Home > Walden Savings Bank > Securities
Walden Savings Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $210,670,000 | 932 |
| U.S. Government securities | $150,928,000 | 818 |
| U.S. Treasury securities | $22,061,000 | 863 |
| U.S. Government agency obligations | $128,867,000 | 809 |
| Securities issued by states & political subdivisions | $49,719,000 | 894 |
| Other domestic debt securities | $10,023,000 | 1,027 |
| 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 | $9,990,000 | 651 |
| 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 | $41,577,000 | 1,631 |
| Mortgage-backed securities | $97,902,000 | 801 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $63,760,000 | 698 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $33,806,000 | 515 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $33,000 | 1,557 |
| Other commercial mortgage-backed securities | $303,000 | 1,281 |
| Held to maturity securities (book value) | $33,000 | 1,712 |
| Available-for-sale securities (fair market value) | $210,637,000 | 781 |
| Total debt securities | $210,670,000 | 920 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $212,614,000 | 910 |
| U.S. Government securities | $156,623,000 | 796 |
| U.S. Treasury securities | $22,686,000 | 869 |
| U.S. Government agency obligations | $133,937,000 | 780 |
| Securities issued by states & political subdivisions | $46,148,000 | 927 |
| Other domestic debt securities | $9,843,000 | 1,025 |
| 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 | $9,809,000 | 658 |
| 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 | $14,070,000 | 2,639 |
| Mortgage-backed securities | $99,836,000 | 765 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $64,303,000 | 684 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $35,204,000 | 489 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $34,000 | 1,540 |
| Other commercial mortgage-backed securities | $295,000 | 1,279 |
| Held to maturity securities (book value) | $34,000 | 1,735 |
| Available-for-sale securities (fair market value) | $212,580,000 | 759 |
| Total debt securities | $212,613,000 | 901 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $226,330,000 | 883 |
| U.S. Government securities | $167,695,000 | 768 |
| U.S. Treasury securities | $23,107,000 | 881 |
| U.S. Government agency obligations | $144,588,000 | 758 |
| Securities issued by states & political subdivisions | $48,678,000 | 937 |
| Other domestic debt securities | $9,957,000 | 1,029 |
| 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 | $9,922,000 | 658 |
| 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 | $14,897,000 | 2,580 |
| Mortgage-backed securities | $107,260,000 | 742 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $68,728,000 | 671 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $38,166,000 | 470 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $35,000 | 1,533 |
| Other commercial mortgage-backed securities | $331,000 | 1,265 |
| Held to maturity securities (book value) | $35,000 | 1,749 |
| Available-for-sale securities (fair market value) | $226,295,000 | 740 |
| Total debt securities | $226,330,000 | 874 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $238,533,000 | 886 |
| U.S. Government securities | $178,752,000 | 762 |
| U.S. Treasury securities | $23,581,000 | 925 |
| U.S. Government agency obligations | $155,171,000 | 710 |
| Securities issued by states & political subdivisions | $49,251,000 | 967 |
| Other domestic debt securities | $10,530,000 | 1,046 |
| 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 | $10,495,000 | 660 |
| 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 | $15,302,000 | 2,476 |
| Mortgage-backed securities | $114,449,000 | 743 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $72,225,000 | 676 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $41,847,000 | 467 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $35,000 | 1,554 |
| Other commercial mortgage-backed securities | $342,000 | 1,270 |
| Held to maturity securities (book value) | $35,000 | 1,809 |
| Available-for-sale securities (fair market value) | $238,498,000 | 738 |
| Total debt securities | $238,533,000 | 874 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $244,566,000 | 881 |
| U.S. Government securities | $186,252,000 | 738 |
| U.S. Treasury securities | $23,139,000 | 973 |
| U.S. Government agency obligations | $163,113,000 | 690 |
| Securities issued by states & political subdivisions | $47,749,000 | 1,010 |
| Other domestic debt securities | $10,565,000 | 1,063 |
| 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 | $10,529,000 | 673 |
| 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 | $14,259,000 | 2,433 |
| Mortgage-backed securities | $119,524,000 | 714 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $74,885,000 | 666 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $44,257,000 | 458 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $36,000 | 1,554 |
| Other commercial mortgage-backed securities | $346,000 | 1,273 |
| Held to maturity securities (book value) | $36,000 | 1,830 |
| Available-for-sale securities (fair market value) | $244,530,000 | 740 |
| Total debt securities | $244,566,000 | 872 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $251,135,000 | 856 |
| U.S. Government securities | $188,313,000 | 747 |
| U.S. Treasury securities | $21,630,000 | 1,032 |
| U.S. Government agency obligations | $166,683,000 | 677 |
| Securities issued by states & political subdivisions | $52,092,000 | 958 |
| Other domestic debt securities | $10,730,000 | 1,020 |
| 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 | $10,693,000 | 662 |
| 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 | $15,033,000 | 2,342 |
| Mortgage-backed securities | $120,627,000 | 724 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $76,749,000 | 662 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $43,484,000 | 467 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $37,000 | 1,570 |
| Other commercial mortgage-backed securities | $357,000 | 1,307 |
| Held to maturity securities (book value) | $37,000 | 1,824 |
| Available-for-sale securities (fair market value) | $251,098,000 | 731 |
| Total debt securities | $251,136,000 | 848 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $272,863,000 | 810 |
| U.S. Government securities | $205,676,000 | 708 |
| U.S. Treasury securities | $22,818,000 | 982 |
| U.S. Government agency obligations | $182,858,000 | 638 |
| Securities issued by states & political subdivisions | $55,824,000 | 932 |
| Other domestic debt securities | $11,363,000 | 936 |
| 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 | $11,312,000 | 646 |
| 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 | $16,210,000 | 2,276 |
| Mortgage-backed securities | $133,369,000 | 691 |
| Certificates of participation in pools of residential mortgages | $84,428,000 | 652 |
| Issued or guaranteed by U.S. | $84,428,000 | 644 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $48,467,000 | 488 |
| CMOs issued by government agencies or sponsored agencies | $48,467,000 | 443 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $474,000 | 1,894 |
| Commercial mortgage pass-through securities | $51,000 | 1,555 |
| Other commercial mortgage-backed securities | $423,000 | 1,374 |
| Held to maturity securities (book value) | $51,000 | 1,753 |
| Available-for-sale securities (fair market value) | $272,812,000 | 709 |
| Total debt securities | $272,862,000 | 799 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $264,217,000 | 822 |
| U.S. Government securities | $204,845,000 | 694 |
| U.S. Treasury securities | $23,665,000 | 866 |
| U.S. Government agency obligations | $181,180,000 | 647 |
| Securities issued by states & political subdivisions | $48,485,000 | 1,063 |
| Other domestic debt securities | $10,887,000 | 929 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $10,831,000 | 648 |
| 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 | $12,725,000 | 2,455 |
| Mortgage-backed securities | $127,673,000 | 739 |
| Certificates of participation in pools of residential mortgages | $81,713,000 | 675 |
| Issued or guaranteed by U.S. | $81,713,000 | 667 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $45,414,000 | 499 |
| CMOs issued by government agencies or sponsored agencies | $45,414,000 | 457 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $546,000 | 1,842 |
| Commercial mortgage pass-through securities | $56,000 | 1,520 |
| Other commercial mortgage-backed securities | $490,000 | 1,326 |
| Held to maturity securities (book value) | $56,000 | 1,679 |
| Available-for-sale securities (fair market value) | $264,161,000 | 739 |
| Total debt securities | $264,217,000 | 812 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $252,383,000 | 844 |
| U.S. Government securities | $194,357,000 | 687 |
| U.S. Treasury securities | $25,232,000 | 584 |
| U.S. Government agency obligations | $169,125,000 | 689 |
| Securities issued by states & political subdivisions | $47,820,000 | 1,121 |
| Other domestic debt securities | $10,206,000 | 941 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $10,148,000 | 651 |
| 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 | $13,789,000 | 2,384 |
| Mortgage-backed securities | $114,695,000 | 789 |
| Certificates of participation in pools of residential mortgages | $66,905,000 | 781 |
| Issued or guaranteed by U.S. | $66,905,000 | 769 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $46,307,000 | 484 |
| CMOs issued by government agencies or sponsored agencies | $46,307,000 | 451 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $1,483,000 | 1,569 |
| Commercial mortgage pass-through securities | $58,000 | 1,491 |
| Other commercial mortgage-backed securities | $1,425,000 | 1,104 |
| Held to maturity securities (book value) | $58,000 | 1,598 |
| Available-for-sale securities (fair market value) | $252,325,000 | 764 |
| Total debt securities | $252,383,000 | 833 |
| Structured notes | ||
| Amortized cost | $177,000 | 962 |
| Fair value | $177,000 | 961 |
| 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 | $258,792,000 | 778 |
| U.S. Government securities | $202,121,000 | 628 |
| U.S. Treasury securities | $25,470,000 | 469 |
| U.S. Government agency obligations | $176,651,000 | 640 |
| Securities issued by states & political subdivisions | $47,866,000 | 1,083 |
| Other domestic debt securities | $8,805,000 | 959 |
| 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 | $8,746,000 | 666 |
| 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 | $14,044,000 | 2,342 |
| Mortgage-backed securities | $118,689,000 | 731 |
| Certificates of participation in pools of residential mortgages | $64,065,000 | 783 |
| Issued or guaranteed by U.S. | $64,065,000 | 770 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $52,068,000 | 439 |
| CMOs issued by government agencies or sponsored agencies | $52,068,000 | 411 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $2,556,000 | 1,405 |
| Commercial mortgage pass-through securities | $59,000 | 1,505 |
| Other commercial mortgage-backed securities | $2,497,000 | 975 |
| Held to maturity securities (book value) | $59,000 | 1,618 |
| Available-for-sale securities (fair market value) | $258,733,000 | 706 |
| Total debt securities | $258,791,000 | 769 |
| Structured notes | ||
| Amortized cost | $191,000 | 851 |
| Fair value | $192,000 | 853 |
| 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 | $241,469,000 | 795 |
| U.S. Government securities | $189,773,000 | 631 |
| U.S. Treasury securities | $25,678,000 | 404 |
| U.S. Government agency obligations | $164,095,000 | 646 |
| Securities issued by states & political subdivisions | $43,862,000 | 1,136 |
| Other domestic debt securities | $7,834,000 | 984 |
| 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 | $7,774,000 | 665 |
| 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 | $14,644,000 | 2,280 |
| Mortgage-backed securities | $106,927,000 | 767 |
| Certificates of participation in pools of residential mortgages | $56,681,000 | 818 |
| Issued or guaranteed by U.S. | $56,681,000 | 802 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $47,216,000 | 447 |
| CMOs issued by government agencies or sponsored agencies | $47,216,000 | 419 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $3,030,000 | 1,335 |
| Commercial mortgage pass-through securities | $60,000 | 1,514 |
| Other commercial mortgage-backed securities | $2,970,000 | 906 |
| Held to maturity securities (book value) | $60,000 | 1,601 |
| Available-for-sale securities (fair market value) | $241,409,000 | 728 |
| Total debt securities | $241,469,000 | 785 |
| Structured notes | ||
| Amortized cost | $209,000 | 781 |
| Fair value | $211,000 | 783 |
| 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 | $204,169,000 | 850 |
| U.S. Government securities | $155,204,000 | 681 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $155,204,000 | 634 |
| Securities issued by states & political subdivisions | $44,673,000 | 1,065 |
| Other domestic debt securities | $4,292,000 | 1,213 |
| 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 | $4,228,000 | 863 |
| 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 | $16,004,000 | 2,173 |
| Mortgage-backed securities | $95,514,000 | 786 |
| Certificates of participation in pools of residential mortgages | $29,009,000 | 1,239 |
| Issued or guaranteed by U.S. | $29,009,000 | 1,206 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $47,330,000 | 432 |
| CMOs issued by government agencies or sponsored agencies | $47,330,000 | 397 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $19,175,000 | 566 |
| Commercial mortgage pass-through securities | $64,000 | 1,510 |
| Other commercial mortgage-backed securities | $19,111,000 | 384 |
| Held to maturity securities (book value) | $64,000 | 1,597 |
| Available-for-sale securities (fair market value) | $204,105,000 | 769 |
| Total debt securities | $204,168,000 | 840 |
| Structured notes | ||
| Amortized cost | $224,000 | 577 |
| Fair value | $227,000 | 573 |
| 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 | $158,760,000 | 1,000 |
| U.S. Government securities | $121,773,000 | 748 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $121,773,000 | 712 |
| Securities issued by states & political subdivisions | $36,922,000 | 1,216 |
| Other domestic debt securities | $65,000 | 2,091 |
| 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 | $16,859,000 | 2,092 |
| Mortgage-backed securities | $76,207,000 | 865 |
| Certificates of participation in pools of residential mortgages | $6,730,000 | 2,449 |
| Issued or guaranteed by U.S. | $6,730,000 | 2,378 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $43,953,000 | 446 |
| CMOs issued by government agencies or sponsored agencies | $43,953,000 | 414 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $25,524,000 | 452 |
| Commercial mortgage pass-through securities | $65,000 | 1,460 |
| Other commercial mortgage-backed securities | $25,459,000 | 308 |
| Held to maturity securities (book value) | $65,000 | 1,589 |
| Available-for-sale securities (fair market value) | $158,695,000 | 909 |
| Total debt securities | $158,760,000 | 986 |
| Structured notes | ||
| Amortized cost | $238,000 | 335 |
| Fair value | $241,000 | 335 |
| 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 | $146,384,000 | 995 |
| U.S. Government securities | $119,094,000 | 728 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $119,094,000 | 684 |
| Securities issued by states & political subdivisions | $27,222,000 | 1,435 |
| Other domestic debt securities | $68,000 | 2,067 |
| 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 | $17,059,000 | 2,052 |
| Mortgage-backed securities | $83,735,000 | 772 |
| Certificates of participation in pools of residential mortgages | $7,562,000 | 2,336 |
| Issued or guaranteed by U.S. | $7,562,000 | 2,263 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $49,984,000 | 419 |
| CMOs issued by government agencies or sponsored agencies | $49,984,000 | 388 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $26,189,000 | 420 |
| Commercial mortgage pass-through securities | $68,000 | 1,449 |
| Other commercial mortgage-backed securities | $26,121,000 | 288 |
| Held to maturity securities (book value) | $68,000 | 1,589 |
| Available-for-sale securities (fair market value) | $146,316,000 | 910 |
| Total debt securities | $146,384,000 | 985 |
| Structured notes | ||
| Amortized cost | $253,000 | 309 |
| Fair value | $257,000 | 310 |
| 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 | $101,442,000 | 1,289 |
| U.S. Government securities | $83,377,000 | 935 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $83,377,000 | 871 |
| Securities issued by states & political subdivisions | $17,995,000 | 1,816 |
| Other domestic debt securities | $70,000 | 2,009 |
| 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 | $17,248,000 | 2,049 |
| Mortgage-backed securities | $56,853,000 | 1,051 |
| Certificates of participation in pools of residential mortgages | $8,432,000 | 2,199 |
| Issued or guaranteed by U.S. | $8,432,000 | 2,141 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $33,735,000 | 551 |
| CMOs issued by government agencies or sponsored agencies | $33,735,000 | 515 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $14,686,000 | 596 |
| Commercial mortgage pass-through securities | $70,000 | 1,448 |
| Other commercial mortgage-backed securities | $14,616,000 | 394 |
| Held to maturity securities (book value) | $70,000 | 1,603 |
| Available-for-sale securities (fair market value) | $101,372,000 | 1,197 |
| Total debt securities | $101,442,000 | 1,276 |
| Structured notes | ||
| Amortized cost | $269,000 | 342 |
| Fair value | $273,000 | 342 |
| 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 | $77,043,000 | 1,536 |
| U.S. Government securities | $66,451,000 | 1,153 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $66,451,000 | 1,090 |
| Securities issued by states & political subdivisions | $10,519,000 | 2,256 |
| Other domestic debt securities | $73,000 | 1,951 |
| 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 | $10,923,000 | 2,466 |
| Mortgage-backed securities | $38,812,000 | 1,357 |
| Certificates of participation in pools of residential mortgages | $9,167,000 | 2,126 |
| Issued or guaranteed by U.S. | $9,167,000 | 2,065 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $12,284,000 | 1,058 |
| CMOs issued by government agencies or sponsored agencies | $12,284,000 | 1,024 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $17,361,000 | 543 |
| Commercial mortgage pass-through securities | $73,000 | 1,411 |
| Other commercial mortgage-backed securities | $17,288,000 | 362 |
| Held to maturity securities (book value) | $73,000 | 1,614 |
| Available-for-sale securities (fair market value) | $76,970,000 | 1,426 |
| Total debt securities | $77,043,000 | 1,523 |
| Structured notes | ||
| Amortized cost | $282,000 | 498 |
| Fair value | $287,000 | 497 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $80,445,000 | 1,494 |
| U.S. Government securities | $71,229,000 | 1,102 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $71,229,000 | 1,028 |
| Securities issued by states & political subdivisions | $9,140,000 | 2,382 |
| Other domestic debt securities | $76,000 | 1,915 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $76,000 | 176 |
| 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 | $12,198,000 | 2,394 |
| Mortgage-backed securities | $47,732,000 | 1,151 |
| Certificates of participation in pools of residential mortgages | $10,370,000 | 1,956 |
| Issued or guaranteed by U.S. | $10,370,000 | 1,902 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $19,947,000 | 808 |
| CMOs issued by government agencies or sponsored agencies | $19,947,000 | 780 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $17,415,000 | 528 |
| Commercial mortgage pass-through securities | $76,000 | 1,409 |
| Other commercial mortgage-backed securities | $17,339,000 | 345 |
| Held to maturity securities (book value) | $76,000 | 1,654 |
| Available-for-sale securities (fair market value) | $80,369,000 | 1,381 |
| Total debt securities | $80,445,000 | 1,481 |
| Structured notes | ||
| Amortized cost | $294,000 | 629 |
| Fair value | $294,000 | 629 |
| 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 | $87,196,000 | 1,401 |
| U.S. Government securities | $77,912,000 | 1,032 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $77,912,000 | 974 |
| Securities issued by states & political subdivisions | $9,206,000 | 2,391 |
| Other domestic debt securities | $78,000 | 1,965 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $78,000 | 179 |
| 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 | $13,264,000 | 2,326 |
| Mortgage-backed securities | $52,032,000 | 1,067 |
| Certificates of participation in pools of residential mortgages | $11,394,000 | 1,859 |
| Issued or guaranteed by U.S. | $11,394,000 | 1,804 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $22,048,000 | 767 |
| CMOs issued by government agencies or sponsored agencies | $22,048,000 | 734 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $18,590,000 | 500 |
| Commercial mortgage pass-through securities | $78,000 | 1,401 |
| Other commercial mortgage-backed securities | $18,512,000 | 326 |
| Held to maturity securities (book value) | $78,000 | 1,724 |
| Available-for-sale securities (fair market value) | $87,118,000 | 1,285 |
| Total debt securities | $87,196,000 | 1,386 |
| Structured notes | ||
| Amortized cost | $305,000 | 778 |
| Fair value | $304,000 | 777 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $89,027,000 | 1,401 |
| U.S. Government securities | $77,155,000 | 1,062 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $77,155,000 | 1,004 |
| Securities issued by states & political subdivisions | $11,789,000 | 2,179 |
| Other domestic debt securities | $83,000 | 1,946 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $83,000 | 175 |
| 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 | $11,710,000 | 2,530 |
| Mortgage-backed securities | $61,899,000 | 918 |
| Certificates of participation in pools of residential mortgages | $19,096,000 | 1,328 |
| Issued or guaranteed by U.S. | $19,096,000 | 1,310 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $24,004,000 | 699 |
| CMOs issued by government agencies or sponsored agencies | $24,004,000 | 668 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $18,799,000 | 481 |
| Commercial mortgage pass-through securities | $313,000 | 1,324 |
| Other commercial mortgage-backed securities | $18,486,000 | 316 |
| Held to maturity securities (book value) | $83,000 | 1,763 |
| Available-for-sale securities (fair market value) | $88,944,000 | 1,273 |
| Total debt securities | $89,028,000 | 1,387 |
| Structured notes | ||
| Amortized cost | $321,000 | 839 |
| Fair value | $319,000 | 838 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $81,705,000 | 1,496 |
| U.S. Government securities | $67,211,000 | 1,175 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $67,211,000 | 1,115 |
| Securities issued by states & political subdivisions | $14,410,000 | 2,012 |
| Other domestic debt securities | $84,000 | 1,954 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $84,000 | 169 |
| 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 | $11,485,000 | 2,582 |
| Mortgage-backed securities | $63,333,000 | 901 |
| Certificates of participation in pools of residential mortgages | $20,552,000 | 1,273 |
| Issued or guaranteed by U.S. | $20,552,000 | 1,258 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $25,705,000 | 654 |
| CMOs issued by government agencies or sponsored agencies | $25,705,000 | 623 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $17,076,000 | 487 |
| Commercial mortgage pass-through securities | $4,632,000 | 616 |
| Other commercial mortgage-backed securities | $12,444,000 | 347 |
| Held to maturity securities (book value) | $84,000 | 1,787 |
| Available-for-sale securities (fair market value) | $81,621,000 | 1,370 |
| Total debt securities | $81,704,000 | 1,483 |
| Structured notes | ||
| Amortized cost | $335,000 | 851 |
| Fair value | $329,000 | 851 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $85,261,000 | 1,473 |
| U.S. Government securities | $71,399,000 | 1,138 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $71,399,000 | 1,078 |
| Securities issued by states & political subdivisions | $13,776,000 | 2,111 |
| Other domestic debt securities | $86,000 | 1,948 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $86,000 | 158 |
| 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 | $11,618,000 | 2,595 |
| Mortgage-backed securities | $69,160,000 | 838 |
| Certificates of participation in pools of residential mortgages | $22,851,000 | 1,193 |
| Issued or guaranteed by U.S. | $22,851,000 | 1,184 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $28,260,000 | 602 |
| CMOs issued by government agencies or sponsored agencies | $28,260,000 | 577 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $18,049,000 | 465 |
| Commercial mortgage pass-through securities | $4,546,000 | 616 |
| Other commercial mortgage-backed securities | $13,503,000 | 324 |
| Held to maturity securities (book value) | $86,000 | 1,836 |
| Available-for-sale securities (fair market value) | $85,175,000 | 1,356 |
| Total debt securities | $85,259,000 | 1,459 |
| Structured notes | ||
| Amortized cost | $348,000 | 873 |
| Fair value | $340,000 | 869 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $89,069,000 | 1,425 |
| U.S. Government securities | $75,370,000 | 1,092 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $75,370,000 | 1,028 |
| Securities issued by states & political subdivisions | $13,604,000 | 2,147 |
| Other domestic debt securities | $95,000 | 1,924 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $95,000 | 147 |
| 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 | $11,893,000 | 2,552 |
| Mortgage-backed securities | $73,126,000 | 798 |
| Certificates of participation in pools of residential mortgages | $24,397,000 | 1,158 |
| Issued or guaranteed by U.S. | $24,397,000 | 1,152 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $29,952,000 | 563 |
| CMOs issued by government agencies or sponsored agencies | $29,952,000 | 538 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $18,777,000 | 447 |
| Commercial mortgage pass-through securities | $5,079,000 | 570 |
| Other commercial mortgage-backed securities | $13,698,000 | 320 |
| Held to maturity securities (book value) | $95,000 | 1,870 |
| Available-for-sale securities (fair market value) | $88,974,000 | 1,303 |
| Total debt securities | $89,068,000 | 1,405 |
| Structured notes | ||
| Amortized cost | $371,000 | 844 |
| Fair value | $359,000 | 842 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $82,347,000 | 1,520 |
| U.S. Government securities | $74,514,000 | 1,103 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $74,514,000 | 1,047 |
| Securities issued by states & political subdivisions | $7,736,000 | 2,857 |
| Other domestic debt securities | $97,000 | 2,125 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $97,000 | 142 |
| 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 | $12,319,000 | 2,552 |
| Mortgage-backed securities | $72,253,000 | 817 |
| Certificates of participation in pools of residential mortgages | $23,789,000 | 1,213 |
| Issued or guaranteed by U.S. | $23,789,000 | 1,176 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $30,355,000 | 563 |
| CMOs issued by government agencies or sponsored agencies | $30,355,000 | 536 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $18,109,000 | 438 |
| Commercial mortgage pass-through securities | $4,286,000 | 594 |
| Other commercial mortgage-backed securities | $13,823,000 | 304 |
| Held to maturity securities (book value) | $97,000 | 1,900 |
| Available-for-sale securities (fair market value) | $82,250,000 | 1,395 |
| Total debt securities | $82,348,000 | 1,503 |
| Structured notes | ||
| Amortized cost | $392,000 | 844 |
| Fair value | $381,000 | 841 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $80,986,000 | 1,561 |
| U.S. Government securities | $74,414,000 | 1,124 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $74,414,000 | 1,067 |
| Securities issued by states & political subdivisions | $6,471,000 | 3,067 |
| Other domestic debt securities | $101,000 | 1,941 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $101,000 | 144 |
| 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 | $12,745,000 | 2,556 |
| Mortgage-backed securities | $71,137,000 | 817 |
| Certificates of participation in pools of residential mortgages | $24,438,000 | 1,216 |
| Issued or guaranteed by U.S. | $24,438,000 | 1,213 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $31,209,000 | 555 |
| CMOs issued by government agencies or sponsored agencies | $31,209,000 | 525 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $15,490,000 | 420 |
| Commercial mortgage pass-through securities | $1,305,000 | 767 |
| Other commercial mortgage-backed securities | $14,185,000 | 288 |
| Held to maturity securities (book value) | $101,000 | 1,921 |
| Available-for-sale securities (fair market value) | $80,885,000 | 1,418 |
| Total debt securities | $80,987,000 | 1,546 |
| Structured notes | ||
| Amortized cost | $414,000 | 798 |
| Fair value | $405,000 | 798 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $86,510,000 | 1,505 |
| U.S. Government securities | $79,736,000 | 1,074 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $79,736,000 | 1,023 |
| Securities issued by states & political subdivisions | $6,665,000 | 3,113 |
| Other domestic debt securities | $109,000 | 1,942 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $109,000 | 141 |
| 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 | $11,087,000 | 2,754 |
| Mortgage-backed securities | $76,437,000 | 785 |
| Certificates of participation in pools of residential mortgages | $26,332,000 | 1,170 |
| Issued or guaranteed by U.S. | $26,332,000 | 1,169 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $34,086,000 | 526 |
| CMOs issued by government agencies or sponsored agencies | $34,086,000 | 501 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $16,019,000 | 400 |
| Commercial mortgage pass-through securities | $1,341,000 | 766 |
| Other commercial mortgage-backed securities | $14,678,000 | 271 |
| Held to maturity securities (book value) | $109,000 | 1,943 |
| Available-for-sale securities (fair market value) | $86,401,000 | 1,370 |
| Total debt securities | $86,509,000 | 1,483 |
| Structured notes | ||
| Amortized cost | $437,000 | 809 |
| Fair value | $432,000 | 809 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $92,987,000 | 1,435 |
| U.S. Government securities | $86,295,000 | 1,012 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $86,295,000 | 969 |
| Securities issued by states & political subdivisions | $6,581,000 | 3,163 |
| Other domestic debt securities | $111,000 | 1,963 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $111,000 | 142 |
| 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 | $11,027,000 | 2,782 |
| Mortgage-backed securities | $82,956,000 | 742 |
| Certificates of participation in pools of residential mortgages | $28,167,000 | 1,134 |
| Issued or guaranteed by U.S. | $28,167,000 | 1,132 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $36,259,000 | 511 |
| CMOs issued by government agencies or sponsored agencies | $36,259,000 | 480 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $18,530,000 | 362 |
| Commercial mortgage pass-through securities | $1,349,000 | 766 |
| Other commercial mortgage-backed securities | $17,181,000 | 248 |
| Held to maturity securities (book value) | $111,000 | 1,994 |
| Available-for-sale securities (fair market value) | $92,876,000 | 1,295 |
| Total debt securities | $92,987,000 | 1,417 |
| Structured notes | ||
| Amortized cost | $466,000 | 834 |
| Fair value | $464,000 | 831 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $94,345,000 | 1,440 |
| U.S. Government securities | $88,907,000 | 1,002 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $88,907,000 | 960 |
| Securities issued by states & political subdivisions | $5,324,000 | 3,395 |
| Other domestic debt securities | $114,000 | 2,002 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $114,000 | 133 |
| 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 | $10,842,000 | 2,814 |
| Mortgage-backed securities | $84,540,000 | 740 |
| Certificates of participation in pools of residential mortgages | $30,159,000 | 1,106 |
| Issued or guaranteed by U.S. | $30,159,000 | 1,105 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $37,492,000 | 505 |
| CMOs issued by government agencies or sponsored agencies | $37,492,000 | 477 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $16,889,000 | 378 |
| Commercial mortgage pass-through securities | $1,354,000 | 745 |
| Other commercial mortgage-backed securities | $15,535,000 | 255 |
| Held to maturity securities (book value) | $114,000 | 2,019 |
| Available-for-sale securities (fair market value) | $94,231,000 | 1,288 |
| Total debt securities | $94,345,000 | 1,422 |
| Structured notes | ||
| Amortized cost | $501,000 | 803 |
| Fair value | $499,000 | 826 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $94,830,000 | 1,459 |
| U.S. Government securities | $90,028,000 | 1,010 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $90,028,000 | 966 |
| Securities issued by states & political subdivisions | $4,686,000 | 3,542 |
| Other domestic debt securities | $116,000 | 2,057 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $116,000 | 142 |
| 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 | $11,627,000 | 2,782 |
| Mortgage-backed securities | $85,623,000 | 749 |
| Certificates of participation in pools of residential mortgages | $30,952,000 | 1,109 |
| Issued or guaranteed by U.S. | $30,952,000 | 1,108 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $38,926,000 | 501 |
| CMOs issued by government agencies or sponsored agencies | $38,926,000 | 469 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $15,745,000 | 381 |
| Commercial mortgage pass-through securities | $116,000 | 958 |
| Other commercial mortgage-backed securities | $15,629,000 | 248 |
| Held to maturity securities (book value) | $116,000 | 2,054 |
| Available-for-sale securities (fair market value) | $94,714,000 | 1,299 |
| Total debt securities | $94,831,000 | 1,441 |
| Structured notes | ||
| Amortized cost | $538,000 | 840 |
| Fair value | $537,000 | 839 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $101,230,000 | 1,353 |
| U.S. Government securities | $96,424,000 | 928 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $96,424,000 | 884 |
| Securities issued by states & political subdivisions | $4,684,000 | 3,567 |
| Other domestic debt securities | $122,000 | 2,072 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $122,000 | 133 |
| 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 | $11,540,000 | 2,778 |
| Mortgage-backed securities | $91,984,000 | 694 |
| Certificates of participation in pools of residential mortgages | $33,087,000 | 1,049 |
| Issued or guaranteed by U.S. | $33,087,000 | 1,048 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $41,654,000 | 485 |
| CMOs issued by government agencies or sponsored agencies | $41,654,000 | 448 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $17,243,000 | 345 |
| Commercial mortgage pass-through securities | $122,000 | 925 |
| Other commercial mortgage-backed securities | $17,121,000 | 228 |
| Held to maturity securities (book value) | $122,000 | 2,074 |
| Available-for-sale securities (fair market value) | $101,108,000 | 1,206 |
| Total debt securities | $101,232,000 | 1,331 |
| Structured notes | ||
| Amortized cost | $582,000 | 828 |
| Fair value | $582,000 | 827 |
| 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 | $109,336,000 | 1,239 |
| U.S. Government securities | $107,022,000 | 844 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $107,022,000 | 810 |
| Securities issued by states & political subdivisions | $2,186,000 | 4,117 |
| Other domestic debt securities | $128,000 | 2,076 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $128,000 | 125 |
| 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 | $12,356,000 | 2,699 |
| Mortgage-backed securities | $102,508,000 | 636 |
| Certificates of participation in pools of residential mortgages | $37,077,000 | 985 |
| Issued or guaranteed by U.S. | $37,077,000 | 984 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $47,616,000 | 445 |
| CMOs issued by government agencies or sponsored agencies | $47,616,000 | 407 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $17,815,000 | 332 |
| Commercial mortgage pass-through securities | $128,000 | 849 |
| Other commercial mortgage-backed securities | $17,687,000 | 208 |
| Held to maturity securities (book value) | $128,000 | 2,095 |
| Available-for-sale securities (fair market value) | $109,208,000 | 1,099 |
| Total debt securities | $109,335,000 | 1,218 |
| Structured notes | ||
| Amortized cost | $622,000 | 802 |
| Fair value | $624,000 | 800 |
| 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 | $113,211,000 | 1,225 |
| U.S. Government securities | $110,425,000 | 836 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $110,425,000 | 802 |
| Securities issued by states & political subdivisions | $2,651,000 | 4,029 |
| Other domestic debt securities | $135,000 | 2,110 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $135,000 | 136 |
| 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 | $11,710,000 | 2,829 |
| Mortgage-backed securities | $105,860,000 | 627 |
| Certificates of participation in pools of residential mortgages | $39,540,000 | 947 |
| Issued or guaranteed by U.S. | $39,540,000 | 944 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $51,430,000 | 436 |
| CMOs issued by government agencies or sponsored agencies | $51,430,000 | 401 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $14,890,000 | 345 |
| Commercial mortgage pass-through securities | $135,000 | 804 |
| Other commercial mortgage-backed securities | $14,755,000 | 217 |
| Held to maturity securities (book value) | $135,000 | 2,134 |
| Available-for-sale securities (fair market value) | $113,076,000 | 1,080 |
| Total debt securities | $113,212,000 | 1,199 |
| Structured notes | ||
| Amortized cost | $667,000 | 922 |
| Fair value | $675,000 | 920 |
| 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 | $108,397,000 | 1,288 |
| U.S. Government securities | $105,019,000 | 883 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $105,019,000 | 847 |
| Securities issued by states & political subdivisions | $3,239,000 | 3,904 |
| Other domestic debt securities | $139,000 | 2,126 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $139,000 | 143 |
| 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 | $11,651,000 | 2,879 |
| Mortgage-backed securities | $100,420,000 | 662 |
| Certificates of participation in pools of residential mortgages | $41,805,000 | 902 |
| Issued or guaranteed by U.S. | $41,805,000 | 902 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $46,217,000 | 467 |
| CMOs issued by government agencies or sponsored agencies | $46,217,000 | 437 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $12,398,000 | 371 |
| Commercial mortgage pass-through securities | $139,000 | 790 |
| Other commercial mortgage-backed securities | $12,259,000 | 229 |
| Held to maturity securities (book value) | $139,000 | 2,176 |
| Available-for-sale securities (fair market value) | $108,258,000 | 1,135 |
| Total debt securities | $108,398,000 | 1,267 |
| Structured notes | ||
| Amortized cost | $714,000 | 1,078 |
| Fair value | $725,000 | 1,075 |
| 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 | $107,643,000 | 1,304 |
| U.S. Government securities | $102,666,000 | 927 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $102,666,000 | 882 |
| Securities issued by states & political subdivisions | $4,827,000 | 3,612 |
| Other domestic debt securities | $150,000 | 2,110 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $150,000 | 121 |
| 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 | $12,176,000 | 2,840 |
| Mortgage-backed securities | $98,105,000 | 661 |
| Certificates of participation in pools of residential mortgages | $47,925,000 | 824 |
| Issued or guaranteed by U.S. | $47,925,000 | 823 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $39,118,000 | 528 |
| CMOs issued by government agencies or sponsored agencies | $39,118,000 | 491 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $11,062,000 | 379 |
| Commercial mortgage pass-through securities | $150,000 | 761 |
| Other commercial mortgage-backed securities | $10,912,000 | 227 |
| Held to maturity securities (book value) | $150,000 | 2,205 |
| Available-for-sale securities (fair market value) | $107,493,000 | 1,146 |
| Total debt securities | $107,643,000 | 1,284 |
| Structured notes | ||
| Amortized cost | $765,000 | 1,165 |
| Fair value | $764,000 | 1,164 |
| 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 | $99,220,000 | 1,422 |
| U.S. Government securities | $94,222,000 | 992 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $94,222,000 | 946 |
| Securities issued by states & political subdivisions | $4,841,000 | 3,643 |
| Other domestic debt securities | $157,000 | 2,150 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $157,000 | 130 |
| 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 | $12,968,000 | 2,779 |
| Mortgage-backed securities | $89,541,000 | 698 |
| Certificates of participation in pools of residential mortgages | $43,889,000 | 869 |
| Issued or guaranteed by U.S. | $43,889,000 | 869 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $35,705,000 | 556 |
| CMOs issued by government agencies or sponsored agencies | $35,705,000 | 522 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $9,947,000 | 373 |
| Commercial mortgage pass-through securities | $1,177,000 | 530 |
| Other commercial mortgage-backed securities | $8,770,000 | 236 |
| Held to maturity securities (book value) | $157,000 | 2,210 |
| Available-for-sale securities (fair market value) | $99,063,000 | 1,253 |
| Total debt securities | $99,220,000 | 1,402 |
| Structured notes | ||
| Amortized cost | $832,000 | 1,305 |
| Fair value | $840,000 | 1,302 |
| 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 | $87,130,000 | 1,623 |
| U.S. Government securities | $81,584,000 | 1,175 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $81,584,000 | 1,119 |
| Securities issued by states & political subdivisions | $5,381,000 | 3,540 |
| Other domestic debt securities | $165,000 | 2,165 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $165,000 | 114 |
| 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 | $12,695,000 | 2,819 |
| Mortgage-backed securities | $75,870,000 | 825 |
| Certificates of participation in pools of residential mortgages | $34,307,000 | 1,096 |
| Issued or guaranteed by U.S. | $34,307,000 | 1,095 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $31,272,000 | 598 |
| CMOs issued by government agencies or sponsored agencies | $31,272,000 | 566 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $10,291,000 | 335 |
| Commercial mortgage pass-through securities | $1,169,000 | 505 |
| Other commercial mortgage-backed securities | $9,122,000 | 221 |
| Held to maturity securities (book value) | $165,000 | 2,247 |
| Available-for-sale securities (fair market value) | $86,965,000 | 1,451 |
| Total debt securities | $87,128,000 | 1,601 |
| Structured notes | ||
| Amortized cost | $913,000 | 1,439 |
| Fair value | $919,000 | 1,437 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $80,811,000 | 1,755 |
| U.S. Government securities | $74,799,000 | 1,271 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $74,799,000 | 1,208 |
| Securities issued by states & political subdivisions | $5,845,000 | 3,459 |
| Other domestic debt securities | $167,000 | 2,225 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $167,000 | 108 |
| 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 | $13,037,000 | 2,833 |
| Mortgage-backed securities | $65,986,000 | 928 |
| Certificates of participation in pools of residential mortgages | $31,851,000 | 1,153 |
| Issued or guaranteed by U.S. | $31,851,000 | 1,152 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $23,122,000 | 775 |
| CMOs issued by government agencies or sponsored agencies | $23,122,000 | 738 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $11,013,000 | 311 |
| Commercial mortgage pass-through securities | $1,180,000 | 488 |
| Other commercial mortgage-backed securities | $9,833,000 | 201 |
| Held to maturity securities (book value) | $167,000 | 2,247 |
| Available-for-sale securities (fair market value) | $80,644,000 | 1,586 |
| Total debt securities | $80,812,000 | 1,729 |
| Structured notes | ||
| Amortized cost | $997,000 | 1,486 |
| Fair value | $1,007,000 | 1,340 |
| 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 | $78,194,000 | 1,810 |
| U.S. Government securities | $71,876,000 | 1,314 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $71,876,000 | 1,256 |
| Securities issued by states & political subdivisions | $6,132,000 | 3,438 |
| Other domestic debt securities | $186,000 | 2,240 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $186,000 | 110 |
| 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 | $13,770,000 | 2,769 |
| Mortgage-backed securities | $60,605,000 | 1,016 |
| Certificates of participation in pools of residential mortgages | $30,567,000 | 1,212 |
| Issued or guaranteed by U.S. | $30,567,000 | 1,210 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $22,270,000 | 811 |
| CMOs issued by government agencies or sponsored agencies | $22,270,000 | 773 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $7,768,000 | 381 |
| Commercial mortgage pass-through securities | $186,000 | 675 |
| Other commercial mortgage-backed securities | $7,582,000 | 221 |
| Held to maturity securities (book value) | $186,000 | 2,263 |
| Available-for-sale securities (fair market value) | $78,008,000 | 1,634 |
| Total debt securities | $78,195,000 | 1,790 |
| Structured notes | ||
| Amortized cost | $1,069,000 | 1,408 |
| Fair value | $1,077,000 | 1,407 |
| 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 | $76,356,000 | 1,887 |
| U.S. Government securities | $68,655,000 | 1,401 |
| U.S. Treasury securities | $500,000 | 1,210 |
| U.S. Government agency obligations | $68,155,000 | 1,349 |
| Securities issued by states & political subdivisions | $7,511,000 | 3,242 |
| Other domestic debt securities | $190,000 | 2,305 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $190,000 | 130 |
| 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 | $12,855,000 | 2,874 |
| Mortgage-backed securities | $56,849,000 | 1,110 |
| Certificates of participation in pools of residential mortgages | $26,334,000 | 1,397 |
| Issued or guaranteed by U.S. | $26,334,000 | 1,397 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $28,333,000 | 712 |
| CMOs issued by government agencies or sponsored agencies | $28,333,000 | 676 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $2,182,000 | 616 |
| Commercial mortgage pass-through securities | $190,000 | 665 |
| Other commercial mortgage-backed securities | $1,992,000 | 402 |
| Held to maturity securities (book value) | $690,000 | 2,065 |
| Available-for-sale securities (fair market value) | $75,666,000 | 1,709 |
| Total debt securities | $76,354,000 | 1,865 |
| Structured notes | ||
| Amortized cost | $1,167,000 | 1,486 |
| Fair value | $1,164,000 | 1,487 |
| 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 | $72,283,000 | 1,996 |
| U.S. Government securities | $64,743,000 | 1,502 |
| U.S. Treasury securities | $500,000 | 1,169 |
| U.S. Government agency obligations | $64,243,000 | 1,442 |
| Securities issued by states & political subdivisions | $7,540,000 | 3,275 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,187,000 | 2,975 |
| Mortgage-backed securities | $52,608,000 | 1,196 |
| Certificates of participation in pools of residential mortgages | $22,655,000 | 1,609 |
| Issued or guaranteed by U.S. | $22,655,000 | 1,608 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $27,755,000 | 728 |
| CMOs issued by government agencies or sponsored agencies | $27,755,000 | 690 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $2,198,000 | 616 |
| Commercial mortgage pass-through securities | $194,000 | 659 |
| Other commercial mortgage-backed securities | $2,004,000 | 386 |
| Held to maturity securities (book value) | $694,000 | 2,077 |
| Available-for-sale securities (fair market value) | $71,589,000 | 1,811 |
| Total debt securities | $72,283,000 | 1,976 |
| Structured notes | ||
| Amortized cost | $1,291,000 | 1,494 |
| Fair value | $1,286,000 | 1,492 |
| 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 | $60,930,000 | 2,316 |
| U.S. Government securities | $52,809,000 | 1,790 |
| U.S. Treasury securities | $500,000 | 1,038 |
| U.S. Government agency obligations | $52,309,000 | 1,746 |
| Securities issued by states & political subdivisions | $8,121,000 | 3,197 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,053,000 | 3,016 |
| Mortgage-backed securities | $38,606,000 | 1,539 |
| Certificates of participation in pools of residential mortgages | $20,591,000 | 1,746 |
| Issued or guaranteed by U.S. | $20,591,000 | 1,746 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $17,812,000 | 980 |
| CMOs issued by government agencies or sponsored agencies | $17,812,000 | 928 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $203,000 | 920 |
| Commercial mortgage pass-through securities | $203,000 | 652 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $703,000 | 2,079 |
| Available-for-sale securities (fair market value) | $60,227,000 | 2,110 |
| Total debt securities | $60,928,000 | 2,297 |
| Structured notes | ||
| Amortized cost | $1,431,000 | 1,473 |
| Fair value | $1,424,000 | 1,448 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $64,288,000 | 2,197 |
| U.S. Government securities | $56,169,000 | 1,687 |
| U.S. Treasury securities | $500,000 | 977 |
| U.S. Government agency obligations | $55,669,000 | 1,644 |
| Securities issued by states & political subdivisions | $8,119,000 | 3,196 |
| 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 | $12,590,000 | 2,946 |
| Mortgage-backed securities | $40,844,000 | 1,476 |
| Certificates of participation in pools of residential mortgages | $21,769,000 | 1,667 |
| Issued or guaranteed by U.S. | $21,769,000 | 1,666 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $18,867,000 | 951 |
| CMOs issued by government agencies or sponsored agencies | $18,867,000 | 893 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $208,000 | 859 |
| Commercial mortgage pass-through securities | $208,000 | 599 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $708,000 | 2,075 |
| Available-for-sale securities (fair market value) | $63,580,000 | 2,007 |
| Total debt securities | $64,289,000 | 2,175 |
| Structured notes | ||
| Amortized cost | $1,605,000 | 1,373 |
| Fair value | $1,597,000 | 1,370 |
| 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 | $69,449,000 | 2,075 |
| U.S. Government securities | $61,298,000 | 1,579 |
| U.S. Treasury securities | $500,000 | 973 |
| U.S. Government agency obligations | $60,798,000 | 1,537 |
| Securities issued by states & political subdivisions | $8,151,000 | 3,200 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,108,000 | 2,847 |
| Mortgage-backed securities | $43,682,000 | 1,425 |
| Certificates of participation in pools of residential mortgages | $23,079,000 | 1,610 |
| Issued or guaranteed by U.S. | $23,079,000 | 1,607 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $20,386,000 | 927 |
| CMOs issued by government agencies or sponsored agencies | $20,386,000 | 874 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $217,000 | 845 |
| Commercial mortgage pass-through securities | $217,000 | 575 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $717,000 | 2,065 |
| Available-for-sale securities (fair market value) | $68,732,000 | 1,888 |
| Total debt securities | $69,443,000 | 2,055 |
| Structured notes | ||
| Amortized cost | $1,859,000 | 1,316 |
| Fair value | $1,850,000 | 1,284 |
| 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 | $64,684,000 | 2,201 |
| U.S. Government securities | $56,517,000 | 1,686 |
| U.S. Treasury securities | $500,000 | 987 |
| U.S. Government agency obligations | $56,017,000 | 1,646 |
| Securities issued by states & political subdivisions | $8,167,000 | 3,194 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,190,000 | 2,715 |
| Mortgage-backed securities | $41,800,000 | 1,449 |
| Certificates of participation in pools of residential mortgages | $18,686,000 | 1,877 |
| Issued or guaranteed by U.S. | $18,686,000 | 1,875 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $22,886,000 | 868 |
| CMOs issued by government agencies or sponsored agencies | $22,886,000 | 820 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $228,000 | 819 |
| Commercial mortgage pass-through securities | $228,000 | 574 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $728,000 | 2,006 |
| Available-for-sale securities (fair market value) | $63,956,000 | 2,018 |
| Total debt securities | $64,685,000 | 2,178 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $63,333,000 | 2,247 |
| U.S. Government securities | $54,647,000 | 1,763 |
| U.S. Treasury securities | $500,000 | 1,008 |
| U.S. Government agency obligations | $54,147,000 | 1,723 |
| Securities issued by states & political subdivisions | $8,686,000 | 3,068 |
| 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 | $16,394,000 | 2,529 |
| Mortgage-backed securities | $40,649,000 | 1,536 |
| Certificates of participation in pools of residential mortgages | $16,683,000 | 2,034 |
| Issued or guaranteed by U.S. | $16,683,000 | 2,032 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $23,728,000 | 888 |
| CMOs issued by government agencies or sponsored agencies | $23,728,000 | 840 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $238,000 | 729 |
| Commercial mortgage pass-through securities | $238,000 | 527 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $738,000 | 1,989 |
| Available-for-sale securities (fair market value) | $62,595,000 | 2,079 |
| Total debt securities | $63,332,000 | 2,226 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $61,044,000 | 2,262 |
| U.S. Government securities | $52,205,000 | 1,792 |
| U.S. Treasury securities | $500,000 | 976 |
| U.S. Government agency obligations | $51,705,000 | 1,763 |
| Securities issued by states & political subdivisions | $8,839,000 | 3,015 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,185,000 | 2,860 |
| Mortgage-backed securities | $40,196,000 | 1,532 |
| Certificates of participation in pools of residential mortgages | $18,081,000 | 1,899 |
| Issued or guaranteed by U.S. | $18,081,000 | 1,896 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $21,865,000 | 954 |
| CMOs issued by government agencies or sponsored agencies | $21,865,000 | 889 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $250,000 | 613 |
| Commercial mortgage pass-through securities | $250,000 | 457 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $750,000 | 2,011 |
| Available-for-sale securities (fair market value) | $60,294,000 | 2,105 |
| Total debt securities | $61,042,000 | 2,237 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $55,529,000 | 2,465 |
| U.S. Government securities | $46,626,000 | 2,019 |
| U.S. Treasury securities | $500,000 | 929 |
| U.S. Government agency obligations | $46,126,000 | 1,986 |
| Securities issued by states & political subdivisions | $8,903,000 | 2,983 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,052,000 | 2,775 |
| Mortgage-backed securities | $41,100,000 | 1,583 |
| Certificates of participation in pools of residential mortgages | $19,428,000 | 1,886 |
| Issued or guaranteed by U.S. | $19,428,000 | 1,884 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $21,412,000 | 1,014 |
| CMOs issued by government agencies or sponsored agencies | $21,412,000 | 947 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $260,000 | 584 |
| Commercial mortgage pass-through securities | $260,000 | 423 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $760,000 | 2,041 |
| Available-for-sale securities (fair market value) | $54,769,000 | 2,281 |
| Total debt securities | $55,529,000 | 2,442 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $52,622,000 | 2,571 |
| U.S. Government securities | $44,900,000 | 2,073 |
| U.S. Treasury securities | $500,000 | 907 |
| U.S. Government agency obligations | $44,400,000 | 2,049 |
| Securities issued by states & political subdivisions | $7,722,000 | 3,127 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,344,000 | 2,320 |
| Mortgage-backed securities | $36,206,000 | 1,764 |
| Certificates of participation in pools of residential mortgages | $16,556,000 | 2,141 |
| Issued or guaranteed by U.S. | $16,556,000 | 2,140 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $19,386,000 | 1,096 |
| CMOs issued by government agencies or sponsored agencies | $19,386,000 | 1,018 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $264,000 | 546 |
| Commercial mortgage pass-through securities | $264,000 | 382 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $764,000 | 2,053 |
| Available-for-sale securities (fair market value) | $51,858,000 | 2,392 |
| Total debt securities | $52,621,000 | 2,549 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $40,912,000 | 3,104 |
| U.S. Government securities | $32,893,000 | 2,705 |
| U.S. Treasury securities | $500,000 | 988 |
| U.S. Government agency obligations | $32,393,000 | 2,673 |
| Securities issued by states & political subdivisions | $7,752,000 | 3,031 |
| Other domestic debt securities | $267,000 | 2,567 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $267,000 | 116 |
| 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 | $20,528,000 | 2,225 |
| Mortgage-backed securities | $25,454,000 | 2,213 |
| Certificates of participation in pools of residential mortgages | $11,012,000 | 2,716 |
| Issued or guaranteed by U.S. | $11,012,000 | 2,714 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $14,175,000 | 1,366 |
| CMOs issued by government agencies or sponsored agencies | $14,175,000 | 1,266 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $267,000 | 508 |
| Commercial mortgage pass-through securities | $267,000 | 354 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $767,000 | 2,100 |
| Available-for-sale securities (fair market value) | $40,145,000 | 2,898 |
| Total debt securities | $40,912,000 | 3,077 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $45,666,000 | 2,793 |
| U.S. Government securities | $35,820,000 | 2,429 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $35,820,000 | 2,370 |
| Securities issued by states & political subdivisions | $7,810,000 | 2,979 |
| Other domestic debt securities | $278,000 | 2,549 |
| Privately issued residential mortgage-backed securities | $278,000 | 1,027 |
| 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 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,758,000 | 437 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $27,372,000 | 2,031 |
| Certificates of participation in pools of residential mortgages | $12,263,000 | 2,453 |
| Issued or guaranteed by U.S. | $11,985,000 | 2,483 |
| Privately issued | $278,000 | 93 |
| Collaterized mortgage obligations | $15,109,000 | 1,289 |
| CMOs issued by government agencies or sponsored agencies | $15,109,000 | 1,142 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,022,000 | 1,606 |
| Available-for-sale securities (fair market value) | $42,644,000 | 2,690 |
| Total debt securities | $43,908,000 | 2,861 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $47,625,000 | 2,632 |
| U.S. Government securities | $37,969,000 | 2,269 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $37,969,000 | 2,204 |
| Securities issued by states & political subdivisions | $7,717,000 | 2,941 |
| Other domestic debt securities | $283,000 | 2,535 |
| Privately issued residential mortgage-backed securities | $283,000 | 1,055 |
| 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 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,656,000 | 459 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $29,513,000 | 1,883 |
| Certificates of participation in pools of residential mortgages | $13,355,000 | 2,272 |
| Issued or guaranteed by U.S. | $13,072,000 | 2,290 |
| Privately issued | $283,000 | 103 |
| Collaterized mortgage obligations | $16,158,000 | 1,218 |
| CMOs issued by government agencies or sponsored agencies | $16,158,000 | 1,077 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,963,000 | 1,640 |
| Available-for-sale securities (fair market value) | $44,662,000 | 2,512 |
| Total debt securities | $45,969,000 | 2,663 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $40,205,000 | 2,998 |
| U.S. Government securities | $30,505,000 | 2,768 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $30,505,000 | 2,688 |
| Securities issued by states & political subdivisions | $7,612,000 | 2,901 |
| Other domestic debt securities | $290,000 | 2,481 |
| Privately issued residential mortgage-backed securities | $290,000 | 1,074 |
| 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 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,798,000 | 448 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,593,000 | 2,193 |
| Certificates of participation in pools of residential mortgages | $12,227,000 | 2,343 |
| Issued or guaranteed by U.S. | $11,937,000 | 2,375 |
| Privately issued | $290,000 | 101 |
| Collaterized mortgage obligations | $10,366,000 | 1,535 |
| CMOs issued by government agencies or sponsored agencies | $10,366,000 | 1,354 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,776,000 | 1,696 |
| Available-for-sale securities (fair market value) | $37,429,000 | 2,892 |
| Total debt securities | $38,407,000 | 3,083 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $36,403,000 | 3,171 |
| U.S. Government securities | $26,699,000 | 3,035 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $26,699,000 | 2,942 |
| Securities issued by states & political subdivisions | $7,641,000 | 2,851 |
| Other domestic debt securities | $292,000 | 2,521 |
| Privately issued residential mortgage-backed securities | $292,000 | 1,111 |
| 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 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,771,000 | 457 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,379,000 | 2,346 |
| Certificates of participation in pools of residential mortgages | $12,026,000 | 2,302 |
| Issued or guaranteed by U.S. | $11,734,000 | 2,333 |
| Privately issued | $292,000 | 103 |
| Collaterized mortgage obligations | $7,353,000 | 1,743 |
| CMOs issued by government agencies or sponsored agencies | $7,353,000 | 1,562 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,486,000 | 1,760 |
| Available-for-sale securities (fair market value) | $33,917,000 | 3,057 |
| Total debt securities | $34,632,000 | 3,261 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $34,922,000 | 3,168 |
| U.S. Government securities | $25,420,000 | 2,964 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,420,000 | 2,877 |
| Securities issued by states & political subdivisions | $7,416,000 | 2,908 |
| Other domestic debt securities | $294,000 | 2,671 |
| Privately issued residential mortgage-backed securities | $294,000 | 1,162 |
| 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 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,792,000 | 458 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,072,000 | 2,519 |
| Certificates of participation in pools of residential mortgages | $10,929,000 | 2,336 |
| Issued or guaranteed by U.S. | $10,635,000 | 2,374 |
| Privately issued | $294,000 | 105 |
| Collaterized mortgage obligations | $5,143,000 | 1,964 |
| CMOs issued by government agencies or sponsored agencies | $5,143,000 | 1,758 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,362,000 | 1,811 |
| Available-for-sale securities (fair market value) | $32,560,000 | 3,034 |
| Total debt securities | $33,130,000 | 3,247 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $37,844,000 | 2,983 |
| U.S. Government securities | $27,147,000 | 2,823 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,147,000 | 2,729 |
| Securities issued by states & political subdivisions | $7,719,000 | 2,760 |
| Other domestic debt securities | $1,287,000 | 2,002 |
| Privately issued residential mortgage-backed securities | $282,000 | 1,245 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,005,000 | 1,394 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,691,000 | 505 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,721,000 | 2,372 |
| Certificates of participation in pools of residential mortgages | $12,167,000 | 2,156 |
| Issued or guaranteed by U.S. | $11,885,000 | 2,187 |
| Privately issued | $282,000 | 108 |
| Collaterized mortgage obligations | $5,554,000 | 1,889 |
| CMOs issued by government agencies or sponsored agencies | $5,554,000 | 1,677 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,820,000 | 1,766 |
| Available-for-sale securities (fair market value) | $35,024,000 | 2,858 |
| Total debt securities | $36,153,000 | 3,049 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $31,580,000 | 3,364 |
| U.S. Government securities | $20,155,000 | 3,477 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,155,000 | 3,390 |
| Securities issued by states & political subdivisions | $7,549,000 | 2,672 |
| Other domestic debt securities | $2,315,000 | 1,615 |
| Privately issued residential mortgage-backed securities | $284,000 | 1,285 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,031,000 | 987 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,561,000 | 542 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,769,000 | 2,357 |
| Certificates of participation in pools of residential mortgages | $12,074,000 | 2,196 |
| Issued or guaranteed by U.S. | $11,790,000 | 2,216 |
| Privately issued | $284,000 | 111 |
| Collaterized mortgage obligations | $5,695,000 | 1,807 |
| CMOs issued by government agencies or sponsored agencies | $5,695,000 | 1,572 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,478,000 | 1,901 |
| Available-for-sale securities (fair market value) | $29,102,000 | 3,232 |
| Total debt securities | $30,019,000 | 3,444 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $25,989,000 | 3,827 |
| U.S. Government securities | $10,922,000 | 4,812 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,922,000 | 4,697 |
| Securities issued by states & political subdivisions | $9,939,000 | 2,236 |
| Other domestic debt securities | $3,350,000 | 1,430 |
| Privately issued residential mortgage-backed securities | $278,000 | 1,328 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,072,000 | 819 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,778,000 | 520 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,568,000 | 3,416 |
| Certificates of participation in pools of residential mortgages | $6,448,000 | 3,132 |
| Issued or guaranteed by U.S. | $6,170,000 | 3,185 |
| Privately issued | $278,000 | 113 |
| Collaterized mortgage obligations | $2,120,000 | 2,445 |
| CMOs issued by government agencies or sponsored agencies | $2,120,000 | 2,154 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,503,000 | 1,913 |
| Available-for-sale securities (fair market value) | $23,486,000 | 3,687 |
| Total debt securities | $24,211,000 | 3,949 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $25,659,000 | 3,828 |
| U.S. Government securities | $10,632,000 | 4,852 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,632,000 | 4,753 |
| Securities issued by states & political subdivisions | $9,946,000 | 2,248 |
| Other domestic debt securities | $3,377,000 | 1,469 |
| Privately issued residential mortgage-backed securities | $262,000 | 1,375 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,115,000 | 823 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,704,000 | 542 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,272,000 | 3,518 |
| Certificates of participation in pools of residential mortgages | $6,197,000 | 3,250 |
| Issued or guaranteed by U.S. | $5,935,000 | 3,291 |
| Privately issued | $262,000 | 120 |
| Collaterized mortgage obligations | $2,075,000 | 2,442 |
| CMOs issued by government agencies or sponsored agencies | $2,075,000 | 2,130 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,375,000 | 2,227 |
| Available-for-sale securities (fair market value) | $24,284,000 | 3,576 |
| Total debt securities | $23,955,000 | 3,950 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $23,832,000 | 4,027 |
| U.S. Government securities | $7,990,000 | 5,418 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,990,000 | 5,321 |
| Securities issued by states & political subdivisions | $9,736,000 | 2,311 |
| Other domestic debt securities | $4,404,000 | 1,377 |
| Privately issued residential mortgage-backed securities | $250,000 | 1,430 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,154,000 | 733 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,702,000 | 587 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,620,000 | 4,339 |
| Certificates of participation in pools of residential mortgages | $250,000 | 5,588 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $250,000 | 130 |
| Collaterized mortgage obligations | $4,370,000 | 1,947 |
| CMOs issued by government agencies or sponsored agencies | $4,370,000 | 1,637 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,748,000 | 1,966 |
| Available-for-sale securities (fair market value) | $21,084,000 | 3,908 |
| Total debt securities | $22,130,000 | 4,160 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $26,592,000 | 3,741 |
| U.S. Government securities | $10,386,000 | 4,924 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,386,000 | 4,835 |
| Securities issued by states & political subdivisions | $9,217,000 | 2,326 |
| Other domestic debt securities | $5,428,000 | 1,282 |
| Privately issued residential mortgage-backed securities | $258,000 | 1,446 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,170,000 | 648 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,561,000 | 664 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,997,000 | 4,287 |
| Certificates of participation in pools of residential mortgages | $258,000 | 5,638 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $258,000 | 136 |
| Collaterized mortgage obligations | $4,739,000 | 1,873 |
| CMOs issued by government agencies or sponsored agencies | $4,739,000 | 1,563 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,087,000 | 2,117 |
| Available-for-sale securities (fair market value) | $24,505,000 | 3,526 |
| Total debt securities | $25,031,000 | 3,831 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $23,688,000 | 4,017 |
| U.S. Government securities | $10,961,000 | 4,902 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,961,000 | 4,815 |
| Securities issued by states & political subdivisions | $9,110,000 | 2,280 |
| Other domestic debt securities | $2,246,000 | 1,789 |
| Privately issued residential mortgage-backed securities | $235,000 | 1,483 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,011,000 | 1,135 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,371,000 | 685 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,500,000 | 4,243 |
| Certificates of participation in pools of residential mortgages | $235,000 | 5,720 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $235,000 | 144 |
| Collaterized mortgage obligations | $5,265,000 | 1,800 |
| CMOs issued by government agencies or sponsored agencies | $5,265,000 | 1,479 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,582,000 | 2,297 |
| Available-for-sale securities (fair market value) | $22,106,000 | 3,752 |
| Total debt securities | $22,317,000 | 4,122 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $24,138,000 | 3,980 |
| U.S. Government securities | $12,336,000 | 4,704 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,336,000 | 4,619 |
| Securities issued by states & political subdivisions | $9,115,000 | 2,227 |
| Other domestic debt securities | $1,223,000 | 2,156 |
| Privately issued residential mortgage-backed securities | $221,000 | 1,448 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,002,000 | 1,498 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,464,000 | 651 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,805,000 | 4,126 |
| Certificates of participation in pools of residential mortgages | $221,000 | 5,747 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $221,000 | 143 |
| Collaterized mortgage obligations | $5,584,000 | 1,708 |
| CMOs issued by government agencies or sponsored agencies | $5,584,000 | 1,424 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,115,000 | 2,481 |
| Available-for-sale securities (fair market value) | $23,023,000 | 3,644 |
| Total debt securities | $22,674,000 | 4,092 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $27,754,000 | 3,577 |
| U.S. Government securities | $14,261,000 | 4,306 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,261,000 | 4,232 |
| Securities issued by states & political subdivisions | $8,694,000 | 2,276 |
| Other domestic debt securities | $3,188,000 | 1,485 |
| Privately issued residential mortgage-backed securities | $196,000 | 1,432 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,992,000 | 875 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,611,000 | 630 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,868,000 | 3,997 |
| Certificates of participation in pools of residential mortgages | $196,000 | 5,789 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $196,000 | 146 |
| Collaterized mortgage obligations | $5,672,000 | 1,630 |
| CMOs issued by government agencies or sponsored agencies | $5,672,000 | 1,335 |
| 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) | $699,000 | 2,735 |
| Available-for-sale securities (fair market value) | $27,055,000 | 3,215 |
| Total debt securities | $26,143,000 | 3,678 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $31,525,000 | 3,317 |
| U.S. Government securities | $16,589,000 | 3,995 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,589,000 | 3,934 |
| Securities issued by states & political subdivisions | $8,994,000 | 2,251 |
| Other domestic debt securities | $4,207,000 | 1,342 |
| Privately issued residential mortgage-backed securities | $189,000 | 1,407 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,018,000 | 792 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,735,000 | 826 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,152,000 | 3,916 |
| Certificates of participation in pools of residential mortgages | $189,000 | 5,823 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $189,000 | 161 |
| Collaterized mortgage obligations | $5,963,000 | 1,601 |
| CMOs issued by government agencies or sponsored agencies | $5,963,000 | 1,307 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,733,000 | 2,289 |
| Available-for-sale securities (fair market value) | $29,792,000 | 3,076 |
| Total debt securities | $29,790,000 | 3,424 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $36,295,000 | 2,988 |
| U.S. Government securities | $19,220,000 | 3,621 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,220,000 | 3,553 |
| Securities issued by states & political subdivisions | $9,214,000 | 2,194 |
| Other domestic debt securities | $6,215,000 | 1,085 |
| Privately issued residential mortgage-backed securities | $182,000 | 1,399 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,033,000 | 615 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,646,000 | 879 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,654,000 | 3,730 |
| Certificates of participation in pools of residential mortgages | $182,000 | 5,837 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $182,000 | 164 |
| Collaterized mortgage obligations | $6,472,000 | 1,516 |
| CMOs issued by government agencies or sponsored agencies | $6,472,000 | 1,235 |
| 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) | $2,238,000 | 2,178 |
| Available-for-sale securities (fair market value) | $34,057,000 | 2,792 |
| Total debt securities | $34,649,000 | 3,048 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $50,460,000 | 2,282 |
| U.S. Government securities | $30,419,000 | 2,640 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $30,419,000 | 2,581 |
| Securities issued by states & political subdivisions | $9,178,000 | 2,200 |
| Other domestic debt securities | $9,142,000 | 842 |
| Privately issued residential mortgage-backed securities | $156,000 | 1,308 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,986,000 | 468 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,721,000 | 826 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,989,000 | 3,616 |
| Certificates of participation in pools of residential mortgages | $156,000 | 5,761 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $156,000 | 153 |
| Collaterized mortgage obligations | $5,833,000 | 1,522 |
| CMOs issued by government agencies or sponsored agencies | $5,833,000 | 1,263 |
| 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) | $1,745,000 | 2,385 |
| Available-for-sale securities (fair market value) | $48,715,000 | 2,048 |
| Total debt securities | $48,739,000 | 2,299 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $53,199,000 | 2,174 |
| U.S. Government securities | $31,281,000 | 2,597 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $31,281,000 | 2,544 |
| Securities issued by states & political subdivisions | $9,115,000 | 2,179 |
| Other domestic debt securities | $11,081,000 | 697 |
| Privately issued residential mortgage-backed securities | $144,000 | 1,278 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,937,000 | 385 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,722,000 | 810 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,074,000 | 3,433 |
| Certificates of participation in pools of residential mortgages | $144,000 | 5,722 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $144,000 | 161 |
| Collaterized mortgage obligations | $5,930,000 | 1,466 |
| CMOs issued by government agencies or sponsored agencies | $5,930,000 | 1,219 |
| 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) | $1,868,000 | 2,400 |
| Available-for-sale securities (fair market value) | $51,331,000 | 1,933 |
| Total debt securities | $51,477,000 | 2,190 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $54,512,000 | 2,106 |
| U.S. Government securities | $34,109,000 | 2,399 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $34,109,000 | 2,334 |
| Securities issued by states & political subdivisions | $8,155,000 | 2,340 |
| Other domestic debt securities | $12,053,000 | 635 |
| Privately issued residential mortgage-backed securities | $147,000 | 1,237 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,906,000 | 337 |
| Foreign debt securities | NA | NA |
| Equity securities | $195,000 | 1,473 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,219,000 | 3,874 |
| Certificates of participation in pools of residential mortgages | $147,000 | 5,732 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $147,000 | 171 |
| Collaterized mortgage obligations | $4,072,000 | 1,682 |
| CMOs issued by government agencies or sponsored agencies | $4,072,000 | 1,416 |
| 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) | $348,000 | 3,160 |
| Available-for-sale securities (fair market value) | $54,164,000 | 1,827 |
| Total debt securities | $54,317,000 | 2,069 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $56,717,000 | 2,041 |
| U.S. Government securities | $35,284,000 | 2,354 |
| U.S. Treasury securities | $501,000 | 1,135 |
| U.S. Government agency obligations | $34,783,000 | 2,316 |
| Securities issued by states & political subdivisions | $8,304,000 | 2,322 |
| Other domestic debt securities | $13,033,000 | 626 |
| Privately issued residential mortgage-backed securities | $120,000 | 1,204 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,913,000 | 335 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $96,000 | 1,609 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,501,000 | 2,882 |
| Mortgage-backed securities | $2,327,000 | 4,566 |
| Certificates of participation in pools of residential mortgages | $2,327,000 | 4,007 |
| Issued or guaranteed by U.S. | $2,207,000 | 4,042 |
| Privately issued | $120,000 | 181 |
| 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) | $621,000 | 3,007 |
| Available-for-sale securities (fair market value) | $56,096,000 | 1,773 |
| Total debt securities | $56,621,000 | 2,006 |
| 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 | $59,647,000 | 1,974 |
| U.S. Government securities | $37,270,000 | 2,289 |
| U.S. Treasury securities | $501,000 | 1,173 |
| U.S. Government agency obligations | $36,769,000 | 2,260 |
| Securities issued by states & political subdivisions | $8,301,000 | 2,319 |
| Other domestic debt securities | $13,985,000 | 587 |
| Privately issued residential mortgage-backed securities | $101,000 | 1,196 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,884,000 | 322 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $91,000 | 1,655 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,501,000 | 2,875 |
| Mortgage-backed securities | $2,409,000 | 4,523 |
| Certificates of participation in pools of residential mortgages | $2,409,000 | 3,971 |
| Issued or guaranteed by U.S. | $2,308,000 | 4,002 |
| Privately issued | $101,000 | 173 |
| 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) | $602,000 | 3,082 |
| Available-for-sale securities (fair market value) | $59,045,000 | 1,724 |
| Total debt securities | $59,556,000 | 1,944 |
| 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 | $61,267,000 | 1,952 |
| U.S. Government securities | $39,283,000 | 2,199 |
| U.S. Treasury securities | $501,000 | 1,244 |
| U.S. Government agency obligations | $38,782,000 | 2,159 |
| Securities issued by states & political subdivisions | $7,902,000 | 2,396 |
| Other domestic debt securities | $13,985,000 | 584 |
| Privately issued residential mortgage-backed securities | $96,000 | 1,184 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,889,000 | 317 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $97,000 | 1,694 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,500,000 | 2,864 |
| Mortgage-backed securities | $2,519,000 | 4,472 |
| Certificates of participation in pools of residential mortgages | $2,519,000 | 3,908 |
| Issued or guaranteed by U.S. | $2,423,000 | 3,928 |
| Privately issued | $96,000 | 182 |
| 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) | $597,000 | 3,154 |
| Available-for-sale securities (fair market value) | $60,670,000 | 1,685 |
| Total debt securities | $61,170,000 | 1,914 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $58,889,000 | 2,032 |
| U.S. Government securities | $37,986,000 | 2,260 |
| U.S. Treasury securities | $501,000 | 1,282 |
| U.S. Government agency obligations | $37,485,000 | 2,216 |
| Securities issued by states & political subdivisions | $5,953,000 | 2,809 |
| Other domestic debt securities | $14,860,000 | 575 |
| Privately issued residential mortgage-backed securities | $69,000 | 1,194 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,791,000 | 311 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $90,000 | 1,732 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,500,000 | 2,867 |
| Mortgage-backed securities | $2,592,000 | 4,434 |
| Certificates of participation in pools of residential mortgages | $2,592,000 | 3,870 |
| Issued or guaranteed by U.S. | $2,523,000 | 3,887 |
| Privately issued | $69,000 | 186 |
| 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) | $570,000 | 3,211 |
| Available-for-sale securities (fair market value) | $58,319,000 | 1,741 |
| Total debt securities | $58,799,000 | 1,991 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $58,477,000 | 2,054 |
| U.S. Government securities | $39,012,000 | 2,249 |
| U.S. Treasury securities | $1,248,000 | 1,038 |
| U.S. Government agency obligations | $37,764,000 | 2,248 |
| Securities issued by states & political subdivisions | $4,428,000 | 3,267 |
| Other domestic debt securities | $14,923,000 | 578 |
| Privately issued residential mortgage-backed securities | $70,000 | 1,179 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,853,000 | 324 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $114,000 | 1,716 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,250,000 | 2,888 |
| Mortgage-backed securities | $2,752,000 | 4,400 |
| Certificates of participation in pools of residential mortgages | $2,752,000 | 3,830 |
| Issued or guaranteed by U.S. | $2,682,000 | 3,852 |
| Privately issued | $70,000 | 179 |
| 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) | $320,000 | 3,512 |
| Available-for-sale securities (fair market value) | $58,157,000 | 1,753 |
| Total debt securities | $58,363,000 | 2,016 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $61,459,000 | 1,965 |
| U.S. Government securities | $40,325,000 | 2,172 |
| U.S. Treasury securities | $2,240,000 | 834 |
| U.S. Government agency obligations | $38,085,000 | 2,215 |
| Securities issued by states & political subdivisions | $4,036,000 | 3,412 |
| Other domestic debt securities | $17,001,000 | 556 |
| Privately issued residential mortgage-backed securities | $47,000 | 1,187 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,954,000 | 306 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $97,000 | 1,776 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,931,000 | 2,901 |
| Mortgage-backed securities | $2,881,000 | 4,384 |
| Certificates of participation in pools of residential mortgages | $2,881,000 | 3,792 |
| Issued or guaranteed by U.S. | $2,834,000 | 3,793 |
| Privately issued | $47,000 | 193 |
| 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) | $298,000 | 3,619 |
| Available-for-sale securities (fair market value) | $61,161,000 | 1,691 |
| Total debt securities | $61,362,000 | 1,928 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $63,380,000 | 1,899 |
| U.S. Government securities | $41,105,000 | 2,110 |
| U.S. Treasury securities | $2,231,000 | 842 |
| U.S. Government agency obligations | $38,874,000 | 2,157 |
| Securities issued by states & political subdivisions | $4,053,000 | 3,395 |
| Other domestic debt securities | $18,125,000 | 543 |
| Privately issued residential mortgage-backed securities | $53,000 | 1,165 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,072,000 | 301 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $97,000 | 1,780 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,993,000 | 2,876 |
| Mortgage-backed securities | $3,503,000 | 4,191 |
| Certificates of participation in pools of residential mortgages | $3,503,000 | 3,597 |
| Issued or guaranteed by U.S. | $3,450,000 | 3,607 |
| Privately issued | $53,000 | 196 |
| 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) | $304,000 | 3,666 |
| Available-for-sale securities (fair market value) | $63,076,000 | 1,609 |
| Total debt securities | $63,283,000 | 1,854 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $66,387,000 | 1,827 |
| U.S. Government securities | $42,828,000 | 2,066 |
| U.S. Treasury securities | $2,228,000 | 866 |
| U.S. Government agency obligations | $40,600,000 | 2,103 |
| Securities issued by states & political subdivisions | $4,133,000 | 3,345 |
| Other domestic debt securities | $19,324,000 | 543 |
| Privately issued residential mortgage-backed securities | $54,000 | 1,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,270,000 | 304 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $102,000 | 1,788 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,000 | 6,941 |
| Mortgage-backed securities | $3,799,000 | 4,178 |
| Certificates of participation in pools of residential mortgages | $3,799,000 | 3,582 |
| Issued or guaranteed by U.S. | $3,745,000 | 3,600 |
| Privately issued | $54,000 | 199 |
| 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) | $305,000 | 3,712 |
| Available-for-sale securities (fair market value) | $66,082,000 | 1,558 |
| Total debt securities | $66,285,000 | 1,788 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $70,513,000 | 1,744 |
| U.S. Government securities | $45,564,000 | 1,989 |
| U.S. Treasury securities | $2,221,000 | 939 |
| U.S. Government agency obligations | $43,343,000 | 2,007 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $24,853,000 | 463 |
| Privately issued residential mortgage-backed securities | $55,000 | 1,124 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,798,000 | 254 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $96,000 | 1,844 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,000 | 6,986 |
| Mortgage-backed securities | $4,001,000 | 4,205 |
| Certificates of participation in pools of residential mortgages | $4,001,000 | 3,603 |
| Issued or guaranteed by U.S. | $3,946,000 | 3,610 |
| Privately issued | $55,000 | 181 |
| 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) | $306,000 | 3,760 |
| Available-for-sale securities (fair market value) | $70,207,000 | 1,487 |
| Total debt securities | $70,417,000 | 1,708 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $73,676,000 | 1,699 |
| U.S. Government securities | $47,576,000 | 1,929 |
| U.S. Treasury securities | $2,228,000 | 961 |
| U.S. Government agency obligations | $45,348,000 | 1,942 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $25,230,000 | 470 |
| Privately issued residential mortgage-backed securities | $15,000 | 1,186 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,215,000 | 257 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $870,000 | 1,279 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,000 | 7,004 |
| Mortgage-backed securities | $4,232,000 | 4,172 |
| Certificates of participation in pools of residential mortgages | $4,232,000 | 3,550 |
| Issued or guaranteed by U.S. | $4,217,000 | 3,549 |
| Privately issued | $15,000 | 193 |
| 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) | $267,000 | 3,872 |
| Available-for-sale securities (fair market value) | $73,409,000 | 1,446 |
| Total debt securities | $72,806,000 | 1,675 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $73,176,000 | 1,706 |
| U.S. Government securities | $38,988,000 | 2,257 |
| U.S. Treasury securities | $2,237,000 | 946 |
| U.S. Government agency obligations | $36,751,000 | 2,301 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $29,095,000 | 421 |
| Privately issued residential mortgage-backed securities | $15,000 | 1,156 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $29,080,000 | 241 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $5,093,000 | 563 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,000 | 7,050 |
| Mortgage-backed securities | $3,498,000 | 4,456 |
| Certificates of participation in pools of residential mortgages | $3,498,000 | 3,853 |
| Issued or guaranteed by U.S. | $3,483,000 | 3,854 |
| Privately issued | $15,000 | 208 |
| 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) | $267,000 | 3,942 |
| Available-for-sale securities (fair market value) | $72,909,000 | 1,449 |
| Total debt securities | $68,083,000 | 1,773 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $83,125,000 | 1,558 |
| U.S. Government securities | $35,585,000 | 2,487 |
| U.S. Treasury securities | $1,978,000 | 1,120 |
| U.S. Government agency obligations | $33,607,000 | 2,511 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $45,168,000 | 314 |
| Privately issued residential mortgage-backed securities | $15,000 | 1,154 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $45,153,000 | 156 |
| Foreign debt securities | $986,000 | 94 |
| Equity securities | $1,386,000 | 1,101 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $3,724,000 | 4,446 |
| Certificates of participation in pools of residential mortgages | $3,724,000 | 3,838 |
| Issued or guaranteed by U.S. | $3,709,000 | 3,832 |
| Privately issued | $15,000 | 206 |
| 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) | $18,000 | 4,479 |
| Available-for-sale securities (fair market value) | $83,107,000 | 1,325 |
| Total debt securities | $81,739,000 | 1,535 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $79,372,000 | 1,630 |
| U.S. Government securities | $37,381,000 | 2,364 |
| U.S. Treasury securities | $250,000 | 1,903 |
| U.S. Government agency obligations | $37,131,000 | 2,305 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $38,930,000 | 358 |
| Privately issued residential mortgage-backed securities | $16,000 | 1,217 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $38,914,000 | 194 |
| Foreign debt securities | $1,007,000 | 98 |
| Equity securities | $2,054,000 | 1,015 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,000 | 7,095 |
| Mortgage-backed securities | $4,193,000 | 4,319 |
| Certificates of participation in pools of residential mortgages | $4,193,000 | 3,700 |
| Issued or guaranteed by U.S. | $4,177,000 | 3,696 |
| Privately issued | $16,000 | 217 |
| 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) | $269,000 | 4,029 |
| Available-for-sale securities (fair market value) | $79,103,000 | 1,393 |
| Total debt securities | $77,318,000 | 1,612 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $80,147,000 | 1,661 |
| U.S. Government securities | $39,238,000 | 2,338 |
| U.S. Treasury securities | $250,000 | 2,024 |
| U.S. Government agency obligations | $38,988,000 | 2,262 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $39,815,000 | 329 |
| Privately issued residential mortgage-backed securities | $18,000 | 1,075 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $39,797,000 | 208 |
| Foreign debt securities | $997,000 | 106 |
| Equity securities | $97,000 | 2,007 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $251,000 | 7,108 |
| Mortgage-backed securities | $4,450,000 | 4,219 |
| Certificates of participation in pools of residential mortgages | $4,450,000 | 3,589 |
| Issued or guaranteed by U.S. | $4,432,000 | 3,583 |
| Privately issued | $18,000 | 231 |
| 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) | $271,000 | 4,081 |
| Available-for-sale securities (fair market value) | $79,876,000 | 1,433 |
| Total debt securities | $80,050,000 | 1,615 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $86,420,000 | 1,521 |
| U.S. Government securities | $41,033,000 | 2,196 |
| U.S. Treasury securities | $250,000 | 2,081 |
| U.S. Government agency obligations | $40,783,000 | 2,135 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $41,284,000 | 327 |
| Privately issued residential mortgage-backed securities | $18,000 | 1,155 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $41,266,000 | 215 |
| Foreign debt securities | $1,004,000 | 104 |
| Equity securities | $3,099,000 | 871 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,000 | 7,138 |
| Mortgage-backed securities | $4,869,000 | 4,094 |
| Certificates of participation in pools of residential mortgages | $4,869,000 | 3,458 |
| Issued or guaranteed by U.S. | $4,851,000 | 3,447 |
| Privately issued | $18,000 | 239 |
| 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) | $272,000 | 4,108 |
| Available-for-sale securities (fair market value) | $86,148,000 | 1,302 |
| Total debt securities | $83,321,000 | 1,524 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $76,776,000 | 1,633 |
| U.S. Government securities | $29,962,000 | 2,742 |
| U.S. Treasury securities | $250,000 | 2,120 |
| U.S. Government agency obligations | $29,712,000 | 2,652 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $40,701,000 | 348 |
| Privately issued residential mortgage-backed securities | $48,000 | 1,146 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $40,653,000 | 219 |
| Foreign debt securities | $1,010,000 | 105 |
| Equity securities | $5,103,000 | 683 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,000 | 7,165 |
| Mortgage-backed securities | $4,901,000 | 4,153 |
| Certificates of participation in pools of residential mortgages | $4,901,000 | 3,467 |
| Issued or guaranteed by U.S. | $4,853,000 | 3,471 |
| Privately issued | $48,000 | 225 |
| 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) | $304,000 | 4,110 |
| Available-for-sale securities (fair market value) | $76,472,000 | 1,403 |
| Total debt securities | $71,673,000 | 1,689 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $64,632,000 | 1,890 |
| U.S. Government securities | $28,825,000 | 2,783 |
| U.S. Treasury securities | $250,000 | 2,174 |
| U.S. Government agency obligations | $28,575,000 | 2,690 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $30,705,000 | 432 |
| Privately issued residential mortgage-backed securities | $35,000 | 1,192 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $30,670,000 | 297 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $5,102,000 | 677 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,000 | 7,192 |
| Mortgage-backed securities | $3,862,000 | 4,554 |
| Certificates of participation in pools of residential mortgages | $3,862,000 | 3,823 |
| Issued or guaranteed by U.S. | $3,827,000 | 3,818 |
| Privately issued | $35,000 | 231 |
| 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) | $291,000 | 4,198 |
| Available-for-sale securities (fair market value) | $64,341,000 | 1,608 |
| Total debt securities | $59,530,000 | 1,964 |
| 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 | $55,986,000 | 2,123 |
| U.S. Government securities | $25,681,000 | 3,052 |
| U.S. Treasury securities | $250,000 | 2,322 |
| U.S. Government agency obligations | $25,431,000 | 2,921 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $25,227,000 | 498 |
| Privately issued residential mortgage-backed securities | $93,000 | 1,147 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,134,000 | 350 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $5,078,000 | 680 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,000 | 7,220 |
| Mortgage-backed securities | $4,742,000 | 4,238 |
| Certificates of participation in pools of residential mortgages | $4,742,000 | 3,484 |
| Issued or guaranteed by U.S. | $4,649,000 | 3,495 |
| Privately issued | $93,000 | 210 |
| 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) | $1,350,000 | 3,345 |
| Available-for-sale securities (fair market value) | $54,636,000 | 1,823 |
| Total debt securities | $50,908,000 | 2,238 |
| 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 | $37,749,000 | 2,792 |
| U.S. Government securities | $25,714,000 | 2,884 |
| U.S. Treasury securities | $250,000 | 2,876 |
| U.S. Government agency obligations | $25,464,000 | 2,758 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $11,968,000 | 850 |
| Privately issued residential mortgage-backed securities | $119,000 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,849,000 | 649 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $67,000 | 2,081 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,000 | 7,414 |
| Mortgage-backed securities | $6,987,000 | 3,468 |
| Certificates of participation in pools of residential mortgages | $6,987,000 | 2,627 |
| Issued or guaranteed by U.S. | $6,868,000 | 2,637 |
| Privately issued | $119,000 | 214 |
| 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) | $5,386,000 | 2,206 |
| Available-for-sale securities (fair market value) | $32,363,000 | 2,639 |
| Total debt securities | $37,682,000 | 2,725 |
| 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 | $35,796,000 | 2,974 |
| U.S. Government securities | $26,241,000 | 2,948 |
| U.S. Treasury securities | $1,250,000 | 2,426 |
| U.S. Government agency obligations | $24,991,000 | 2,856 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $8,776,000 | 871 |
| Privately issued residential mortgage-backed securities | $224,000 | 1,085 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,552,000 | 718 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $779,000 | 2,959 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,000 | 7,719 |
| Mortgage-backed securities | $2,186,000 | 4,665 |
| Certificates of participation in pools of residential mortgages | $2,186,000 | 3,839 |
| Issued or guaranteed by U.S. | $1,962,000 | 3,972 |
| Privately issued | $224,000 | 226 |
| 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) | $9,524,000 | 1,948 |
| Available-for-sale securities (fair market value) | $26,272,000 | 3,083 |
| Total debt securities | $35,017,000 | 2,922 |
| 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 | $52,096,000 | 2,164 |
| U.S. Government securities | $40,225,000 | 2,086 |
| U.S. Treasury securities | $5,249,000 | 1,494 |
| U.S. Government agency obligations | $34,976,000 | 2,136 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $11,269,000 | 772 |
| Privately issued residential mortgage-backed securities | $108,000 | 1,209 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,161,000 | 614 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $602,000 | 3,335 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,000 | 7,934 |
| Mortgage-backed securities | $2,702,000 | 4,647 |
| Certificates of participation in pools of residential mortgages | $2,702,000 | 3,756 |
| Issued or guaranteed by U.S. | $2,594,000 | 3,801 |
| Privately issued | $108,000 | 240 |
| 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) | $15,048,000 | 1,581 |
| Available-for-sale securities (fair market value) | $37,048,000 | 2,326 |
| Total debt securities | $51,494,000 | 2,120 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $57,209,000 | 2,021 |
| U.S. Government securities | $46,257,000 | 1,894 |
| U.S. Treasury securities | $15,490,000 | 852 |
| U.S. Government agency obligations | $30,767,000 | 2,322 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $10,280,000 | 752 |
| Privately issued residential mortgage-backed securities | $134,000 | 1,174 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,146,000 | 573 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $672,000 | 3,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,000 | 8,077 |
| Mortgage-backed securities | $3,447,000 | 4,511 |
| Certificates of participation in pools of residential mortgages | $3,447,000 | 3,588 |
| Issued or guaranteed by U.S. | $3,313,000 | 3,639 |
| Privately issued | $134,000 | 267 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,547,000 | 1,339 |
| Available-for-sale securities (fair market value) | $36,662,000 | 2,299 |
| Total debt securities | $56,537,000 | 1,974 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $48,257,000 | 2,370 |
| U.S. Government securities | $39,400,000 | 2,277 |
| U.S. Treasury securities | $22,296,000 | 847 |
| U.S. Government agency obligations | $17,104,000 | 3,651 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $8,235,000 | 641 |
| Privately issued residential mortgage-backed securities | $189,000 | 1,068 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,046,000 | 489 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $622,000 | 3,161 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,000 | 8,506 |
| Mortgage-backed securities | $5,216,000 | 3,765 |
| Certificates of participation in pools of residential mortgages | $5,216,000 | 2,849 |
| Issued or guaranteed by U.S. | $5,027,000 | 2,890 |
| Privately issued | $189,000 | 301 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,450,000 | 1,469 |
| Available-for-sale securities (fair market value) | $24,807,000 | 3,072 |
| Total debt securities | $47,635,000 | 2,335 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $50,763,000 | 2,417 |
| U.S. Government securities | $45,509,000 | 2,141 |
| U.S. Treasury securities | $31,616,000 | 741 |
| U.S. Government agency obligations | $13,893,000 | 4,427 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $4,685,000 | 936 |
| Privately issued residential mortgage-backed securities | $158,000 | 1,399 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,527,000 | 666 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $569,000 | 3,261 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,000 | 8,918 |
| Mortgage-backed securities | $4,105,000 | 4,640 |
| Certificates of participation in pools of residential mortgages | $4,105,000 | 3,549 |
| Issued or guaranteed by U.S. | $3,947,000 | 3,605 |
| Privately issued | $158,000 | 376 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,829,000 | 1,652 |
| Available-for-sale securities (fair market value) | $26,934,000 | 2,998 |
| Total debt securities | $50,235,000 | 2,364 |
| 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 | $44,192,000 | 2,852 |
| U.S. Government securities | $37,903,000 | 2,671 |
| U.S. Treasury securities | $30,660,000 | 908 |
| U.S. Government agency obligations | $7,243,000 | 6,592 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $3,640,000 | 1,292 |
| Privately issued residential mortgage-backed securities | $90,000 | 1,925 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,550,000 | 988 |
| Foreign debt securities | $2,523,000 | 115 |
| Equity securities | $126,000 | 5,840 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 9,509 |
| Mortgage-backed securities | $2,018,000 | 6,243 |
| Certificates of participation in pools of residential mortgages | $2,018,000 | 4,892 |
| Issued or guaranteed by U.S. | $1,928,000 | 4,942 |
| Privately issued | $90,000 | 459 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,112,000 | 1,769 |
| Available-for-sale securities (fair market value) | $21,080,000 | 3,787 |
| Total debt securities | $43,998,000 | 2,796 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $45,797,000 | 2,859 |
| U.S. Government securities | $40,422,000 | 2,587 |
| U.S. Treasury securities | $34,950,000 | 990 |
| U.S. Government agency obligations | $5,472,000 | 7,446 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $5,149,000 | 1,153 |
| Privately issued residential mortgage-backed securities | $9,000 | 2,791 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,140,000 | 873 |
| Foreign debt securities | NA | NA |
| Equity securities | $226,000 | 4,561 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 9,982 |
| Mortgage-backed securities | $1,015,000 | 7,721 |
| Certificates of participation in pools of residential mortgages | $1,015,000 | 6,403 |
| Issued or guaranteed by U.S. | $1,006,000 | 6,394 |
| Privately issued | $9,000 | 553 |
| 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) | $25,168,000 | 2,851 |
| Available-for-sale securities (fair market value) | $20,629,000 | 2,743 |
| Total debt securities | $46,679,000 | 2,725 |
| 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 | $43,454,000 | 3,212 |
| U.S. Government securities | $39,596,000 | 2,773 |
| U.S. Treasury securities | $36,483,000 | 1,031 |
| U.S. Government agency obligations | $3,113,000 | 9,289 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $3,730,000 | 1,673 |
| Privately issued residential mortgage-backed securities | $14,000 | 3,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,716,000 | 1,275 |
| Foreign debt securities | NA | NA |
| Equity securities | $128,000 | 5,255 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 10,397 |
| Mortgage-backed securities | $63,000 | 10,389 |
| Certificates of participation in pools of residential mortgages | $63,000 | 9,566 |
| Issued or guaranteed by U.S. | $49,000 | 9,588 |
| Privately issued | $14,000 | 705 |
| 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 | $43,326,000 | 3,132 |
| 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 | $38,947,000 | 3,550 |
| U.S. Government securities | $35,160,000 | 3,066 |
| U.S. Treasury securities | $32,106,000 | 1,150 |
| U.S. Government agency obligations | $3,054,000 | 9,493 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $3,667,000 | 2,060 |
| Privately issued residential mortgage-backed securities | $21,000 | 3,968 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,646,000 | 1,463 |
| Foreign debt securities | NA | NA |
| Equity securities | $120,000 | 4,774 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 10,714 |
| Mortgage-backed securities | $83,000 | 10,827 |
| Certificates of participation in pools of residential mortgages | $83,000 | 9,872 |
| Issued or guaranteed by U.S. | $62,000 | 9,879 |
| Privately issued | $21,000 | 793 |
| 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 | $38,827,000 | 3,467 |
| 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 |