificates of participation in pools of residential mortgages | $34,220,000 | 896 |
| Issued or guaranteed by U.S. | $34,220,000 | 892 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,334,000 | 1,818 |
| CMOs issued by government agencies or sponsored agencies | $3,334,000 | 1,770 |
| 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) | $73,812,000 | 1,490 |
| Total debt securities | $73,813,000 | 1,609 |
| 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 | $76,765,000 | 1,609 |
| U.S. Government securities | $48,536,000 | 1,512 |
| U.S. Treasury securities | $6,427,000 | 547 |
| U.S. Government agency obligations | $42,109,000 | 1,605 |
| Securities issued by states & political subdivisions | $28,229,000 | 1,290 |
| 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 | $38,094,000 | 1,260 |
| Mortgage-backed securities | $40,200,000 | 1,260 |
| Certificates of participation in pools of residential mortgages | $36,580,000 | 872 |
| Issued or guaranteed by U.S. | $36,580,000 | 856 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $3,620,000 | 1,789 |
| CMOs issued by government agencies or sponsored agencies | $3,620,000 | 1,741 |
| 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) | $76,765,000 | 1,471 |
| Total debt securities | $76,765,000 | 1,595 |
| 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 | $79,346,000 | 1,591 |
| U.S. Government securities | $51,169,000 | 1,504 |
| U.S. Treasury securities | $6,426,000 | 532 |
| U.S. Government agency obligations | $44,743,000 | 1,592 |
| Securities issued by states & political subdivisions | $28,177,000 | 1,317 |
| 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 | $38,238,000 | 1,274 |
| Mortgage-backed securities | $42,826,000 | 1,201 |
| Certificates of participation in pools of residential mortgages | $38,973,000 | 858 |
| Issued or guaranteed by U.S. | $38,973,000 | 857 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,853,000 | 1,740 |
| CMOs issued by government agencies or sponsored agencies | $3,853,000 | 1,685 |
| 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) | $79,346,000 | 1,446 |
| Total debt securities | $79,346,000 | 1,571 |
| 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 | $83,217,000 | 1,559 |
| U.S. Government securities | $54,286,000 | 1,434 |
| U.S. Treasury securities | $6,456,000 | 501 |
| U.S. Government agency obligations | $47,830,000 | 1,528 |
| Securities issued by states & political subdivisions | $28,931,000 | 1,340 |
| 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 | $40,589,000 | 1,247 |
| Mortgage-backed securities | $45,880,000 | 1,145 |
| Certificates of participation in pools of residential mortgages | $41,751,000 | 845 |
| Issued or guaranteed by U.S. | $41,751,000 | 845 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $4,129,000 | 1,689 |
| CMOs issued by government agencies or sponsored agencies | $4,129,000 | 1,636 |
| 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) | $83,217,000 | 1,418 |
| Total debt securities | $83,216,000 | 1,539 |
| 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 | $84,146,000 | 1,570 |
| U.S. Government securities | $59,775,000 | 1,350 |
| U.S. Treasury securities | $8,484,000 | 425 |
| U.S. Government agency obligations | $51,291,000 | 1,466 |
| Securities issued by states & political subdivisions | $24,371,000 | 1,584 |
| 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 | $36,897,000 | 1,345 |
| Mortgage-backed securities | $48,326,000 | 1,120 |
| Certificates of participation in pools of residential mortgages | $43,856,000 | 836 |
| Issued or guaranteed by U.S. | $43,856,000 | 836 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $4,470,000 | 1,643 |
| CMOs issued by government agencies or sponsored agencies | $4,470,000 | 1,587 |
| 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) | $84,146,000 | 1,432 |
| Total debt securities | $84,147,000 | 1,547 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 587 |
| Fair value | $998,000 | 607 |
| 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 | $85,720,000 | 1,565 |
| U.S. Government securities | $63,818,000 | 1,315 |
| U.S. Treasury securities | $8,492,000 | 437 |
| U.S. Government agency obligations | $55,326,000 | 1,404 |
| Securities issued by states & political subdivisions | $21,902,000 | 1,730 |
| 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 | $39,575,000 | 1,289 |
| Mortgage-backed securities | $52,346,000 | 1,075 |
| Certificates of participation in pools of residential mortgages | $44,425,000 | 850 |
| Issued or guaranteed by U.S. | $44,425,000 | 850 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,921,000 | 1,275 |
| CMOs issued by government agencies or sponsored agencies | $7,921,000 | 1,225 |
| 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) | $85,720,000 | 1,419 |
| Total debt securities | $85,720,000 | 1,546 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 611 |
| Fair value | $999,000 | 641 |
| 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 | $82,528,000 | 1,628 |
| U.S. Government securities | $63,727,000 | 1,330 |
| U.S. Treasury securities | $12,986,000 | 343 |
| U.S. Government agency obligations | $50,741,000 | 1,526 |
| Securities issued by states & political subdivisions | $18,801,000 | 1,956 |
| 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 | $43,000,000 | 1,216 |
| Mortgage-backed securities | $49,745,000 | 1,137 |
| Certificates of participation in pools of residential mortgages | $41,367,000 | 903 |
| Issued or guaranteed by U.S. | $41,367,000 | 903 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $8,378,000 | 1,259 |
| CMOs issued by government agencies or sponsored agencies | $8,378,000 | 1,198 |
| 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) | $82,528,000 | 1,474 |
| Total debt securities | $82,528,000 | 1,601 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 638 |
| Fair value | $996,000 | 680 |
| 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 | $51,235,000 | 2,325 |
| U.S. Government securities | $39,482,000 | 1,897 |
| U.S. Treasury securities | $5,034,000 | 572 |
| U.S. Government agency obligations | $34,448,000 | 1,993 |
| Securities issued by states & political subdivisions | $9,725,000 | 2,828 |
| Other domestic debt securities | $2,028,000 | 1,248 |
| 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 | $2,028,000 | 989 |
| 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 | $8,468,000 | 3,161 |
| Mortgage-backed securities | $33,448,000 | 1,449 |
| Certificates of participation in pools of residential mortgages | $29,336,000 | 1,157 |
| Issued or guaranteed by U.S. | $29,336,000 | 1,156 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $4,112,000 | 1,716 |
| CMOs issued by government agencies or sponsored agencies | $4,112,000 | 1,653 |
| 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) | $51,235,000 | 2,124 |
| Total debt securities | $51,235,000 | 2,304 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 635 |
| Fair value | $1,000,000 | 637 |
| 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 | $38,689,000 | 2,785 |
| U.S. Government securities | $26,953,000 | 2,467 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $26,953,000 | 2,365 |
| Securities issued by states & political subdivisions | $9,718,000 | 2,848 |
| Other domestic debt securities | $2,018,000 | 1,268 |
| 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 | $2,018,000 | 1,007 |
| 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 | $9,209,000 | 3,090 |
| Mortgage-backed securities | $26,953,000 | 1,721 |
| Certificates of participation in pools of residential mortgages | $22,422,000 | 1,430 |
| Issued or guaranteed by U.S. | $22,422,000 | 1,429 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,531,000 | 1,670 |
| CMOs issued by government agencies or sponsored agencies | $4,531,000 | 1,603 |
| 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) | $38,689,000 | 2,553 |
| Total debt securities | $38,689,000 | 2,766 |
| 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 | $40,559,000 | 2,758 |
| U.S. Government securities | $29,464,000 | 2,382 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $29,464,000 | 2,289 |
| Securities issued by states & political subdivisions | $9,088,000 | 2,920 |
| Other domestic debt securities | $2,007,000 | 1,297 |
| 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 | $2,007,000 | 1,020 |
| 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 | $9,940,000 | 3,041 |
| Mortgage-backed securities | $29,464,000 | 1,628 |
| Certificates of participation in pools of residential mortgages | $24,485,000 | 1,353 |
| Issued or guaranteed by U.S. | $24,485,000 | 1,349 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $4,979,000 | 1,620 |
| CMOs issued by government agencies or sponsored agencies | $4,979,000 | 1,552 |
| 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) | $40,559,000 | 2,516 |
| Total debt securities | $40,560,000 | 2,737 |
| 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 | $42,616,000 | 2,710 |
| U.S. Government securities | $31,570,000 | 2,338 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $31,570,000 | 2,251 |
| Securities issued by states & political subdivisions | $9,057,000 | 2,922 |
| Other domestic debt securities | $1,989,000 | 1,323 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,989,000 | 1,044 |
| 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 | $7,212,000 | 3,468 |
| Mortgage-backed securities | $31,570,000 | 1,550 |
| Certificates of participation in pools of residential mortgages | $26,181,000 | 1,269 |
| Issued or guaranteed by U.S. | $26,181,000 | 1,267 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,389,000 | 1,577 |
| CMOs issued by government agencies or sponsored agencies | $5,389,000 | 1,508 |
| 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) | $42,616,000 | 2,464 |
| Total debt securities | $42,616,000 | 2,686 |
| 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 | $47,170,000 | 2,567 |
| U.S. Government securities | $35,062,000 | 2,212 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $35,062,000 | 2,130 |
| Securities issued by states & political subdivisions | $10,121,000 | 2,799 |
| Other domestic debt securities | $1,987,000 | 1,295 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,987,000 | 1,030 |
| 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 | $6,246,000 | 3,678 |
| Mortgage-backed securities | $35,062,000 | 1,465 |
| Certificates of participation in pools of residential mortgages | $29,254,000 | 1,183 |
| Issued or guaranteed by U.S. | $29,254,000 | 1,181 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,808,000 | 1,550 |
| CMOs issued by government agencies or sponsored agencies | $5,808,000 | 1,484 |
| 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) | $47,170,000 | 2,337 |
| Total debt securities | $47,171,000 | 2,545 |
| 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 | $50,402,000 | 2,472 |
| U.S. Government securities | $36,549,000 | 2,171 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $36,549,000 | 2,089 |
| Securities issued by states & political subdivisions | $11,844,000 | 2,597 |
| Other domestic debt securities | $2,009,000 | 1,293 |
| 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 | $2,009,000 | 1,014 |
| 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 | $6,724,000 | 3,638 |
| Mortgage-backed securities | $36,549,000 | 1,424 |
| Certificates of participation in pools of residential mortgages | $30,249,000 | 1,164 |
| Issued or guaranteed by U.S. | $30,249,000 | 1,163 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $6,300,000 | 1,496 |
| CMOs issued by government agencies or sponsored agencies | $6,300,000 | 1,431 |
| 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) | $50,402,000 | 2,251 |
| Total debt securities | $50,401,000 | 2,448 |
| 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 | $49,016,000 | 2,574 |
| U.S. Government securities | $41,626,000 | 2,042 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $41,626,000 | 1,966 |
| Securities issued by states & political subdivisions | $5,388,000 | 3,538 |
| Other domestic debt securities | $2,002,000 | 1,313 |
| 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 | $2,002,000 | 1,030 |
| 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 | $7,110,000 | 3,614 |
| Mortgage-backed securities | $41,626,000 | 1,348 |
| Certificates of participation in pools of residential mortgages | $34,917,000 | 1,072 |
| Issued or guaranteed by U.S. | $34,917,000 | 1,071 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,709,000 | 1,514 |
| CMOs issued by government agencies or sponsored agencies | $6,709,000 | 1,452 |
| 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) | $49,016,000 | 2,352 |
| Total debt securities | $49,017,000 | 2,556 |
| 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 | $39,225,000 | 2,990 |
| U.S. Government securities | $32,846,000 | 2,469 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $32,846,000 | 2,387 |
| Securities issued by states & political subdivisions | $4,372,000 | 3,744 |
| Other domestic debt securities | $2,007,000 | 1,342 |
| 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 | $2,007,000 | 1,039 |
| 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 | $7,605,000 | 3,566 |
| Mortgage-backed securities | $32,846,000 | 1,608 |
| Certificates of participation in pools of residential mortgages | $25,603,000 | 1,380 |
| Issued or guaranteed by U.S. | $25,603,000 | 1,380 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $7,243,000 | 1,511 |
| CMOs issued by government agencies or sponsored agencies | $7,243,000 | 1,447 |
| 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) | $39,225,000 | 2,732 |
| Total debt securities | $39,234,000 | 2,968 |
| 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 | $90,914,000 | 1,578 |
| U.S. Government securities | $52,189,000 | 1,745 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $52,189,000 | 1,669 |
| Securities issued by states & political subdivisions | $36,727,000 | 1,038 |
| Other domestic debt securities | $1,998,000 | 1,356 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $1,998,000 | 1,057 |
| 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 | $6,503,000 | 3,808 |
| Mortgage-backed securities | $51,059,000 | 1,183 |
| Certificates of participation in pools of residential mortgages | $39,683,000 | 1,003 |
| Issued or guaranteed by U.S. | $39,683,000 | 1,000 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $11,376,000 | 1,224 |
| CMOs issued by government agencies or sponsored agencies | $11,376,000 | 1,165 |
| 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) | $90,914,000 | 1,398 |
| Total debt securities | $90,914,000 | 1,559 |
| 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 | $74,701,000 | 1,930 |
| U.S. Government securities | $40,820,000 | 2,202 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $40,820,000 | 2,117 |
| Securities issued by states & political subdivisions | $31,871,000 | 1,210 |
| Other domestic debt securities | $2,010,000 | 1,388 |
| 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 | $2,010,000 | 1,058 |
| 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 | $5,373,000 | 4,090 |
| Mortgage-backed securities | $39,542,000 | 1,487 |
| Certificates of participation in pools of residential mortgages | $35,654,000 | 1,123 |
| Issued or guaranteed by U.S. | $35,654,000 | 1,123 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $3,888,000 | 2,008 |
| CMOs issued by government agencies or sponsored agencies | $3,888,000 | 1,932 |
| 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) | $74,701,000 | 1,737 |
| Total debt securities | $74,698,000 | 1,909 |
| 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 | $77,224,000 | 1,881 |
| U.S. Government securities | $28,115,000 | 2,856 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $28,115,000 | 2,769 |
| Securities issued by states & political subdivisions | $47,112,000 | 807 |
| Other domestic debt securities | $1,997,000 | 1,451 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $1,997,000 | 1,117 |
| 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 | $6,701,000 | 3,848 |
| Mortgage-backed securities | $25,332,000 | 2,039 |
| Certificates of participation in pools of residential mortgages | $25,332,000 | 1,484 |
| Issued or guaranteed by U.S. | $25,332,000 | 1,483 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $77,224,000 | 1,691 |
| Total debt securities | $77,224,000 | 1,854 |
| 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 | $67,795,000 | 2,115 |
| U.S. Government securities | $11,017,000 | 4,523 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $11,017,000 | 4,419 |
| Securities issued by states & political subdivisions | $54,787,000 | 674 |
| Other domestic debt securities | $1,991,000 | 1,488 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $1,991,000 | 1,147 |
| 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 | $7,368,000 | 3,754 |
| Mortgage-backed securities | $7,096,000 | 3,600 |
| Certificates of participation in pools of residential mortgages | $7,096,000 | 3,075 |
| Issued or guaranteed by U.S. | $7,096,000 | 3,075 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $67,795,000 | 1,901 |
| Total debt securities | $67,793,000 | 2,094 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,588 |
| Fair value | $1,001,000 | 1,595 |
| 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 | $72,128,000 | 2,005 |
| U.S. Government securities | $11,711,000 | 4,424 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $11,711,000 | 4,333 |
| Securities issued by states & political subdivisions | $58,440,000 | 612 |
| Other domestic debt securities | $1,977,000 | 1,526 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $1,977,000 | 1,184 |
| 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 | $7,945,000 | 3,626 |
| Mortgage-backed securities | $7,779,000 | 3,496 |
| Certificates of participation in pools of residential mortgages | $7,779,000 | 2,967 |
| Issued or guaranteed by U.S. | $7,779,000 | 2,965 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $72,128,000 | 1,800 |
| Total debt securities | $72,128,000 | 1,978 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,580 |
| Fair value | $1,000,000 | 1,580 |
| 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 | $79,066,000 | 1,879 |
| U.S. Government securities | $11,998,000 | 4,413 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $11,998,000 | 4,309 |
| Securities issued by states & political subdivisions | $64,574,000 | 530 |
| Other domestic debt securities | $2,494,000 | 1,404 |
| 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 | $2,494,000 | 1,071 |
| 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 | $11,729,000 | 3,035 |
| Mortgage-backed securities | $8,334,000 | 3,437 |
| Certificates of participation in pools of residential mortgages | $8,334,000 | 2,893 |
| Issued or guaranteed by U.S. | $8,334,000 | 2,890 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $79,066,000 | 1,689 |
| Total debt securities | $79,065,000 | 1,855 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,078 |
| Fair value | $2,494,000 | 1,075 |
| 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 | $80,559,000 | 1,825 |
| U.S. Government securities | $11,476,000 | 4,470 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $11,476,000 | 4,367 |
| Securities issued by states & political subdivisions | $66,611,000 | 501 |
| Other domestic debt securities | $2,472,000 | 1,456 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $2,472,000 | 1,106 |
| 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 | $13,310,000 | 2,825 |
| Mortgage-backed securities | $9,811,000 | 3,245 |
| Certificates of participation in pools of residential mortgages | $9,811,000 | 2,664 |
| Issued or guaranteed by U.S. | $9,811,000 | 2,662 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $80,559,000 | 1,633 |
| Total debt securities | $80,558,000 | 1,800 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,931 |
| Fair value | $504,000 | 1,932 |
| 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 | $87,328,000 | 1,726 |
| U.S. Government securities | $26,281,000 | 3,039 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $26,281,000 | 2,966 |
| Securities issued by states & political subdivisions | $60,543,000 | 550 |
| Other domestic debt securities | $504,000 | 2,315 |
| 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 | $504,000 | 1,800 |
| 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 | $13,086,000 | 2,878 |
| Mortgage-backed securities | $24,334,000 | 2,138 |
| Certificates of participation in pools of residential mortgages | $20,943,000 | 1,764 |
| Issued or guaranteed by U.S. | $20,943,000 | 1,763 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,391,000 | 2,232 |
| CMOs issued by government agencies or sponsored agencies | $3,391,000 | 2,138 |
| 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) | $87,328,000 | 1,568 |
| Total debt securities | $87,328,000 | 1,702 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,980 |
| Fair value | $504,000 | 1,989 |
| 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 | $88,192,000 | 1,666 |
| U.S. Government securities | $37,817,000 | 2,329 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $37,817,000 | 2,269 |
| Securities issued by states & political subdivisions | $49,871,000 | 715 |
| Other domestic debt securities | $504,000 | 2,304 |
| 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 | $504,000 | 1,761 |
| 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 | $16,726,000 | 2,469 |
| Mortgage-backed securities | $34,222,000 | 1,726 |
| Certificates of participation in pools of residential mortgages | $23,672,000 | 1,590 |
| Issued or guaranteed by U.S. | $23,672,000 | 1,588 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $10,550,000 | 1,463 |
| CMOs issued by government agencies or sponsored agencies | $10,550,000 | 1,372 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $88,192,000 | 1,517 |
| Total debt securities | $88,192,000 | 1,643 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,008 |
| Fair value | $504,000 | 2,017 |
| 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 | $78,825,000 | 1,855 |
| U.S. Government securities | $45,123,000 | 2,065 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $45,123,000 | 2,015 |
| Securities issued by states & political subdivisions | $33,199,000 | 1,079 |
| Other domestic debt securities | $503,000 | 2,379 |
| 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 | $503,000 | 1,833 |
| 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 | $14,532,000 | 2,733 |
| Mortgage-backed securities | $41,220,000 | 1,580 |
| Certificates of participation in pools of residential mortgages | $27,275,000 | 1,489 |
| Issued or guaranteed by U.S. | $27,275,000 | 1,487 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $13,945,000 | 1,322 |
| CMOs issued by government agencies or sponsored agencies | $13,945,000 | 1,237 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $78,825,000 | 1,689 |
| Total debt securities | $78,822,000 | 1,829 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,199 |
| Fair value | $503,000 | 2,212 |
| 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 | $84,696,000 | 1,737 |
| U.S. Government securities | $37,864,000 | 2,421 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $37,864,000 | 2,369 |
| Securities issued by states & political subdivisions | $46,326,000 | 719 |
| Other domestic debt securities | $506,000 | 2,358 |
| 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 | $506,000 | 1,813 |
| 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 | $15,120,000 | 2,688 |
| Mortgage-backed securities | $33,988,000 | 1,845 |
| Certificates of participation in pools of residential mortgages | $27,225,000 | 1,525 |
| Issued or guaranteed by U.S. | $27,225,000 | 1,523 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $6,763,000 | 1,878 |
| CMOs issued by government agencies or sponsored agencies | $6,763,000 | 1,785 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $84,696,000 | 1,583 |
| Total debt securities | $84,696,000 | 1,712 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,450 |
| Fair value | $506,000 | 2,441 |
| 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 | $69,997,000 | 2,039 |
| U.S. Government securities | $23,380,000 | 3,391 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $23,380,000 | 3,322 |
| Securities issued by states & political subdivisions | $46,109,000 | 696 |
| Other domestic debt securities | $508,000 | 2,318 |
| 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 | $508,000 | 1,789 |
| 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 | $14,328,000 | 2,765 |
| Mortgage-backed securities | $19,199,000 | 2,607 |
| Certificates of participation in pools of residential mortgages | $14,561,000 | 2,317 |
| Issued or guaranteed by U.S. | $14,561,000 | 2,313 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,638,000 | 2,200 |
| CMOs issued by government agencies or sponsored agencies | $4,638,000 | 2,096 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $69,997,000 | 1,858 |
| Total debt securities | $69,996,000 | 2,026 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,683 |
| Fair value | $508,000 | 2,677 |
| 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 | $65,836,000 | 2,088 |
| U.S. Government securities | $29,171,000 | 2,874 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $29,171,000 | 2,812 |
| Securities issued by states & political subdivisions | $36,159,000 | 885 |
| Other domestic debt securities | $506,000 | 2,310 |
| 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 | $506,000 | 1,707 |
| 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 | $12,791,000 | 2,837 |
| Mortgage-backed securities | $26,308,000 | 2,081 |
| Certificates of participation in pools of residential mortgages | $16,233,000 | 2,076 |
| Issued or guaranteed by U.S. | $16,233,000 | 2,073 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $10,075,000 | 1,578 |
| CMOs issued by government agencies or sponsored agencies | $10,075,000 | 1,430 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $65,836,000 | 1,897 |
| Total debt securities | $65,837,000 | 2,070 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,578 |
| Fair value | $506,000 | 2,579 |
| 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 | $62,122,000 | 2,116 |
| U.S. Government securities | $30,164,000 | 2,714 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $30,164,000 | 2,644 |
| Securities issued by states & political subdivisions | $31,447,000 | 977 |
| Other domestic debt securities | $511,000 | 2,289 |
| 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 | $511,000 | 1,662 |
| 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 | $10,949,000 | 3,048 |
| Mortgage-backed securities | $27,153,000 | 1,979 |
| Certificates of participation in pools of residential mortgages | $17,446,000 | 1,922 |
| Issued or guaranteed by U.S. | $17,446,000 | 1,916 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $9,707,000 | 1,610 |
| CMOs issued by government agencies or sponsored agencies | $9,707,000 | 1,445 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $62,122,000 | 1,917 |
| Total debt securities | $62,121,000 | 2,095 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,637 |
| Fair value | $511,000 | 2,627 |
| 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 | $45,270,000 | 2,741 |
| U.S. Government securities | $27,399,000 | 2,991 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $27,399,000 | 2,907 |
| Securities issued by states & political subdivisions | $17,356,000 | 1,692 |
| Other domestic debt securities | $515,000 | 2,220 |
| 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 | $515,000 | 1,579 |
| 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 | $11,274,000 | 3,017 |
| Mortgage-backed securities | $26,323,000 | 1,989 |
| Certificates of participation in pools of residential mortgages | $19,118,000 | 1,726 |
| Issued or guaranteed by U.S. | $19,118,000 | 1,723 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $7,205,000 | 1,803 |
| CMOs issued by government agencies or sponsored agencies | $7,205,000 | 1,627 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $45,270,000 | 2,495 |
| Total debt securities | $45,270,000 | 2,721 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,818 |
| Fair value | $515,000 | 2,801 |
| 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 | $35,132,000 | 3,253 |
| U.S. Government securities | $19,344,000 | 3,720 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $19,344,000 | 3,617 |
| Securities issued by states & political subdivisions | $15,286,000 | 1,856 |
| Other domestic debt securities | $502,000 | 2,316 |
| 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 | $502,000 | 1,661 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,354,000 | 3,012 |
| Mortgage-backed securities | $19,344,000 | 2,352 |
| Certificates of participation in pools of residential mortgages | $15,114,000 | 1,993 |
| Issued or guaranteed by U.S. | $15,114,000 | 1,990 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $4,230,000 | 2,126 |
| CMOs issued by government agencies or sponsored agencies | $4,230,000 | 1,930 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $35,132,000 | 2,972 |
| Total debt securities | $35,131,000 | 3,227 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,874 |
| Fair value | $502,000 | 2,905 |
| 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 | $28,012,000 | 3,648 |
| U.S. Government securities | $15,230,000 | 4,028 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $15,230,000 | 3,910 |
| Securities issued by states & political subdivisions | $12,281,000 | 2,134 |
| Other domestic debt securities | $501,000 | 2,465 |
| 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 | $501,000 | 1,671 |
| 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 | $13,829,000 | 2,660 |
| Mortgage-backed securities | $14,223,000 | 2,671 |
| Certificates of participation in pools of residential mortgages | $8,894,000 | 2,603 |
| Issued or guaranteed by U.S. | $8,894,000 | 2,598 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $5,329,000 | 1,942 |
| CMOs issued by government agencies or sponsored agencies | $5,329,000 | 1,738 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $28,012,000 | 3,354 |
| Total debt securities | $28,013,000 | 3,620 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,741 |
| Fair value | $501,000 | 2,793 |
| 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 | $25,404,000 | 3,834 |
| U.S. Government securities | $17,986,000 | 3,659 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $17,986,000 | 3,554 |
| Securities issued by states & political subdivisions | $6,919,000 | 2,912 |
| Other domestic debt securities | $499,000 | 2,589 |
| 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 | $499,000 | 1,742 |
| 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 | $13,878,000 | 2,686 |
| Mortgage-backed securities | $16,968,000 | 2,417 |
| Certificates of participation in pools of residential mortgages | $10,813,000 | 2,314 |
| Issued or guaranteed by U.S. | $10,813,000 | 2,311 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $6,155,000 | 1,817 |
| CMOs issued by government agencies or sponsored agencies | $6,155,000 | 1,602 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $25,404,000 | 3,522 |
| Total debt securities | $25,403,000 | 3,794 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,790 |
| Fair value | $499,000 | 2,905 |
| 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 | $16,675,000 | 4,785 |
| U.S. Government securities | $11,705,000 | 4,620 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $11,705,000 | 4,517 |
| Securities issued by states & political subdivisions | $4,480,000 | 3,435 |
| Other domestic debt securities | $490,000 | 2,596 |
| 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 | $490,000 | 1,712 |
| 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 | $10,010,000 | 3,234 |
| Mortgage-backed securities | $10,678,000 | 3,048 |
| Certificates of participation in pools of residential mortgages | $3,742,000 | 3,701 |
| Issued or guaranteed by U.S. | $3,742,000 | 3,695 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $6,936,000 | 1,676 |
| CMOs issued by government agencies or sponsored agencies | $6,936,000 | 1,449 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $16,675,000 | 4,370 |
| Total debt securities | $16,675,000 | 4,744 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,871 |
| Fair value | $490,000 | 2,998 |
| 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 | $18,512,000 | 4,609 |
| U.S. Government securities | $15,689,000 | 4,053 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $15,689,000 | 3,962 |
| Securities issued by states & political subdivisions | $2,330,000 | 4,147 |
| Other domestic debt securities | $493,000 | 2,648 |
| 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 | $493,000 | 1,719 |
| 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 | $15,689,000 | 2,605 |
| Mortgage-backed securities | $14,652,000 | 2,697 |
| Certificates of participation in pools of residential mortgages | $5,302,000 | 3,375 |
| Issued or guaranteed by U.S. | $5,302,000 | 3,368 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $9,350,000 | 1,425 |
| CMOs issued by government agencies or sponsored agencies | $9,350,000 | 1,202 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $18,512,000 | 4,187 |
| Total debt securities | $18,512,000 | 4,565 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,655 |
| Fair value | $493,000 | 2,797 |
| 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 | $26,503,000 | 3,742 |
| U.S. Government securities | $23,705,000 | 3,152 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $23,705,000 | 3,079 |
| Securities issued by states & political subdivisions | $2,335,000 | 4,170 |
| Other domestic debt securities | $463,000 | 2,727 |
| 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 | $463,000 | 1,783 |
| 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 | $23,705,000 | 2,000 |
| Mortgage-backed securities | $22,659,000 | 2,117 |
| Certificates of participation in pools of residential mortgages | $7,140,000 | 3,051 |
| Issued or guaranteed by U.S. | $7,140,000 | 3,043 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $15,519,000 | 1,099 |
| CMOs issued by government agencies or sponsored agencies | $15,519,000 | 897 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $26,503,000 | 3,383 |
| Total debt securities | $26,505,000 | 3,709 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,404 |
| Fair value | $463,000 | 2,565 |
| 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 | $28,667,000 | 3,597 |
| U.S. Government securities | $25,904,000 | 2,949 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $25,904,000 | 2,883 |
| Securities issued by states & political subdivisions | $2,330,000 | 4,210 |
| Other domestic debt securities | $433,000 | 2,851 |
| 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 | $433,000 | 1,892 |
| 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 | $23,162,000 | 2,009 |
| Mortgage-backed securities | $25,904,000 | 1,976 |
| Certificates of participation in pools of residential mortgages | $8,300,000 | 2,921 |
| Issued or guaranteed by U.S. | $8,300,000 | 2,911 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $17,604,000 | 1,004 |
| CMOs issued by government agencies or sponsored agencies | $17,604,000 | 804 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $28,667,000 | 3,250 |
| Total debt securities | $28,667,000 | 3,557 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,012 |
| Fair value | $433,000 | 2,196 |
| 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 | $30,537,000 | 3,409 |
| U.S. Government securities | $29,098,000 | 2,692 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $29,098,000 | 2,628 |
| Securities issued by states & political subdivisions | $1,016,000 | 4,908 |
| Other domestic debt securities | $423,000 | 2,919 |
| 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 | $423,000 | 1,960 |
| 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 | $25,801,000 | 1,873 |
| Mortgage-backed securities | $29,098,000 | 1,834 |
| Certificates of participation in pools of residential mortgages | $9,642,000 | 2,775 |
| Issued or guaranteed by U.S. | $9,642,000 | 2,763 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $19,456,000 | 926 |
| CMOs issued by government agencies or sponsored agencies | $19,456,000 | 725 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $30,537,000 | 3,051 |
| Total debt securities | $30,538,000 | 3,375 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,532 |
| Fair value | $423,000 | 1,726 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $34,281,000 | 3,146 |
| U.S. Government securities | $32,988,000 | 2,449 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $32,988,000 | 2,392 |
| Securities issued by states & political subdivisions | $1,013,000 | 4,839 |
| Other domestic debt securities | $280,000 | 2,973 |
| 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 | $280,000 | 2,185 |
| 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 | $29,068,000 | 1,727 |
| Mortgage-backed securities | $32,988,000 | 1,684 |
| Certificates of participation in pools of residential mortgages | $11,325,000 | 2,588 |
| Issued or guaranteed by U.S. | $11,325,000 | 2,572 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $21,663,000 | 861 |
| CMOs issued by government agencies or sponsored agencies | $21,663,000 | 657 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $34,281,000 | 2,804 |
| Total debt securities | $34,280,000 | 3,111 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,280 |
| Fair value | $280,000 | 1,543 |
| 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 | $48,961,000 | 2,344 |
| U.S. Government securities | $47,621,000 | 1,775 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $47,621,000 | 1,747 |
| Securities issued by states & political subdivisions | $1,015,000 | 4,808 |
| Other domestic debt securities | $325,000 | 2,867 |
| 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 | $325,000 | 2,090 |
| 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 | $35,442,000 | 1,467 |
| Mortgage-backed securities | $47,621,000 | 1,238 |
| Certificates of participation in pools of residential mortgages | $12,603,000 | 2,410 |
| Issued or guaranteed by U.S. | $12,603,000 | 2,397 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $35,018,000 | 611 |
| CMOs issued by government agencies or sponsored agencies | $35,018,000 | 448 |
| 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) | $35,018,000 | 478 |
| Available-for-sale securities (fair market value) | $13,943,000 | 4,762 |
| Total debt securities | $48,961,000 | 2,318 |
| 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 | $51,565,000 | 2,184 |
| U.S. Government securities | $50,088,000 | 1,636 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $50,088,000 | 1,612 |
| Securities issued by states & political subdivisions | $1,003,000 | 4,811 |
| Other domestic debt securities | $474,000 | 2,714 |
| 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 | $474,000 | 1,935 |
| 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 | $37,050,000 | 1,387 |
| Mortgage-backed securities | $50,088,000 | 1,125 |
| Certificates of participation in pools of residential mortgages | $13,038,000 | 2,272 |
| Issued or guaranteed by U.S. | $13,038,000 | 2,259 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $37,050,000 | 554 |
| CMOs issued by government agencies or sponsored agencies | $37,050,000 | 401 |
| 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) | $37,050,000 | 455 |
| Available-for-sale securities (fair market value) | $14,515,000 | 4,623 |
| Total debt securities | $51,564,000 | 2,158 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,321 |
| Fair value | $474,000 | 1,451 |
| 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 | $39,220,000 | 2,827 |
| U.S. Government securities | $39,220,000 | 2,099 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $39,220,000 | 2,059 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,220,000 | 1,290 |
| Mortgage-backed securities | $39,220,000 | 1,349 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $39,220,000 | 527 |
| CMOs issued by government agencies or sponsored agencies | $39,220,000 | 377 |
| 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) | $39,220,000 | 432 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $39,219,000 | 2,788 |
| 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 | $41,679,000 | 2,672 |
| U.S. Government securities | $41,679,000 | 1,974 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $41,679,000 | 1,935 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,679,000 | 1,206 |
| Mortgage-backed securities | $41,679,000 | 1,242 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $41,679,000 | 496 |
| CMOs issued by government agencies or sponsored agencies | $41,679,000 | 349 |
| 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) | $41,679,000 | 387 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $41,679,000 | 2,627 |
| 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 | $43,899,000 | 2,572 |
| U.S. Government securities | $43,899,000 | 1,877 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $43,899,000 | 1,835 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,899,000 | 1,145 |
| Mortgage-backed securities | $43,899,000 | 1,081 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $43,899,000 | 466 |
| CMOs issued by government agencies or sponsored agencies | $43,899,000 | 331 |
| 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) | $43,899,000 | 398 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $43,899,000 | 2,522 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $45,904,000 | 2,470 |
| U.S. Government securities | $45,904,000 | 1,824 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $45,904,000 | 1,780 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,904,000 | 1,068 |
| Mortgage-backed securities | $45,904,000 | 989 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $45,904,000 | 435 |
| CMOs issued by government agencies or sponsored agencies | $45,904,000 | 317 |
| 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) | $45,904,000 | 398 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $45,904,000 | 2,426 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $47,741,000 | 2,382 |
| U.S. Government securities | $47,741,000 | 1,779 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $47,741,000 | 1,727 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,473,000 | 1,027 |
| Mortgage-backed securities | $47,741,000 | 947 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $47,741,000 | 417 |
| CMOs issued by government agencies or sponsored agencies | $47,741,000 | 314 |
| 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) | $47,741,000 | 397 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $47,741,000 | 2,345 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $47,031,000 | 2,429 |
| U.S. Government securities | $47,031,000 | 1,816 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $47,031,000 | 1,761 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,031,000 | 1,043 |
| Mortgage-backed securities | $47,031,000 | 951 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $47,031,000 | 420 |
| CMOs issued by government agencies or sponsored agencies | $47,031,000 | 313 |
| 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) | $47,031,000 | 408 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $47,030,000 | 2,379 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $38,693,000 | 2,883 |
| U.S. Government securities | $38,693,000 | 2,195 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $38,693,000 | 2,136 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,768,000 | 1,404 |
| Mortgage-backed securities | $38,693,000 | 1,126 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $38,693,000 | 470 |
| CMOs issued by government agencies or sponsored agencies | $38,693,000 | 376 |
| 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) | $38,693,000 | 506 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $38,693,000 | 2,840 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $995,000 | 8,267 |
| U.S. Government securities | $995,000 | 8,086 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $995,000 | 7,973 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $995,000 | 6,357 |
| Mortgage-backed securities | $0 | 6,779 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $995,000 | 7,532 |
| Total debt securities | $997,000 | 8,220 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $988,000 | 8,318 |
| U.S. Government securities | $988,000 | 8,138 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $988,000 | 8,015 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $988,000 | 6,392 |
| Mortgage-backed securities | $0 | 6,845 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $988,000 | 7,579 |
| Total debt securities | $988,000 | 8,276 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $984,000 | 8,362 |
| U.S. Government securities | $984,000 | 8,189 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $984,000 | 8,064 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $984,000 | 6,423 |
| Mortgage-backed securities | $0 | 6,885 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $984,000 | 7,626 |
| Total debt securities | $988,000 | 8,321 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $983,000 | 8,412 |
| U.S. Government securities | $983,000 | 8,233 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $983,000 | 8,104 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $983,000 | 6,453 |
| Mortgage-backed securities | $0 | 6,961 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $983,000 | 7,664 |
| Total debt securities | $983,000 | 8,368 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $1,296,000 | 8,376 |
| U.S. Government securities | $1,296,000 | 8,154 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $1,296,000 | 8,038 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,296,000 | 6,246 |
| Mortgage-backed securities | $0 | 6,997 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $1,296,000 | 7,614 |
| Total debt securities | $1,296,000 | 8,332 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $1,292,000 | 8,395 |
| U.S. Government securities | $1,292,000 | 8,189 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $1,292,000 | 8,066 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,292,000 | 6,253 |
| Mortgage-backed securities | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $1,292,000 | 7,635 |
| Total debt securities | $1,292,000 | 8,354 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $2,283,000 | 8,247 |
| U.S. Government securities | $2,283,000 | 7,937 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $2,283,000 | 7,783 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,286,000 | 6,292 |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $2,283,000 | 7,451 |
| Total debt securities | $2,283,000 | 8,194 |
| 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 | $2,284,000 | 8,299 |
| U.S. Government securities | $2,284,000 | 7,977 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $2,284,000 | 7,824 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $842,000 | 6,612 |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $2,284,000 | 7,495 |
| Total debt securities | $2,284,000 | 8,242 |
| 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 | $2,292,000 | 8,333 |
| U.S. Government securities | $2,292,000 | 8,011 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $2,292,000 | 7,863 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $845,000 | 6,635 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $2,292,000 | 7,524 |
| Total debt securities | $2,291,000 | 8,281 |
| 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 | $3,879,000 | 8,008 |
| U.S. Government securities | $3,779,000 | 7,591 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $3,779,000 | 7,433 |
| Securities issued by states & political subdivisions | $100,000 | 6,465 |
| 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 | $793,000 | 6,698 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $3,879,000 | 7,224 |
| Total debt securities | $3,880,000 | 7,949 |
| 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 | $3,921,000 | 8,016 |
| U.S. Government securities | $3,820,000 | 7,539 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $3,820,000 | 7,381 |
| Securities issued by states & political subdivisions | $101,000 | 6,462 |
| 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 | $803,000 | 6,671 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $3,921,000 | 7,222 |
| Total debt securities | $3,921,000 | 7,938 |
| 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 | $3,911,000 | 8,098 |
| U.S. Government securities | $3,809,000 | 7,621 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $3,809,000 | 7,439 |
| Securities issued by states & political subdivisions | $102,000 | 6,542 |
| 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 | $801,000 | 6,667 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $3,911,000 | 7,261 |
| Total debt securities | $3,911,000 | 8,027 |
| 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 | $905,000 | 8,832 |
| U.S. Government securities | $802,000 | 8,636 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $802,000 | 8,494 |
| Securities issued by states & political subdivisions | $103,000 | 6,579 |
| 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 | $802,000 | 6,689 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $905,000 | 8,058 |
| Total debt securities | $902,000 | 8,771 |
| 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 | $1,709,000 | 8,660 |
| U.S. Government securities | $1,505,000 | 8,395 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $1,505,000 | 8,239 |
| Securities issued by states & political subdivisions | $204,000 | 6,375 |
| 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 | $1,024,000 | 6,527 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $1,709,000 | 7,852 |
| Total debt securities | $1,709,000 | 8,586 |
| 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 | $2,394,000 | 8,543 |
| U.S. Government securities | $1,998,000 | 8,298 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $1,998,000 | 8,122 |
| Securities issued by states & political subdivisions | $396,000 | 5,976 |
| 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 | $1,701,000 | 6,068 |
| Mortgage-backed securities | $487,000 | 6,358 |
| Certificates of participation in pools of residential mortgages | $487,000 | 5,873 |
| Issued or guaranteed by U.S. | $487,000 | 5,854 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $2,394,000 | 7,685 |
| Total debt securities | $2,394,000 | 8,458 |
| 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 | $4,954,000 | 7,846 |
| U.S. Government securities | $4,556,000 | 7,326 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $4,556,000 | 7,123 |
| Securities issued by states & political subdivisions | $398,000 | 5,990 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,154,000 | 4,762 |
| Mortgage-backed securities | $519,000 | 6,322 |
| Certificates of participation in pools of residential mortgages | $519,000 | 5,804 |
| Issued or guaranteed by U.S. | $519,000 | 5,785 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $4,954,000 | 6,970 |
| Total debt securities | $4,955,000 | 7,771 |
| 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 | $6,304,000 | 7,536 |
| U.S. Government securities | $5,903,000 | 6,875 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $5,903,000 | 6,644 |
| Securities issued by states & political subdivisions | $401,000 | 6,097 |
| 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 | $5,119,000 | 4,355 |
| Mortgage-backed securities | $782,000 | 6,071 |
| Certificates of participation in pools of residential mortgages | $782,000 | 5,411 |
| Issued or guaranteed by U.S. | $782,000 | 5,392 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $6,304,000 | 6,595 |
| Total debt securities | $6,304,000 | 7,432 |
| 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 | $16,823,000 | 5,204 |
| U.S. Government securities | $16,071,000 | 4,301 |
| U.S. Treasury securities | $9,987,000 | 657 |
| U.S. Government agency obligations | $6,084,000 | 6,923 |
| Securities issued by states & political subdivisions | $204,000 | 6,696 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $548,000 | 3,647 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,546,000 | 4,832 |
| Mortgage-backed securities | $1,074,000 | 5,458 |
| Certificates of participation in pools of residential mortgages | $1,074,000 | 4,705 |
| Issued or guaranteed by U.S. | $1,074,000 | 4,690 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $16,823,000 | 4,273 |
| Total debt securities | $16,275,000 | 5,184 |
| 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 | $8,195,000 | 7,581 |
| U.S. Government securities | $7,767,000 | 6,878 |
| U.S. Treasury securities | $501,000 | 4,374 |
| U.S. Government agency obligations | $7,266,000 | 6,534 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $428,000 | 4,068 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,500,000 | 4,086 |
| Mortgage-backed securities | $1,338,000 | 5,556 |
| Certificates of participation in pools of residential mortgages | $1,338,000 | 4,713 |
| Issued or guaranteed by U.S. | $1,338,000 | 4,698 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $501,000 | 5,336 |
| Available-for-sale securities (fair market value) | $7,694,000 | 6,539 |
| Total debt securities | $7,767,000 | 7,607 |
| 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 | $10,468,000 | 6,953 |
| U.S. Government securities | $10,307,000 | 6,010 |
| U.S. Treasury securities | $3,000,000 | 3,200 |
| U.S. Government agency obligations | $7,307,000 | 6,167 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| 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 | $161,000 | 5,802 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,118,000 | 3,525 |
| Mortgage-backed securities | $2,321,000 | 5,110 |
| Certificates of participation in pools of residential mortgages | $1,821,000 | 4,524 |
| Issued or guaranteed by U.S. | $1,821,000 | 4,505 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $500,000 | 3,764 |
| CMOs issued by government agencies or sponsored agencies | $500,000 | 3,610 |
| 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) | $3,000,000 | 4,196 |
| Available-for-sale securities (fair market value) | $7,468,000 | 6,529 |
| Total debt securities | $10,307,000 | 6,866 |
| 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 | $11,236,000 | 7,047 |
| U.S. Government securities | $11,075,000 | 6,103 |
| U.S. Treasury securities | $6,982,000 | 2,504 |
| U.S. Government agency obligations | $4,093,000 | 7,766 |
| 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 | $161,000 | 5,750 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,787,000 | 3,490 |
| Mortgage-backed securities | $3,088,000 | 4,727 |
| Certificates of participation in pools of residential mortgages | $2,592,000 | 3,993 |
| Issued or guaranteed by U.S. | $2,592,000 | 3,976 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $496,000 | 4,030 |
| CMOs issued by government agencies or sponsored agencies | $496,000 | 3,886 |
| 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) | $6,982,000 | 3,490 |
| Available-for-sale securities (fair market value) | $4,254,000 | 7,774 |
| Total debt securities | $11,075,000 | 6,958 |
| 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 | $14,597,000 | 6,538 |
| U.S. Government securities | $14,436,000 | 5,635 |
| U.S. Treasury securities | $7,986,000 | 2,709 |
| U.S. Government agency obligations | $6,450,000 | 6,921 |
| 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 | $161,000 | 5,635 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,435,000 | 3,641 |
| Mortgage-backed securities | $3,404,000 | 4,990 |
| Certificates of participation in pools of residential mortgages | $3,307,000 | 3,930 |
| Issued or guaranteed by U.S. | $3,307,000 | 3,908 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $97,000 | 5,258 |
| CMOs issued by government agencies or sponsored agencies | $97,000 | 5,019 |
| 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) | $9,516,000 | 3,288 |
| Available-for-sale securities (fair market value) | $5,081,000 | 7,731 |
| Total debt securities | $14,436,000 | 6,443 |
| 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 | $19,892,000 | 5,566 |
| U.S. Government securities | $19,731,000 | 4,698 |
| U.S. Treasury securities | $13,009,000 | 2,134 |
| U.S. Government agency obligations | $6,722,000 | 6,850 |
| 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 | $161,000 | 5,422 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,271,000 | 2,483 |
| Mortgage-backed securities | $4,224,000 | 4,830 |
| Certificates of participation in pools of residential mortgages | $3,937,000 | 3,716 |
| Issued or guaranteed by U.S. | $3,937,000 | 3,687 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $287,000 | 5,270 |
| CMOs issued by government agencies or sponsored agencies | $287,000 | 5,066 |
| 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) | $15,507,000 | 2,460 |
| Available-for-sale securities (fair market value) | $4,385,000 | 8,321 |
| Total debt securities | $19,731,000 | 5,499 |
| Structured notes | ||
| Amortized cost | $999,000 | 2,826 |
| Fair value | $1,003,000 | 2,545 |
| 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 | $34,232,000 | 3,815 |
| U.S. Government securities | $34,071,000 | 3,075 |
| U.S. Treasury securities | $19,515,000 | 1,812 |
| U.S. Government agency obligations | $14,556,000 | 4,098 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| 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 | $161,000 | 5,188 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,171,000 | 1,941 |
| Mortgage-backed securities | $4,531,000 | 4,926 |
| Certificates of participation in pools of residential mortgages | $4,245,000 | 3,704 |
| Issued or guaranteed by U.S. | $4,245,000 | 3,677 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $286,000 | 5,686 |
| CMOs issued by government agencies or sponsored agencies | $286,000 | 5,433 |
| 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) | $29,540,000 | 2,468 |
| Available-for-sale securities (fair market value) | $4,692,000 | 7,066 |
| Total debt securities | $34,071,000 | 3,745 |
| 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 | $42,083,000 | 3,302 |
| U.S. Government securities | $41,918,000 | 2,617 |
| U.S. Treasury securities | $24,510,000 | 1,534 |
| U.S. Government agency obligations | $17,408,000 | 3,709 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| 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 | $165,000 | 4,855 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,758,000 | 3,074 |
| Mortgage-backed securities | $5,831,000 | 4,884 |
| Certificates of participation in pools of residential mortgages | $5,331,000 | 3,634 |
| Issued or guaranteed by U.S. | $5,331,000 | 3,598 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $500,000 | 5,704 |
| CMOs issued by government agencies or sponsored agencies | $500,000 | 5,452 |
| 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 | $41,918,000 | 3,238 |
| 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 | $45,716,000 | 2,971 |
| U.S. Government securities | $45,173,000 | 2,382 |
| U.S. Treasury securities | $25,167,000 | 1,494 |
| U.S. Government agency obligations | $20,006,000 | 3,238 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $378,000 | 5,503 |
| Privately issued residential mortgage-backed securities | $378,000 | 2,585 |
| 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 | $165,000 | 4,254 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,202,000 | 2,835 |
| Mortgage-backed securities | $3,756,000 | 6,203 |
| Certificates of participation in pools of residential mortgages | $2,878,000 | 5,281 |
| Issued or guaranteed by U.S. | $2,878,000 | 5,225 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $878,000 | 5,286 |
| CMOs issued by government agencies or sponsored agencies | $500,000 | 5,438 |
| Privately issued | $378,000 | 2,188 |
| 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 | $45,551,000 | 2,917 |
| 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 |