Home > Winchester Savings Bank > Securities
Winchester Savings Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $79,443,000 | 1,998 |
| U.S. Government securities | $46,162,000 | 1,970 |
| U.S. Treasury securities | $493,000 | 2,656 |
| U.S. Government agency obligations | $45,669,000 | 1,700 |
| Securities issued by states & political subdivisions | $4,802,000 | 2,939 |
| Other domestic debt securities | $25,025,000 | 635 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $25,025,000 | 346 |
| Foreign debt securities | $1,648,000 | 171 |
| 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 | $493,000 | 3,844 |
| Mortgage-backed securities | $11,960,000 | 2,440 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,960,000 | 1,904 |
| 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 | $0 | 1,355 |
| Held to maturity securities (book value) | $49,222,000 | 554 |
| Available-for-sale securities (fair market value) | $28,415,000 | 2,997 |
| Total debt securities | $77,637,000 | 2,011 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $73,693,000 | 2,063 |
| U.S. Government securities | $36,354,000 | 2,231 |
| U.S. Treasury securities | $492,000 | 2,719 |
| U.S. Government agency obligations | $35,862,000 | 1,948 |
| Securities issued by states & political subdivisions | $6,814,000 | 2,749 |
| Other domestic debt securities | $27,229,000 | 601 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $27,229,000 | 323 |
| Foreign debt securities | $1,655,000 | 174 |
| 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 | $492,000 | 3,857 |
| Mortgage-backed securities | $9,184,000 | 2,612 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,184,000 | 2,098 |
| 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 | $0 | 1,349 |
| Held to maturity securities (book value) | $46,470,000 | 575 |
| Available-for-sale securities (fair market value) | $25,582,000 | 3,106 |
| Total debt securities | $72,053,000 | 2,071 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $73,388,000 | 2,123 |
| U.S. Government securities | $34,241,000 | 2,361 |
| U.S. Treasury securities | $491,000 | 2,737 |
| U.S. Government agency obligations | $33,750,000 | 2,058 |
| Securities issued by states & political subdivisions | $7,724,000 | 2,699 |
| Other domestic debt securities | $28,027,000 | 591 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $28,027,000 | 314 |
| Foreign debt securities | $1,663,000 | 178 |
| 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 | $491,000 | 3,855 |
| Mortgage-backed securities | $8,546,000 | 2,720 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,546,000 | 2,198 |
| 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 | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $44,686,000 | 589 |
| Available-for-sale securities (fair market value) | $26,969,000 | 3,111 |
| Total debt securities | $71,655,000 | 2,141 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $75,088,000 | 2,180 |
| U.S. Government securities | $35,657,000 | 2,375 |
| U.S. Treasury securities | $491,000 | 2,804 |
| U.S. Government agency obligations | $35,166,000 | 2,017 |
| Securities issued by states & political subdivisions | $7,907,000 | 2,743 |
| Other domestic debt securities | $28,223,000 | 615 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $28,223,000 | 332 |
| Foreign debt securities | $1,670,000 | 155 |
| 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 | $490,000 | 3,868 |
| Mortgage-backed securities | $8,951,000 | 2,738 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,951,000 | 2,211 |
| 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 | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $45,963,000 | 606 |
| Available-for-sale securities (fair market value) | $27,494,000 | 3,163 |
| Total debt securities | $73,457,000 | 2,193 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $77,156,000 | 2,153 |
| U.S. Government securities | $35,860,000 | 2,389 |
| U.S. Treasury securities | $490,000 | 2,845 |
| U.S. Government agency obligations | $35,370,000 | 2,029 |
| Securities issued by states & political subdivisions | $8,674,000 | 2,718 |
| Other domestic debt securities | $29,322,000 | 612 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $29,322,000 | 332 |
| Foreign debt securities | $1,677,000 | 160 |
| 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 | $490,000 | 3,828 |
| Mortgage-backed securities | $9,150,000 | 2,754 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,150,000 | 2,215 |
| 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 | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $47,451,000 | 603 |
| Available-for-sale securities (fair market value) | $28,082,000 | 3,180 |
| Total debt securities | $75,533,000 | 2,170 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $78,378,000 | 2,143 |
| U.S. Government securities | $31,125,000 | 2,602 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $31,125,000 | 2,171 |
| Securities issued by states & political subdivisions | $10,966,000 | 2,508 |
| Other domestic debt securities | $33,146,000 | 544 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $33,146,000 | 289 |
| Foreign debt securities | $1,684,000 | 160 |
| 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 | $500,000 | 3,840 |
| Mortgage-backed securities | $6,405,000 | 3,005 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,405,000 | 2,530 |
| 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 | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $48,186,000 | 590 |
| Available-for-sale securities (fair market value) | $28,735,000 | 3,161 |
| Total debt securities | $76,921,000 | 2,151 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $77,707,000 | 2,180 |
| U.S. Government securities | $28,375,000 | 2,744 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $28,375,000 | 2,313 |
| Securities issued by states & political subdivisions | $11,567,000 | 2,516 |
| Other domestic debt securities | $34,540,000 | 500 |
| 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 | $34,540,000 | 281 |
| Foreign debt securities | $1,691,000 | 166 |
| 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 | $500,000 | 3,874 |
| Mortgage-backed securities | $6,656,000 | 3,026 |
| Certificates of participation in pools of residential mortgages | $6,656,000 | 2,611 |
| Issued or guaranteed by U.S. | $6,656,000 | 2,538 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $45,970,000 | 540 |
| Available-for-sale securities (fair market value) | $30,203,000 | 3,156 |
| Total debt securities | $76,173,000 | 2,194 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $74,580,000 | 2,213 |
| U.S. Government securities | $20,456,000 | 3,062 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $20,456,000 | 2,675 |
| Securities issued by states & political subdivisions | $12,790,000 | 2,435 |
| Other domestic debt securities | $37,726,000 | 460 |
| 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 | $37,726,000 | 263 |
| Foreign debt securities | $1,698,000 | 165 |
| 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 | $500,000 | 3,895 |
| Mortgage-backed securities | $3,963,000 | 3,306 |
| Certificates of participation in pools of residential mortgages | $3,963,000 | 2,961 |
| Issued or guaranteed by U.S. | $3,963,000 | 2,879 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $40,196,000 | 512 |
| Available-for-sale securities (fair market value) | $32,474,000 | 3,083 |
| Total debt securities | $72,670,000 | 2,247 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $74,413,000 | 2,152 |
| U.S. Government securities | $16,790,000 | 3,140 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $16,790,000 | 2,849 |
| Securities issued by states & political subdivisions | $13,635,000 | 2,418 |
| Other domestic debt securities | $40,241,000 | 433 |
| 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 | $40,241,000 | 239 |
| Foreign debt securities | $1,706,000 | 153 |
| 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 | $500,000 | 3,924 |
| Mortgage-backed securities | $4,299,000 | 3,260 |
| Certificates of participation in pools of residential mortgages | $4,299,000 | 2,900 |
| Issued or guaranteed by U.S. | $4,299,000 | 2,810 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $37,562,000 | 432 |
| Available-for-sale securities (fair market value) | $34,810,000 | 2,970 |
| Total debt securities | $72,372,000 | 2,182 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $71,344,000 | 2,137 |
| U.S. Government securities | $16,090,000 | 3,107 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $16,090,000 | 2,876 |
| Securities issued by states & political subdivisions | $13,826,000 | 2,391 |
| Other domestic debt securities | $37,870,000 | 428 |
| 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 | $37,870,000 | 239 |
| Foreign debt securities | $1,713,000 | 144 |
| 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 | $500,000 | 3,953 |
| Mortgage-backed securities | $4,616,000 | 3,267 |
| Certificates of participation in pools of residential mortgages | $4,616,000 | 2,875 |
| Issued or guaranteed by U.S. | $4,616,000 | 2,797 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $36,439,000 | 408 |
| Available-for-sale securities (fair market value) | $33,060,000 | 2,967 |
| Total debt securities | $69,499,000 | 2,168 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $56,513,000 | 2,406 |
| U.S. Government securities | $16,472,000 | 3,024 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $16,472,000 | 2,823 |
| Securities issued by states & political subdivisions | $13,576,000 | 2,392 |
| Other domestic debt securities | $24,641,000 | 537 |
| 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 | $24,641,000 | 323 |
| 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 | $500,000 | 3,986 |
| Mortgage-backed securities | $4,983,000 | 3,218 |
| Certificates of participation in pools of residential mortgages | $4,983,000 | 2,812 |
| Issued or guaranteed by U.S. | $4,983,000 | 2,726 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $28,025,000 | 450 |
| Available-for-sale securities (fair market value) | $26,664,000 | 3,143 |
| Total debt securities | $54,689,000 | 2,435 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $46,617,000 | 2,544 |
| U.S. Government securities | $10,896,000 | 3,343 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $10,896,000 | 3,157 |
| Securities issued by states & political subdivisions | $14,026,000 | 2,298 |
| Other domestic debt securities | $19,997,000 | 578 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $72,000 | 151 |
| Other domestic debt securities - All other | $19,925,000 | 352 |
| 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 | $500,000 | 4,006 |
| Mortgage-backed securities | $5,408,000 | 3,128 |
| Certificates of participation in pools of residential mortgages | $5,408,000 | 2,707 |
| Issued or guaranteed by U.S. | $5,408,000 | 2,627 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $24,005,000 | 461 |
| Available-for-sale securities (fair market value) | $20,914,000 | 3,260 |
| Total debt securities | $44,919,000 | 2,583 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $43,453,000 | 2,527 |
| U.S. Government securities | $9,340,000 | 3,346 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $9,340,000 | 3,193 |
| Securities issued by states & political subdivisions | $15,348,000 | 2,176 |
| Other domestic debt securities | $17,203,000 | 585 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $459,000 | 131 |
| Other domestic debt securities - All other | $16,744,000 | 377 |
| 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 | $500,000 | 4,029 |
| Mortgage-backed securities | $5,854,000 | 3,042 |
| Certificates of participation in pools of residential mortgages | $5,854,000 | 2,575 |
| Issued or guaranteed by U.S. | $5,854,000 | 2,505 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $22,464,000 | 451 |
| Available-for-sale securities (fair market value) | $19,427,000 | 3,249 |
| Total debt securities | $41,891,000 | 2,561 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $47,287,000 | 2,307 |
| U.S. Government securities | $10,894,000 | 3,169 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $10,894,000 | 3,025 |
| Securities issued by states & political subdivisions | $16,097,000 | 2,011 |
| Other domestic debt securities | $18,931,000 | 536 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $457,000 | 128 |
| Other domestic debt securities - All other | $18,474,000 | 340 |
| 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 | $500,000 | 4,043 |
| Mortgage-backed securities | $6,406,000 | 2,983 |
| Certificates of participation in pools of residential mortgages | $6,406,000 | 2,471 |
| Issued or guaranteed by U.S. | $6,406,000 | 2,396 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $24,159,000 | 427 |
| Available-for-sale securities (fair market value) | $21,763,000 | 3,058 |
| Total debt securities | $45,922,000 | 2,326 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $49,115,000 | 2,196 |
| U.S. Government securities | $11,794,000 | 3,099 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $11,794,000 | 2,958 |
| Securities issued by states & political subdivisions | $16,130,000 | 1,937 |
| Other domestic debt securities | $19,912,000 | 497 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $452,000 | 130 |
| Other domestic debt securities - All other | $19,460,000 | 318 |
| 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 | $500,000 | 4,093 |
| Mortgage-backed securities | $7,305,000 | 2,882 |
| Certificates of participation in pools of residential mortgages | $7,305,000 | 2,324 |
| Issued or guaranteed by U.S. | $7,305,000 | 2,259 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $24,767,000 | 421 |
| Available-for-sale securities (fair market value) | $23,069,000 | 2,978 |
| Total debt securities | $47,836,000 | 2,209 |
| Structured notes | ||
| Amortized cost | $500,000 | 285 |
| Fair value | $500,000 | 296 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $51,726,000 | 2,060 |
| U.S. Government securities | $20,339,000 | 2,480 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $20,339,000 | 2,355 |
| Securities issued by states & political subdivisions | $12,050,000 | 2,118 |
| Other domestic debt securities | $18,249,000 | 492 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $431,000 | 133 |
| Other domestic debt securities - All other | $17,818,000 | 306 |
| 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 | $500,000 | 4,134 |
| Mortgage-backed securities | $7,857,000 | 2,845 |
| Certificates of participation in pools of residential mortgages | $7,857,000 | 2,274 |
| Issued or guaranteed by U.S. | $7,857,000 | 2,202 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $31,795,000 | 371 |
| Available-for-sale securities (fair market value) | $18,843,000 | 3,154 |
| Total debt securities | $50,638,000 | 2,073 |
| Structured notes | ||
| Amortized cost | $500,000 | 412 |
| Fair value | $500,000 | 430 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $78,494,000 | 1,523 |
| U.S. Government securities | $46,776,000 | 1,533 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $46,776,000 | 1,445 |
| Securities issued by states & political subdivisions | $12,479,000 | 2,065 |
| Other domestic debt securities | $17,832,000 | 476 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $467,000 | 135 |
| Other domestic debt securities - All other | $17,365,000 | 301 |
| 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 | $501,000 | 4,193 |
| Mortgage-backed securities | $8,322,000 | 2,773 |
| Certificates of participation in pools of residential mortgages | $8,322,000 | 2,160 |
| Issued or guaranteed by U.S. | $8,322,000 | 2,102 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $57,265,000 | 284 |
| Available-for-sale securities (fair market value) | $19,822,000 | 3,128 |
| Total debt securities | $77,087,000 | 1,527 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 271 |
| Fair value | $1,999,000 | 291 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $78,675,000 | 1,510 |
| U.S. Government securities | $48,411,000 | 1,494 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $48,411,000 | 1,400 |
| Securities issued by states & political subdivisions | $13,003,000 | 2,021 |
| Other domestic debt securities | $15,896,000 | 495 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $765,000 | 119 |
| Other domestic debt securities - All other | $15,131,000 | 320 |
| 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 | $501,000 | 4,254 |
| Mortgage-backed securities | $8,948,000 | 2,698 |
| Certificates of participation in pools of residential mortgages | $8,948,000 | 2,080 |
| Issued or guaranteed by U.S. | $8,948,000 | 2,018 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $57,780,000 | 293 |
| Available-for-sale securities (fair market value) | $19,530,000 | 3,197 |
| Total debt securities | $77,310,000 | 1,521 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 357 |
| Fair value | $1,998,000 | 384 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $86,402,000 | 1,434 |
| U.S. Government securities | $55,899,000 | 1,346 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $55,899,000 | 1,271 |
| Securities issued by states & political subdivisions | $13,230,000 | 2,041 |
| Other domestic debt securities | $15,930,000 | 474 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $761,000 | 119 |
| Other domestic debt securities - All other | $15,169,000 | 316 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $1,343,000 | 124 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $501,000 | 4,300 |
| Mortgage-backed securities | $9,443,000 | 2,665 |
| Certificates of participation in pools of residential mortgages | $9,443,000 | 2,015 |
| Issued or guaranteed by U.S. | $9,443,000 | 1,976 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $60,281,000 | 297 |
| Available-for-sale securities (fair market value) | $26,121,000 | 2,897 |
| Total debt securities | $85,059,000 | 1,439 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 391 |
| Fair value | $1,996,000 | 421 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $88,219,000 | 1,430 |
| U.S. Government securities | $56,301,000 | 1,339 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $56,301,000 | 1,268 |
| Securities issued by states & political subdivisions | $14,132,000 | 2,034 |
| Other domestic debt securities | $16,461,000 | 472 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $756,000 | 120 |
| Other domestic debt securities - All other | $15,705,000 | 314 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $1,325,000 | 133 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $501,000 | 4,347 |
| Mortgage-backed securities | $9,924,000 | 2,619 |
| Certificates of participation in pools of residential mortgages | $9,920,000 | 1,996 |
| Issued or guaranteed by U.S. | $9,920,000 | 1,952 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $4,000 | 2,937 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 2,867 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $61,255,000 | 300 |
| Available-for-sale securities (fair market value) | $26,964,000 | 2,879 |
| Total debt securities | $86,894,000 | 1,430 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 404 |
| Fair value | $1,983,000 | 436 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $88,858,000 | 1,430 |
| U.S. Government securities | $56,696,000 | 1,342 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $56,696,000 | 1,276 |
| Securities issued by states & political subdivisions | $14,025,000 | 2,091 |
| Other domestic debt securities | $16,950,000 | 444 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $704,000 | 119 |
| Other domestic debt securities - All other | $16,246,000 | 300 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $1,187,000 | 227 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $501,000 | 4,393 |
| Mortgage-backed securities | $10,444,000 | 2,570 |
| Certificates of participation in pools of residential mortgages | $10,440,000 | 1,952 |
| Issued or guaranteed by U.S. | $10,440,000 | 1,924 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $4,000 | 2,954 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 2,887 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $62,257,000 | 314 |
| Available-for-sale securities (fair market value) | $26,601,000 | 2,932 |
| Total debt securities | $87,671,000 | 1,429 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 420 |
| Fair value | $1,972,000 | 453 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $91,866,000 | 1,387 |
| U.S. Government securities | $59,398,000 | 1,303 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $59,398,000 | 1,226 |
| Securities issued by states & political subdivisions | $14,075,000 | 2,108 |
| Other domestic debt securities | $17,044,000 | 428 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $752,000 | 129 |
| Other domestic debt securities - All other | $16,292,000 | 296 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $1,349,000 | 234 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,494,000 | 3,947 |
| Mortgage-backed securities | $11,333,000 | 2,503 |
| Certificates of participation in pools of residential mortgages | $11,329,000 | 1,899 |
| Issued or guaranteed by U.S. | $11,329,000 | 1,887 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,000 | 2,969 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 2,897 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $65,007,000 | 310 |
| Available-for-sale securities (fair market value) | $26,859,000 | 2,927 |
| Total debt securities | $90,517,000 | 1,386 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 417 |
| Fair value | $1,952,000 | 450 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $93,039,000 | 1,397 |
| U.S. Government securities | $60,520,000 | 1,283 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $60,520,000 | 1,214 |
| Securities issued by states & political subdivisions | $14,190,000 | 2,143 |
| Other domestic debt securities | $17,111,000 | 476 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $762,000 | 135 |
| Other domestic debt securities - All other | $16,349,000 | 298 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $1,218,000 | 248 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,487,000 | 3,990 |
| Mortgage-backed securities | $12,392,000 | 2,465 |
| Certificates of participation in pools of residential mortgages | $12,383,000 | 1,850 |
| Issued or guaranteed by U.S. | $12,383,000 | 1,773 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $9,000 | 2,985 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 2,906 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $65,778,000 | 304 |
| Available-for-sale securities (fair market value) | $27,261,000 | 2,934 |
| Total debt securities | $91,821,000 | 1,393 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 425 |
| Fair value | $1,953,000 | 461 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $97,672,000 | 1,346 |
| U.S. Government securities | $63,604,000 | 1,263 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $63,604,000 | 1,206 |
| Securities issued by states & political subdivisions | $15,726,000 | 2,060 |
| Other domestic debt securities | $17,161,000 | 414 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $758,000 | 143 |
| Other domestic debt securities - All other | $16,403,000 | 293 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $1,181,000 | 272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,473,000 | 4,038 |
| Mortgage-backed securities | $13,418,000 | 2,378 |
| Certificates of participation in pools of residential mortgages | $13,404,000 | 1,799 |
| Issued or guaranteed by U.S. | $13,404,000 | 1,797 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $14,000 | 2,975 |
| CMOs issued by government agencies or sponsored agencies | $14,000 | 2,895 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $67,004,000 | 312 |
| Available-for-sale securities (fair market value) | $30,668,000 | 2,817 |
| Total debt securities | $96,491,000 | 1,335 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 418 |
| Fair value | $1,965,000 | 445 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $96,300,000 | 1,366 |
| U.S. Government securities | $62,402,000 | 1,294 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $62,402,000 | 1,232 |
| Securities issued by states & political subdivisions | $15,495,000 | 2,146 |
| Other domestic debt securities | $17,234,000 | 417 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $766,000 | 153 |
| Other domestic debt securities - All other | $16,468,000 | 295 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $1,169,000 | 459 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,473,000 | 4,098 |
| Mortgage-backed securities | $12,091,000 | 2,504 |
| Certificates of participation in pools of residential mortgages | $12,069,000 | 1,938 |
| Issued or guaranteed by U.S. | $12,069,000 | 1,937 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $22,000 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $22,000 | 2,889 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $65,668,000 | 318 |
| Available-for-sale securities (fair market value) | $30,632,000 | 2,868 |
| Total debt securities | $95,131,000 | 1,357 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 411 |
| Fair value | $1,965,000 | 459 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $99,687,000 | 1,351 |
| U.S. Government securities | $64,201,000 | 1,278 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $64,201,000 | 1,222 |
| Securities issued by states & political subdivisions | $15,589,000 | 2,156 |
| Other domestic debt securities | $18,817,000 | 403 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $773,000 | 165 |
| Other domestic debt securities - All other | $18,044,000 | 290 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $1,080,000 | 486 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,467,000 | 4,161 |
| Mortgage-backed securities | $11,348,000 | 2,602 |
| Certificates of participation in pools of residential mortgages | $11,317,000 | 2,044 |
| Issued or guaranteed by U.S. | $11,317,000 | 2,043 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $31,000 | 2,987 |
| CMOs issued by government agencies or sponsored agencies | $31,000 | 2,905 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $65,780,000 | 327 |
| Available-for-sale securities (fair market value) | $33,907,000 | 2,729 |
| Total debt securities | $98,607,000 | 1,345 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 394 |
| Fair value | $2,473,000 | 400 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $98,653,000 | 1,388 |
| U.S. Government securities | $60,085,000 | 1,370 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $60,085,000 | 1,313 |
| Securities issued by states & political subdivisions | $16,179,000 | 2,129 |
| Other domestic debt securities | $21,379,000 | 388 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $776,000 | 168 |
| Other domestic debt securities - All other | $20,603,000 | 274 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $1,010,000 | 509 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,460,000 | 4,195 |
| Mortgage-backed securities | $12,221,000 | 2,551 |
| Certificates of participation in pools of residential mortgages | $12,180,000 | 2,002 |
| Issued or guaranteed by U.S. | $12,180,000 | 2,001 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $41,000 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $41,000 | 2,918 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $68,953,000 | 321 |
| Available-for-sale securities (fair market value) | $29,700,000 | 2,966 |
| Total debt securities | $97,643,000 | 1,379 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 407 |
| Fair value | $2,474,000 | 417 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $102,414,000 | 1,354 |
| U.S. Government securities | $61,691,000 | 1,363 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $61,691,000 | 1,298 |
| Securities issued by states & political subdivisions | $14,298,000 | 2,326 |
| Other domestic debt securities | $25,432,000 | 357 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $761,000 | 167 |
| Other domestic debt securities - All other | $24,671,000 | 240 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $993,000 | 508 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,447,000 | 4,242 |
| Mortgage-backed securities | $12,830,000 | 2,544 |
| Certificates of participation in pools of residential mortgages | $12,772,000 | 1,981 |
| Issued or guaranteed by U.S. | $12,772,000 | 1,981 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $58,000 | 3,026 |
| CMOs issued by government agencies or sponsored agencies | $58,000 | 2,942 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $71,020,000 | 326 |
| Available-for-sale securities (fair market value) | $31,394,000 | 2,897 |
| Total debt securities | $101,421,000 | 1,352 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 430 |
| Fair value | $2,467,000 | 438 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $99,272,000 | 1,385 |
| U.S. Government securities | $57,720,000 | 1,423 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $57,720,000 | 1,359 |
| Securities issued by states & political subdivisions | $13,154,000 | 2,436 |
| Other domestic debt securities | $27,446,000 | 327 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $716,000 | 175 |
| Other domestic debt securities - All other | $26,730,000 | 219 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $952,000 | 535 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,447,000 | 4,277 |
| Mortgage-backed securities | $13,892,000 | 2,432 |
| Certificates of participation in pools of residential mortgages | $13,821,000 | 1,915 |
| Issued or guaranteed by U.S. | $13,821,000 | 1,913 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $71,000 | 3,025 |
| CMOs issued by government agencies or sponsored agencies | $71,000 | 2,927 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $67,511,000 | 332 |
| Available-for-sale securities (fair market value) | $31,761,000 | 2,865 |
| Total debt securities | $98,320,000 | 1,377 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 420 |
| Fair value | $2,464,000 | 425 |
| 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 | $100,667,000 | 1,351 |
| U.S. Government securities | $58,209,000 | 1,402 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $58,209,000 | 1,340 |
| Securities issued by states & political subdivisions | $12,282,000 | 2,525 |
| Other domestic debt securities | $29,273,000 | 313 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $763,000 | 174 |
| Other domestic debt securities - All other | $28,510,000 | 209 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $903,000 | 559 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,440,000 | 3,697 |
| Mortgage-backed securities | $15,005,000 | 2,352 |
| Certificates of participation in pools of residential mortgages | $14,918,000 | 1,857 |
| Issued or guaranteed by U.S. | $14,918,000 | 1,857 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $87,000 | 3,042 |
| CMOs issued by government agencies or sponsored agencies | $87,000 | 2,947 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $67,087,000 | 344 |
| Available-for-sale securities (fair market value) | $33,580,000 | 2,765 |
| Total debt securities | $99,764,000 | 1,345 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 255 |
| Fair value | $4,502,000 | 255 |
| 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 | $107,176,000 | 1,291 |
| U.S. Government securities | $62,909,000 | 1,337 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $62,909,000 | 1,286 |
| Securities issued by states & political subdivisions | $13,298,000 | 2,425 |
| Other domestic debt securities | $30,088,000 | 313 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $897,000 | 170 |
| Other domestic debt securities - All other | $29,191,000 | 204 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $881,000 | 574 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,433,000 | 3,739 |
| Mortgage-backed securities | $16,074,000 | 2,308 |
| Certificates of participation in pools of residential mortgages | $15,971,000 | 1,803 |
| Issued or guaranteed by U.S. | $15,971,000 | 1,799 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $103,000 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $103,000 | 2,960 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $67,267,000 | 346 |
| Available-for-sale securities (fair market value) | $39,909,000 | 2,540 |
| Total debt securities | $106,295,000 | 1,277 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 465 |
| Fair value | $2,509,000 | 466 |
| 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 | $110,210,000 | 1,264 |
| U.S. Government securities | $78,252,000 | 1,154 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $78,252,000 | 1,099 |
| Securities issued by states & political subdivisions | $10,952,000 | 2,673 |
| Other domestic debt securities | $20,138,000 | 402 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $882,000 | 170 |
| Other domestic debt securities - All other | $19,256,000 | 280 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $868,000 | 571 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,989,000 | 3,700 |
| Mortgage-backed securities | $16,976,000 | 2,259 |
| Certificates of participation in pools of residential mortgages | $16,852,000 | 1,743 |
| Issued or guaranteed by U.S. | $16,852,000 | 1,742 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $124,000 | 3,065 |
| CMOs issued by government agencies or sponsored agencies | $124,000 | 2,971 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $71,006,000 | 341 |
| Available-for-sale securities (fair market value) | $39,204,000 | 2,603 |
| Total debt securities | $109,342,000 | 1,256 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 574 |
| Fair value | $2,510,000 | 574 |
| 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 | $120,211,000 | 1,190 |
| U.S. Government securities | $88,118,000 | 1,055 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $88,118,000 | 996 |
| Securities issued by states & political subdivisions | $10,987,000 | 2,691 |
| Other domestic debt securities | $20,262,000 | 392 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $991,000 | 162 |
| Other domestic debt securities - All other | $19,271,000 | 275 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $844,000 | 585 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,991,000 | 4,362 |
| Mortgage-backed securities | $17,972,000 | 2,203 |
| Certificates of participation in pools of residential mortgages | $17,831,000 | 1,682 |
| Issued or guaranteed by U.S. | $17,831,000 | 1,681 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $141,000 | 3,089 |
| CMOs issued by government agencies or sponsored agencies | $141,000 | 2,997 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $81,368,000 | 326 |
| Available-for-sale securities (fair market value) | $38,843,000 | 2,642 |
| Total debt securities | $119,367,000 | 1,183 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,254 |
| Fair value | $514,000 | 1,251 |
| 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 | $125,132,000 | 1,146 |
| U.S. Government securities | $92,468,000 | 1,007 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $92,468,000 | 958 |
| Securities issued by states & political subdivisions | $10,842,000 | 2,717 |
| Other domestic debt securities | $20,877,000 | 377 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $1,005,000 | 159 |
| Other domestic debt securities - All other | $19,872,000 | 261 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $945,000 | 581 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,991,000 | 4,436 |
| Mortgage-backed securities | $18,955,000 | 2,161 |
| Certificates of participation in pools of residential mortgages | $18,797,000 | 1,638 |
| Issued or guaranteed by U.S. | $18,797,000 | 1,638 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $158,000 | 3,122 |
| CMOs issued by government agencies or sponsored agencies | $158,000 | 3,030 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $85,966,000 | 319 |
| Available-for-sale securities (fair market value) | $39,166,000 | 2,658 |
| Total debt securities | $124,187,000 | 1,140 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,416 |
| Fair value | $520,000 | 1,410 |
| 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 | $127,980,000 | 1,134 |
| U.S. Government securities | $93,598,000 | 1,033 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $93,598,000 | 984 |
| Securities issued by states & political subdivisions | $11,256,000 | 2,687 |
| Other domestic debt securities | $22,081,000 | 374 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $1,137,000 | 157 |
| Other domestic debt securities - All other | $20,944,000 | 252 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $1,045,000 | 538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,991,000 | 4,485 |
| Mortgage-backed securities | $20,214,000 | 2,141 |
| Certificates of participation in pools of residential mortgages | $20,039,000 | 1,619 |
| Issued or guaranteed by U.S. | $20,039,000 | 1,619 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $175,000 | 3,151 |
| CMOs issued by government agencies or sponsored agencies | $175,000 | 3,057 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $87,108,000 | 308 |
| Available-for-sale securities (fair market value) | $40,872,000 | 2,631 |
| Total debt securities | $126,935,000 | 1,132 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,561 |
| Fair value | $520,000 | 1,555 |
| 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 | $138,134,000 | 1,063 |
| U.S. Government securities | $104,012,000 | 947 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $104,012,000 | 908 |
| Securities issued by states & political subdivisions | $11,079,000 | 2,681 |
| Other domestic debt securities | $21,951,000 | 372 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $890,000 | 162 |
| Other domestic debt securities - All other | $21,061,000 | 253 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $1,092,000 | 533 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,991,000 | 4,550 |
| Mortgage-backed securities | $21,582,000 | 2,112 |
| Certificates of participation in pools of residential mortgages | $21,381,000 | 1,570 |
| Issued or guaranteed by U.S. | $21,381,000 | 1,570 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $201,000 | 3,161 |
| CMOs issued by government agencies or sponsored agencies | $201,000 | 3,062 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $95,257,000 | 292 |
| Available-for-sale securities (fair market value) | $42,877,000 | 2,576 |
| Total debt securities | $137,042,000 | 1,060 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,195 |
| Fair value | $1,529,000 | 1,191 |
| 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 | $140,819,000 | 1,042 |
| U.S. Government securities | $106,897,000 | 926 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $106,897,000 | 889 |
| Securities issued by states & political subdivisions | $10,864,000 | 2,731 |
| Other domestic debt securities | $21,948,000 | 366 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $886,000 | 162 |
| Other domestic debt securities - All other | $21,062,000 | 243 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $1,110,000 | 532 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,990,000 | 4,607 |
| Mortgage-backed securities | $22,770,000 | 2,080 |
| Certificates of participation in pools of residential mortgages | $22,552,000 | 1,547 |
| Issued or guaranteed by U.S. | $22,552,000 | 1,545 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $218,000 | 3,207 |
| CMOs issued by government agencies or sponsored agencies | $218,000 | 3,106 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $98,157,000 | 283 |
| Available-for-sale securities (fair market value) | $42,662,000 | 2,618 |
| Total debt securities | $139,709,000 | 1,035 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,752 |
| Fair value | $529,000 | 1,744 |
| 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 | $143,311,000 | 1,046 |
| U.S. Government securities | $110,030,000 | 916 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $110,030,000 | 884 |
| Securities issued by states & political subdivisions | $10,249,000 | 2,837 |
| Other domestic debt securities | $22,025,000 | 373 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $886,000 | 168 |
| Other domestic debt securities - All other | $21,139,000 | 244 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $1,007,000 | 566 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,990,000 | 4,675 |
| Mortgage-backed securities | $24,081,000 | 2,066 |
| Certificates of participation in pools of residential mortgages | $23,854,000 | 1,515 |
| Issued or guaranteed by U.S. | $23,854,000 | 1,515 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $227,000 | 3,258 |
| CMOs issued by government agencies or sponsored agencies | $227,000 | 3,146 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $99,326,000 | 277 |
| Available-for-sale securities (fair market value) | $43,985,000 | 2,616 |
| Total debt securities | $142,304,000 | 1,043 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,862 |
| Fair value | $532,000 | 1,852 |
| 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 | $146,647,000 | 1,035 |
| U.S. Government securities | $113,673,000 | 899 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $113,673,000 | 866 |
| Securities issued by states & political subdivisions | $9,858,000 | 2,909 |
| Other domestic debt securities | $22,134,000 | 387 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $891,000 | 165 |
| Other domestic debt securities - All other | $21,243,000 | 257 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $982,000 | 602 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,990,000 | 4,714 |
| Mortgage-backed securities | $25,688,000 | 2,018 |
| Certificates of participation in pools of residential mortgages | $25,442,000 | 1,478 |
| Issued or guaranteed by U.S. | $25,442,000 | 1,477 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $246,000 | 3,276 |
| CMOs issued by government agencies or sponsored agencies | $246,000 | 3,165 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $101,162,000 | 271 |
| Available-for-sale securities (fair market value) | $45,485,000 | 2,599 |
| Total debt securities | $145,665,000 | 1,027 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,912 |
| Fair value | $529,000 | 1,898 |
| 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 | $144,427,000 | 1,063 |
| U.S. Government securities | $112,173,000 | 923 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $112,173,000 | 887 |
| Securities issued by states & political subdivisions | $9,846,000 | 2,921 |
| Other domestic debt securities | $21,533,000 | 399 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $883,000 | 169 |
| Other domestic debt securities - All other | $20,650,000 | 274 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $875,000 | 634 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,990,000 | 4,736 |
| Mortgage-backed securities | $27,408,000 | 1,969 |
| Certificates of participation in pools of residential mortgages | $27,144,000 | 1,415 |
| Issued or guaranteed by U.S. | $27,144,000 | 1,414 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $264,000 | 3,286 |
| CMOs issued by government agencies or sponsored agencies | $264,000 | 3,173 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $99,404,000 | 266 |
| Available-for-sale securities (fair market value) | $45,023,000 | 2,636 |
| Total debt securities | $143,552,000 | 1,060 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,951 |
| Fair value | $524,000 | 1,941 |
| 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 | $143,150,000 | 1,063 |
| U.S. Government securities | $111,476,000 | 929 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $111,476,000 | 896 |
| Securities issued by states & political subdivisions | $10,878,000 | 2,766 |
| Other domestic debt securities | $19,896,000 | 441 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $861,000 | 190 |
| Other domestic debt securities - All other | $19,035,000 | 298 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $900,000 | 639 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,989,000 | 4,759 |
| Mortgage-backed securities | $28,611,000 | 1,915 |
| Certificates of participation in pools of residential mortgages | $28,322,000 | 1,383 |
| Issued or guaranteed by U.S. | $28,322,000 | 1,382 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $289,000 | 3,276 |
| CMOs issued by government agencies or sponsored agencies | $289,000 | 3,159 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $97,146,000 | 267 |
| Available-for-sale securities (fair market value) | $46,004,000 | 2,595 |
| Total debt securities | $142,250,000 | 1,065 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 911 |
| Fair value | $3,522,000 | 898 |
| 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 | $135,049,000 | 1,133 |
| U.S. Government securities | $105,916,000 | 964 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $105,916,000 | 930 |
| Securities issued by states & political subdivisions | $10,123,000 | 2,884 |
| Other domestic debt securities | $18,176,000 | 483 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $866,000 | 199 |
| Other domestic debt securities - All other | $17,310,000 | 321 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $834,000 | 658 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,989,000 | 4,808 |
| Mortgage-backed securities | $29,826,000 | 1,882 |
| Certificates of participation in pools of residential mortgages | $29,516,000 | 1,344 |
| Issued or guaranteed by U.S. | $29,516,000 | 1,341 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $310,000 | 3,300 |
| CMOs issued by government agencies or sponsored agencies | $310,000 | 3,178 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $93,680,000 | 265 |
| Available-for-sale securities (fair market value) | $41,369,000 | 2,816 |
| Total debt securities | $134,215,000 | 1,129 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 907 |
| Fair value | $3,522,000 | 889 |
| 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 | $124,529,000 | 1,220 |
| U.S. Government securities | $93,428,000 | 1,079 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $93,428,000 | 1,037 |
| Securities issued by states & political subdivisions | $10,116,000 | 2,871 |
| Other domestic debt securities | $20,180,000 | 448 |
| 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 | $880,000 | 196 |
| Other domestic debt securities - All other | $19,300,000 | 305 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $805,000 | 661 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,989,000 | 4,810 |
| Mortgage-backed securities | $32,491,000 | 1,757 |
| Certificates of participation in pools of residential mortgages | $32,096,000 | 1,234 |
| Issued or guaranteed by U.S. | $32,096,000 | 1,233 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $395,000 | 3,269 |
| CMOs issued by government agencies or sponsored agencies | $395,000 | 3,141 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $84,814,000 | 262 |
| Available-for-sale securities (fair market value) | $39,715,000 | 2,881 |
| Total debt securities | $123,724,000 | 1,208 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 811 |
| Fair value | $4,022,000 | 807 |
| 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 | $131,228,000 | 1,189 |
| U.S. Government securities | $97,831,000 | 1,053 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $97,831,000 | 1,009 |
| Securities issued by states & political subdivisions | $10,340,000 | 2,808 |
| Other domestic debt securities | $22,411,000 | 432 |
| 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 | $905,000 | 189 |
| Other domestic debt securities - All other | $21,506,000 | 278 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $646,000 | 705 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,000,000 | 4,304 |
| Mortgage-backed securities | $34,677,000 | 1,709 |
| Certificates of participation in pools of residential mortgages | $34,209,000 | 1,193 |
| Issued or guaranteed by U.S. | $34,209,000 | 1,191 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $468,000 | 3,266 |
| CMOs issued by government agencies or sponsored agencies | $468,000 | 3,126 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $91,038,000 | 229 |
| Available-for-sale securities (fair market value) | $40,190,000 | 2,896 |
| Total debt securities | $130,582,000 | 1,180 |
| Structured notes | ||
| Amortized cost | $7,000,000 | 535 |
| Fair value | $7,031,000 | 535 |
| 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 | $132,013,000 | 1,153 |
| U.S. Government securities | $97,626,000 | 1,029 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $97,626,000 | 984 |
| Securities issued by states & political subdivisions | $10,330,000 | 2,787 |
| Other domestic debt securities | $23,445,000 | 402 |
| 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 | $890,000 | 189 |
| Other domestic debt securities - All other | $22,555,000 | 260 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $612,000 | 707 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 5,211 |
| Mortgage-backed securities | $37,035,000 | 1,628 |
| Certificates of participation in pools of residential mortgages | $36,458,000 | 1,116 |
| Issued or guaranteed by U.S. | $36,458,000 | 1,114 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $577,000 | 3,237 |
| CMOs issued by government agencies or sponsored agencies | $577,000 | 3,098 |
| 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) | $92,981,000 | 222 |
| Available-for-sale securities (fair market value) | $39,032,000 | 2,917 |
| Total debt securities | $131,401,000 | 1,140 |
| Structured notes | ||
| Amortized cost | $7,000,000 | 565 |
| Fair value | $7,029,000 | 567 |
| 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 | $141,568,000 | 1,079 |
| U.S. Government securities | $105,811,000 | 975 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $105,811,000 | 941 |
| Securities issued by states & political subdivisions | $10,387,000 | 2,745 |
| Other domestic debt securities | $24,750,000 | 397 |
| 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 | $902,000 | 180 |
| Other domestic debt securities - All other | $23,848,000 | 262 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $620,000 | 704 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 5,276 |
| Mortgage-backed securities | $39,408,000 | 1,637 |
| Certificates of participation in pools of residential mortgages | $38,704,000 | 1,129 |
| Issued or guaranteed by U.S. | $38,704,000 | 1,129 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $704,000 | 3,267 |
| CMOs issued by government agencies or sponsored agencies | $704,000 | 3,114 |
| 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) | $99,153,000 | 211 |
| Available-for-sale securities (fair market value) | $42,415,000 | 2,791 |
| Total debt securities | $140,948,000 | 1,074 |
| Structured notes | ||
| Amortized cost | $12,000,000 | 369 |
| Fair value | $12,014,000 | 373 |
| 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 | $136,987,000 | 1,124 |
| U.S. Government securities | $107,484,000 | 972 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $107,484,000 | 936 |
| Securities issued by states & political subdivisions | $10,116,000 | 2,734 |
| Other domestic debt securities | $18,575,000 | 486 |
| 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 | $879,000 | 182 |
| Other domestic debt securities - All other | $17,696,000 | 328 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $812,000 | 649 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 5,332 |
| Mortgage-backed securities | $41,725,000 | 1,576 |
| Certificates of participation in pools of residential mortgages | $40,924,000 | 1,096 |
| Issued or guaranteed by U.S. | $40,924,000 | 1,095 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $801,000 | 3,240 |
| CMOs issued by government agencies or sponsored agencies | $801,000 | 3,081 |
| 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) | $88,648,000 | 222 |
| Available-for-sale securities (fair market value) | $48,339,000 | 2,531 |
| Total debt securities | $136,175,000 | 1,118 |
| Structured notes | ||
| Amortized cost | $9,000,000 | 534 |
| Fair value | $9,014,000 | 543 |
| 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 | $146,371,000 | 1,062 |
| U.S. Government securities | $123,453,000 | 892 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $123,453,000 | 865 |
| Securities issued by states & political subdivisions | $9,044,000 | 2,824 |
| Other domestic debt securities | $12,848,000 | 624 |
| 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 | $885,000 | 184 |
| Other domestic debt securities - All other | $11,963,000 | 411 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $1,026,000 | 571 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 5,367 |
| Mortgage-backed securities | $43,640,000 | 1,541 |
| Certificates of participation in pools of residential mortgages | $42,696,000 | 1,054 |
| Issued or guaranteed by U.S. | $42,696,000 | 1,053 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $944,000 | 3,205 |
| CMOs issued by government agencies or sponsored agencies | $944,000 | 3,044 |
| 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) | $94,304,000 | 217 |
| Available-for-sale securities (fair market value) | $52,067,000 | 2,374 |
| Total debt securities | $145,345,000 | 1,058 |
| Structured notes | ||
| Amortized cost | $8,500,000 | 694 |
| Fair value | $8,491,000 | 694 |
| 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 | $146,810,000 | 1,021 |
| U.S. Government securities | $123,812,000 | 846 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $123,812,000 | 818 |
| Securities issued by states & political subdivisions | $8,982,000 | 2,787 |
| Other domestic debt securities | $13,219,000 | 619 |
| 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 | $810,000 | 180 |
| Other domestic debt securities - All other | $12,409,000 | 381 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $797,000 | 622 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 5,120 |
| Mortgage-backed securities | $46,164,000 | 1,394 |
| Certificates of participation in pools of residential mortgages | $45,081,000 | 957 |
| Issued or guaranteed by U.S. | $45,081,000 | 953 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,083,000 | 3,078 |
| CMOs issued by government agencies or sponsored agencies | $1,083,000 | 2,835 |
| 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) | $98,108,000 | 207 |
| Available-for-sale securities (fair market value) | $48,702,000 | 2,404 |
| Total debt securities | $146,013,000 | 1,013 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,578 |
| Fair value | $435,000 | 2,759 |
| 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 | $148,560,000 | 981 |
| U.S. Government securities | $128,251,000 | 802 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $128,251,000 | 777 |
| Securities issued by states & political subdivisions | $7,846,000 | 2,919 |
| Other domestic debt securities | $11,818,000 | 641 |
| 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 | $808,000 | 183 |
| Other domestic debt securities - All other | $11,010,000 | 395 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $645,000 | 677 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 5,147 |
| Mortgage-backed securities | $46,053,000 | 1,350 |
| Certificates of participation in pools of residential mortgages | $44,835,000 | 925 |
| Issued or guaranteed by U.S. | $44,835,000 | 922 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,218,000 | 3,024 |
| CMOs issued by government agencies or sponsored agencies | $1,218,000 | 2,787 |
| 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) | $101,066,000 | 197 |
| Available-for-sale securities (fair market value) | $47,494,000 | 2,401 |
| Total debt securities | $147,915,000 | 974 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,566 |
| Fair value | $2,504,000 | 1,588 |
| 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 | $147,026,000 | 984 |
| U.S. Government securities | $127,239,000 | 816 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $127,239,000 | 787 |
| Securities issued by states & political subdivisions | $7,620,000 | 2,896 |
| Other domestic debt securities | $11,406,000 | 644 |
| 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 | $861,000 | 196 |
| Other domestic debt securities - All other | $10,545,000 | 377 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $761,000 | 650 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,008 |
| Mortgage-backed securities | $38,607,000 | 1,512 |
| Certificates of participation in pools of residential mortgages | $37,261,000 | 1,032 |
| Issued or guaranteed by U.S. | $37,261,000 | 1,028 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,346,000 | 2,942 |
| CMOs issued by government agencies or sponsored agencies | $1,346,000 | 2,697 |
| 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) | $103,087,000 | 190 |
| Available-for-sale securities (fair market value) | $43,939,000 | 2,557 |
| Total debt securities | $146,265,000 | 978 |
| Structured notes | ||
| Amortized cost | $11,747,000 | 596 |
| Fair value | $11,768,000 | 596 |
| 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 | $140,176,000 | 1,025 |
| U.S. Government securities | $120,321,000 | 858 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $120,321,000 | 827 |
| Securities issued by states & political subdivisions | $7,275,000 | 2,917 |
| Other domestic debt securities | $11,072,000 | 668 |
| 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 | $11,072,000 | 353 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $1,508,000 | 486 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000,000 | 4,845 |
| Mortgage-backed securities | $34,641,000 | 1,594 |
| Certificates of participation in pools of residential mortgages | $33,200,000 | 1,107 |
| Issued or guaranteed by U.S. | $33,200,000 | 1,100 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,441,000 | 2,859 |
| CMOs issued by government agencies or sponsored agencies | $1,441,000 | 2,603 |
| 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) | $96,136,000 | 200 |
| Available-for-sale securities (fair market value) | $44,040,000 | 2,526 |
| Total debt securities | $138,668,000 | 1,023 |
| Structured notes | ||
| Amortized cost | $11,747,000 | 618 |
| Fair value | $11,719,000 | 620 |
| 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 | $133,301,000 | 1,033 |
| U.S. Government securities | $112,728,000 | 868 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $112,728,000 | 833 |
| Securities issued by states & political subdivisions | $7,244,000 | 2,939 |
| Other domestic debt securities | $12,116,000 | 664 |
| 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 | $12,116,000 | 326 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $1,213,000 | 537 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000,000 | 4,857 |
| Mortgage-backed securities | $34,991,000 | 1,544 |
| Certificates of participation in pools of residential mortgages | $33,382,000 | 1,065 |
| Issued or guaranteed by U.S. | $33,382,000 | 1,056 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,609,000 | 2,768 |
| CMOs issued by government agencies or sponsored agencies | $1,609,000 | 2,505 |
| 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) | $91,334,000 | 203 |
| Available-for-sale securities (fair market value) | $41,967,000 | 2,526 |
| Total debt securities | $132,088,000 | 1,031 |
| Structured notes | ||
| Amortized cost | $14,747,000 | 455 |
| Fair value | $14,727,000 | 451 |
| 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 | $129,310,000 | 1,035 |
| U.S. Government securities | $112,153,000 | 844 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $112,153,000 | 805 |
| Securities issued by states & political subdivisions | $2,992,000 | 3,969 |
| Other domestic debt securities | $13,207,000 | 632 |
| 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 | $13,207,000 | 298 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $958,000 | 648 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000,000 | 4,913 |
| Mortgage-backed securities | $37,381,000 | 1,456 |
| Certificates of participation in pools of residential mortgages | $35,605,000 | 977 |
| Issued or guaranteed by U.S. | $35,605,000 | 969 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,776,000 | 2,678 |
| CMOs issued by government agencies or sponsored agencies | $1,776,000 | 2,416 |
| 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) | $89,835,000 | 211 |
| Available-for-sale securities (fair market value) | $39,475,000 | 2,613 |
| Total debt securities | $128,352,000 | 1,030 |
| Structured notes | ||
| Amortized cost | $20,747,000 | 267 |
| Fair value | $20,818,000 | 268 |
| 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 | $122,829,000 | 1,088 |
| U.S. Government securities | $105,325,000 | 902 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $105,325,000 | 863 |
| Securities issued by states & political subdivisions | $2,000,000 | 4,308 |
| Other domestic debt securities | $14,771,000 | 600 |
| 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 | $14,771,000 | 265 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $733,000 | 735 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 5,361 |
| Mortgage-backed securities | $39,059,000 | 1,366 |
| Certificates of participation in pools of residential mortgages | $37,154,000 | 932 |
| Issued or guaranteed by U.S. | $37,154,000 | 925 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,905,000 | 2,551 |
| CMOs issued by government agencies or sponsored agencies | $1,905,000 | 2,280 |
| 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) | $85,647,000 | 228 |
| Available-for-sale securities (fair market value) | $37,182,000 | 2,711 |
| Total debt securities | $122,096,000 | 1,076 |
| 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 | $122,434,000 | 1,078 |
| U.S. Government securities | $103,457,000 | 901 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $103,457,000 | 867 |
| Securities issued by states & political subdivisions | $2,000,000 | 4,301 |
| Other domestic debt securities | $16,134,000 | 588 |
| 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 | $16,134,000 | 244 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $843,000 | 711 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 5,423 |
| Mortgage-backed securities | $43,634,000 | 1,300 |
| Certificates of participation in pools of residential mortgages | $41,686,000 | 905 |
| Issued or guaranteed by U.S. | $41,686,000 | 897 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,948,000 | 2,503 |
| CMOs issued by government agencies or sponsored agencies | $1,948,000 | 2,203 |
| 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) | $83,282,000 | 236 |
| Available-for-sale securities (fair market value) | $39,152,000 | 2,607 |
| Total debt securities | $121,591,000 | 1,077 |
| 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 | $117,593,000 | 1,099 |
| U.S. Government securities | $97,637,000 | 925 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $97,637,000 | 892 |
| Securities issued by states & political subdivisions | $2,000,000 | 4,331 |
| Other domestic debt securities | $17,194,000 | 586 |
| 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 | $17,194,000 | 237 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $762,000 | 743 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 5,466 |
| Mortgage-backed securities | $48,066,000 | 1,228 |
| Certificates of participation in pools of residential mortgages | $46,082,000 | 852 |
| Issued or guaranteed by U.S. | $46,082,000 | 844 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,984,000 | 2,493 |
| CMOs issued by government agencies or sponsored agencies | $1,984,000 | 2,176 |
| 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) | $81,592,000 | 233 |
| Available-for-sale securities (fair market value) | $36,001,000 | 2,757 |
| Total debt securities | $116,831,000 | 1,091 |
| 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 | $129,613,000 | 982 |
| U.S. Government securities | $108,976,000 | 817 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $108,976,000 | 795 |
| Securities issued by states & political subdivisions | $2,000,000 | 4,374 |
| Other domestic debt securities | $17,771,000 | 619 |
| 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 | $17,771,000 | 246 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $866,000 | 763 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 5,505 |
| Mortgage-backed securities | $52,379,000 | 1,174 |
| Certificates of participation in pools of residential mortgages | $50,356,000 | 800 |
| Issued or guaranteed by U.S. | $50,356,000 | 793 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,023,000 | 2,478 |
| CMOs issued by government agencies or sponsored agencies | $2,023,000 | 2,132 |
| 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) | $89,969,000 | 221 |
| Available-for-sale securities (fair market value) | $39,644,000 | 2,564 |
| Total debt securities | $128,747,000 | 970 |
| 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 | $129,119,000 | 988 |
| U.S. Government securities | $106,556,000 | 814 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $106,556,000 | 785 |
| Securities issued by states & political subdivisions | $2,000,000 | 4,348 |
| Other domestic debt securities | $19,849,000 | 602 |
| 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 | $19,849,000 | 242 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $714,000 | 862 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 5,509 |
| Mortgage-backed securities | $56,282,000 | 1,096 |
| Certificates of participation in pools of residential mortgages | $54,153,000 | 764 |
| Issued or guaranteed by U.S. | $54,153,000 | 755 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,129,000 | 2,441 |
| CMOs issued by government agencies or sponsored agencies | $2,129,000 | 2,081 |
| 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) | $94,382,000 | 216 |
| Available-for-sale securities (fair market value) | $34,737,000 | 2,773 |
| Total debt securities | $128,405,000 | 972 |
| 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 | $125,780,000 | 1,001 |
| U.S. Government securities | $103,331,000 | 832 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $103,331,000 | 812 |
| Securities issued by states & political subdivisions | $2,000,000 | 4,267 |
| Other domestic debt securities | $19,762,000 | 568 |
| 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 | $19,762,000 | 227 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $687,000 | 871 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 5,553 |
| Mortgage-backed securities | $61,191,000 | 1,033 |
| Certificates of participation in pools of residential mortgages | $59,002,000 | 728 |
| Issued or guaranteed by U.S. | $59,002,000 | 718 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,189,000 | 2,454 |
| CMOs issued by government agencies or sponsored agencies | $2,189,000 | 2,087 |
| 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) | $97,115,000 | 204 |
| Available-for-sale securities (fair market value) | $28,665,000 | 3,210 |
| Total debt securities | $125,093,000 | 987 |
| 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 | $115,024,000 | 1,066 |
| U.S. Government securities | $99,639,000 | 847 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $99,639,000 | 825 |
| Securities issued by states & political subdivisions | $2,000,000 | 4,213 |
| Other domestic debt securities | $12,499,000 | 731 |
| 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 | $12,499,000 | 320 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $886,000 | 787 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 5,606 |
| Mortgage-backed securities | $63,999,000 | 960 |
| Certificates of participation in pools of residential mortgages | $63,999,000 | 661 |
| Issued or guaranteed by U.S. | $63,999,000 | 651 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| 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) | $84,533,000 | 226 |
| Available-for-sale securities (fair market value) | $30,491,000 | 3,035 |
| Total debt securities | $114,138,000 | 1,053 |
| 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 | $109,239,000 | 1,087 |
| U.S. Government securities | $99,501,000 | 824 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $99,501,000 | 802 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $8,657,000 | 886 |
| 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 | $8,657,000 | 420 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $1,081,000 | 718 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 5,632 |
| Mortgage-backed securities | $58,247,000 | 1,011 |
| Certificates of participation in pools of residential mortgages | $58,247,000 | 686 |
| Issued or guaranteed by U.S. | $58,247,000 | 679 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| 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) | $78,535,000 | 239 |
| Available-for-sale securities (fair market value) | $30,704,000 | 2,963 |
| Total debt securities | $108,158,000 | 1,081 |
| 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 | $113,373,000 | 1,074 |
| U.S. Government securities | $99,381,000 | 834 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $99,381,000 | 816 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $12,648,000 | 765 |
| 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 | $12,648,000 | 363 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $1,344,000 | 900 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 5,627 |
| Mortgage-backed securities | $58,508,000 | 996 |
| Certificates of participation in pools of residential mortgages | $58,508,000 | 679 |
| Issued or guaranteed by U.S. | $58,508,000 | 671 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $83,117,000 | 227 |
| Available-for-sale securities (fair market value) | $30,256,000 | 3,049 |
| Total debt securities | $112,029,000 | 1,060 |
| 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 | $105,417,000 | 1,155 |
| U.S. Government securities | $89,092,000 | 944 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $89,092,000 | 922 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $14,083,000 | 693 |
| 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 | $14,083,000 | 334 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $2,242,000 | 772 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 5,620 |
| Mortgage-backed securities | $59,015,000 | 946 |
| Certificates of participation in pools of residential mortgages | $59,015,000 | 643 |
| Issued or guaranteed by U.S. | $59,015,000 | 633 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $72,530,000 | 247 |
| Available-for-sale securities (fair market value) | $32,887,000 | 2,869 |
| Total debt securities | $103,175,000 | 1,157 |
| 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 | $117,918,000 | 1,031 |
| U.S. Government securities | $102,905,000 | 815 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $102,905,000 | 796 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $12,412,000 | 701 |
| 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 | $12,412,000 | 362 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $2,601,000 | 659 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 5,678 |
| Mortgage-backed securities | $44,453,000 | 1,072 |
| Certificates of participation in pools of residential mortgages | $44,453,000 | 761 |
| Issued or guaranteed by U.S. | $44,453,000 | 752 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $85,196,000 | 217 |
| Available-for-sale securities (fair market value) | $32,722,000 | 2,861 |
| Total debt securities | $115,317,000 | 1,027 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 765 |
| Fair value | $3,001,000 | 781 |
| 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 | $120,487,000 | 986 |
| U.S. Government securities | $112,195,000 | 758 |
| U.S. Treasury securities | $1,001,000 | 761 |
| U.S. Government agency obligations | $111,194,000 | 741 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $5,462,000 | 1,037 |
| 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 | $5,462,000 | 617 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $2,830,000 | 630 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,001,000 | 6,177 |
| Mortgage-backed securities | $45,319,000 | 997 |
| Certificates of participation in pools of residential mortgages | $45,319,000 | 712 |
| Issued or guaranteed by U.S. | $45,319,000 | 703 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $86,673,000 | 213 |
| Available-for-sale securities (fair market value) | $33,814,000 | 2,773 |
| Total debt securities | $117,657,000 | 992 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 925 |
| Fair value | $3,003,000 | 922 |
| 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 | $132,664,000 | 898 |
| U.S. Government securities | $125,469,000 | 673 |
| U.S. Treasury securities | $2,978,000 | 537 |
| U.S. Government agency obligations | $122,491,000 | 674 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $4,411,000 | 1,091 |
| 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 | $4,411,000 | 668 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $2,784,000 | 635 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,985,000 | 5,753 |
| Mortgage-backed securities | $48,927,000 | 930 |
| Certificates of participation in pools of residential mortgages | $48,927,000 | 672 |
| Issued or guaranteed by U.S. | $48,927,000 | 663 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $95,671,000 | 202 |
| Available-for-sale securities (fair market value) | $36,993,000 | 2,569 |
| Total debt securities | $129,880,000 | 895 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 982 |
| Fair value | $2,993,000 | 989 |
| 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 | $138,281,000 | 857 |
| U.S. Government securities | $129,301,000 | 659 |
| U.S. Treasury securities | $2,974,000 | 587 |
| U.S. Government agency obligations | $126,327,000 | 658 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $5,913,000 | 960 |
| 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 | $5,913,000 | 586 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $3,067,000 | 615 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,982,000 | 5,777 |
| Mortgage-backed securities | $53,239,000 | 861 |
| Certificates of participation in pools of residential mortgages | $53,239,000 | 617 |
| Issued or guaranteed by U.S. | $53,239,000 | 607 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $97,926,000 | 204 |
| Available-for-sale securities (fair market value) | $40,355,000 | 2,404 |
| Total debt securities | $135,214,000 | 863 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,027 |
| Fair value | $2,994,000 | 1,036 |
| 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 | $149,554,000 | 825 |
| U.S. Government securities | $140,336,000 | 654 |
| U.S. Treasury securities | $1,966,000 | 780 |
| U.S. Government agency obligations | $138,370,000 | 651 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $5,899,000 | 953 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,899,000 | 591 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $3,319,000 | 616 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,966,000 | 5,792 |
| Mortgage-backed securities | $54,301,000 | 867 |
| Certificates of participation in pools of residential mortgages | $54,301,000 | 619 |
| Issued or guaranteed by U.S. | $54,301,000 | 610 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $102,534,000 | 197 |
| Available-for-sale securities (fair market value) | $47,020,000 | 2,126 |
| Total debt securities | $146,235,000 | 826 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,098 |
| Fair value | $2,987,000 | 1,110 |
| 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 | $157,063,000 | 796 |
| U.S. Government securities | $146,907,000 | 634 |
| U.S. Treasury securities | $1,963,000 | 815 |
| U.S. Government agency obligations | $144,944,000 | 629 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $6,897,000 | 866 |
| 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 | $6,897,000 | 534 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $3,259,000 | 610 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,963,000 | 5,847 |
| Mortgage-backed securities | $59,084,000 | 821 |
| Certificates of participation in pools of residential mortgages | $59,084,000 | 583 |
| Issued or guaranteed by U.S. | $59,084,000 | 574 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $108,509,000 | 187 |
| Available-for-sale securities (fair market value) | $48,554,000 | 2,066 |
| Total debt securities | $153,804,000 | 791 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,191 |
| Fair value | $2,979,000 | 1,204 |
| 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 | $163,103,000 | 776 |
| U.S. Government securities | $152,157,000 | 618 |
| U.S. Treasury securities | $1,945,000 | 863 |
| U.S. Government agency obligations | $150,212,000 | 608 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $7,848,000 | 818 |
| 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 | $7,848,000 | 502 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $3,098,000 | 617 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,945,000 | 5,890 |
| Mortgage-backed securities | $61,709,000 | 794 |
| Certificates of participation in pools of residential mortgages | $61,709,000 | 567 |
| Issued or guaranteed by U.S. | $61,709,000 | 560 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $111,477,000 | 186 |
| Available-for-sale securities (fair market value) | $51,626,000 | 1,942 |
| Total debt securities | $160,005,000 | 772 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,234 |
| Fair value | $2,958,000 | 1,240 |
| 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 | $172,440,000 | 750 |
| U.S. Government securities | $157,987,000 | 610 |
| U.S. Treasury securities | $1,945,000 | 922 |
| U.S. Government agency obligations | $156,042,000 | 598 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $11,165,000 | 673 |
| 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 | $11,165,000 | 392 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $3,288,000 | 622 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,945,000 | 5,876 |
| Mortgage-backed securities | $67,528,000 | 745 |
| Certificates of participation in pools of residential mortgages | $67,528,000 | 535 |
| Issued or guaranteed by U.S. | $67,528,000 | 528 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $119,593,000 | 176 |
| Available-for-sale securities (fair market value) | $52,847,000 | 1,921 |
| Total debt securities | $169,152,000 | 743 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,248 |
| Fair value | $2,959,000 | 1,268 |
| 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 | $166,118,000 | 770 |
| U.S. Government securities | $149,602,000 | 642 |
| U.S. Treasury securities | $1,962,000 | 933 |
| U.S. Government agency obligations | $147,640,000 | 627 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $13,434,000 | 624 |
| 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 | $13,434,000 | 357 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $3,082,000 | 662 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,962,000 | 5,876 |
| Mortgage-backed securities | $72,841,000 | 709 |
| Certificates of participation in pools of residential mortgages | $72,841,000 | 510 |
| Issued or guaranteed by U.S. | $72,841,000 | 503 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $114,602,000 | 189 |
| Available-for-sale securities (fair market value) | $51,516,000 | 1,948 |
| Total debt securities | $163,036,000 | 760 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,098 |
| Fair value | $998,000 | 2,104 |
| 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 | $166,733,000 | 761 |
| U.S. Government securities | $149,653,000 | 634 |
| U.S. Treasury securities | $1,962,000 | 932 |
| U.S. Government agency obligations | $147,691,000 | 619 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $13,965,000 | 617 |
| 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 | $13,965,000 | 363 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $3,115,000 | 662 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,962,000 | 5,893 |
| Mortgage-backed securities | $79,579,000 | 672 |
| Certificates of participation in pools of residential mortgages | $79,579,000 | 488 |
| Issued or guaranteed by U.S. | $79,579,000 | 481 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $115,989,000 | 190 |
| Available-for-sale securities (fair market value) | $50,744,000 | 1,944 |
| Total debt securities | $163,618,000 | 754 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,039 |
| Fair value | $998,000 | 2,059 |
| 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 | $169,365,000 | 746 |
| U.S. Government securities | $152,580,000 | 625 |
| U.S. Treasury securities | $1,981,000 | 944 |
| U.S. Government agency obligations | $150,599,000 | 607 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $14,039,000 | 628 |
| 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 | $14,039,000 | 378 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $2,746,000 | 729 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,981,000 | 5,869 |
| Mortgage-backed securities | $82,284,000 | 660 |
| Certificates of participation in pools of residential mortgages | $82,284,000 | 486 |
| Issued or guaranteed by U.S. | $82,284,000 | 475 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $119,926,000 | 186 |
| Available-for-sale securities (fair market value) | $49,439,000 | 2,014 |
| Total debt securities | $166,619,000 | 736 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,035 |
| Fair value | $998,000 | 2,082 |
| 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 | $167,750,000 | 766 |
| U.S. Government securities | $149,427,000 | 652 |
| U.S. Treasury securities | $1,964,000 | 1,043 |
| U.S. Government agency obligations | $147,463,000 | 633 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $15,760,000 | 596 |
| 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 | $15,760,000 | 356 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $2,563,000 | 775 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,964,000 | 5,930 |
| Mortgage-backed securities | $81,394,000 | 683 |
| Certificates of participation in pools of residential mortgages | $81,394,000 | 508 |
| Issued or guaranteed by U.S. | $81,394,000 | 502 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $122,541,000 | 179 |
| Available-for-sale securities (fair market value) | $45,209,000 | 2,195 |
| Total debt securities | $165,187,000 | 758 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,033 |
| Fair value | $997,000 | 2,042 |
| 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 | $169,574,000 | 764 |
| U.S. Government securities | $149,672,000 | 666 |
| U.S. Treasury securities | $2,001,000 | 1,010 |
| U.S. Government agency obligations | $147,671,000 | 641 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $17,331,000 | 584 |
| 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 | $17,331,000 | 348 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $2,571,000 | 807 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,001,000 | 5,880 |
| Mortgage-backed securities | $81,258,000 | 711 |
| Certificates of participation in pools of residential mortgages | $81,258,000 | 527 |
| Issued or guaranteed by U.S. | $81,258,000 | 523 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $123,007,000 | 179 |
| Available-for-sale securities (fair market value) | $46,567,000 | 2,166 |
| Total debt securities | $167,003,000 | 760 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,982 |
| Fair value | $1,001,000 | 1,990 |
| 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 | $163,808,000 | 789 |
| U.S. Government securities | $142,432,000 | 692 |
| U.S. Treasury securities | $3,024,000 | 823 |
| U.S. Government agency obligations | $139,408,000 | 673 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $18,924,000 | 553 |
| Privately issued residential mortgage-backed securities | $24,000 | 1,132 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,900,000 | 333 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $2,452,000 | 850 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,002,000 | 6,520 |
| Mortgage-backed securities | $85,335,000 | 691 |
| Certificates of participation in pools of residential mortgages | $85,335,000 | 509 |
| Issued or guaranteed by U.S. | $85,311,000 | 506 |
| Privately issued | $24,000 | 202 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $115,928,000 | 187 |
| Available-for-sale securities (fair market value) | $47,880,000 | 2,122 |
| Total debt securities | $161,356,000 | 780 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,975 |
| Fair value | $999,000 | 2,118 |
| 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 | $156,811,000 | 834 |
| U.S. Government securities | $135,034,000 | 732 |
| U.S. Treasury securities | $1,012,000 | 1,346 |
| U.S. Government agency obligations | $134,022,000 | 708 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $19,612,000 | 550 |
| Privately issued residential mortgage-backed securities | $25,000 | 1,120 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,587,000 | 336 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $2,165,000 | 916 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,012,000 | 6,528 |
| Mortgage-backed securities | $81,095,000 | 727 |
| Certificates of participation in pools of residential mortgages | $81,095,000 | 543 |
| Issued or guaranteed by U.S. | $81,070,000 | 540 |
| Privately issued | $25,000 | 200 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $112,752,000 | 189 |
| Available-for-sale securities (fair market value) | $44,059,000 | 2,319 |
| Total debt securities | $154,646,000 | 822 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,961 |
| Fair value | $999,000 | 1,979 |
| 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 | $148,341,000 | 885 |
| U.S. Government securities | $124,333,000 | 792 |
| U.S. Treasury securities | $1,023,000 | 1,322 |
| U.S. Government agency obligations | $123,310,000 | 767 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $21,863,000 | 545 |
| Privately issued residential mortgage-backed securities | $25,000 | 1,188 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,838,000 | 333 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $2,145,000 | 989 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,023,000 | 6,505 |
| Mortgage-backed securities | $68,790,000 | 839 |
| Certificates of participation in pools of residential mortgages | $68,790,000 | 609 |
| Issued or guaranteed by U.S. | $68,765,000 | 603 |
| Privately issued | $25,000 | 210 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $101,504,000 | 214 |
| Available-for-sale securities (fair market value) | $46,837,000 | 2,227 |
| Total debt securities | $146,196,000 | 867 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,759 |
| Fair value | $999,000 | 1,965 |
| 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 | $159,346,000 | 849 |
| U.S. Government securities | $134,291,000 | 770 |
| U.S. Treasury securities | $1,040,000 | 1,388 |
| U.S. Government agency obligations | $133,251,000 | 745 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $23,313,000 | 496 |
| Privately issued residential mortgage-backed securities | $25,000 | 1,051 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,288,000 | 337 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $1,742,000 | 1,094 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,040,000 | 6,482 |
| Mortgage-backed securities | $60,553,000 | 934 |
| Certificates of participation in pools of residential mortgages | $60,553,000 | 673 |
| Issued or guaranteed by U.S. | $60,528,000 | 666 |
| Privately issued | $25,000 | 222 |
| 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) | $117,548,000 | 186 |
| Available-for-sale securities (fair market value) | $41,798,000 | 2,483 |
| Total debt securities | $157,604,000 | 832 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,180 |
| Fair value | $2,002,000 | 1,226 |
| 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 | $156,418,000 | 861 |
| U.S. Government securities | $131,590,000 | 782 |
| U.S. Treasury securities | $1,053,000 | 1,413 |
| U.S. Government agency obligations | $130,537,000 | 756 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $23,373,000 | 514 |
| Privately issued residential mortgage-backed securities | $26,000 | 1,132 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,347,000 | 363 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $1,455,000 | 1,211 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,053,000 | 6,476 |
| Mortgage-backed securities | $54,029,000 | 998 |
| Certificates of participation in pools of residential mortgages | $54,029,000 | 730 |
| Issued or guaranteed by U.S. | $54,003,000 | 726 |
| Privately issued | $26,000 | 234 |
| 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) | $109,158,000 | 201 |
| Available-for-sale securities (fair market value) | $47,260,000 | 2,189 |
| Total debt securities | $154,963,000 | 837 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,378 |
| Fair value | $1,009,000 | 1,416 |
| 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 | $147,674,000 | 890 |
| U.S. Government securities | $123,089,000 | 795 |
| U.S. Treasury securities | $5,095,000 | 655 |
| U.S. Government agency obligations | $117,994,000 | 795 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $23,169,000 | 539 |
| Privately issued residential mortgage-backed securities | $26,000 | 1,185 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,143,000 | 380 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $1,416,000 | 1,233 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,064,000 | 6,486 |
| Mortgage-backed securities | $51,437,000 | 1,042 |
| Certificates of participation in pools of residential mortgages | $51,437,000 | 745 |
| Issued or guaranteed by U.S. | $51,411,000 | 744 |
| Privately issued | $26,000 | 234 |
| 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) | $90,607,000 | 234 |
| Available-for-sale securities (fair market value) | $57,067,000 | 1,810 |
| Total debt securities | $146,258,000 | 867 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 817 |
| Fair value | $2,017,000 | 852 |
| 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 | $145,084,000 | 894 |
| U.S. Government securities | $119,704,000 | 799 |
| U.S. Treasury securities | $5,090,000 | 665 |
| U.S. Government agency obligations | $114,614,000 | 791 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $24,151,000 | 525 |
| Privately issued residential mortgage-backed securities | $29,000 | 1,206 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,122,000 | 367 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $1,229,000 | 1,268 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,072,000 | 6,510 |
| Mortgage-backed securities | $56,876,000 | 959 |
| Certificates of participation in pools of residential mortgages | $56,876,000 | 677 |
| Issued or guaranteed by U.S. | $56,847,000 | 674 |
| Privately issued | $29,000 | 234 |
| 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) | $96,049,000 | 231 |
| Available-for-sale securities (fair market value) | $49,035,000 | 2,051 |
| Total debt securities | $143,855,000 | 867 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 604 |
| Fair value | $2,017,000 | 636 |
| 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 | $126,302,000 | 990 |
| U.S. Government securities | $95,946,000 | 963 |
| U.S. Treasury securities | $1,080,000 | 1,516 |
| U.S. Government agency obligations | $94,866,000 | 931 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $29,069,000 | 453 |
| Privately issued residential mortgage-backed securities | $29,000 | 1,233 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $29,040,000 | 312 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $1,287,000 | 1,275 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,080,000 | 6,515 |
| Mortgage-backed securities | $47,219,000 | 1,073 |
| Certificates of participation in pools of residential mortgages | $47,219,000 | 753 |
| Issued or guaranteed by U.S. | $47,190,000 | 748 |
| Privately issued | $29,000 | 232 |
| 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) | $86,834,000 | 247 |
| Available-for-sale securities (fair market value) | $39,468,000 | 2,411 |
| Total debt securities | $125,015,000 | 954 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 765 |
| Fair value | $1,022,000 | 792 |
| 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 | $92,324,000 | 1,229 |
| U.S. Government securities | $62,537,000 | 1,309 |
| U.S. Treasury securities | $1,059,000 | 1,808 |
| U.S. Government agency obligations | $61,478,000 | 1,264 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $27,982,000 | 498 |
| Privately issued residential mortgage-backed securities | $32,000 | 1,324 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $27,950,000 | 330 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $1,805,000 | 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 | $1,059,000 | 6,654 |
| Mortgage-backed securities | $30,115,000 | 1,380 |
| Certificates of participation in pools of residential mortgages | $30,115,000 | 959 |
| Issued or guaranteed by U.S. | $30,083,000 | 951 |
| Privately issued | $32,000 | 240 |
| 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) | $66,273,000 | 309 |
| Available-for-sale securities (fair market value) | $26,051,000 | 3,141 |
| Total debt securities | $90,519,000 | 1,223 |
| 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 | $74,840,000 | 1,471 |
| U.S. Government securities | $51,611,000 | 1,549 |
| U.S. Treasury securities | $1,005,000 | 2,663 |
| U.S. Government agency obligations | $50,606,000 | 1,467 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $19,318,000 | 546 |
| Privately issued residential mortgage-backed securities | $37,000 | 1,286 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,281,000 | 422 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $3,911,000 | 1,019 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,005,000 | 7,034 |
| Mortgage-backed securities | $22,553,000 | 1,360 |
| Certificates of participation in pools of residential mortgages | $22,553,000 | 991 |
| Issued or guaranteed by U.S. | $22,516,000 | 981 |
| Privately issued | $37,000 | 277 |
| 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) | $53,916,000 | 471 |
| Available-for-sale securities (fair market value) | $20,924,000 | 3,659 |
| Total debt securities | $70,929,000 | 1,476 |
| 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 | $66,449,000 | 1,725 |
| U.S. Government securities | $53,429,000 | 1,582 |
| U.S. Treasury securities | $2,006,000 | 2,646 |
| U.S. Government agency obligations | $51,423,000 | 1,463 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $9,551,000 | 852 |
| Privately issued residential mortgage-backed securities | $38,000 | 1,348 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,513,000 | 689 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $3,469,000 | 1,084 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 7,147 |
| Mortgage-backed securities | $24,311,000 | 1,409 |
| Certificates of participation in pools of residential mortgages | $24,311,000 | 994 |
| Issued or guaranteed by U.S. | $24,273,000 | 986 |
| Privately issued | $38,000 | 267 |
| 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) | $48,724,000 | 567 |
| Available-for-sale securities (fair market value) | $17,725,000 | 4,231 |
| Total debt securities | $62,980,000 | 1,745 |
| 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 | $69,301,000 | 1,715 |
| U.S. Government securities | $55,344,000 | 1,576 |
| U.S. Treasury securities | $2,046,000 | 3,779 |
| U.S. Government agency obligations | $53,298,000 | 1,395 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $10,397,000 | 746 |
| Privately issued residential mortgage-backed securities | $74,000 | 1,290 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,323,000 | 566 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $3,560,000 | 1,039 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,008,000 | 7,114 |
| Mortgage-backed securities | $27,218,000 | 1,395 |
| Certificates of participation in pools of residential mortgages | $27,218,000 | 975 |
| Issued or guaranteed by U.S. | $27,144,000 | 968 |
| Privately issued | $74,000 | 292 |
| 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) | $50,227,000 | 589 |
| Available-for-sale securities (fair market value) | $19,074,000 | 3,928 |
| Total debt securities | $65,741,000 | 1,721 |
| 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 | $77,385,000 | 1,495 |
| U.S. Government securities | $59,731,000 | 1,512 |
| U.S. Treasury securities | $2,010,000 | 5,109 |
| U.S. Government agency obligations | $57,721,000 | 1,252 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $13,629,000 | 475 |
| Privately issued residential mortgage-backed securities | $106,000 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,523,000 | 338 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $4,025,000 | 930 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,015,000 | 7,458 |
| Mortgage-backed securities | $23,320,000 | 1,518 |
| Certificates of participation in pools of residential mortgages | $23,320,000 | 1,104 |
| Issued or guaranteed by U.S. | $23,214,000 | 1,094 |
| Privately issued | $106,000 | 323 |
| 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) | $53,761,000 | 655 |
| Available-for-sale securities (fair market value) | $23,624,000 | 3,196 |
| Total debt securities | $73,360,000 | 1,504 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $73,791,000 | 1,637 |
| U.S. Government securities | $53,095,000 | 1,832 |
| U.S. Treasury securities | $4,495,000 | 4,076 |
| U.S. Government agency obligations | $48,600,000 | 1,506 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $16,693,000 | 413 |
| Privately issued residential mortgage-backed securities | $124,000 | 1,472 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,569,000 | 259 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $4,003,000 | 904 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $999,000 | 7,919 |
| Mortgage-backed securities | $21,368,000 | 1,775 |
| Certificates of participation in pools of residential mortgages | $21,368,000 | 1,264 |
| Issued or guaranteed by U.S. | $21,244,000 | 1,252 |
| Privately issued | $124,000 | 386 |
| 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) | $50,377,000 | 806 |
| Available-for-sale securities (fair market value) | $23,414,000 | 3,353 |
| Total debt securities | $69,825,000 | 1,670 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,460 |
| Fair value | $500,000 | 2,501 |
| 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 | $74,499,000 | 1,704 |
| U.S. Government securities | $51,298,000 | 1,963 |
| U.S. Treasury securities | $7,298,000 | 3,482 |
| U.S. Government agency obligations | $44,000,000 | 1,615 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $19,215,000 | 449 |
| Privately issued residential mortgage-backed securities | $137,000 | 1,747 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,078,000 | 299 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $3,986,000 | 861 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,016,000 | 8,045 |
| Mortgage-backed securities | $20,421,000 | 1,922 |
| Certificates of participation in pools of residential mortgages | $20,421,000 | 1,306 |
| Issued or guaranteed by U.S. | $20,284,000 | 1,288 |
| Privately issued | $137,000 | 437 |
| 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) | $49,216,000 | 851 |
| Available-for-sale securities (fair market value) | $25,283,000 | 3,272 |
| Total debt securities | $70,345,000 | 1,739 |
| Structured notes | ||
| Amortized cost | $1,991,000 | 1,796 |
| Fair value | $1,988,000 | 1,680 |
| 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 | $73,350,000 | 1,789 |
| U.S. Government securities | $51,404,000 | 2,059 |
| U.S. Treasury securities | $6,292,000 | 4,798 |
| U.S. Government agency obligations | $45,112,000 | 1,522 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $18,792,000 | 484 |
| Privately issued residential mortgage-backed securities | $156,000 | 1,932 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,636,000 | 321 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $3,154,000 | 930 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,010,000 | 8,352 |
| Mortgage-backed securities | $21,590,000 | 1,938 |
| Certificates of participation in pools of residential mortgages | $21,590,000 | 1,308 |
| Issued or guaranteed by U.S. | $21,434,000 | 1,299 |
| Privately issued | $156,000 | 433 |
| 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) | $49,143,000 | 1,509 |
| Available-for-sale securities (fair market value) | $24,207,000 | 2,349 |
| Total debt securities | $70,803,000 | 1,797 |
| 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 | $63,886,000 | 2,147 |
| U.S. Government securities | $36,723,000 | 2,963 |
| U.S. Treasury securities | $8,926,000 | 3,868 |
| U.S. Government agency obligations | $27,797,000 | 2,470 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $23,471,000 | 497 |
| Privately issued residential mortgage-backed securities | $198,000 | 2,361 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,273,000 | 326 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $3,692,000 | 939 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $18,760,000 | 2,386 |
| Certificates of participation in pools of residential mortgages | $320,000 | 8,582 |
| Issued or guaranteed by U.S. | $122,000 | 9,271 |
| Privately issued | $198,000 | 530 |
| Collaterized mortgage obligations | $18,440,000 | 1,095 |
| CMOs issued by government agencies or sponsored agencies | $18,440,000 | 1,021 |
| 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 | $60,194,000 | 2,201 |
| 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 | $66,944,000 | 2,013 |
| U.S. Government securities | $35,551,000 | 3,033 |
| U.S. Treasury securities | $12,791,000 | 2,878 |
| U.S. Government agency obligations | $22,760,000 | 2,906 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $28,434,000 | 481 |
| Privately issued residential mortgage-backed securities | $240,000 | 2,955 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $28,194,000 | 315 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $2,959,000 | 961 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $11,934,000 | 3,334 |
| Certificates of participation in pools of residential mortgages | $365,000 | 8,954 |
| Issued or guaranteed by U.S. | $125,000 | 9,631 |
| Privately issued | $240,000 | 590 |
| Collaterized mortgage obligations | $11,569,000 | 1,510 |
| CMOs issued by government agencies or sponsored agencies | $11,569,000 | 1,338 |
| 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 | $63,985,000 | 2,066 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $532,000 | 279 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |