Home > West Point Bank > Securities
West Point Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $79,927,000 | 1,986 |
| U.S. Government securities | $37,011,000 | 2,224 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $37,011,000 | 1,943 |
| Securities issued by states & political subdivisions | $31,305,000 | 1,322 |
| Other domestic debt securities | $11,611,000 | 943 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $11,611,000 | 242 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,232,000 | 3,157 |
| Mortgage-backed securities | $33,057,000 | 1,622 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,999,000 | 2,124 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $24,058,000 | 287 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $79,927,000 | 1,780 |
| Total debt securities | $79,928,000 | 1,972 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $75,168,000 | 2,034 |
| U.S. Government securities | $35,740,000 | 2,252 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $35,740,000 | 1,954 |
| Securities issued by states & political subdivisions | $28,229,000 | 1,400 |
| Other domestic debt securities | $11,199,000 | 959 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $11,199,000 | 242 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,448,000 | 3,592 |
| Mortgage-backed securities | $31,945,000 | 1,624 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,821,000 | 2,135 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $23,124,000 | 294 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $75,168,000 | 1,820 |
| Total debt securities | $75,169,000 | 2,018 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $80,151,000 | 2,010 |
| U.S. Government securities | $38,438,000 | 2,220 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $38,438,000 | 1,913 |
| Securities issued by states & political subdivisions | $30,325,000 | 1,383 |
| Other domestic debt securities | $11,388,000 | 958 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $11,388,000 | 223 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,653,000 | 3,557 |
| Mortgage-backed securities | $34,363,000 | 1,599 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,592,000 | 2,095 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $73,000 | 1,519 |
| Other commercial mortgage-backed securities | $24,698,000 | 289 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $80,151,000 | 1,796 |
| Total debt securities | $80,150,000 | 1,997 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $82,873,000 | 2,048 |
| U.S. Government securities | $40,060,000 | 2,250 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $40,060,000 | 1,880 |
| Securities issued by states & political subdivisions | $31,303,000 | 1,402 |
| Other domestic debt securities | $11,510,000 | 997 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $11,510,000 | 223 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,384,000 | 3,699 |
| Mortgage-backed securities | $35,789,000 | 1,611 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,107,000 | 2,110 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $255,000 | 1,473 |
| Other commercial mortgage-backed securities | $25,427,000 | 295 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $82,873,000 | 1,830 |
| Total debt securities | $82,875,000 | 2,033 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $82,269,000 | 2,073 |
| U.S. Government securities | $40,787,000 | 2,246 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $40,787,000 | 1,859 |
| Securities issued by states & political subdivisions | $30,132,000 | 1,480 |
| Other domestic debt securities | $11,350,000 | 1,028 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $11,350,000 | 240 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,373,000 | 3,656 |
| Mortgage-backed securities | $36,689,000 | 1,600 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,350,000 | 2,109 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $433,000 | 1,407 |
| Other commercial mortgage-backed securities | $25,906,000 | 288 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $82,269,000 | 1,860 |
| Total debt securities | $82,268,000 | 2,060 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $85,293,000 | 2,039 |
| U.S. Government securities | $42,723,000 | 2,224 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $42,723,000 | 1,842 |
| Securities issued by states & political subdivisions | $29,380,000 | 1,505 |
| Other domestic debt securities | $13,190,000 | 910 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $13,190,000 | 181 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,359,000 | 3,661 |
| Mortgage-backed securities | $38,551,000 | 1,569 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,861,000 | 2,070 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $611,000 | 1,345 |
| Other commercial mortgage-backed securities | $27,079,000 | 307 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $85,293,000 | 1,831 |
| Total debt securities | $85,292,000 | 2,027 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $88,837,000 | 2,020 |
| U.S. Government securities | $58,400,000 | 1,839 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $58,400,000 | 1,523 |
| Securities issued by states & political subdivisions | $30,437,000 | 1,532 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,398,000 | 3,682 |
| Mortgage-backed securities | $54,121,000 | 1,339 |
| Certificates of participation in pools of residential mortgages | $11,418,000 | 2,143 |
| Issued or guaranteed by U.S. | $11,418,000 | 2,089 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $5,000 | 2,872 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 2,800 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $42,698,000 | 394 |
| Commercial mortgage pass-through securities | $790,000 | 1,302 |
| Other commercial mortgage-backed securities | $41,908,000 | 279 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $88,837,000 | 1,850 |
| Total debt securities | $88,836,000 | 2,006 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $100,686,000 | 1,842 |
| U.S. Government securities | $68,095,000 | 1,638 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $68,095,000 | 1,393 |
| Securities issued by states & political subdivisions | $32,591,000 | 1,488 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,493,000 | 3,680 |
| Mortgage-backed securities | $63,522,000 | 1,229 |
| Certificates of participation in pools of residential mortgages | $12,864,000 | 2,060 |
| Issued or guaranteed by U.S. | $12,864,000 | 2,015 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $15,000 | 2,843 |
| CMOs issued by government agencies or sponsored agencies | $15,000 | 2,775 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $50,643,000 | 365 |
| Commercial mortgage pass-through securities | $4,122,000 | 775 |
| Other commercial mortgage-backed securities | $46,521,000 | 266 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $100,686,000 | 1,685 |
| Total debt securities | $100,684,000 | 1,827 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $108,878,000 | 1,665 |
| U.S. Government securities | $74,175,000 | 1,471 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $74,175,000 | 1,304 |
| Securities issued by states & political subdivisions | $34,703,000 | 1,462 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,579,000 | 3,673 |
| Mortgage-backed securities | $69,299,000 | 1,132 |
| Certificates of participation in pools of residential mortgages | $14,282,000 | 1,975 |
| Issued or guaranteed by U.S. | $14,282,000 | 1,920 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $24,000 | 2,824 |
| CMOs issued by government agencies or sponsored agencies | $24,000 | 2,768 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $54,993,000 | 350 |
| Commercial mortgage pass-through securities | $4,358,000 | 755 |
| Other commercial mortgage-backed securities | $50,635,000 | 255 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $108,878,000 | 1,551 |
| Total debt securities | $108,878,000 | 1,649 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $112,642,000 | 1,562 |
| U.S. Government securities | $78,539,000 | 1,345 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $78,539,000 | 1,205 |
| Securities issued by states & political subdivisions | $34,103,000 | 1,444 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,592,000 | 3,700 |
| Mortgage-backed securities | $73,577,000 | 1,069 |
| Certificates of participation in pools of residential mortgages | $15,623,000 | 1,886 |
| Issued or guaranteed by U.S. | $15,623,000 | 1,839 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $40,000 | 2,839 |
| CMOs issued by government agencies or sponsored agencies | $40,000 | 2,780 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $57,914,000 | 331 |
| Commercial mortgage pass-through securities | $4,578,000 | 727 |
| Other commercial mortgage-backed securities | $53,336,000 | 238 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $112,642,000 | 1,459 |
| Total debt securities | $112,642,000 | 1,543 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $99,837,000 | 1,636 |
| U.S. Government securities | $72,669,000 | 1,360 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $72,669,000 | 1,239 |
| Securities issued by states & political subdivisions | $27,168,000 | 1,660 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,567,000 | 3,728 |
| Mortgage-backed securities | $69,596,000 | 1,074 |
| Certificates of participation in pools of residential mortgages | $16,765,000 | 1,788 |
| Issued or guaranteed by U.S. | $16,765,000 | 1,743 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $67,000 | 2,793 |
| CMOs issued by government agencies or sponsored agencies | $67,000 | 2,744 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $52,764,000 | 329 |
| Commercial mortgage pass-through securities | $4,787,000 | 706 |
| Other commercial mortgage-backed securities | $47,977,000 | 247 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $99,837,000 | 1,521 |
| Total debt securities | $99,836,000 | 1,619 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $83,946,000 | 1,743 |
| U.S. Government securities | $68,297,000 | 1,309 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $68,297,000 | 1,218 |
| Securities issued by states & political subdivisions | $15,649,000 | 2,183 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,567,000 | 3,724 |
| Mortgage-backed securities | $65,297,000 | 1,058 |
| Certificates of participation in pools of residential mortgages | $18,171,000 | 1,633 |
| Issued or guaranteed by U.S. | $18,171,000 | 1,585 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $78,000 | 2,766 |
| CMOs issued by government agencies or sponsored agencies | $78,000 | 2,715 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $47,048,000 | 335 |
| Commercial mortgage pass-through securities | $4,985,000 | 680 |
| Other commercial mortgage-backed securities | $42,063,000 | 246 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $83,946,000 | 1,617 |
| Total debt securities | $83,945,000 | 1,727 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $60,495,000 | 2,062 |
| U.S. Government securities | $50,675,000 | 1,488 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $50,675,000 | 1,407 |
| Securities issued by states & political subdivisions | $9,820,000 | 2,632 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,576,000 | 3,738 |
| Mortgage-backed securities | $50,675,000 | 1,169 |
| Certificates of participation in pools of residential mortgages | $15,693,000 | 1,685 |
| Issued or guaranteed by U.S. | $15,693,000 | 1,644 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $94,000 | 2,760 |
| CMOs issued by government agencies or sponsored agencies | $94,000 | 2,702 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $34,888,000 | 375 |
| Commercial mortgage pass-through securities | $5,184,000 | 631 |
| Other commercial mortgage-backed securities | $29,704,000 | 275 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $60,495,000 | 1,935 |
| Total debt securities | $60,493,000 | 2,045 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $57,773,000 | 2,013 |
| U.S. Government securities | $53,835,000 | 1,370 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $53,835,000 | 1,299 |
| Securities issued by states & political subdivisions | $3,938,000 | 3,274 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,577,000 | 3,771 |
| Mortgage-backed securities | $53,835,000 | 1,100 |
| Certificates of participation in pools of residential mortgages | $17,363,000 | 1,551 |
| Issued or guaranteed by U.S. | $17,363,000 | 1,512 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $108,000 | 2,758 |
| CMOs issued by government agencies or sponsored agencies | $108,000 | 2,703 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $36,364,000 | 347 |
| Commercial mortgage pass-through securities | $10,224,000 | 414 |
| Other commercial mortgage-backed securities | $26,140,000 | 287 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $57,773,000 | 1,884 |
| Total debt securities | $57,772,000 | 1,995 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $61,709,000 | 1,870 |
| U.S. Government securities | $57,191,000 | 1,289 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $57,191,000 | 1,211 |
| Securities issued by states & political subdivisions | $4,518,000 | 3,126 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,576,000 | 3,813 |
| Mortgage-backed securities | $57,191,000 | 1,044 |
| Certificates of participation in pools of residential mortgages | $17,289,000 | 1,538 |
| Issued or guaranteed by U.S. | $17,289,000 | 1,496 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,328,000 | 2,030 |
| CMOs issued by government agencies or sponsored agencies | $2,328,000 | 1,982 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $37,574,000 | 335 |
| Commercial mortgage pass-through securities | $13,037,000 | 343 |
| Other commercial mortgage-backed securities | $24,537,000 | 298 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $61,709,000 | 1,746 |
| Total debt securities | $61,710,000 | 1,856 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $66,905,000 | 1,705 |
| U.S. Government securities | $62,557,000 | 1,207 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $62,557,000 | 1,142 |
| Securities issued by states & political subdivisions | $4,348,000 | 3,109 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,444,000 | 3,864 |
| Mortgage-backed securities | $62,557,000 | 962 |
| Certificates of participation in pools of residential mortgages | $18,173,000 | 1,488 |
| Issued or guaranteed by U.S. | $18,173,000 | 1,446 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $3,023,000 | 1,890 |
| CMOs issued by government agencies or sponsored agencies | $3,023,000 | 1,844 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $41,361,000 | 311 |
| Commercial mortgage pass-through securities | $18,774,000 | 255 |
| Other commercial mortgage-backed securities | $22,587,000 | 312 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $66,905,000 | 1,580 |
| Total debt securities | $66,905,000 | 1,686 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $82,605,000 | 1,461 |
| U.S. Government securities | $75,865,000 | 1,048 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $75,865,000 | 986 |
| Securities issued by states & political subdivisions | $6,740,000 | 2,722 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,397,000 | 669 |
| Mortgage-backed securities | $75,865,000 | 820 |
| Certificates of participation in pools of residential mortgages | $21,221,000 | 1,293 |
| Issued or guaranteed by U.S. | $21,221,000 | 1,260 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $3,908,000 | 1,750 |
| CMOs issued by government agencies or sponsored agencies | $3,908,000 | 1,703 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $50,736,000 | 271 |
| Commercial mortgage pass-through securities | $21,825,000 | 238 |
| Other commercial mortgage-backed securities | $28,911,000 | 262 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $82,605,000 | 1,355 |
| Total debt securities | $82,604,000 | 1,449 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $100,566,000 | 1,259 |
| U.S. Government securities | $93,817,000 | 895 |
| U.S. Treasury securities | $13,978,000 | 364 |
| U.S. Government agency obligations | $79,839,000 | 951 |
| Securities issued by states & political subdivisions | $6,749,000 | 2,728 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $92,836,000 | 571 |
| Mortgage-backed securities | $79,839,000 | 769 |
| Certificates of participation in pools of residential mortgages | $22,170,000 | 1,198 |
| Issued or guaranteed by U.S. | $22,170,000 | 1,165 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $4,076,000 | 1,729 |
| CMOs issued by government agencies or sponsored agencies | $4,076,000 | 1,686 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $53,593,000 | 265 |
| Commercial mortgage pass-through securities | $22,030,000 | 233 |
| Other commercial mortgage-backed securities | $31,563,000 | 247 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $100,566,000 | 1,143 |
| Total debt securities | $100,566,000 | 1,239 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $85,605,000 | 1,443 |
| U.S. Government securities | $78,539,000 | 1,050 |
| U.S. Treasury securities | $3,997,000 | 762 |
| U.S. Government agency obligations | $74,542,000 | 1,035 |
| Securities issued by states & political subdivisions | $7,066,000 | 2,746 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,278,000 | 668 |
| Mortgage-backed securities | $74,542,000 | 804 |
| Certificates of participation in pools of residential mortgages | $19,100,000 | 1,327 |
| Issued or guaranteed by U.S. | $19,100,000 | 1,309 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,149,000 | 2,312 |
| CMOs issued by government agencies or sponsored agencies | $1,149,000 | 2,266 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $54,293,000 | 261 |
| Commercial mortgage pass-through securities | $22,282,000 | 234 |
| Other commercial mortgage-backed securities | $32,011,000 | 236 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $85,605,000 | 1,323 |
| Total debt securities | $85,605,000 | 1,429 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $86,641,000 | 1,447 |
| U.S. Government securities | $74,992,000 | 1,087 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $74,992,000 | 1,027 |
| Securities issued by states & political subdivisions | $11,649,000 | 2,261 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,078,000 | 778 |
| Mortgage-backed securities | $72,002,000 | 815 |
| Certificates of participation in pools of residential mortgages | $19,914,000 | 1,308 |
| Issued or guaranteed by U.S. | $19,914,000 | 1,291 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,220,000 | 2,296 |
| CMOs issued by government agencies or sponsored agencies | $1,220,000 | 2,247 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $50,868,000 | 256 |
| Commercial mortgage pass-through securities | $22,242,000 | 236 |
| Other commercial mortgage-backed securities | $28,626,000 | 238 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $86,641,000 | 1,319 |
| Total debt securities | $86,641,000 | 1,435 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $88,808,000 | 1,431 |
| U.S. Government securities | $76,290,000 | 1,081 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $76,290,000 | 1,025 |
| Securities issued by states & political subdivisions | $12,518,000 | 2,229 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,821,000 | 959 |
| Mortgage-backed securities | $73,310,000 | 800 |
| Certificates of participation in pools of residential mortgages | $20,633,000 | 1,275 |
| Issued or guaranteed by U.S. | $20,633,000 | 1,264 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,276,000 | 2,294 |
| CMOs issued by government agencies or sponsored agencies | $1,276,000 | 2,243 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $51,401,000 | 249 |
| Commercial mortgage pass-through securities | $22,282,000 | 221 |
| Other commercial mortgage-backed securities | $29,119,000 | 225 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $88,808,000 | 1,309 |
| Total debt securities | $88,808,000 | 1,414 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $91,746,000 | 1,391 |
| U.S. Government securities | $78,955,000 | 1,052 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $78,955,000 | 995 |
| Securities issued by states & political subdivisions | $12,791,000 | 2,231 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,852,000 | 766 |
| Mortgage-backed securities | $75,983,000 | 774 |
| Certificates of participation in pools of residential mortgages | $21,641,000 | 1,256 |
| Issued or guaranteed by U.S. | $21,641,000 | 1,250 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,346,000 | 2,270 |
| CMOs issued by government agencies or sponsored agencies | $1,346,000 | 2,219 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $52,996,000 | 243 |
| Commercial mortgage pass-through securities | $22,384,000 | 217 |
| Other commercial mortgage-backed securities | $30,612,000 | 209 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $91,746,000 | 1,269 |
| Total debt securities | $91,746,000 | 1,369 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $98,278,000 | 1,336 |
| U.S. Government securities | $85,208,000 | 1,002 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $85,208,000 | 953 |
| Securities issued by states & political subdivisions | $13,070,000 | 2,246 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,574,000 | 779 |
| Mortgage-backed securities | $82,242,000 | 742 |
| Certificates of participation in pools of residential mortgages | $23,059,000 | 1,240 |
| Issued or guaranteed by U.S. | $23,059,000 | 1,201 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,467,000 | 2,244 |
| CMOs issued by government agencies or sponsored agencies | $1,467,000 | 2,193 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $57,716,000 | 219 |
| Commercial mortgage pass-through securities | $22,610,000 | 210 |
| Other commercial mortgage-backed securities | $35,106,000 | 181 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $98,278,000 | 1,213 |
| Total debt securities | $98,278,000 | 1,313 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $104,332,000 | 1,272 |
| U.S. Government securities | $91,041,000 | 955 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $91,041,000 | 912 |
| Securities issued by states & political subdivisions | $13,291,000 | 2,266 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,858,000 | 682 |
| Mortgage-backed securities | $88,078,000 | 705 |
| Certificates of participation in pools of residential mortgages | $24,593,000 | 1,210 |
| Issued or guaranteed by U.S. | $24,593,000 | 1,207 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,575,000 | 2,209 |
| CMOs issued by government agencies or sponsored agencies | $1,575,000 | 2,153 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $61,910,000 | 201 |
| Commercial mortgage pass-through securities | $22,932,000 | 170 |
| Other commercial mortgage-backed securities | $38,978,000 | 174 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $104,332,000 | 1,146 |
| Total debt securities | $104,328,000 | 1,254 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $109,943,000 | 1,227 |
| U.S. Government securities | $96,510,000 | 904 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $96,510,000 | 866 |
| Securities issued by states & political subdivisions | $13,433,000 | 2,321 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $97,951,000 | 616 |
| Mortgage-backed securities | $93,538,000 | 676 |
| Certificates of participation in pools of residential mortgages | $26,516,000 | 1,164 |
| Issued or guaranteed by U.S. | $26,516,000 | 1,162 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,715,000 | 2,160 |
| CMOs issued by government agencies or sponsored agencies | $1,715,000 | 2,102 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $65,307,000 | 188 |
| Commercial mortgage pass-through securities | $23,501,000 | 161 |
| Other commercial mortgage-backed securities | $41,806,000 | 163 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $109,943,000 | 1,099 |
| Total debt securities | $109,943,000 | 1,210 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $116,906,000 | 1,169 |
| U.S. Government securities | $103,276,000 | 867 |
| U.S. Treasury securities | $5,998,000 | 504 |
| U.S. Government agency obligations | $97,278,000 | 871 |
| Securities issued by states & political subdivisions | $13,630,000 | 2,338 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $103,340,000 | 589 |
| Mortgage-backed securities | $94,290,000 | 663 |
| Certificates of participation in pools of residential mortgages | $28,123,000 | 1,137 |
| Issued or guaranteed by U.S. | $28,123,000 | 1,135 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,899,000 | 2,124 |
| CMOs issued by government agencies or sponsored agencies | $1,899,000 | 2,065 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $64,268,000 | 191 |
| Commercial mortgage pass-through securities | $20,537,000 | 186 |
| Other commercial mortgage-backed securities | $43,731,000 | 149 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $116,906,000 | 1,034 |
| Total debt securities | $116,905,000 | 1,151 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $114,378,000 | 1,208 |
| U.S. Government securities | $99,924,000 | 904 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $99,924,000 | 858 |
| Securities issued by states & political subdivisions | $14,454,000 | 2,290 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,930,000 | 608 |
| Mortgage-backed securities | $96,935,000 | 655 |
| Certificates of participation in pools of residential mortgages | $29,652,000 | 1,116 |
| Issued or guaranteed by U.S. | $29,652,000 | 1,115 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,090,000 | 2,097 |
| CMOs issued by government agencies or sponsored agencies | $2,090,000 | 2,031 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $65,193,000 | 187 |
| Commercial mortgage pass-through securities | $20,781,000 | 177 |
| Other commercial mortgage-backed securities | $44,412,000 | 146 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $114,378,000 | 1,067 |
| Total debt securities | $114,378,000 | 1,186 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $118,372,000 | 1,176 |
| U.S. Government securities | $103,907,000 | 898 |
| U.S. Treasury securities | $4,991,000 | 604 |
| U.S. Government agency obligations | $98,916,000 | 892 |
| Securities issued by states & political subdivisions | $14,465,000 | 2,299 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $103,918,000 | 600 |
| Mortgage-backed securities | $95,927,000 | 686 |
| Certificates of participation in pools of residential mortgages | $30,770,000 | 1,114 |
| Issued or guaranteed by U.S. | $30,770,000 | 1,113 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,308,000 | 2,064 |
| CMOs issued by government agencies or sponsored agencies | $2,308,000 | 1,998 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $62,849,000 | 185 |
| Commercial mortgage pass-through securities | $20,770,000 | 170 |
| Other commercial mortgage-backed securities | $42,079,000 | 147 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $118,372,000 | 1,041 |
| Total debt securities | $118,372,000 | 1,156 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $116,799,000 | 1,182 |
| U.S. Government securities | $102,424,000 | 885 |
| U.S. Treasury securities | $9,989,000 | 409 |
| U.S. Government agency obligations | $92,435,000 | 916 |
| Securities issued by states & political subdivisions | $14,375,000 | 2,318 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $102,428,000 | 588 |
| Mortgage-backed securities | $89,452,000 | 719 |
| Certificates of participation in pools of residential mortgages | $32,009,000 | 1,073 |
| Issued or guaranteed by U.S. | $32,009,000 | 1,072 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,652,000 | 1,976 |
| CMOs issued by government agencies or sponsored agencies | $2,652,000 | 1,908 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $54,791,000 | 192 |
| Commercial mortgage pass-through securities | $15,946,000 | 199 |
| Other commercial mortgage-backed securities | $38,845,000 | 148 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $116,799,000 | 1,040 |
| Total debt securities | $116,800,000 | 1,164 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $130,864,000 | 1,068 |
| U.S. Government securities | $116,044,000 | 795 |
| U.S. Treasury securities | $17,988,000 | 255 |
| U.S. Government agency obligations | $98,056,000 | 866 |
| Securities issued by states & political subdivisions | $14,820,000 | 2,291 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $116,028,000 | 527 |
| Mortgage-backed securities | $75,041,000 | 825 |
| Certificates of participation in pools of residential mortgages | $29,709,000 | 1,160 |
| Issued or guaranteed by U.S. | $29,709,000 | 1,159 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,108,000 | 1,900 |
| CMOs issued by government agencies or sponsored agencies | $3,108,000 | 1,835 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $42,224,000 | 210 |
| Commercial mortgage pass-through securities | $12,451,000 | 217 |
| Other commercial mortgage-backed securities | $29,773,000 | 162 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $130,864,000 | 938 |
| Total debt securities | $130,864,000 | 1,056 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $118,697,000 | 1,180 |
| U.S. Government securities | $103,625,000 | 878 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $103,625,000 | 838 |
| Securities issued by states & political subdivisions | $15,072,000 | 2,272 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $103,609,000 | 591 |
| Mortgage-backed securities | $60,633,000 | 973 |
| Certificates of participation in pools of residential mortgages | $24,329,000 | 1,355 |
| Issued or guaranteed by U.S. | $24,329,000 | 1,351 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,571,000 | 1,841 |
| CMOs issued by government agencies or sponsored agencies | $3,571,000 | 1,771 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $32,733,000 | 218 |
| Commercial mortgage pass-through securities | $12,682,000 | 210 |
| Other commercial mortgage-backed securities | $20,051,000 | 186 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $118,697,000 | 1,045 |
| Total debt securities | $118,697,000 | 1,159 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $122,827,000 | 1,154 |
| U.S. Government securities | $107,818,000 | 866 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $107,818,000 | 831 |
| Securities issued by states & political subdivisions | $15,009,000 | 2,269 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $107,814,000 | 587 |
| Mortgage-backed securities | $62,908,000 | 940 |
| Certificates of participation in pools of residential mortgages | $25,453,000 | 1,298 |
| Issued or guaranteed by U.S. | $25,453,000 | 1,297 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,007,000 | 1,768 |
| CMOs issued by government agencies or sponsored agencies | $4,007,000 | 1,702 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $33,448,000 | 201 |
| Commercial mortgage pass-through securities | $12,677,000 | 202 |
| Other commercial mortgage-backed securities | $20,771,000 | 173 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $122,827,000 | 1,014 |
| Total debt securities | $122,827,000 | 1,139 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 623 |
| Fair value | $1,998,000 | 658 |
| 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 | $81,997,000 | 1,682 |
| U.S. Government securities | $65,157,000 | 1,358 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $65,157,000 | 1,294 |
| Securities issued by states & political subdivisions | $16,840,000 | 2,111 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,108,000 | 918 |
| Mortgage-backed securities | $60,200,000 | 977 |
| Certificates of participation in pools of residential mortgages | $21,061,000 | 1,516 |
| Issued or guaranteed by U.S. | $21,061,000 | 1,515 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,451,000 | 1,716 |
| CMOs issued by government agencies or sponsored agencies | $4,451,000 | 1,654 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $34,688,000 | 188 |
| Commercial mortgage pass-through securities | $12,775,000 | 188 |
| Other commercial mortgage-backed securities | $21,913,000 | 149 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $81,997,000 | 1,515 |
| Total debt securities | $81,996,000 | 1,656 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 708 |
| Fair value | $1,985,000 | 770 |
| 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 | $76,827,000 | 1,775 |
| U.S. Government securities | $60,103,000 | 1,471 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $60,103,000 | 1,404 |
| Securities issued by states & political subdivisions | $16,724,000 | 2,114 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,556,000 | 976 |
| Mortgage-backed securities | $55,112,000 | 1,043 |
| Certificates of participation in pools of residential mortgages | $18,919,000 | 1,633 |
| Issued or guaranteed by U.S. | $18,919,000 | 1,633 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $4,948,000 | 1,654 |
| CMOs issued by government agencies or sponsored agencies | $4,948,000 | 1,594 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $31,245,000 | 186 |
| Commercial mortgage pass-through securities | $12,980,000 | 177 |
| Other commercial mortgage-backed securities | $18,265,000 | 162 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $76,827,000 | 1,600 |
| Total debt securities | $76,828,000 | 1,749 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 822 |
| Fair value | $1,998,000 | 860 |
| 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 | $71,776,000 | 1,926 |
| U.S. Government securities | $54,983,000 | 1,626 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $54,983,000 | 1,551 |
| Securities issued by states & political subdivisions | $16,793,000 | 2,088 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,403,000 | 1,093 |
| Mortgage-backed securities | $50,045,000 | 1,172 |
| Certificates of participation in pools of residential mortgages | $19,883,000 | 1,628 |
| Issued or guaranteed by U.S. | $19,883,000 | 1,628 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,656,000 | 1,624 |
| CMOs issued by government agencies or sponsored agencies | $5,656,000 | 1,555 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $24,506,000 | 207 |
| Commercial mortgage pass-through securities | $4,999,000 | 288 |
| Other commercial mortgage-backed securities | $19,507,000 | 145 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $71,776,000 | 1,740 |
| Total debt securities | $71,776,000 | 1,905 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 930 |
| Fair value | $1,963,000 | 1,009 |
| 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 | $70,753,000 | 1,976 |
| U.S. Government securities | $54,335,000 | 1,681 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $54,335,000 | 1,604 |
| Securities issued by states & political subdivisions | $16,418,000 | 2,114 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,466,000 | 1,102 |
| Mortgage-backed securities | $45,377,000 | 1,280 |
| Certificates of participation in pools of residential mortgages | $13,645,000 | 2,075 |
| Issued or guaranteed by U.S. | $13,645,000 | 2,075 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $6,882,000 | 1,534 |
| CMOs issued by government agencies or sponsored agencies | $6,882,000 | 1,471 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $24,850,000 | 200 |
| Commercial mortgage pass-through securities | $5,023,000 | 281 |
| Other commercial mortgage-backed securities | $19,827,000 | 138 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $70,753,000 | 1,797 |
| Total debt securities | $70,754,000 | 1,960 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 502 |
| Fair value | $5,979,000 | 522 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $75,091,000 | 1,882 |
| U.S. Government securities | $54,177,000 | 1,683 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $54,177,000 | 1,610 |
| Securities issued by states & political subdivisions | $15,873,000 | 2,178 |
| Other domestic debt securities | $5,041,000 | 865 |
| Privately issued residential mortgage-backed securities | $5,041,000 | 191 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,352,000 | 1,011 |
| Mortgage-backed securities | $48,327,000 | 1,241 |
| Certificates of participation in pools of residential mortgages | $14,447,000 | 2,061 |
| Issued or guaranteed by U.S. | $14,447,000 | 2,058 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $13,332,000 | 1,124 |
| CMOs issued by government agencies or sponsored agencies | $8,291,000 | 1,374 |
| Privately issued | $5,041,000 | 180 |
| Commercial mortgage-backed securities | $20,548,000 | 217 |
| Commercial mortgage pass-through securities | $7,108,000 | 232 |
| Other commercial mortgage-backed securities | $13,440,000 | 163 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $75,091,000 | 1,696 |
| Total debt securities | $75,092,000 | 1,859 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 434 |
| Fair value | $7,944,000 | 442 |
| 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 | $72,152,000 | 1,990 |
| U.S. Government securities | $56,323,000 | 1,670 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $56,323,000 | 1,605 |
| Securities issued by states & political subdivisions | $15,829,000 | 2,188 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,456,000 | 1,063 |
| Mortgage-backed securities | $45,593,000 | 1,332 |
| Certificates of participation in pools of residential mortgages | $15,116,000 | 2,083 |
| Issued or guaranteed by U.S. | $15,116,000 | 2,080 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $9,829,000 | 1,356 |
| CMOs issued by government agencies or sponsored agencies | $9,829,000 | 1,287 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $20,648,000 | 210 |
| Commercial mortgage pass-through securities | $7,029,000 | 230 |
| Other commercial mortgage-backed securities | $13,619,000 | 153 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $72,152,000 | 1,790 |
| Total debt securities | $72,152,000 | 1,970 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 473 |
| Fair value | $7,809,000 | 482 |
| 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 | $75,095,000 | 1,930 |
| U.S. Government securities | $59,242,000 | 1,624 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $59,242,000 | 1,562 |
| Securities issued by states & political subdivisions | $15,853,000 | 2,200 |
| 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 | $59,376,000 | 1,011 |
| Mortgage-backed securities | $48,583,000 | 1,282 |
| Certificates of participation in pools of residential mortgages | $16,147,000 | 2,039 |
| Issued or guaranteed by U.S. | $16,147,000 | 2,038 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $11,398,000 | 1,274 |
| CMOs issued by government agencies or sponsored agencies | $11,398,000 | 1,211 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $21,038,000 | 200 |
| Commercial mortgage pass-through securities | $6,995,000 | 224 |
| Other commercial mortgage-backed securities | $14,043,000 | 144 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $75,095,000 | 1,734 |
| Total debt securities | $75,095,000 | 1,908 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 501 |
| Fair value | $7,762,000 | 510 |
| 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 | $72,372,000 | 2,007 |
| U.S. Government securities | $56,679,000 | 1,684 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $56,679,000 | 1,626 |
| Securities issued by states & political subdivisions | $15,693,000 | 2,232 |
| 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 | $54,730,000 | 1,088 |
| Mortgage-backed securities | $46,151,000 | 1,340 |
| Certificates of participation in pools of residential mortgages | $14,632,000 | 2,185 |
| Issued or guaranteed by U.S. | $14,632,000 | 2,184 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $12,393,000 | 1,212 |
| CMOs issued by government agencies or sponsored agencies | $12,393,000 | 1,150 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $19,126,000 | 203 |
| Commercial mortgage pass-through securities | $6,964,000 | 211 |
| Other commercial mortgage-backed securities | $12,162,000 | 145 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $72,372,000 | 1,813 |
| Total debt securities | $72,371,000 | 1,988 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 525 |
| Fair value | $7,650,000 | 531 |
| 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 | $70,346,000 | 2,048 |
| U.S. Government securities | $54,975,000 | 1,728 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $54,975,000 | 1,670 |
| Securities issued by states & political subdivisions | $15,371,000 | 2,258 |
| 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 | $55,109,000 | 1,078 |
| Mortgage-backed securities | $44,624,000 | 1,375 |
| Certificates of participation in pools of residential mortgages | $15,280,000 | 2,122 |
| Issued or guaranteed by U.S. | $15,280,000 | 2,120 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $13,134,000 | 1,175 |
| CMOs issued by government agencies or sponsored agencies | $13,134,000 | 1,113 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $16,210,000 | 214 |
| Commercial mortgage pass-through securities | $4,879,000 | 248 |
| Other commercial mortgage-backed securities | $11,331,000 | 139 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $70,346,000 | 1,831 |
| Total debt securities | $70,347,000 | 2,022 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 508 |
| Fair value | $7,486,000 | 518 |
| 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 | $70,563,000 | 2,048 |
| U.S. Government securities | $55,273,000 | 1,728 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $55,273,000 | 1,676 |
| Securities issued by states & political subdivisions | $15,290,000 | 2,266 |
| 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 | $55,389,000 | 1,052 |
| Mortgage-backed securities | $44,897,000 | 1,397 |
| Certificates of participation in pools of residential mortgages | $13,827,000 | 2,255 |
| Issued or guaranteed by U.S. | $13,827,000 | 2,252 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $14,808,000 | 1,121 |
| CMOs issued by government agencies or sponsored agencies | $14,808,000 | 1,057 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $16,262,000 | 209 |
| Commercial mortgage pass-through securities | $4,867,000 | 231 |
| Other commercial mortgage-backed securities | $11,395,000 | 140 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $70,563,000 | 1,845 |
| Total debt securities | $70,564,000 | 2,028 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 500 |
| Fair value | $7,501,000 | 514 |
| 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 | $62,632,000 | 2,246 |
| U.S. Government securities | $50,300,000 | 1,856 |
| U.S. Treasury securities | $5,000,000 | 434 |
| U.S. Government agency obligations | $45,300,000 | 1,974 |
| Securities issued by states & political subdivisions | $12,332,000 | 2,553 |
| 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 | $48,105,000 | 1,167 |
| Mortgage-backed securities | $29,580,000 | 1,863 |
| Certificates of participation in pools of residential mortgages | $2,934,000 | 4,008 |
| Issued or guaranteed by U.S. | $2,934,000 | 4,002 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $20,685,000 | 929 |
| CMOs issued by government agencies or sponsored agencies | $20,685,000 | 878 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $5,961,000 | 339 |
| Commercial mortgage pass-through securities | $4,925,000 | 231 |
| Other commercial mortgage-backed securities | $1,036,000 | 376 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $62,632,000 | 2,043 |
| Total debt securities | $62,631,000 | 2,224 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 481 |
| Fair value | $7,817,000 | 484 |
| 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 | $54,354,000 | 2,521 |
| U.S. Government securities | $51,603,000 | 1,857 |
| U.S. Treasury securities | $4,998,000 | 465 |
| U.S. Government agency obligations | $46,605,000 | 1,955 |
| Securities issued by states & political subdivisions | $2,751,000 | 4,333 |
| 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 | $46,154,000 | 1,219 |
| Mortgage-backed securities | $35,609,000 | 1,681 |
| Certificates of participation in pools of residential mortgages | $0 | 5,582 |
| Issued or guaranteed by U.S. | $0 | 5,574 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $32,367,000 | 709 |
| CMOs issued by government agencies or sponsored agencies | $32,367,000 | 665 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $3,242,000 | 403 |
| Commercial mortgage pass-through securities | $2,194,000 | 304 |
| Other commercial mortgage-backed securities | $1,048,000 | 310 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $54,354,000 | 2,319 |
| Total debt securities | $54,354,000 | 2,498 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,189 |
| Fair value | $2,000,000 | 1,231 |
| 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 | $65,194,000 | 2,146 |
| U.S. Government securities | $64,692,000 | 1,512 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $64,692,000 | 1,464 |
| Securities issued by states & political subdivisions | $502,000 | 5,263 |
| 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 | $64,257,000 | 901 |
| Mortgage-backed securities | $40,697,000 | 1,515 |
| Certificates of participation in pools of residential mortgages | $0 | 5,614 |
| Issued or guaranteed by U.S. | $0 | 5,608 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $40,697,000 | 594 |
| CMOs issued by government agencies or sponsored agencies | $40,697,000 | 552 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $65,194,000 | 1,962 |
| Total debt securities | $65,194,000 | 2,125 |
| 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 | $66,316,000 | 2,132 |
| U.S. Government securities | $65,813,000 | 1,528 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $65,813,000 | 1,480 |
| Securities issued by states & political subdivisions | $503,000 | 5,304 |
| 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 | $62,507,000 | 923 |
| Mortgage-backed securities | $55,815,000 | 1,252 |
| Certificates of participation in pools of residential mortgages | $0 | 5,717 |
| Issued or guaranteed by U.S. | $0 | 5,706 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $55,815,000 | 502 |
| CMOs issued by government agencies or sponsored agencies | $55,815,000 | 468 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $66,316,000 | 1,945 |
| Total debt securities | $66,316,000 | 2,111 |
| 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 | $71,081,000 | 2,005 |
| U.S. Government securities | $70,577,000 | 1,456 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $70,577,000 | 1,415 |
| Securities issued by states & political subdivisions | $504,000 | 5,306 |
| 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 | $61,933,000 | 947 |
| Mortgage-backed securities | $60,578,000 | 1,189 |
| Certificates of participation in pools of residential mortgages | $0 | 5,754 |
| Issued or guaranteed by U.S. | $0 | 5,744 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $60,578,000 | 484 |
| CMOs issued by government agencies or sponsored agencies | $60,578,000 | 454 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $71,081,000 | 1,827 |
| Total debt securities | $71,081,000 | 1,989 |
| 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 | $55,365,000 | 2,480 |
| U.S. Government securities | $54,860,000 | 1,826 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $54,860,000 | 1,781 |
| Securities issued by states & political subdivisions | $505,000 | 5,300 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,584,000 | 1,166 |
| Mortgage-backed securities | $54,860,000 | 1,293 |
| Certificates of participation in pools of residential mortgages | $4,000 | 5,718 |
| Issued or guaranteed by U.S. | $4,000 | 5,709 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $54,856,000 | 543 |
| CMOs issued by government agencies or sponsored agencies | $54,856,000 | 501 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $55,365,000 | 2,270 |
| Total debt securities | $55,365,000 | 2,465 |
| 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 | $49,287,000 | 2,616 |
| U.S. Government securities | $48,781,000 | 1,936 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $48,781,000 | 1,884 |
| Securities issued by states & political subdivisions | $506,000 | 5,294 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,810,000 | 1,142 |
| Mortgage-backed securities | $48,781,000 | 1,333 |
| Certificates of participation in pools of residential mortgages | $22,000 | 5,596 |
| Issued or guaranteed by U.S. | $22,000 | 5,585 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $48,759,000 | 579 |
| CMOs issued by government agencies or sponsored agencies | $48,759,000 | 508 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $49,287,000 | 2,378 |
| Total debt securities | $49,286,000 | 2,596 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $47,125,000 | 2,652 |
| U.S. Government securities | $46,619,000 | 1,936 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $46,619,000 | 1,882 |
| Securities issued by states & political subdivisions | $506,000 | 5,288 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,669,000 | 1,344 |
| Mortgage-backed securities | $46,619,000 | 1,339 |
| Certificates of participation in pools of residential mortgages | $45,000 | 5,546 |
| Issued or guaranteed by U.S. | $45,000 | 5,532 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $46,574,000 | 617 |
| CMOs issued by government agencies or sponsored agencies | $46,574,000 | 538 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $47,125,000 | 2,419 |
| Total debt securities | $47,125,000 | 2,624 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $41,775,000 | 2,914 |
| U.S. Government securities | $41,271,000 | 2,162 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $41,271,000 | 2,102 |
| Securities issued by states & political subdivisions | $504,000 | 5,265 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,956,000 | 1,456 |
| Mortgage-backed securities | $41,271,000 | 1,431 |
| Certificates of participation in pools of residential mortgages | $70,000 | 5,513 |
| Issued or guaranteed by U.S. | $70,000 | 5,503 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $41,201,000 | 664 |
| CMOs issued by government agencies or sponsored agencies | $41,201,000 | 582 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $41,775,000 | 2,656 |
| Total debt securities | $41,775,000 | 2,894 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $38,420,000 | 3,068 |
| U.S. Government securities | $37,910,000 | 2,297 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $37,910,000 | 2,229 |
| Securities issued by states & political subdivisions | $510,000 | 5,265 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,146,000 | 1,509 |
| Mortgage-backed securities | $37,910,000 | 1,502 |
| Certificates of participation in pools of residential mortgages | $94,000 | 5,469 |
| Issued or guaranteed by U.S. | $94,000 | 5,457 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $37,816,000 | 697 |
| CMOs issued by government agencies or sponsored agencies | $37,816,000 | 598 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $38,420,000 | 2,790 |
| Total debt securities | $38,420,000 | 3,045 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $40,085,000 | 2,898 |
| U.S. Government securities | $40,085,000 | 2,095 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $40,085,000 | 2,023 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,727,000 | 1,382 |
| Mortgage-backed securities | $40,085,000 | 1,402 |
| Certificates of participation in pools of residential mortgages | $121,000 | 5,414 |
| Issued or guaranteed by U.S. | $121,000 | 5,401 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $39,964,000 | 649 |
| CMOs issued by government agencies or sponsored agencies | $39,964,000 | 546 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $40,085,000 | 2,627 |
| Total debt securities | $40,084,000 | 2,874 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $39,019,000 | 2,908 |
| U.S. Government securities | $39,019,000 | 2,132 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $39,019,000 | 2,059 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,364,000 | 1,365 |
| Mortgage-backed securities | $39,019,000 | 1,397 |
| Certificates of participation in pools of residential mortgages | $160,000 | 5,378 |
| Issued or guaranteed by U.S. | $160,000 | 5,365 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $38,859,000 | 650 |
| CMOs issued by government agencies or sponsored agencies | $38,859,000 | 545 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $39,019,000 | 2,630 |
| Total debt securities | $39,019,000 | 2,883 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $37,171,000 | 3,009 |
| U.S. Government securities | $37,171,000 | 2,243 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $37,171,000 | 2,171 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,255,000 | 1,645 |
| Mortgage-backed securities | $37,171,000 | 1,426 |
| Certificates of participation in pools of residential mortgages | $216,000 | 5,369 |
| Issued or guaranteed by U.S. | $216,000 | 5,357 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $36,955,000 | 652 |
| CMOs issued by government agencies or sponsored agencies | $36,955,000 | 536 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $37,171,000 | 2,713 |
| Total debt securities | $37,171,000 | 2,980 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $37,696,000 | 2,993 |
| U.S. Government securities | $37,696,000 | 2,267 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $37,696,000 | 2,201 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,552,000 | 1,562 |
| Mortgage-backed securities | $34,194,000 | 1,571 |
| Certificates of participation in pools of residential mortgages | $263,000 | 5,430 |
| Issued or guaranteed by U.S. | $263,000 | 5,419 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $33,931,000 | 694 |
| CMOs issued by government agencies or sponsored agencies | $33,931,000 | 568 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $37,696,000 | 2,681 |
| Total debt securities | $37,696,000 | 2,966 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $29,875,000 | 3,495 |
| U.S. Government securities | $29,875,000 | 2,688 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $29,875,000 | 2,618 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,866,000 | 1,821 |
| Mortgage-backed securities | $26,367,000 | 1,909 |
| Certificates of participation in pools of residential mortgages | $296,000 | 5,466 |
| Issued or guaranteed by U.S. | $296,000 | 5,453 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $26,071,000 | 796 |
| CMOs issued by government agencies or sponsored agencies | $26,071,000 | 633 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $29,875,000 | 3,168 |
| Total debt securities | $29,875,000 | 3,463 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $28,837,000 | 3,586 |
| U.S. Government securities | $28,837,000 | 2,757 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $28,837,000 | 2,691 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,346,000 | 1,880 |
| Mortgage-backed securities | $25,325,000 | 2,006 |
| Certificates of participation in pools of residential mortgages | $331,000 | 5,506 |
| Issued or guaranteed by U.S. | $331,000 | 5,490 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $24,994,000 | 800 |
| CMOs issued by government agencies or sponsored agencies | $24,994,000 | 634 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $28,837,000 | 3,237 |
| Total debt securities | $28,837,000 | 3,546 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $29,171,000 | 3,518 |
| U.S. Government securities | $29,171,000 | 2,684 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $29,171,000 | 2,619 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,093,000 | 1,711 |
| Mortgage-backed securities | $22,657,000 | 2,185 |
| Certificates of participation in pools of residential mortgages | $365,000 | 5,539 |
| Issued or guaranteed by U.S. | $365,000 | 5,521 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $22,292,000 | 848 |
| CMOs issued by government agencies or sponsored agencies | $22,292,000 | 648 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $29,171,000 | 3,150 |
| Total debt securities | $29,171,000 | 3,481 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $26,292,000 | 3,778 |
| U.S. Government securities | $26,292,000 | 2,941 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $26,292,000 | 2,879 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,210,000 | 1,872 |
| Mortgage-backed securities | $15,446,000 | 2,780 |
| Certificates of participation in pools of residential mortgages | $412,000 | 5,563 |
| Issued or guaranteed by U.S. | $412,000 | 5,548 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $15,034,000 | 1,080 |
| CMOs issued by government agencies or sponsored agencies | $15,034,000 | 839 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $26,292,000 | 3,398 |
| Total debt securities | $26,294,000 | 3,746 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $24,064,000 | 3,983 |
| U.S. Government securities | $24,064,000 | 3,107 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $24,064,000 | 3,045 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $861,000 | 6,121 |
| Mortgage-backed securities | $11,198,000 | 3,197 |
| Certificates of participation in pools of residential mortgages | $464,000 | 5,537 |
| Issued or guaranteed by U.S. | $464,000 | 5,521 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $10,734,000 | 1,267 |
| CMOs issued by government agencies or sponsored agencies | $10,734,000 | 998 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $24,064,000 | 3,568 |
| Total debt securities | $24,064,000 | 3,940 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $32,679,000 | 3,188 |
| U.S. Government securities | $32,679,000 | 2,413 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $32,679,000 | 2,365 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,162,000 | 1,931 |
| Mortgage-backed securities | $10,681,000 | 3,176 |
| Certificates of participation in pools of residential mortgages | $499,000 | 5,504 |
| Issued or guaranteed by U.S. | $499,000 | 5,489 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $10,182,000 | 1,257 |
| CMOs issued by government agencies or sponsored agencies | $10,182,000 | 976 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $32,679,000 | 2,835 |
| Total debt securities | $32,679,000 | 3,156 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $34,156,000 | 3,133 |
| U.S. Government securities | $34,156,000 | 2,359 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $34,156,000 | 2,308 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,892,000 | 1,833 |
| Mortgage-backed securities | $11,502,000 | 3,032 |
| Certificates of participation in pools of residential mortgages | $579,000 | 5,449 |
| Issued or guaranteed by U.S. | $579,000 | 5,428 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $10,923,000 | 1,202 |
| CMOs issued by government agencies or sponsored agencies | $10,923,000 | 941 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $34,156,000 | 2,802 |
| Total debt securities | $34,156,000 | 3,094 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $30,162,000 | 3,422 |
| U.S. Government securities | $30,162,000 | 2,604 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $30,162,000 | 2,553 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,927,000 | 1,962 |
| Mortgage-backed securities | $12,453,000 | 2,842 |
| Certificates of participation in pools of residential mortgages | $625,000 | 5,373 |
| Issued or guaranteed by U.S. | $625,000 | 5,347 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $11,828,000 | 1,127 |
| CMOs issued by government agencies or sponsored agencies | $11,828,000 | 879 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $30,162,000 | 3,044 |
| Total debt securities | $30,161,000 | 3,375 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $27,563,000 | 3,648 |
| U.S. Government securities | $27,563,000 | 2,850 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $27,563,000 | 2,793 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,922,000 | 1,755 |
| Mortgage-backed securities | $7,634,000 | 3,281 |
| Certificates of participation in pools of residential mortgages | $769,000 | 5,095 |
| Issued or guaranteed by U.S. | $769,000 | 5,074 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $6,865,000 | 1,406 |
| CMOs issued by government agencies or sponsored agencies | $6,865,000 | 1,159 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $27,563,000 | 3,227 |
| Total debt securities | $27,564,000 | 3,594 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $30,910,000 | 3,380 |
| U.S. Government securities | $30,910,000 | 2,628 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $30,910,000 | 2,573 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,536,000 | 1,587 |
| Mortgage-backed securities | $8,596,000 | 2,966 |
| Certificates of participation in pools of residential mortgages | $1,190,000 | 4,664 |
| Issued or guaranteed by U.S. | $1,190,000 | 4,650 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $7,406,000 | 1,310 |
| CMOs issued by government agencies or sponsored agencies | $7,406,000 | 1,062 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $30,910,000 | 2,967 |
| Total debt securities | $30,911,000 | 3,341 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $31,715,000 | 3,301 |
| U.S. Government securities | $31,715,000 | 2,563 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $31,715,000 | 2,494 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,062,000 | 1,535 |
| Mortgage-backed securities | $9,478,000 | 2,764 |
| Certificates of participation in pools of residential mortgages | $1,490,000 | 4,474 |
| Issued or guaranteed by U.S. | $1,490,000 | 4,460 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $7,988,000 | 1,225 |
| CMOs issued by government agencies or sponsored agencies | $7,988,000 | 990 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $31,715,000 | 2,892 |
| Total debt securities | $31,715,000 | 3,261 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $32,902,000 | 3,227 |
| U.S. Government securities | $32,902,000 | 2,497 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $32,902,000 | 2,424 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,397,000 | 1,543 |
| Mortgage-backed securities | $10,616,000 | 2,570 |
| Certificates of participation in pools of residential mortgages | $1,627,000 | 4,397 |
| Issued or guaranteed by U.S. | $1,627,000 | 4,380 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $8,989,000 | 1,122 |
| CMOs issued by government agencies or sponsored agencies | $8,989,000 | 911 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $32,902,000 | 2,801 |
| Total debt securities | $32,902,000 | 3,188 |
| 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 | $33,859,000 | 3,177 |
| U.S. Government securities | $23,953,000 | 3,264 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $23,953,000 | 3,168 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $9,906,000 | 708 |
| Privately issued residential mortgage-backed securities | $9,906,000 | 390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,135,000 | 1,441 |
| Mortgage-backed securities | $11,666,000 | 2,429 |
| Certificates of participation in pools of residential mortgages | $1,760,000 | 4,320 |
| Issued or guaranteed by U.S. | $1,760,000 | 4,305 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $9,906,000 | 1,051 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $9,906,000 | 369 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $33,859,000 | 2,763 |
| Total debt securities | $33,859,000 | 3,144 |
| 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 | $32,126,000 | 3,344 |
| U.S. Government securities | $32,126,000 | 2,639 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $32,126,000 | 2,568 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,153,000 | 2,260 |
| Mortgage-backed securities | $9,796,000 | 2,665 |
| Certificates of participation in pools of residential mortgages | $1,900,000 | 4,251 |
| Issued or guaranteed by U.S. | $1,900,000 | 4,230 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $7,896,000 | 1,162 |
| CMOs issued by government agencies or sponsored agencies | $7,896,000 | 974 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $32,126,000 | 2,898 |
| Total debt securities | $32,126,000 | 3,306 |
| 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 | $27,120,000 | 3,749 |
| U.S. Government securities | $27,120,000 | 2,990 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $27,120,000 | 2,897 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,807,000 | 1,950 |
| Mortgage-backed securities | $7,379,000 | 3,055 |
| Certificates of participation in pools of residential mortgages | $2,115,000 | 4,111 |
| Issued or guaranteed by U.S. | $2,115,000 | 4,097 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $5,264,000 | 1,440 |
| CMOs issued by government agencies or sponsored agencies | $5,264,000 | 1,226 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $27,120,000 | 3,271 |
| Total debt securities | $27,120,000 | 3,693 |
| 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 | $28,115,000 | 3,713 |
| U.S. Government securities | $28,115,000 | 2,955 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $28,115,000 | 2,860 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,556,000 | 1,887 |
| Mortgage-backed securities | $8,419,000 | 2,918 |
| Certificates of participation in pools of residential mortgages | $2,298,000 | 4,045 |
| Issued or guaranteed by U.S. | $2,298,000 | 4,031 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $6,121,000 | 1,343 |
| CMOs issued by government agencies or sponsored agencies | $6,121,000 | 1,135 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $28,115,000 | 3,229 |
| Total debt securities | $28,115,000 | 3,661 |
| 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 | $33,054,000 | 3,296 |
| U.S. Government securities | $33,054,000 | 2,559 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $33,054,000 | 2,479 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,483,000 | 1,579 |
| Mortgage-backed securities | $9,402,000 | 2,785 |
| Certificates of participation in pools of residential mortgages | $2,603,000 | 3,917 |
| Issued or guaranteed by U.S. | $2,603,000 | 3,901 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $6,799,000 | 1,266 |
| CMOs issued by government agencies or sponsored agencies | $6,799,000 | 1,065 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $33,054,000 | 2,848 |
| Total debt securities | $33,055,000 | 3,248 |
| 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 | $34,698,000 | 3,146 |
| U.S. Government securities | $34,698,000 | 2,439 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $34,698,000 | 2,366 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,139,000 | 2,271 |
| Mortgage-backed securities | $11,016,000 | 2,599 |
| Certificates of participation in pools of residential mortgages | $2,936,000 | 3,835 |
| Issued or guaranteed by U.S. | $2,936,000 | 3,821 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $8,080,000 | 1,144 |
| CMOs issued by government agencies or sponsored agencies | $8,080,000 | 970 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $34,698,000 | 2,715 |
| Total debt securities | $34,698,000 | 3,091 |
| 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 | $37,211,000 | 3,023 |
| U.S. Government securities | $37,211,000 | 2,336 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $37,211,000 | 2,259 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,266,000 | 2,151 |
| Mortgage-backed securities | $12,515,000 | 2,491 |
| Certificates of participation in pools of residential mortgages | $3,247,000 | 3,794 |
| Issued or guaranteed by U.S. | $3,247,000 | 3,779 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $9,268,000 | 1,101 |
| CMOs issued by government agencies or sponsored agencies | $9,268,000 | 944 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $37,211,000 | 2,591 |
| Total debt securities | $37,210,000 | 2,972 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $31,170,000 | 3,520 |
| U.S. Government securities | $31,170,000 | 2,770 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $31,170,000 | 2,655 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,216,000 | 2,168 |
| Mortgage-backed securities | $13,507,000 | 2,449 |
| Certificates of participation in pools of residential mortgages | $3,737,000 | 3,694 |
| Issued or guaranteed by U.S. | $3,737,000 | 3,685 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $9,770,000 | 1,107 |
| CMOs issued by government agencies or sponsored agencies | $9,770,000 | 946 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $31,170,000 | 3,035 |
| Total debt securities | $31,170,000 | 3,470 |
| 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 | $32,091,000 | 3,453 |
| U.S. Government securities | $32,091,000 | 2,715 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $32,091,000 | 2,606 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,152,000 | 2,050 |
| Mortgage-backed securities | $14,306,000 | 2,409 |
| Certificates of participation in pools of residential mortgages | $4,111,000 | 3,588 |
| Issued or guaranteed by U.S. | $4,111,000 | 3,580 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $10,195,000 | 1,089 |
| CMOs issued by government agencies or sponsored agencies | $10,195,000 | 942 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $32,091,000 | 2,977 |
| Total debt securities | $32,091,000 | 3,397 |
| 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 | $33,051,000 | 3,372 |
| U.S. Government securities | $33,051,000 | 2,627 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $33,051,000 | 2,529 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,875,000 | 1,963 |
| Mortgage-backed securities | $15,128,000 | 2,334 |
| Certificates of participation in pools of residential mortgages | $4,562,000 | 3,467 |
| Issued or guaranteed by U.S. | $4,562,000 | 3,461 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $10,566,000 | 1,064 |
| CMOs issued by government agencies or sponsored agencies | $10,566,000 | 927 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $33,051,000 | 2,902 |
| Total debt securities | $33,050,000 | 3,309 |
| 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 | $37,197,000 | 3,126 |
| U.S. Government securities | $37,197,000 | 2,404 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $37,197,000 | 2,316 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,069,000 | 1,934 |
| Mortgage-backed securities | $15,843,000 | 2,292 |
| Certificates of participation in pools of residential mortgages | $5,085,000 | 3,373 |
| Issued or guaranteed by U.S. | $5,085,000 | 3,365 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $10,758,000 | 1,060 |
| CMOs issued by government agencies or sponsored agencies | $10,758,000 | 924 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $37,197,000 | 2,690 |
| Total debt securities | $37,198,000 | 3,055 |
| 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 | $36,384,000 | 3,163 |
| U.S. Government securities | $36,384,000 | 2,414 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $36,384,000 | 2,343 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,875,000 | 2,100 |
| Mortgage-backed securities | $9,833,000 | 3,042 |
| Certificates of participation in pools of residential mortgages | $6,291,000 | 3,087 |
| Issued or guaranteed by U.S. | $6,291,000 | 3,076 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $3,542,000 | 1,877 |
| CMOs issued by government agencies or sponsored agencies | $3,542,000 | 1,672 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $36,384,000 | 2,731 |
| Total debt securities | $36,385,000 | 3,099 |
| 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 | $37,279,000 | 3,156 |
| U.S. Government securities | $37,279,000 | 2,444 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $37,279,000 | 2,364 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,082,000 | 2,206 |
| Mortgage-backed securities | $7,232,000 | 3,502 |
| Certificates of participation in pools of residential mortgages | $7,232,000 | 2,910 |
| Issued or guaranteed by U.S. | $7,232,000 | 2,897 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $37,279,000 | 2,716 |
| Total debt securities | $37,279,000 | 3,099 |
| 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 | $35,420,000 | 3,217 |
| U.S. Government securities | $35,420,000 | 2,499 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $35,420,000 | 2,415 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,298,000 | 3,027 |
| Mortgage-backed securities | $8,241,000 | 3,302 |
| Certificates of participation in pools of residential mortgages | $8,241,000 | 2,683 |
| Issued or guaranteed by U.S. | $8,241,000 | 2,670 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $35,420,000 | 2,782 |
| Total debt securities | $35,420,000 | 3,147 |
| 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 | $36,522,000 | 3,087 |
| U.S. Government securities | $36,522,000 | 2,337 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $36,522,000 | 2,254 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,290,000 | 2,984 |
| Mortgage-backed securities | $11,188,000 | 2,900 |
| Certificates of participation in pools of residential mortgages | $11,188,000 | 2,247 |
| Issued or guaranteed by U.S. | $11,188,000 | 2,237 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $36,522,000 | 2,649 |
| Total debt securities | $36,522,000 | 3,005 |
| 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 | $33,919,000 | 3,207 |
| U.S. Government securities | $33,919,000 | 2,463 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $33,919,000 | 2,366 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,360,000 | 3,012 |
| Mortgage-backed securities | $13,562,000 | 2,616 |
| Certificates of participation in pools of residential mortgages | $13,562,000 | 1,968 |
| Issued or guaranteed by U.S. | $13,562,000 | 1,961 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $33,919,000 | 2,769 |
| Total debt securities | $33,919,000 | 3,123 |
| 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 | $36,223,000 | 3,034 |
| U.S. Government securities | $36,223,000 | 2,324 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $36,223,000 | 2,236 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,787,000 | 2,920 |
| Mortgage-backed securities | $14,774,000 | 2,426 |
| Certificates of participation in pools of residential mortgages | $14,774,000 | 1,813 |
| Issued or guaranteed by U.S. | $14,774,000 | 1,803 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $36,223,000 | 2,593 |
| Total debt securities | $36,223,000 | 2,953 |
| 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 | $26,609,000 | 3,677 |
| U.S. Government securities | $26,609,000 | 2,799 |
| U.S. Treasury securities | $251,000 | 2,865 |
| U.S. Government agency obligations | $26,358,000 | 2,674 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,599,000 | 2,859 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $26,609,000 | 3,107 |
| Total debt securities | $26,609,000 | 3,588 |
| 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 | $10,703,000 | 6,588 |
| U.S. Government securities | $10,521,000 | 5,685 |
| U.S. Treasury securities | $3,262,000 | 1,424 |
| U.S. Government agency obligations | $7,259,000 | 6,427 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $182,000 | 5,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,672,000 | 3,046 |
| Mortgage-backed securities | $2,000 | 7,530 |
| Certificates of participation in pools of residential mortgages | $2,000 | 7,150 |
| Issued or guaranteed by U.S. | $2,000 | 7,122 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $10,703,000 | 5,536 |
| Total debt securities | $10,521,000 | 6,508 |
| 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 | $10,974,000 | 6,788 |
| U.S. Government securities | $10,791,000 | 5,862 |
| U.S. Treasury securities | $6,014,000 | 1,318 |
| U.S. Government agency obligations | $4,777,000 | 7,632 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $183,000 | 5,849 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,773,000 | 3,001 |
| Mortgage-backed securities | $18,000 | 7,686 |
| Certificates of participation in pools of residential mortgages | $18,000 | 7,249 |
| Issued or guaranteed by U.S. | $18,000 | 7,229 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $10,974,000 | 5,602 |
| Total debt securities | $10,791,000 | 6,723 |
| 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 | $14,418,000 | 5,931 |
| U.S. Government securities | $14,235,000 | 4,939 |
| U.S. Treasury securities | $6,232,000 | 1,890 |
| U.S. Government agency obligations | $8,003,000 | 5,914 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $183,000 | 5,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,298,000 | 6,820 |
| Mortgage-backed securities | $36,000 | 7,806 |
| Certificates of participation in pools of residential mortgages | $36,000 | 7,332 |
| Issued or guaranteed by U.S. | $36,000 | 7,311 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $14,418,000 | 4,754 |
| Total debt securities | $14,235,000 | 5,845 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $11,366,000 | 7,009 |
| U.S. Government securities | $11,183,000 | 6,070 |
| U.S. Treasury securities | $10,123,000 | 1,815 |
| U.S. Government agency obligations | $1,060,000 | 9,646 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $183,000 | 5,545 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $949,000 | 7,657 |
| Mortgage-backed securities | $56,000 | 8,099 |
| Certificates of participation in pools of residential mortgages | $56,000 | 7,537 |
| Issued or guaranteed by U.S. | $56,000 | 7,510 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $11,366,000 | 5,354 |
| Total debt securities | $11,183,000 | 6,931 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,189 |
| Fair value | $1,004,000 | 1,175 |
| 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 | $12,286,000 | 7,193 |
| U.S. Government securities | $12,103,000 | 6,296 |
| U.S. Treasury securities | $7,049,000 | 2,930 |
| U.S. Government agency obligations | $5,054,000 | 7,608 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $183,000 | 5,434 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $944,000 | 8,007 |
| Mortgage-backed securities | $88,000 | 8,537 |
| Certificates of participation in pools of residential mortgages | $88,000 | 7,927 |
| Issued or guaranteed by U.S. | $88,000 | 7,908 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $12,286,000 | 5,344 |
| Total debt securities | $12,103,000 | 7,111 |
| 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 | $8,153,000 | 8,939 |
| U.S. Government securities | $7,974,000 | 8,180 |
| U.S. Treasury securities | $999,000 | 8,619 |
| U.S. Government agency obligations | $6,975,000 | 6,723 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $179,000 | 5,256 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $949,000 | 8,251 |
| Mortgage-backed securities | $113,000 | 8,967 |
| Certificates of participation in pools of residential mortgages | $113,000 | 8,223 |
| Issued or guaranteed by U.S. | $113,000 | 8,190 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $8,153,000 | 6,748 |
| Total debt securities | $7,974,000 | 8,889 |
| 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 | $5,289,000 | 10,718 |
| U.S. Government securities | $5,110,000 | 10,098 |
| U.S. Treasury securities | $4,974,000 | 5,556 |
| U.S. Government agency obligations | $136,000 | 11,627 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $179,000 | 4,989 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $681,000 | 8,953 |
| Mortgage-backed securities | $136,000 | 9,462 |
| Certificates of participation in pools of residential mortgages | $136,000 | 8,640 |
| Issued or guaranteed by U.S. | $136,000 | 8,610 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,137,000 | 8,515 |
| Available-for-sale securities (fair market value) | $1,152,000 | 9,531 |
| Total debt securities | $5,110,000 | 10,686 |
| 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 | $5,111,000 | 11,213 |
| U.S. Government securities | $4,905,000 | 10,591 |
| U.S. Treasury securities | $4,732,000 | 5,909 |
| U.S. Government agency obligations | $173,000 | 12,041 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $206,000 | 4,501 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $714,000 | 9,085 |
| Mortgage-backed securities | $173,000 | 10,036 |
| Certificates of participation in pools of residential mortgages | $173,000 | 9,123 |
| Issued or guaranteed by U.S. | $173,000 | 9,070 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $4,905,000 | 11,201 |
| 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 | $5,626,000 | 11,258 |
| U.S. Government securities | $5,486,000 | 10,483 |
| U.S. Treasury securities | $1,239,000 | 9,945 |
| U.S. Government agency obligations | $4,247,000 | 8,512 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $140,000 | 4,531 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $738,000 | 9,244 |
| Mortgage-backed securities | $268,000 | 10,296 |
| Certificates of participation in pools of residential mortgages | $268,000 | 9,244 |
| Issued or guaranteed by U.S. | $268,000 | 9,172 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $5,486,000 | 11,197 |
| 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 |