Home > The Kansas State Bank > Securities
The Kansas State Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $103,418,000 | 1,670 |
| U.S. Government securities | $90,134,000 | 1,259 |
| U.S. Treasury securities | $68,770,000 | 356 |
| U.S. Government agency obligations | $21,364,000 | 2,522 |
| Securities issued by states & political subdivisions | $13,284,000 | 2,201 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $101,108,000 | 897 |
| Mortgage-backed securities | $4,598,000 | 3,049 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,737,000 | 3,063 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,311,000 | 2,073 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,550,000 | 1,094 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $103,418,000 | 1,479 |
| Total debt securities | $103,417,000 | 1,656 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 747 |
| Fair value | $917,000 | 828 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $92,457,000 | 1,782 |
| U.S. Government securities | $79,432,000 | 1,388 |
| U.S. Treasury securities | $56,469,000 | 433 |
| U.S. Government agency obligations | $22,963,000 | 2,425 |
| Securities issued by states & political subdivisions | $13,025,000 | 2,202 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,730,000 | 964 |
| Mortgage-backed securities | $4,648,000 | 3,037 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,730,000 | 3,066 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,337,000 | 2,032 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,581,000 | 1,054 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $92,457,000 | 1,570 |
| Total debt securities | $92,455,000 | 1,765 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 768 |
| Fair value | $880,000 | 861 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $96,679,000 | 1,780 |
| U.S. Government securities | $82,857,000 | 1,378 |
| U.S. Treasury securities | $52,555,000 | 465 |
| U.S. Government agency obligations | $30,302,000 | 2,162 |
| Securities issued by states & political subdivisions | $13,822,000 | 2,205 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $94,244,000 | 913 |
| Mortgage-backed securities | $5,005,000 | 3,033 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,886,000 | 3,067 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,451,000 | 2,008 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,668,000 | 1,036 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $96,679,000 | 1,563 |
| Total debt securities | $96,679,000 | 1,759 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 811 |
| Fair value | $891,000 | 904 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $98,949,000 | 1,828 |
| U.S. Government securities | $84,990,000 | 1,422 |
| U.S. Treasury securities | $54,372,000 | 479 |
| U.S. Government agency obligations | $30,618,000 | 2,152 |
| Securities issued by states & political subdivisions | $13,959,000 | 2,254 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $92,624,000 | 864 |
| Mortgage-backed securities | $5,312,000 | 3,053 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,984,000 | 3,089 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,597,000 | 2,005 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,731,000 | 1,054 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $98,949,000 | 1,599 |
| Total debt securities | $98,950,000 | 1,806 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 845 |
| Fair value | $893,000 | 949 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $98,081,000 | 1,867 |
| U.S. Government securities | $84,307,000 | 1,434 |
| U.S. Treasury securities | $53,751,000 | 525 |
| U.S. Government agency obligations | $30,556,000 | 2,157 |
| Securities issued by states & political subdivisions | $13,774,000 | 2,299 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,634,000 | 777 |
| Mortgage-backed securities | $5,512,000 | 3,068 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,049,000 | 3,103 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,687,000 | 1,997 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,776,000 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $98,081,000 | 1,646 |
| Total debt securities | $98,081,000 | 1,849 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 869 |
| Fair value | $881,000 | 970 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $85,596,000 | 2,033 |
| U.S. Government securities | $71,516,000 | 1,619 |
| U.S. Treasury securities | $40,894,000 | 659 |
| U.S. Government agency obligations | $30,622,000 | 2,186 |
| Securities issued by states & political subdivisions | $14,080,000 | 2,283 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,223,000 | 832 |
| Mortgage-backed securities | $5,868,000 | 3,050 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,089,000 | 3,108 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,781,000 | 1,989 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $1,998,000 | 989 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $85,596,000 | 1,824 |
| Total debt securities | $85,594,000 | 2,022 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 861 |
| Fair value | $866,000 | 969 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $89,858,000 | 2,005 |
| U.S. Government securities | $74,723,000 | 1,581 |
| U.S. Treasury securities | $43,973,000 | 610 |
| U.S. Government agency obligations | $30,750,000 | 2,209 |
| Securities issued by states & political subdivisions | $15,135,000 | 2,275 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,144,000 | 797 |
| Mortgage-backed securities | $4,325,000 | 3,265 |
| Certificates of participation in pools of residential mortgages | $2,338,000 | 3,185 |
| Issued or guaranteed by U.S. | $2,338,000 | 3,096 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,987,000 | 2,042 |
| CMOs issued by government agencies or sponsored agencies | $1,987,000 | 1,969 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $89,858,000 | 1,832 |
| Total debt securities | $89,857,000 | 1,991 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 840 |
| Fair value | $924,000 | 916 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $91,441,000 | 1,954 |
| U.S. Government securities | $76,062,000 | 1,526 |
| U.S. Treasury securities | $42,129,000 | 546 |
| U.S. Government agency obligations | $33,933,000 | 2,127 |
| Securities issued by states & political subdivisions | $15,379,000 | 2,281 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,999,000 | 752 |
| Mortgage-backed securities | $4,151,000 | 3,283 |
| Certificates of participation in pools of residential mortgages | $1,915,000 | 3,276 |
| Issued or guaranteed by U.S. | $1,915,000 | 3,184 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $2,236,000 | 1,992 |
| CMOs issued by government agencies or sponsored agencies | $2,236,000 | 1,926 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $91,441,000 | 1,800 |
| Total debt securities | $91,440,000 | 1,939 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 740 |
| Fair value | $945,000 | 816 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $100,473,000 | 1,779 |
| U.S. Government securities | $84,372,000 | 1,331 |
| U.S. Treasury securities | $44,811,000 | 388 |
| U.S. Government agency obligations | $39,561,000 | 1,917 |
| Securities issued by states & political subdivisions | $16,101,000 | 2,273 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,136,000 | 684 |
| Mortgage-backed securities | $4,900,000 | 3,197 |
| Certificates of participation in pools of residential mortgages | $2,192,000 | 3,231 |
| Issued or guaranteed by U.S. | $2,192,000 | 3,127 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $2,708,000 | 1,884 |
| CMOs issued by government agencies or sponsored agencies | $2,708,000 | 1,827 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $100,473,000 | 1,651 |
| Total debt securities | $100,474,000 | 1,761 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 656 |
| Fair value | $995,000 | 677 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $83,736,000 | 1,936 |
| U.S. Government securities | $67,423,000 | 1,492 |
| U.S. Treasury securities | $22,823,000 | 517 |
| U.S. Government agency obligations | $44,600,000 | 1,762 |
| Securities issued by states & political subdivisions | $16,313,000 | 2,225 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,300,000 | 833 |
| Mortgage-backed securities | $5,637,000 | 3,160 |
| Certificates of participation in pools of residential mortgages | $2,504,000 | 3,196 |
| Issued or guaranteed by U.S. | $2,504,000 | 3,109 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $3,133,000 | 1,821 |
| CMOs issued by government agencies or sponsored agencies | $3,133,000 | 1,776 |
| 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) | $83,736,000 | 1,810 |
| Total debt securities | $83,734,000 | 1,921 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $86,815,000 | 1,820 |
| U.S. Government securities | $71,230,000 | 1,384 |
| U.S. Treasury securities | $25,345,000 | 411 |
| U.S. Government agency obligations | $45,885,000 | 1,681 |
| Securities issued by states & political subdivisions | $15,585,000 | 2,247 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,295,000 | 783 |
| Mortgage-backed securities | $5,810,000 | 3,123 |
| Certificates of participation in pools of residential mortgages | $2,949,000 | 3,103 |
| Issued or guaranteed by U.S. | $2,949,000 | 3,009 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $2,861,000 | 1,854 |
| CMOs issued by government agencies or sponsored agencies | $2,861,000 | 1,811 |
| 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) | $86,815,000 | 1,703 |
| Total debt securities | $86,813,000 | 1,803 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $77,378,000 | 1,852 |
| U.S. Government securities | $63,130,000 | 1,383 |
| U.S. Treasury securities | $15,576,000 | 431 |
| U.S. Government agency obligations | $47,554,000 | 1,562 |
| Securities issued by states & political subdivisions | $14,248,000 | 2,275 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,302,000 | 855 |
| Mortgage-backed securities | $5,532,000 | 3,122 |
| Certificates of participation in pools of residential mortgages | $3,440,000 | 2,974 |
| Issued or guaranteed by U.S. | $3,440,000 | 2,883 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $2,092,000 | 1,976 |
| CMOs issued by government agencies or sponsored agencies | $2,092,000 | 1,925 |
| 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) | $77,378,000 | 1,737 |
| Total debt securities | $77,376,000 | 1,836 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $80,871,000 | 1,665 |
| U.S. Government securities | $70,701,000 | 1,144 |
| U.S. Treasury securities | $22,622,000 | 261 |
| U.S. Government agency obligations | $48,079,000 | 1,471 |
| Securities issued by states & political subdivisions | $10,170,000 | 2,598 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,055,000 | 754 |
| Mortgage-backed securities | $5,316,000 | 3,114 |
| Certificates of participation in pools of residential mortgages | $3,037,000 | 3,001 |
| Issued or guaranteed by U.S. | $3,037,000 | 2,925 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $2,279,000 | 1,962 |
| CMOs issued by government agencies or sponsored agencies | $2,279,000 | 1,913 |
| 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) | $80,871,000 | 1,559 |
| Total debt securities | $80,871,000 | 1,649 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $67,848,000 | 1,797 |
| U.S. Government securities | $57,508,000 | 1,310 |
| U.S. Treasury securities | $23,613,000 | 247 |
| U.S. Government agency obligations | $33,895,000 | 1,767 |
| Securities issued by states & political subdivisions | $10,340,000 | 2,454 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,703,000 | 862 |
| Mortgage-backed securities | $6,006,000 | 3,033 |
| Certificates of participation in pools of residential mortgages | $3,489,000 | 2,906 |
| Issued or guaranteed by U.S. | $3,489,000 | 2,821 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,517,000 | 1,942 |
| CMOs issued by government agencies or sponsored agencies | $2,517,000 | 1,889 |
| 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) | $67,848,000 | 1,685 |
| Total debt securities | $67,848,000 | 1,782 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $76,844,000 | 1,591 |
| U.S. Government securities | $68,580,000 | 1,111 |
| U.S. Treasury securities | $32,436,000 | 204 |
| U.S. Government agency obligations | $36,144,000 | 1,689 |
| Securities issued by states & political subdivisions | $8,264,000 | 2,611 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,311,000 | 788 |
| Mortgage-backed securities | $7,236,000 | 2,889 |
| Certificates of participation in pools of residential mortgages | $3,712,000 | 2,876 |
| Issued or guaranteed by U.S. | $3,712,000 | 2,796 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $3,524,000 | 1,803 |
| CMOs issued by government agencies or sponsored agencies | $3,524,000 | 1,761 |
| 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) | $76,844,000 | 1,483 |
| Total debt securities | $76,845,000 | 1,577 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $75,107,000 | 1,561 |
| U.S. Government securities | $69,427,000 | 1,103 |
| U.S. Treasury securities | $24,547,000 | 243 |
| U.S. Government agency obligations | $44,880,000 | 1,474 |
| Securities issued by states & political subdivisions | $5,680,000 | 2,892 |
| 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 | $68,817,000 | 784 |
| Mortgage-backed securities | $4,530,000 | 3,205 |
| Certificates of participation in pools of residential mortgages | $634,000 | 3,661 |
| Issued or guaranteed by U.S. | $634,000 | 3,566 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $3,896,000 | 1,752 |
| CMOs issued by government agencies or sponsored agencies | $3,896,000 | 1,711 |
| 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) | $75,107,000 | 1,448 |
| Total debt securities | $75,109,000 | 1,546 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $84,466,000 | 1,427 |
| U.S. Government securities | $78,443,000 | 1,022 |
| U.S. Treasury securities | $27,813,000 | 227 |
| U.S. Government agency obligations | $50,630,000 | 1,363 |
| Securities issued by states & political subdivisions | $6,023,000 | 2,823 |
| 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 | $79,802,000 | 652 |
| Mortgage-backed securities | $3,864,000 | 3,298 |
| Certificates of participation in pools of residential mortgages | $725,000 | 3,630 |
| Issued or guaranteed by U.S. | $725,000 | 3,543 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $3,139,000 | 1,878 |
| CMOs issued by government agencies or sponsored agencies | $3,139,000 | 1,832 |
| 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) | $84,466,000 | 1,323 |
| Total debt securities | $84,466,000 | 1,416 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $73,861,000 | 1,591 |
| U.S. Government securities | $67,247,000 | 1,148 |
| U.S. Treasury securities | $13,749,000 | 369 |
| U.S. Government agency obligations | $53,498,000 | 1,286 |
| Securities issued by states & political subdivisions | $6,614,000 | 2,748 |
| 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 | $65,585,000 | 775 |
| Mortgage-backed securities | $4,220,000 | 3,260 |
| Certificates of participation in pools of residential mortgages | $836,000 | 3,613 |
| Issued or guaranteed by U.S. | $836,000 | 3,525 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $3,384,000 | 1,842 |
| CMOs issued by government agencies or sponsored agencies | $3,384,000 | 1,799 |
| 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) | $73,861,000 | 1,473 |
| Total debt securities | $73,861,000 | 1,577 |
| 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 | $83,669,000 | 1,466 |
| U.S. Government securities | $76,741,000 | 1,067 |
| U.S. Treasury securities | $14,733,000 | 362 |
| U.S. Government agency obligations | $62,008,000 | 1,173 |
| Securities issued by states & political subdivisions | $6,928,000 | 2,766 |
| 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 | $73,479,000 | 703 |
| Mortgage-backed securities | $4,527,000 | 3,205 |
| Certificates of participation in pools of residential mortgages | $953,000 | 3,578 |
| Issued or guaranteed by U.S. | $953,000 | 3,497 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $3,574,000 | 1,787 |
| CMOs issued by government agencies or sponsored agencies | $3,574,000 | 1,738 |
| 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) | $83,669,000 | 1,349 |
| Total debt securities | $83,669,000 | 1,454 |
| 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 | $77,238,000 | 1,572 |
| U.S. Government securities | $69,989,000 | 1,142 |
| U.S. Treasury securities | $15,647,000 | 342 |
| U.S. Government agency obligations | $54,342,000 | 1,313 |
| Securities issued by states & political subdivisions | $7,249,000 | 2,771 |
| 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 | $72,498,000 | 732 |
| Mortgage-backed securities | $4,809,000 | 3,181 |
| Certificates of participation in pools of residential mortgages | $1,080,000 | 3,552 |
| Issued or guaranteed by U.S. | $1,080,000 | 3,465 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,729,000 | 1,776 |
| CMOs issued by government agencies or sponsored agencies | $3,729,000 | 1,726 |
| 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) | $77,238,000 | 1,446 |
| Total debt securities | $77,238,000 | 1,554 |
| 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 | $83,237,000 | 1,501 |
| U.S. Government securities | $75,513,000 | 1,086 |
| U.S. Treasury securities | $18,811,000 | 301 |
| U.S. Government agency obligations | $56,702,000 | 1,275 |
| Securities issued by states & political subdivisions | $7,724,000 | 2,770 |
| 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 | $75,741,000 | 712 |
| Mortgage-backed securities | $5,072,000 | 3,158 |
| Certificates of participation in pools of residential mortgages | $1,207,000 | 3,526 |
| Issued or guaranteed by U.S. | $1,207,000 | 3,457 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,865,000 | 1,761 |
| CMOs issued by government agencies or sponsored agencies | $3,865,000 | 1,710 |
| 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) | $83,237,000 | 1,379 |
| Total debt securities | $83,237,000 | 1,483 |
| 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 | $79,157,000 | 1,555 |
| U.S. Government securities | $68,589,000 | 1,174 |
| U.S. Treasury securities | $24,967,000 | 236 |
| U.S. Government agency obligations | $43,622,000 | 1,572 |
| Securities issued by states & political subdivisions | $10,568,000 | 2,445 |
| 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 | $73,914,000 | 724 |
| Mortgage-backed securities | $5,399,000 | 3,139 |
| Certificates of participation in pools of residential mortgages | $1,354,000 | 3,519 |
| Issued or guaranteed by U.S. | $1,354,000 | 3,490 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,045,000 | 1,693 |
| CMOs issued by government agencies or sponsored agencies | $4,045,000 | 1,647 |
| 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) | $79,157,000 | 1,421 |
| Total debt securities | $79,157,000 | 1,538 |
| 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 | $81,205,000 | 1,543 |
| U.S. Government securities | $67,965,000 | 1,180 |
| U.S. Treasury securities | $20,053,000 | 271 |
| U.S. Government agency obligations | $47,912,000 | 1,459 |
| Securities issued by states & political subdivisions | $13,240,000 | 2,232 |
| 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 | $75,861,000 | 717 |
| Mortgage-backed securities | $5,836,000 | 3,113 |
| Certificates of participation in pools of residential mortgages | $1,529,000 | 3,516 |
| Issued or guaranteed by U.S. | $1,529,000 | 3,352 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $4,307,000 | 1,670 |
| CMOs issued by government agencies or sponsored agencies | $4,307,000 | 1,620 |
| 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) | $81,205,000 | 1,410 |
| Total debt securities | $81,205,000 | 1,526 |
| 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 | $73,140,000 | 1,689 |
| U.S. Government securities | $58,619,000 | 1,345 |
| U.S. Treasury securities | $18,073,000 | 285 |
| U.S. Government agency obligations | $40,546,000 | 1,702 |
| Securities issued by states & political subdivisions | $14,521,000 | 2,153 |
| 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 | $64,027,000 | 859 |
| Mortgage-backed securities | $6,298,000 | 3,064 |
| Certificates of participation in pools of residential mortgages | $1,723,000 | 3,494 |
| Issued or guaranteed by U.S. | $1,723,000 | 3,487 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,575,000 | 1,628 |
| CMOs issued by government agencies or sponsored agencies | $4,575,000 | 1,573 |
| 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) | $73,140,000 | 1,548 |
| Total debt securities | $73,140,000 | 1,670 |
| 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 | $76,548,000 | 1,668 |
| U.S. Government securities | $60,917,000 | 1,320 |
| U.S. Treasury securities | $17,141,000 | 291 |
| U.S. Government agency obligations | $43,776,000 | 1,625 |
| Securities issued by states & political subdivisions | $15,631,000 | 2,136 |
| 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 | $69,333,000 | 814 |
| Mortgage-backed securities | $6,821,000 | 3,030 |
| Certificates of participation in pools of residential mortgages | $1,950,000 | 3,476 |
| Issued or guaranteed by U.S. | $1,950,000 | 3,468 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $4,871,000 | 1,578 |
| CMOs issued by government agencies or sponsored agencies | $4,871,000 | 1,523 |
| 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) | $76,548,000 | 1,528 |
| Total debt securities | $76,548,000 | 1,647 |
| 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 | $71,427,000 | 1,784 |
| U.S. Government securities | $52,606,000 | 1,496 |
| U.S. Treasury securities | $10,730,000 | 362 |
| U.S. Government agency obligations | $41,876,000 | 1,696 |
| Securities issued by states & political subdivisions | $18,821,000 | 1,931 |
| 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 | $61,182,000 | 909 |
| Mortgage-backed securities | $7,388,000 | 2,993 |
| Certificates of participation in pools of residential mortgages | $2,191,000 | 3,468 |
| Issued or guaranteed by U.S. | $2,191,000 | 3,463 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $5,197,000 | 1,535 |
| CMOs issued by government agencies or sponsored agencies | $5,197,000 | 1,483 |
| 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) | $71,427,000 | 1,643 |
| Total debt securities | $71,427,000 | 1,769 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $69,742,000 | 1,841 |
| U.S. Government securities | $48,123,000 | 1,632 |
| U.S. Treasury securities | $6,990,000 | 478 |
| U.S. Government agency obligations | $41,133,000 | 1,748 |
| Securities issued by states & political subdivisions | $21,619,000 | 1,749 |
| 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 | $57,885,000 | 961 |
| Mortgage-backed securities | $7,983,000 | 2,960 |
| Certificates of participation in pools of residential mortgages | $2,446,000 | 3,444 |
| Issued or guaranteed by U.S. | $2,446,000 | 3,440 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,537,000 | 1,515 |
| CMOs issued by government agencies or sponsored agencies | $5,537,000 | 1,463 |
| 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) | $69,742,000 | 1,698 |
| Total debt securities | $69,741,000 | 1,824 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $72,004,000 | 1,816 |
| U.S. Government securities | $50,182,000 | 1,623 |
| U.S. Treasury securities | $6,502,000 | 518 |
| U.S. Government agency obligations | $43,680,000 | 1,703 |
| Securities issued by states & political subdivisions | $21,822,000 | 1,752 |
| 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 | $59,945,000 | 947 |
| Mortgage-backed securities | $8,564,000 | 2,933 |
| Certificates of participation in pools of residential mortgages | $2,716,000 | 3,429 |
| Issued or guaranteed by U.S. | $2,716,000 | 3,425 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,848,000 | 1,489 |
| CMOs issued by government agencies or sponsored agencies | $5,848,000 | 1,430 |
| 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) | $72,004,000 | 1,665 |
| Total debt securities | $72,004,000 | 1,800 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $73,278,000 | 1,778 |
| U.S. Government securities | $51,195,000 | 1,573 |
| U.S. Treasury securities | $5,007,000 | 579 |
| U.S. Government agency obligations | $46,188,000 | 1,614 |
| Securities issued by states & political subdivisions | $22,083,000 | 1,748 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,448,000 | 923 |
| Mortgage-backed securities | $9,112,000 | 2,870 |
| Certificates of participation in pools of residential mortgages | $2,987,000 | 3,373 |
| Issued or guaranteed by U.S. | $2,987,000 | 3,368 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $6,125,000 | 1,430 |
| CMOs issued by government agencies or sponsored agencies | $6,125,000 | 1,366 |
| 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) | $73,278,000 | 1,626 |
| Total debt securities | $73,278,000 | 1,757 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $66,549,000 | 1,927 |
| U.S. Government securities | $45,618,000 | 1,701 |
| U.S. Treasury securities | $3,002,000 | 649 |
| U.S. Government agency obligations | $42,616,000 | 1,714 |
| Securities issued by states & political subdivisions | $20,931,000 | 1,823 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,131,000 | 1,030 |
| Mortgage-backed securities | $10,116,000 | 2,779 |
| Certificates of participation in pools of residential mortgages | $3,376,000 | 3,324 |
| Issued or guaranteed by U.S. | $3,376,000 | 3,323 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,740,000 | 1,386 |
| CMOs issued by government agencies or sponsored agencies | $6,740,000 | 1,323 |
| 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) | $66,549,000 | 1,765 |
| Total debt securities | $66,549,000 | 1,903 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $71,720,000 | 1,847 |
| U.S. Government securities | $50,330,000 | 1,614 |
| U.S. Treasury securities | $5,003,000 | 541 |
| U.S. Government agency obligations | $45,327,000 | 1,663 |
| Securities issued by states & political subdivisions | $21,390,000 | 1,792 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,210,000 | 980 |
| Mortgage-backed securities | $10,146,000 | 2,816 |
| Certificates of participation in pools of residential mortgages | $3,731,000 | 3,279 |
| Issued or guaranteed by U.S. | $3,731,000 | 3,275 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $6,415,000 | 1,449 |
| CMOs issued by government agencies or sponsored agencies | $6,415,000 | 1,381 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $71,720,000 | 1,664 |
| Total debt securities | $71,720,000 | 1,819 |
| 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 | $74,118,000 | 1,821 |
| U.S. Government securities | $52,768,000 | 1,610 |
| U.S. Treasury securities | $6,003,000 | 495 |
| U.S. Government agency obligations | $46,765,000 | 1,679 |
| Securities issued by states & political subdivisions | $21,350,000 | 1,767 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,148,000 | 971 |
| Mortgage-backed securities | $10,851,000 | 2,779 |
| Certificates of participation in pools of residential mortgages | $4,076,000 | 3,244 |
| Issued or guaranteed by U.S. | $4,076,000 | 3,243 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,775,000 | 1,430 |
| CMOs issued by government agencies or sponsored agencies | $6,775,000 | 1,370 |
| 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) | $74,118,000 | 1,639 |
| Total debt securities | $74,118,000 | 1,802 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 864 |
| Fair value | $1,000,000 | 906 |
| 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 | $76,762,000 | 1,773 |
| U.S. Government securities | $55,488,000 | 1,552 |
| U.S. Treasury securities | $4,996,000 | 577 |
| U.S. Government agency obligations | $50,492,000 | 1,592 |
| Securities issued by states & political subdivisions | $21,274,000 | 1,789 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,555,000 | 941 |
| Mortgage-backed securities | $10,502,000 | 2,788 |
| Certificates of participation in pools of residential mortgages | $4,421,000 | 3,157 |
| Issued or guaranteed by U.S. | $4,421,000 | 3,155 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,081,000 | 1,518 |
| CMOs issued by government agencies or sponsored agencies | $6,081,000 | 1,456 |
| 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) | $76,762,000 | 1,602 |
| Total debt securities | $76,762,000 | 1,748 |
| Structured notes | ||
| Amortized cost | $770,000 | 1,163 |
| Fair value | $775,000 | 1,163 |
| 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 | $73,629,000 | 1,845 |
| U.S. Government securities | $52,278,000 | 1,636 |
| U.S. Treasury securities | $4,005,000 | 616 |
| U.S. Government agency obligations | $48,273,000 | 1,682 |
| Securities issued by states & political subdivisions | $21,287,000 | 1,779 |
| Other domestic debt securities | $64,000 | 2,216 |
| Privately issued residential mortgage-backed securities | $64,000 | 632 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,417,000 | 1,024 |
| Mortgage-backed securities | $10,032,000 | 2,874 |
| Certificates of participation in pools of residential mortgages | $4,863,000 | 3,096 |
| Issued or guaranteed by U.S. | $4,863,000 | 3,093 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $5,169,000 | 1,625 |
| CMOs issued by government agencies or sponsored agencies | $5,105,000 | 1,575 |
| Privately issued | $64,000 | 601 |
| 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) | $73,629,000 | 1,673 |
| Total debt securities | $73,630,000 | 1,818 |
| Structured notes | ||
| Amortized cost | $770,000 | 1,320 |
| Fair value | $775,000 | 1,320 |
| 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 | $75,970,000 | 1,829 |
| U.S. Government securities | $55,072,000 | 1,623 |
| U.S. Treasury securities | $4,005,000 | 625 |
| U.S. Government agency obligations | $51,067,000 | 1,658 |
| Securities issued by states & political subdivisions | $20,829,000 | 1,787 |
| Other domestic debt securities | $69,000 | 2,241 |
| Privately issued residential mortgage-backed securities | $69,000 | 654 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,982,000 | 1,015 |
| Mortgage-backed securities | $9,530,000 | 3,003 |
| Certificates of participation in pools of residential mortgages | $5,308,000 | 3,099 |
| Issued or guaranteed by U.S. | $5,308,000 | 3,097 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,222,000 | 1,847 |
| CMOs issued by government agencies or sponsored agencies | $4,153,000 | 1,787 |
| Privately issued | $69,000 | 622 |
| 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) | $75,970,000 | 1,648 |
| Total debt securities | $75,967,000 | 1,811 |
| Structured notes | ||
| Amortized cost | $1,269,000 | 1,201 |
| Fair value | $1,268,000 | 1,201 |
| 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 | $74,287,000 | 1,888 |
| U.S. Government securities | $52,875,000 | 1,727 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $52,875,000 | 1,651 |
| Securities issued by states & political subdivisions | $21,337,000 | 1,735 |
| Other domestic debt securities | $75,000 | 2,298 |
| Privately issued residential mortgage-backed securities | $75,000 | 695 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,324,000 | 1,069 |
| Mortgage-backed securities | $8,671,000 | 3,172 |
| Certificates of participation in pools of residential mortgages | $5,833,000 | 3,065 |
| Issued or guaranteed by U.S. | $5,833,000 | 3,062 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,838,000 | 2,125 |
| CMOs issued by government agencies or sponsored agencies | $2,763,000 | 2,071 |
| Privately issued | $75,000 | 659 |
| 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) | $74,287,000 | 1,708 |
| Total debt securities | $74,287,000 | 1,870 |
| Structured notes | ||
| Amortized cost | $1,269,000 | 1,286 |
| Fair value | $1,276,000 | 1,286 |
| 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 | $75,717,000 | 1,858 |
| U.S. Government securities | $54,482,000 | 1,672 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $54,482,000 | 1,600 |
| Securities issued by states & political subdivisions | $21,235,000 | 1,742 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,027,000 | 1,016 |
| Mortgage-backed securities | $9,378,000 | 3,127 |
| Certificates of participation in pools of residential mortgages | $6,295,000 | 3,050 |
| Issued or guaranteed by U.S. | $6,295,000 | 3,047 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,083,000 | 2,128 |
| CMOs issued by government agencies or sponsored agencies | $3,083,000 | 2,059 |
| 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) | $75,717,000 | 1,679 |
| Total debt securities | $75,717,000 | 1,839 |
| Structured notes | ||
| Amortized cost | $395,000 | 1,945 |
| Fair value | $394,000 | 1,946 |
| 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 | $78,224,000 | 1,853 |
| U.S. Government securities | $57,115,000 | 1,651 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $57,115,000 | 1,584 |
| Securities issued by states & political subdivisions | $21,109,000 | 1,755 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,814,000 | 1,020 |
| Mortgage-backed securities | $10,145,000 | 3,103 |
| Certificates of participation in pools of residential mortgages | $6,777,000 | 3,057 |
| Issued or guaranteed by U.S. | $6,777,000 | 3,055 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $3,368,000 | 2,114 |
| CMOs issued by government agencies or sponsored agencies | $3,368,000 | 2,036 |
| 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) | $78,224,000 | 1,656 |
| Total debt securities | $78,224,000 | 1,827 |
| Structured notes | ||
| Amortized cost | $1,895,000 | 1,292 |
| Fair value | $1,891,000 | 1,278 |
| 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 | $78,926,000 | 1,835 |
| U.S. Government securities | $59,064,000 | 1,629 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $59,064,000 | 1,567 |
| Securities issued by states & political subdivisions | $19,770,000 | 1,866 |
| Other domestic debt securities | $92,000 | 2,429 |
| Privately issued residential mortgage-backed securities | $92,000 | 734 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,566,000 | 993 |
| Mortgage-backed securities | $11,047,000 | 3,052 |
| Certificates of participation in pools of residential mortgages | $7,344,000 | 3,024 |
| Issued or guaranteed by U.S. | $7,344,000 | 3,024 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,703,000 | 2,074 |
| CMOs issued by government agencies or sponsored agencies | $3,611,000 | 2,018 |
| Privately issued | $92,000 | 704 |
| 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) | $78,926,000 | 1,643 |
| Total debt securities | $78,926,000 | 1,813 |
| Structured notes | ||
| Amortized cost | $1,895,000 | 1,327 |
| Fair value | $1,891,000 | 1,310 |
| 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 | $74,763,000 | 1,951 |
| U.S. Government securities | $55,772,000 | 1,716 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $55,772,000 | 1,659 |
| Securities issued by states & political subdivisions | $18,893,000 | 1,935 |
| Other domestic debt securities | $98,000 | 2,493 |
| Privately issued residential mortgage-backed securities | $98,000 | 757 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,706,000 | 1,125 |
| Mortgage-backed securities | $11,850,000 | 2,991 |
| Certificates of participation in pools of residential mortgages | $7,824,000 | 2,977 |
| Issued or guaranteed by U.S. | $7,824,000 | 2,977 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $4,026,000 | 2,015 |
| CMOs issued by government agencies or sponsored agencies | $3,928,000 | 1,952 |
| Privately issued | $98,000 | 726 |
| 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) | $74,763,000 | 1,748 |
| Total debt securities | $74,764,000 | 1,927 |
| Structured notes | ||
| Amortized cost | $1,894,000 | 1,345 |
| Fair value | $1,891,000 | 1,311 |
| 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 | $72,114,000 | 2,006 |
| U.S. Government securities | $53,555,000 | 1,763 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $53,555,000 | 1,708 |
| Securities issued by states & political subdivisions | $18,559,000 | 1,962 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,791,000 | 1,051 |
| Mortgage-backed securities | $12,669,000 | 2,894 |
| Certificates of participation in pools of residential mortgages | $8,330,000 | 2,895 |
| Issued or guaranteed by U.S. | $8,330,000 | 2,894 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $4,339,000 | 1,966 |
| CMOs issued by government agencies or sponsored agencies | $4,339,000 | 1,879 |
| 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) | $72,114,000 | 1,801 |
| Total debt securities | $72,114,000 | 1,979 |
| Structured notes | ||
| Amortized cost | $1,549,000 | 1,386 |
| Fair value | $1,554,000 | 1,379 |
| 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 | $68,216,000 | 2,106 |
| U.S. Government securities | $49,409,000 | 1,904 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $49,409,000 | 1,842 |
| Securities issued by states & political subdivisions | $18,694,000 | 1,956 |
| Other domestic debt securities | $113,000 | 2,594 |
| Privately issued residential mortgage-backed securities | $113,000 | 810 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,061,000 | 1,193 |
| Mortgage-backed securities | $13,740,000 | 2,824 |
| Certificates of participation in pools of residential mortgages | $9,014,000 | 2,790 |
| Issued or guaranteed by U.S. | $9,014,000 | 2,787 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $4,726,000 | 1,933 |
| CMOs issued by government agencies or sponsored agencies | $4,613,000 | 1,862 |
| Privately issued | $113,000 | 775 |
| 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) | $68,216,000 | 1,899 |
| Total debt securities | $68,216,000 | 2,085 |
| Structured notes | ||
| Amortized cost | $1,549,000 | 1,374 |
| Fair value | $1,556,000 | 1,367 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $65,346,000 | 2,182 |
| U.S. Government securities | $49,240,000 | 1,892 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $49,240,000 | 1,838 |
| Securities issued by states & political subdivisions | $15,978,000 | 2,185 |
| Other domestic debt securities | $128,000 | 2,650 |
| Privately issued residential mortgage-backed securities | $128,000 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,387,000 | 1,120 |
| Mortgage-backed securities | $14,343,000 | 2,789 |
| Certificates of participation in pools of residential mortgages | $9,850,000 | 2,661 |
| Issued or guaranteed by U.S. | $9,850,000 | 2,659 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,493,000 | 1,993 |
| CMOs issued by government agencies or sponsored agencies | $4,365,000 | 1,934 |
| Privately issued | $128,000 | 784 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $65,346,000 | 1,979 |
| Total debt securities | $65,346,000 | 2,159 |
| Structured notes | ||
| Amortized cost | $1,549,000 | 1,347 |
| Fair value | $1,554,000 | 1,340 |
| 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 | $65,604,000 | 2,180 |
| U.S. Government securities | $50,944,000 | 1,874 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $50,944,000 | 1,820 |
| Securities issued by states & political subdivisions | $14,660,000 | 2,290 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,640,000 | 1,276 |
| Mortgage-backed securities | $16,329,000 | 2,647 |
| Certificates of participation in pools of residential mortgages | $11,219,000 | 2,514 |
| Issued or guaranteed by U.S. | $11,219,000 | 2,513 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $5,110,000 | 1,955 |
| CMOs issued by government agencies or sponsored agencies | $5,110,000 | 1,865 |
| 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) | $65,604,000 | 2,000 |
| Total debt securities | $65,607,000 | 2,163 |
| Structured notes | ||
| Amortized cost | $1,549,000 | 1,381 |
| Fair value | $1,564,000 | 1,375 |
| 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 | $64,646,000 | 2,162 |
| U.S. Government securities | $50,478,000 | 1,840 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $50,478,000 | 1,793 |
| Securities issued by states & political subdivisions | $14,000,000 | 2,334 |
| Other domestic debt securities | $168,000 | 2,620 |
| Privately issued residential mortgage-backed securities | $168,000 | 872 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,004,000 | 1,274 |
| Mortgage-backed securities | $18,190,000 | 2,517 |
| Certificates of participation in pools of residential mortgages | $12,485,000 | 2,371 |
| Issued or guaranteed by U.S. | $12,485,000 | 2,369 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $5,705,000 | 1,944 |
| CMOs issued by government agencies or sponsored agencies | $5,537,000 | 1,867 |
| Privately issued | $168,000 | 839 |
| 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) | $64,646,000 | 1,977 |
| Total debt securities | $64,645,000 | 2,141 |
| Structured notes | ||
| Amortized cost | $1,549,000 | 1,424 |
| Fair value | $1,564,000 | 1,420 |
| 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 | $67,163,000 | 2,111 |
| U.S. Government securities | $53,895,000 | 1,788 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $53,895,000 | 1,745 |
| Securities issued by states & political subdivisions | $13,080,000 | 2,401 |
| Other domestic debt securities | $188,000 | 2,695 |
| Privately issued residential mortgage-backed securities | $188,000 | 912 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,245,000 | 1,340 |
| Mortgage-backed securities | $19,992,000 | 2,514 |
| Certificates of participation in pools of residential mortgages | $13,892,000 | 2,347 |
| Issued or guaranteed by U.S. | $13,892,000 | 2,346 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $6,100,000 | 1,946 |
| CMOs issued by government agencies or sponsored agencies | $5,912,000 | 1,882 |
| Privately issued | $188,000 | 876 |
| 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) | $67,163,000 | 1,924 |
| Total debt securities | $67,162,000 | 2,091 |
| Structured notes | ||
| Amortized cost | $2,549,000 | 1,170 |
| Fair value | $2,563,000 | 1,168 |
| 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 | $72,116,000 | 1,989 |
| U.S. Government securities | $60,954,000 | 1,646 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $60,954,000 | 1,609 |
| Securities issued by states & political subdivisions | $10,952,000 | 2,614 |
| Other domestic debt securities | $210,000 | 2,663 |
| Privately issued residential mortgage-backed securities | $210,000 | 951 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,426,000 | 1,154 |
| Mortgage-backed securities | $15,768,000 | 2,879 |
| Certificates of participation in pools of residential mortgages | $12,025,000 | 2,594 |
| Issued or guaranteed by U.S. | $12,025,000 | 2,592 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,743,000 | 2,351 |
| CMOs issued by government agencies or sponsored agencies | $3,533,000 | 2,281 |
| Privately issued | $210,000 | 916 |
| 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) | $72,116,000 | 1,810 |
| Total debt securities | $72,116,000 | 1,970 |
| Structured notes | ||
| Amortized cost | $2,799,000 | 1,302 |
| Fair value | $2,805,000 | 1,304 |
| 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 | $59,082,000 | 2,348 |
| U.S. Government securities | $54,935,000 | 1,820 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $54,935,000 | 1,776 |
| Securities issued by states & political subdivisions | $3,917,000 | 3,888 |
| Other domestic debt securities | $230,000 | 2,636 |
| Privately issued residential mortgage-backed securities | $230,000 | 970 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,436,000 | 1,104 |
| Mortgage-backed securities | $11,705,000 | 3,294 |
| Certificates of participation in pools of residential mortgages | $9,706,000 | 2,876 |
| Issued or guaranteed by U.S. | $9,706,000 | 2,874 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,999,000 | 2,804 |
| CMOs issued by government agencies or sponsored agencies | $1,769,000 | 2,757 |
| Privately issued | $230,000 | 935 |
| 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) | $59,082,000 | 2,139 |
| Total debt securities | $59,082,000 | 2,327 |
| Structured notes | ||
| Amortized cost | $3,049,000 | 1,374 |
| Fair value | $3,047,000 | 1,375 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $55,830,000 | 2,405 |
| U.S. Government securities | $52,439,000 | 1,835 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $52,439,000 | 1,787 |
| Securities issued by states & political subdivisions | $3,134,000 | 4,096 |
| Other domestic debt securities | $257,000 | 2,571 |
| Privately issued residential mortgage-backed securities | $257,000 | 1,041 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,476,000 | 1,084 |
| Mortgage-backed securities | $10,983,000 | 3,299 |
| Certificates of participation in pools of residential mortgages | $9,753,000 | 2,774 |
| Issued or guaranteed by U.S. | $9,753,000 | 2,774 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,230,000 | 3,033 |
| CMOs issued by government agencies or sponsored agencies | $973,000 | 2,890 |
| Privately issued | $257,000 | 987 |
| 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) | $55,830,000 | 2,174 |
| Total debt securities | $55,830,000 | 2,389 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 1,090 |
| Fair value | $4,513,000 | 1,089 |
| 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 | $56,408,000 | 2,301 |
| U.S. Government securities | $53,450,000 | 1,743 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $53,450,000 | 1,695 |
| Securities issued by states & political subdivisions | $2,676,000 | 4,203 |
| Other domestic debt securities | $282,000 | 2,537 |
| Privately issued residential mortgage-backed securities | $282,000 | 1,057 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,304,000 | 1,184 |
| Mortgage-backed securities | $11,888,000 | 3,142 |
| Certificates of participation in pools of residential mortgages | $10,378,000 | 2,611 |
| Issued or guaranteed by U.S. | $10,378,000 | 2,606 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,510,000 | 2,923 |
| CMOs issued by government agencies or sponsored agencies | $1,228,000 | 2,785 |
| Privately issued | $282,000 | 999 |
| 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) | $56,408,000 | 2,084 |
| Total debt securities | $56,408,000 | 2,280 |
| Structured notes | ||
| Amortized cost | $4,549,000 | 1,110 |
| Fair value | $4,574,000 | 1,107 |
| 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 | $56,375,000 | 2,319 |
| U.S. Government securities | $53,704,000 | 1,743 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $53,704,000 | 1,693 |
| Securities issued by states & political subdivisions | $2,371,000 | 4,294 |
| Other domestic debt securities | $300,000 | 2,463 |
| Privately issued residential mortgage-backed securities | $300,000 | 1,063 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,653,000 | 1,122 |
| Mortgage-backed securities | $9,673,000 | 3,381 |
| Certificates of participation in pools of residential mortgages | $8,586,000 | 2,833 |
| Issued or guaranteed by U.S. | $8,586,000 | 2,826 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,087,000 | 3,031 |
| CMOs issued by government agencies or sponsored agencies | $787,000 | 2,923 |
| Privately issued | $300,000 | 1,010 |
| 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) | $56,375,000 | 2,093 |
| Total debt securities | $56,375,000 | 2,294 |
| Structured notes | ||
| Amortized cost | $8,050,000 | 810 |
| Fair value | $8,097,000 | 812 |
| 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 | $57,882,000 | 2,231 |
| U.S. Government securities | $56,019,000 | 1,690 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $56,019,000 | 1,634 |
| Securities issued by states & political subdivisions | $1,551,000 | 4,607 |
| Other domestic debt securities | $312,000 | 2,500 |
| Privately issued residential mortgage-backed securities | $312,000 | 1,094 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,390,000 | 1,037 |
| Mortgage-backed securities | $9,811,000 | 3,295 |
| Certificates of participation in pools of residential mortgages | $8,590,000 | 2,777 |
| Issued or guaranteed by U.S. | $8,590,000 | 2,771 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,221,000 | 2,926 |
| CMOs issued by government agencies or sponsored agencies | $909,000 | 2,808 |
| Privately issued | $312,000 | 1,042 |
| 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) | $57,882,000 | 2,016 |
| Total debt securities | $57,882,000 | 2,204 |
| Structured notes | ||
| Amortized cost | $9,051,000 | 775 |
| Fair value | $9,046,000 | 771 |
| 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 | $51,649,000 | 2,355 |
| U.S. Government securities | $49,528,000 | 1,779 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $49,528,000 | 1,721 |
| Securities issued by states & political subdivisions | $1,781,000 | 4,506 |
| Other domestic debt securities | $340,000 | 2,639 |
| Privately issued residential mortgage-backed securities | $340,000 | 1,142 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,361,000 | 1,079 |
| Mortgage-backed securities | $10,266,000 | 3,126 |
| Certificates of participation in pools of residential mortgages | $8,771,000 | 2,623 |
| Issued or guaranteed by U.S. | $8,771,000 | 2,617 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,495,000 | 2,801 |
| CMOs issued by government agencies or sponsored agencies | $1,155,000 | 2,648 |
| Privately issued | $340,000 | 1,089 |
| 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) | $51,649,000 | 2,121 |
| Total debt securities | $51,649,000 | 2,331 |
| Structured notes | ||
| Amortized cost | $7,551,000 | 828 |
| Fair value | $7,516,000 | 829 |
| 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 | $50,446,000 | 2,355 |
| U.S. Government securities | $48,473,000 | 1,781 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $48,473,000 | 1,717 |
| Securities issued by states & political subdivisions | $1,973,000 | 4,352 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,482,000 | 1,253 |
| Mortgage-backed securities | $9,430,000 | 3,231 |
| Certificates of participation in pools of residential mortgages | $7,560,000 | 2,787 |
| Issued or guaranteed by U.S. | $7,560,000 | 2,779 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,870,000 | 2,644 |
| CMOs issued by government agencies or sponsored agencies | $1,870,000 | 2,390 |
| 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) | $50,446,000 | 2,119 |
| Total debt securities | $50,446,000 | 2,324 |
| Structured notes | ||
| Amortized cost | $8,899,000 | 694 |
| Fair value | $8,984,000 | 699 |
| 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 | $57,359,000 | 2,117 |
| U.S. Government securities | $55,647,000 | 1,601 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $55,647,000 | 1,541 |
| Securities issued by states & political subdivisions | $1,712,000 | 4,435 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,284,000 | 1,058 |
| Mortgage-backed securities | $7,082,000 | 3,603 |
| Certificates of participation in pools of residential mortgages | $6,675,000 | 2,977 |
| Issued or guaranteed by U.S. | $6,675,000 | 2,968 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $407,000 | 3,270 |
| CMOs issued by government agencies or sponsored agencies | $407,000 | 2,951 |
| 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) | $57,359,000 | 1,893 |
| Total debt securities | $57,359,000 | 2,096 |
| Structured notes | ||
| Amortized cost | $11,000,000 | 606 |
| Fair value | $11,087,000 | 610 |
| 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 | $49,166,000 | 2,429 |
| U.S. Government securities | $47,447,000 | 1,879 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $47,447,000 | 1,821 |
| Securities issued by states & political subdivisions | $1,719,000 | 4,426 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,872,000 | 1,272 |
| Mortgage-backed securities | $7,415,000 | 3,598 |
| Certificates of participation in pools of residential mortgages | $6,995,000 | 3,011 |
| Issued or guaranteed by U.S. | $6,995,000 | 3,003 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $420,000 | 3,249 |
| CMOs issued by government agencies or sponsored agencies | $420,000 | 2,915 |
| 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) | $49,166,000 | 2,170 |
| Total debt securities | $49,166,000 | 2,408 |
| Structured notes | ||
| Amortized cost | $7,547,000 | 684 |
| Fair value | $7,586,000 | 684 |
| 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 | $51,262,000 | 2,322 |
| U.S. Government securities | $49,853,000 | 1,755 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $49,853,000 | 1,701 |
| Securities issued by states & political subdivisions | $1,409,000 | 4,627 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,351,000 | 1,191 |
| Mortgage-backed securities | $7,521,000 | 3,632 |
| Certificates of participation in pools of residential mortgages | $7,084,000 | 3,066 |
| Issued or guaranteed by U.S. | $7,084,000 | 3,059 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $437,000 | 3,240 |
| CMOs issued by government agencies or sponsored agencies | $437,000 | 2,899 |
| 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) | $51,262,000 | 2,063 |
| Total debt securities | $51,262,000 | 2,298 |
| Structured notes | ||
| Amortized cost | $7,295,000 | 581 |
| Fair value | $7,316,000 | 574 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $43,625,000 | 2,672 |
| U.S. Government securities | $42,218,000 | 2,004 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $42,218,000 | 1,945 |
| Securities issued by states & political subdivisions | $1,407,000 | 4,676 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,253,000 | 1,238 |
| Mortgage-backed securities | $7,572,000 | 3,718 |
| Certificates of participation in pools of residential mortgages | $7,124,000 | 3,134 |
| Issued or guaranteed by U.S. | $7,124,000 | 3,124 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $448,000 | 3,237 |
| CMOs issued by government agencies or sponsored agencies | $448,000 | 2,895 |
| 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) | $43,625,000 | 2,362 |
| Total debt securities | $43,624,000 | 2,639 |
| Structured notes | ||
| Amortized cost | $6,345,000 | 439 |
| Fair value | $6,352,000 | 437 |
| 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 | $35,117,000 | 3,088 |
| U.S. Government securities | $34,227,000 | 2,338 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $34,227,000 | 2,288 |
| Securities issued by states & political subdivisions | $890,000 | 5,012 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,443,000 | 1,513 |
| Mortgage-backed securities | $8,700,000 | 3,558 |
| Certificates of participation in pools of residential mortgages | $8,237,000 | 2,996 |
| Issued or guaranteed by U.S. | $8,237,000 | 2,983 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $463,000 | 3,225 |
| CMOs issued by government agencies or sponsored agencies | $463,000 | 2,867 |
| 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) | $35,117,000 | 2,763 |
| Total debt securities | $35,117,000 | 3,058 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $36,756,000 | 2,996 |
| U.S. Government securities | $35,862,000 | 2,274 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $35,862,000 | 2,224 |
| Securities issued by states & political subdivisions | $894,000 | 4,940 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,394,000 | 1,464 |
| Mortgage-backed securities | $9,570,000 | 3,488 |
| Certificates of participation in pools of residential mortgages | $9,084,000 | 2,916 |
| Issued or guaranteed by U.S. | $9,084,000 | 2,901 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $486,000 | 3,251 |
| CMOs issued by government agencies or sponsored agencies | $486,000 | 2,886 |
| 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) | $36,756,000 | 2,679 |
| Total debt securities | $36,756,000 | 2,961 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $46,913,000 | 2,445 |
| U.S. Government securities | $46,035,000 | 1,833 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $46,035,000 | 1,804 |
| Securities issued by states & political subdivisions | $878,000 | 4,908 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,178,000 | 1,223 |
| Mortgage-backed securities | $10,034,000 | 3,341 |
| Certificates of participation in pools of residential mortgages | $9,522,000 | 2,794 |
| Issued or guaranteed by U.S. | $9,522,000 | 2,778 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $512,000 | 3,161 |
| CMOs issued by government agencies or sponsored agencies | $512,000 | 2,837 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $46,913,000 | 2,160 |
| Total debt securities | $46,912,000 | 2,412 |
| 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 | $38,666,000 | 2,808 |
| U.S. Government securities | $38,245,000 | 2,106 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $38,245,000 | 2,059 |
| Securities issued by states & political subdivisions | $421,000 | 5,318 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,108,000 | 1,358 |
| Mortgage-backed securities | $6,941,000 | 3,776 |
| Certificates of participation in pools of residential mortgages | $6,458,000 | 3,294 |
| Issued or guaranteed by U.S. | $6,458,000 | 3,283 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $483,000 | 3,113 |
| CMOs issued by government agencies or sponsored agencies | $483,000 | 2,781 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $38,666,000 | 2,476 |
| Total debt securities | $38,665,000 | 2,772 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $40,785,000 | 2,728 |
| U.S. Government securities | $40,514,000 | 2,044 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $40,514,000 | 1,999 |
| Securities issued by states & political subdivisions | $271,000 | 5,562 |
| 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 | $40,514,000 | 1,258 |
| Mortgage-backed securities | $6,225,000 | 3,898 |
| Certificates of participation in pools of residential mortgages | $6,225,000 | 3,303 |
| Issued or guaranteed by U.S. | $6,225,000 | 3,287 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $40,785,000 | 2,418 |
| Total debt securities | $40,784,000 | 2,688 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $34,050,000 | 3,129 |
| U.S. Government securities | $34,050,000 | 2,347 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $34,050,000 | 2,302 |
| 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 | $34,036,000 | 1,444 |
| Mortgage-backed securities | $5,334,000 | 4,022 |
| Certificates of participation in pools of residential mortgages | $5,334,000 | 3,442 |
| Issued or guaranteed by U.S. | $5,334,000 | 3,426 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $34,050,000 | 2,793 |
| Total debt securities | $34,049,000 | 3,085 |
| 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 | $46,521,000 | 2,444 |
| U.S. Government securities | $46,521,000 | 1,770 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $46,521,000 | 1,735 |
| 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 | $46,521,000 | 1,096 |
| Mortgage-backed securities | $290,000 | 5,917 |
| Certificates of participation in pools of residential mortgages | $290,000 | 5,555 |
| Issued or guaranteed by U.S. | $290,000 | 5,533 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $46,521,000 | 2,137 |
| Total debt securities | $46,521,000 | 2,399 |
| 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 | $34,754,000 | 3,088 |
| U.S. Government securities | $34,754,000 | 2,352 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $34,754,000 | 2,305 |
| 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 | $34,754,000 | 1,375 |
| Mortgage-backed securities | $316,000 | 5,841 |
| Certificates of participation in pools of residential mortgages | $316,000 | 5,451 |
| Issued or guaranteed by U.S. | $316,000 | 5,429 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $34,754,000 | 2,700 |
| Total debt securities | $34,754,000 | 3,046 |
| 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 | $41,468,000 | 2,693 |
| U.S. Government securities | $41,468,000 | 2,012 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $41,468,000 | 1,956 |
| 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 | $41,468,000 | 1,149 |
| Mortgage-backed securities | $339,000 | 5,826 |
| Certificates of participation in pools of residential mortgages | $339,000 | 5,442 |
| Issued or guaranteed by U.S. | $339,000 | 5,421 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $41,468,000 | 2,348 |
| Total debt securities | $41,468,000 | 2,652 |
| 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 | $39,225,000 | 2,828 |
| U.S. Government securities | $39,225,000 | 2,138 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $39,225,000 | 2,079 |
| 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 | $38,852,000 | 1,243 |
| Mortgage-backed securities | $373,000 | 5,795 |
| Certificates of participation in pools of residential mortgages | $373,000 | 5,413 |
| Issued or guaranteed by U.S. | $373,000 | 5,388 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $39,225,000 | 2,455 |
| Total debt securities | $39,225,000 | 2,784 |
| 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 | $44,565,000 | 2,571 |
| U.S. Government securities | $44,565,000 | 1,945 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $44,565,000 | 1,882 |
| 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 | $43,366,000 | 1,124 |
| Mortgage-backed securities | $439,000 | 5,740 |
| Certificates of participation in pools of residential mortgages | $439,000 | 5,331 |
| Issued or guaranteed by U.S. | $439,000 | 5,312 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $44,565,000 | 2,228 |
| Total debt securities | $44,565,000 | 2,529 |
| 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 | $38,968,000 | 2,890 |
| U.S. Government securities | $38,968,000 | 2,216 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $38,968,000 | 2,155 |
| 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 | $37,450,000 | 1,270 |
| Mortgage-backed securities | $476,000 | 5,714 |
| Certificates of participation in pools of residential mortgages | $476,000 | 5,303 |
| Issued or guaranteed by U.S. | $476,000 | 5,279 |
| 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) | $38,968,000 | 2,481 |
| Total debt securities | $38,968,000 | 2,854 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,480 |
| Fair value | $1,992,000 | 1,500 |
| 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 | $44,832,000 | 2,558 |
| U.S. Government securities | $44,083,000 | 1,985 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $44,083,000 | 1,922 |
| Securities issued by states & political subdivisions | $749,000 | 5,269 |
| 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 | $44,075,000 | 1,084 |
| Mortgage-backed securities | $527,000 | 5,688 |
| Certificates of participation in pools of residential mortgages | $527,000 | 5,276 |
| Issued or guaranteed by U.S. | $527,000 | 5,254 |
| 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) | $44,832,000 | 2,203 |
| Total debt securities | $44,832,000 | 2,515 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,533 |
| Fair value | $1,976,000 | 1,553 |
| 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 | $48,038,000 | 2,444 |
| U.S. Government securities | $47,288,000 | 1,895 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $47,288,000 | 1,831 |
| Securities issued by states & political subdivisions | $750,000 | 5,289 |
| 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 | $47,532,000 | 1,023 |
| Mortgage-backed securities | $583,000 | 5,669 |
| Certificates of participation in pools of residential mortgages | $583,000 | 5,245 |
| Issued or guaranteed by U.S. | $583,000 | 5,227 |
| 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) | $48,038,000 | 2,100 |
| Total debt securities | $48,038,000 | 2,396 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,539 |
| Fair value | $1,971,000 | 1,590 |
| 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 | $78,183,000 | 1,568 |
| U.S. Government securities | $77,433,000 | 1,160 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $77,433,000 | 1,120 |
| Securities issued by states & political subdivisions | $750,000 | 5,318 |
| 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 | $70,128,000 | 742 |
| Mortgage-backed securities | $638,000 | 5,680 |
| Certificates of participation in pools of residential mortgages | $638,000 | 5,231 |
| Issued or guaranteed by U.S. | $638,000 | 5,211 |
| 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) | $78,183,000 | 1,340 |
| Total debt securities | $78,183,000 | 1,535 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,536 |
| Fair value | $1,969,000 | 1,614 |
| 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 | $46,400,000 | 2,506 |
| U.S. Government securities | $46,116,000 | 1,926 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $46,116,000 | 1,865 |
| Securities issued by states & political subdivisions | $284,000 | 5,924 |
| 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 | $46,103,000 | 1,023 |
| Mortgage-backed securities | $732,000 | 5,637 |
| Certificates of participation in pools of residential mortgages | $732,000 | 5,191 |
| Issued or guaranteed by U.S. | $732,000 | 5,173 |
| 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) | $46,400,000 | 2,135 |
| Total debt securities | $46,400,000 | 2,459 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,512 |
| Fair value | $1,974,000 | 1,601 |
| 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 | $49,024,000 | 2,407 |
| U.S. Government securities | $48,667,000 | 1,844 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $48,667,000 | 1,776 |
| Securities issued by states & political subdivisions | $357,000 | 5,797 |
| 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 | $47,152,000 | 999 |
| Mortgage-backed securities | $856,000 | 5,608 |
| Certificates of participation in pools of residential mortgages | $856,000 | 5,149 |
| Issued or guaranteed by U.S. | $856,000 | 5,128 |
| 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) | $49,024,000 | 2,031 |
| Total debt securities | $49,021,000 | 2,360 |
| Structured notes | ||
| Amortized cost | $3,993,000 | 1,039 |
| Fair value | $3,976,000 | 1,013 |
| 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 | $48,445,000 | 2,443 |
| U.S. Government securities | $48,373,000 | 1,894 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $48,373,000 | 1,822 |
| Securities issued by states & political subdivisions | $72,000 | 6,397 |
| 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 | $46,351,000 | 1,019 |
| Mortgage-backed securities | $977,000 | 5,607 |
| Certificates of participation in pools of residential mortgages | $977,000 | 5,109 |
| Issued or guaranteed by U.S. | $977,000 | 5,095 |
| 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) | $48,445,000 | 2,057 |
| Total debt securities | $48,445,000 | 2,407 |
| Structured notes | ||
| Amortized cost | $2,999,000 | 1,252 |
| Fair value | $2,964,000 | 1,229 |
| 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 | $53,502,000 | 2,287 |
| U.S. Government securities | $53,430,000 | 1,731 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $53,430,000 | 1,664 |
| Securities issued by states & political subdivisions | $72,000 | 6,441 |
| 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 | $53,419,000 | 903 |
| Mortgage-backed securities | $1,111,000 | 5,562 |
| Certificates of participation in pools of residential mortgages | $1,111,000 | 5,042 |
| Issued or guaranteed by U.S. | $1,111,000 | 5,029 |
| 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) | $53,502,000 | 1,921 |
| Total debt securities | $53,501,000 | 2,243 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,181 |
| Fair value | $2,995,000 | 1,193 |
| 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 | $36,937,000 | 3,097 |
| U.S. Government securities | $36,864,000 | 2,373 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $36,864,000 | 2,290 |
| Securities issued by states & political subdivisions | $73,000 | 6,483 |
| 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 | $35,831,000 | 1,244 |
| Mortgage-backed securities | $1,301,000 | 5,444 |
| Certificates of participation in pools of residential mortgages | $1,301,000 | 4,915 |
| Issued or guaranteed by U.S. | $1,301,000 | 4,904 |
| 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) | $36,937,000 | 2,646 |
| Total debt securities | $36,937,000 | 3,032 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,212 |
| Fair value | $3,014,000 | 1,212 |
| 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 | $37,391,000 | 3,110 |
| U.S. Government securities | $37,249,000 | 2,401 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $37,249,000 | 2,312 |
| Securities issued by states & political subdivisions | $142,000 | 6,372 |
| 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 | $34,278,000 | 1,278 |
| Mortgage-backed securities | $1,540,000 | 5,386 |
| Certificates of participation in pools of residential mortgages | $1,540,000 | 4,849 |
| Issued or guaranteed by U.S. | $1,540,000 | 4,837 |
| 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) | $37,391,000 | 2,676 |
| Total debt securities | $37,391,000 | 3,042 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 804 |
| Fair value | $4,973,000 | 800 |
| 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 | $39,696,000 | 2,947 |
| U.S. Government securities | $39,553,000 | 2,270 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $39,553,000 | 2,193 |
| Securities issued by states & political subdivisions | $143,000 | 6,371 |
| 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 | $31,006,000 | 1,375 |
| Mortgage-backed securities | $1,956,000 | 5,203 |
| Certificates of participation in pools of residential mortgages | $1,956,000 | 4,639 |
| Issued or guaranteed by U.S. | $1,956,000 | 4,622 |
| 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) | $39,696,000 | 2,535 |
| Total debt securities | $39,696,000 | 2,882 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 678 |
| Fair value | $5,087,000 | 675 |
| 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 | $53,298,000 | 2,360 |
| U.S. Government securities | $53,154,000 | 1,788 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $53,154,000 | 1,727 |
| Securities issued by states & political subdivisions | $144,000 | 6,456 |
| 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 | $48,137,000 | 932 |
| Mortgage-backed securities | $2,206,000 | 5,065 |
| Certificates of participation in pools of residential mortgages | $2,206,000 | 4,488 |
| Issued or guaranteed by U.S. | $2,206,000 | 4,467 |
| 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) | $53,298,000 | 2,013 |
| Total debt securities | $53,298,000 | 2,303 |
| Structured notes | ||
| Amortized cost | $6,450,000 | 499 |
| Fair value | $6,548,000 | 481 |
| 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 | $34,067,000 | 3,306 |
| U.S. Government securities | $33,846,000 | 2,593 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $33,846,000 | 2,505 |
| Securities issued by states & political subdivisions | $221,000 | 6,306 |
| 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 | $30,873,000 | 1,292 |
| Mortgage-backed securities | $2,827,000 | 4,803 |
| Certificates of participation in pools of residential mortgages | $2,827,000 | 4,171 |
| Issued or guaranteed by U.S. | $2,827,000 | 4,156 |
| 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) | $34,067,000 | 2,860 |
| Total debt securities | $34,068,000 | 3,238 |
| Structured notes | ||
| Amortized cost | $6,497,000 | 389 |
| Fair value | $6,532,000 | 386 |
| 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 | $40,832,000 | 2,826 |
| U.S. Government securities | $40,413,000 | 2,144 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $40,413,000 | 2,066 |
| Securities issued by states & political subdivisions | $419,000 | 5,951 |
| 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 | $35,623,000 | 1,115 |
| Mortgage-backed securities | $4,413,000 | 4,306 |
| Certificates of participation in pools of residential mortgages | $4,413,000 | 3,628 |
| Issued or guaranteed by U.S. | $4,413,000 | 3,618 |
| 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) | $40,832,000 | 2,431 |
| Total debt securities | $40,832,000 | 2,749 |
| Structured notes | ||
| Amortized cost | $6,498,000 | 300 |
| Fair value | $6,613,000 | 291 |
| 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 | $40,933,000 | 2,781 |
| U.S. Government securities | $40,511,000 | 2,122 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $40,511,000 | 2,047 |
| Securities issued by states & political subdivisions | $422,000 | 5,922 |
| 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 | $35,314,000 | 1,117 |
| Mortgage-backed securities | $6,047,000 | 3,877 |
| Certificates of participation in pools of residential mortgages | $6,047,000 | 3,121 |
| Issued or guaranteed by U.S. | $6,047,000 | 3,108 |
| 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) | $40,933,000 | 2,388 |
| Total debt securities | $40,932,000 | 2,705 |
| 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 | $45,045,000 | 2,543 |
| U.S. Government securities | $44,621,000 | 1,927 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $44,621,000 | 1,845 |
| Securities issued by states & political subdivisions | $424,000 | 5,938 |
| 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 | $44,828,000 | 896 |
| Mortgage-backed securities | $6,991,000 | 3,616 |
| Certificates of participation in pools of residential mortgages | $6,991,000 | 2,852 |
| Issued or guaranteed by U.S. | $6,991,000 | 2,842 |
| 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) | $45,045,000 | 2,149 |
| Total debt securities | $45,045,000 | 2,476 |
| 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 | $43,964,000 | 2,458 |
| U.S. Government securities | $43,251,000 | 1,843 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $43,251,000 | 1,746 |
| Securities issued by states & political subdivisions | $713,000 | 5,624 |
| 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 | $41,896,000 | 913 |
| Mortgage-backed securities | $2,633,000 | 4,910 |
| Certificates of participation in pools of residential mortgages | $2,633,000 | 4,100 |
| Issued or guaranteed by U.S. | $2,633,000 | 4,083 |
| 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) | $43,964,000 | 2,042 |
| Total debt securities | $43,964,000 | 2,399 |
| 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 | $36,289,000 | 2,930 |
| U.S. Government securities | $35,065,000 | 2,293 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $35,065,000 | 2,108 |
| Securities issued by states & political subdivisions | $1,224,000 | 5,064 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,321,000 | 1,169 |
| Mortgage-backed securities | $2,361,000 | 4,555 |
| Certificates of participation in pools of residential mortgages | $2,361,000 | 3,724 |
| Issued or guaranteed by U.S. | $2,361,000 | 3,708 |
| 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) | $36,289,000 | 2,328 |
| Total debt securities | $36,289,000 | 2,834 |
| 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 | $47,725,000 | 2,376 |
| U.S. Government securities | $45,363,000 | 1,850 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $45,363,000 | 1,664 |
| Securities issued by states & political subdivisions | $2,362,000 | 4,341 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,584,000 | 857 |
| Mortgage-backed securities | $3,401,000 | 4,279 |
| Certificates of participation in pools of residential mortgages | $3,401,000 | 3,406 |
| Issued or guaranteed by U.S. | $3,401,000 | 3,394 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $47,725,000 | 1,815 |
| Total debt securities | $47,725,000 | 2,290 |
| Structured notes | ||
| Amortized cost | $296,000 | 1,070 |
| Fair value | $295,000 | 1,051 |
| 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 | $42,498,000 | 2,686 |
| U.S. Government securities | $38,975,000 | 2,231 |
| U.S. Treasury securities | $303,000 | 6,344 |
| U.S. Government agency obligations | $38,672,000 | 1,896 |
| Securities issued by states & political subdivisions | $3,523,000 | 3,667 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,323,000 | 1,280 |
| Mortgage-backed securities | $4,871,000 | 3,884 |
| Certificates of participation in pools of residential mortgages | $4,740,000 | 3,044 |
| Issued or guaranteed by U.S. | $4,740,000 | 3,032 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $131,000 | 4,410 |
| CMOs issued by government agencies or sponsored agencies | $131,000 | 4,229 |
| 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) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $42,498,000 | 2,009 |
| Total debt securities | $42,498,000 | 2,592 |
| Structured notes | ||
| Amortized cost | $293,000 | 1,324 |
| Fair value | $301,000 | 1,276 |
| 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 | $26,249,000 | 4,053 |
| U.S. Government securities | $21,099,000 | 3,923 |
| U.S. Treasury securities | $1,300,000 | 5,975 |
| U.S. Government agency obligations | $19,799,000 | 3,245 |
| Securities issued by states & political subdivisions | $5,150,000 | 2,687 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,713,000 | 1,788 |
| Mortgage-backed securities | $3,661,000 | 4,422 |
| Certificates of participation in pools of residential mortgages | $3,359,000 | 3,562 |
| Issued or guaranteed by U.S. | $3,359,000 | 3,548 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $302,000 | 4,298 |
| CMOs issued by government agencies or sponsored agencies | $302,000 | 4,142 |
| 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) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $26,249,000 | 2,932 |
| Total debt securities | $26,249,000 | 3,944 |
| Structured notes | ||
| Amortized cost | $290,000 | 2,418 |
| Fair value | $300,000 | 2,330 |
| 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 | $30,372,000 | 3,879 |
| U.S. Government securities | $25,356,000 | 3,684 |
| U.S. Treasury securities | $1,797,000 | 6,257 |
| U.S. Government agency obligations | $23,559,000 | 2,935 |
| Securities issued by states & political subdivisions | $5,016,000 | 2,815 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,046,000 | 1,684 |
| Mortgage-backed securities | $5,951,000 | 3,860 |
| Certificates of participation in pools of residential mortgages | $5,645,000 | 2,996 |
| Issued or guaranteed by U.S. | $5,645,000 | 2,972 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $306,000 | 4,783 |
| CMOs issued by government agencies or sponsored agencies | $306,000 | 4,605 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $30,372,000 | 2,705 |
| Total debt securities | $30,372,000 | 3,790 |
| 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 | $30,407,000 | 4,022 |
| U.S. Government securities | $23,025,000 | 4,164 |
| U.S. Treasury securities | $1,502,000 | 7,770 |
| U.S. Government agency obligations | $21,523,000 | 3,115 |
| Securities issued by states & political subdivisions | $6,929,000 | 2,119 |
| Other domestic debt securities | $453,000 | 3,331 |
| 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 | $453,000 | 2,612 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,955,000 | 2,074 |
| Mortgage-backed securities | $7,089,000 | 3,773 |
| Certificates of participation in pools of residential mortgages | $6,783,000 | 2,762 |
| Issued or guaranteed by U.S. | $6,783,000 | 2,737 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $306,000 | 5,224 |
| CMOs issued by government agencies or sponsored agencies | $306,000 | 5,021 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $30,407,000 | 2,784 |
| Total debt securities | $30,407,000 | 3,929 |
| Structured notes | ||
| Amortized cost | $495,000 | 3,746 |
| Fair value | $499,000 | 3,505 |
| 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 | $32,112,000 | 4,040 |
| U.S. Government securities | $25,059,000 | 4,082 |
| U.S. Treasury securities | $1,400,000 | 9,074 |
| U.S. Government agency obligations | $23,659,000 | 2,783 |
| Securities issued by states & political subdivisions | $6,953,000 | 2,199 |
| Other domestic debt securities | $100,000 | 5,037 |
| 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 | $100,000 | 3,983 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,902,000 | 1,668 |
| Mortgage-backed securities | $4,255,000 | 5,077 |
| Certificates of participation in pools of residential mortgages | $4,255,000 | 3,701 |
| Issued or guaranteed by U.S. | $4,255,000 | 3,674 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 11,523 |
| Available-for-sale securities (fair market value) | $32,112,000 | 1,790 |
| Total debt securities | $32,112,000 | 3,949 |
| 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 | $33,164,000 | 4,124 |
| U.S. Government securities | $25,900,000 | 4,115 |
| U.S. Treasury securities | $498,000 | 10,961 |
| U.S. Government agency obligations | $25,402,000 | 2,696 |
| Securities issued by states & political subdivisions | $7,058,000 | 2,225 |
| Other domestic debt securities | $206,000 | 5,226 |
| 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 | $206,000 | 4,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,900,000 | 2,072 |
| Mortgage-backed securities | $5,961,000 | 4,828 |
| Certificates of participation in pools of residential mortgages | $5,961,000 | 3,412 |
| Issued or guaranteed by U.S. | $5,961,000 | 3,375 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $33,164,000 | 4,021 |
| 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 | $34,120,000 | 3,986 |
| U.S. Government securities | $25,066,000 | 4,218 |
| U.S. Treasury securities | $800,000 | 10,787 |
| U.S. Government agency obligations | $24,266,000 | 2,749 |
| Securities issued by states & political subdivisions | $7,599,000 | 1,833 |
| Other domestic debt securities | $1,455,000 | 3,469 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,455,000 | 2,453 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,685,000 | 1,738 |
| Mortgage-backed securities | $6,155,000 | 4,938 |
| Certificates of participation in pools of residential mortgages | $6,155,000 | 3,521 |
| Issued or guaranteed by U.S. | $6,155,000 | 3,471 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $34,120,000 | 3,898 |
| 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 |