Home > Providence Bank > Securities
Providence Bank, Securities
| 2021-03-31 | Rank | |
| Total securities | $112,990,000 | 1,403 |
| U.S. Government securities | $89,601,000 | 1,060 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $89,601,000 | 991 |
| Securities issued by states & political subdivisions | $80,000 | 4,164 |
| Other domestic debt securities | $23,309,000 | 531 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $23,309,000 | 318 |
| 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 | $72,695,000 | 801 |
| Mortgage-backed securities | $83,153,000 | 873 |
| Certificates of participation in pools of residential mortgages | $32,299,000 | 1,143 |
| Issued or guaranteed by U.S. | $32,299,000 | 1,113 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $36,012,000 | 509 |
| CMOs issued by government agencies or sponsored agencies | $36,012,000 | 474 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $14,842,000 | 667 |
| Commercial mortgage pass-through securities | $3,854,000 | 759 |
| Other commercial mortgage-backed securities | $10,988,000 | 506 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $112,990,000 | 1,303 |
| Total debt securities | $112,991,000 | 1,387 |
| 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 | $124,440,000 | 1,203 |
| U.S. Government securities | $101,102,000 | 865 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $101,102,000 | 820 |
| Securities issued by states & political subdivisions | $80,000 | 4,184 |
| Other domestic debt securities | $23,258,000 | 505 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $23,258,000 | 312 |
| 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 | $80,749,000 | 733 |
| Mortgage-backed securities | $94,576,000 | 730 |
| Certificates of participation in pools of residential mortgages | $37,494,000 | 944 |
| Issued or guaranteed by U.S. | $37,494,000 | 925 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $40,629,000 | 469 |
| CMOs issued by government agencies or sponsored agencies | $40,629,000 | 437 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $16,453,000 | 589 |
| Commercial mortgage pass-through securities | $3,593,000 | 753 |
| Other commercial mortgage-backed securities | $12,860,000 | 443 |
| Held to maturity securities (book value) | $9,431,000 | 680 |
| Available-for-sale securities (fair market value) | $115,009,000 | 1,184 |
| Total debt securities | $124,440,000 | 1,190 |
| 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 | $133,470,000 | 1,071 |
| U.S. Government securities | $110,077,000 | 780 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $110,077,000 | 734 |
| Securities issued by states & political subdivisions | $80,000 | 4,178 |
| Other domestic debt securities | $23,313,000 | 479 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $23,313,000 | 290 |
| 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 | $88,956,000 | 659 |
| Mortgage-backed securities | $103,521,000 | 655 |
| Certificates of participation in pools of residential mortgages | $43,073,000 | 816 |
| Issued or guaranteed by U.S. | $43,073,000 | 799 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $42,584,000 | 460 |
| CMOs issued by government agencies or sponsored agencies | $42,584,000 | 431 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $17,864,000 | 548 |
| Commercial mortgage pass-through securities | $3,611,000 | 736 |
| Other commercial mortgage-backed securities | $14,253,000 | 406 |
| Held to maturity securities (book value) | $10,613,000 | 638 |
| Available-for-sale securities (fair market value) | $122,857,000 | 1,061 |
| Total debt securities | $133,470,000 | 1,056 |
| 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 | $150,062,000 | 927 |
| U.S. Government securities | $126,602,000 | 666 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $126,602,000 | 627 |
| Securities issued by states & political subdivisions | $80,000 | 4,191 |
| Other domestic debt securities | $23,380,000 | 466 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $23,380,000 | 283 |
| 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 | $103,288,000 | 585 |
| Mortgage-backed securities | $120,033,000 | 583 |
| Certificates of participation in pools of residential mortgages | $53,101,000 | 674 |
| Issued or guaranteed by U.S. | $53,101,000 | 659 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $48,551,000 | 428 |
| CMOs issued by government agencies or sponsored agencies | $48,551,000 | 394 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $18,381,000 | 533 |
| Commercial mortgage pass-through securities | $3,628,000 | 733 |
| Other commercial mortgage-backed securities | $14,753,000 | 391 |
| Held to maturity securities (book value) | $11,668,000 | 622 |
| Available-for-sale securities (fair market value) | $138,394,000 | 921 |
| Total debt securities | $150,062,000 | 914 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $157,727,000 | 866 |
| U.S. Government securities | $136,226,000 | 641 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $136,226,000 | 605 |
| Securities issued by states & political subdivisions | $80,000 | 4,205 |
| Other domestic debt securities | $21,421,000 | 463 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $21,421,000 | 279 |
| 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 | $107,087,000 | 527 |
| Mortgage-backed securities | $129,682,000 | 555 |
| Certificates of participation in pools of residential mortgages | $57,849,000 | 626 |
| Issued or guaranteed by U.S. | $57,849,000 | 610 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $52,953,000 | 398 |
| CMOs issued by government agencies or sponsored agencies | $52,953,000 | 372 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $18,880,000 | 512 |
| Commercial mortgage pass-through securities | $3,645,000 | 712 |
| Other commercial mortgage-backed securities | $15,235,000 | 380 |
| Held to maturity securities (book value) | $12,035,000 | 625 |
| Available-for-sale securities (fair market value) | $145,692,000 | 848 |
| Total debt securities | $157,727,000 | 855 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 121 |
| Fair value | $4,104,000 | 118 |
| 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 | $158,298,000 | 860 |
| U.S. Government securities | $139,310,000 | 628 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $139,310,000 | 590 |
| Securities issued by states & political subdivisions | $80,000 | 4,219 |
| Other domestic debt securities | $18,908,000 | 457 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $18,908,000 | 281 |
| 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 | $106,927,000 | 515 |
| Mortgage-backed securities | $133,063,000 | 519 |
| Certificates of participation in pools of residential mortgages | $59,532,000 | 600 |
| Issued or guaranteed by U.S. | $59,532,000 | 586 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $54,904,000 | 397 |
| CMOs issued by government agencies or sponsored agencies | $54,904,000 | 372 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $18,627,000 | 507 |
| Commercial mortgage pass-through securities | $3,662,000 | 706 |
| Other commercial mortgage-backed securities | $14,965,000 | 375 |
| Held to maturity securities (book value) | $12,243,000 | 656 |
| Available-for-sale securities (fair market value) | $146,055,000 | 827 |
| Total debt securities | $158,299,000 | 846 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $144,257,000 | 910 |
| U.S. Government securities | $125,252,000 | 703 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $125,252,000 | 655 |
| Securities issued by states & political subdivisions | $80,000 | 4,291 |
| Other domestic debt securities | $18,925,000 | 440 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $18,925,000 | 273 |
| 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 | $89,066,000 | 588 |
| Mortgage-backed securities | $118,966,000 | 557 |
| Certificates of participation in pools of residential mortgages | $42,003,000 | 752 |
| Issued or guaranteed by U.S. | $42,003,000 | 729 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $58,055,000 | 379 |
| CMOs issued by government agencies or sponsored agencies | $58,055,000 | 358 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $18,908,000 | 495 |
| Commercial mortgage pass-through securities | $3,673,000 | 705 |
| Other commercial mortgage-backed securities | $15,235,000 | 365 |
| Held to maturity securities (book value) | $12,817,000 | 674 |
| Available-for-sale securities (fair market value) | $131,440,000 | 891 |
| Total debt securities | $144,258,000 | 899 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $149,433,000 | 891 |
| U.S. Government securities | $130,266,000 | 691 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $130,266,000 | 656 |
| Securities issued by states & political subdivisions | $80,000 | 4,354 |
| Other domestic debt securities | $19,014,000 | 435 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $19,014,000 | 271 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $73,000 | 284 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,045,000 | 583 |
| Mortgage-backed securities | $124,040,000 | 537 |
| Certificates of participation in pools of residential mortgages | $44,145,000 | 722 |
| Issued or guaranteed by U.S. | $44,145,000 | 716 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $60,969,000 | 368 |
| CMOs issued by government agencies or sponsored agencies | $60,969,000 | 349 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $18,926,000 | 473 |
| Commercial mortgage pass-through securities | $3,682,000 | 708 |
| Other commercial mortgage-backed securities | $15,244,000 | 347 |
| Held to maturity securities (book value) | $13,266,000 | 695 |
| Available-for-sale securities (fair market value) | $136,167,000 | 870 |
| Total debt securities | $149,361,000 | 879 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $151,591,000 | 880 |
| U.S. Government securities | $136,590,000 | 660 |
| U.S. Treasury securities | $9,909,000 | 478 |
| U.S. Government agency obligations | $126,681,000 | 667 |
| Securities issued by states & political subdivisions | $80,000 | 4,415 |
| Other domestic debt securities | $14,849,000 | 504 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $14,849,000 | 331 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $72,000 | 298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $101,432,000 | 551 |
| Mortgage-backed securities | $113,641,000 | 565 |
| Certificates of participation in pools of residential mortgages | $50,153,000 | 664 |
| Issued or guaranteed by U.S. | $50,153,000 | 660 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $53,955,000 | 383 |
| CMOs issued by government agencies or sponsored agencies | $53,955,000 | 361 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $9,533,000 | 660 |
| Commercial mortgage pass-through securities | $3,691,000 | 690 |
| Other commercial mortgage-backed securities | $5,842,000 | 484 |
| Held to maturity securities (book value) | $13,959,000 | 697 |
| Available-for-sale securities (fair market value) | $137,632,000 | 861 |
| Total debt securities | $151,519,000 | 870 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $150,092,000 | 895 |
| U.S. Government securities | $135,105,000 | 675 |
| U.S. Treasury securities | $9,817,000 | 475 |
| U.S. Government agency obligations | $125,288,000 | 676 |
| Securities issued by states & political subdivisions | $80,000 | 4,464 |
| Other domestic debt securities | $14,846,000 | 485 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $14,846,000 | 319 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $61,000 | 434 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $102,747,000 | 560 |
| Mortgage-backed securities | $112,399,000 | 576 |
| Certificates of participation in pools of residential mortgages | $51,646,000 | 657 |
| Issued or guaranteed by U.S. | $51,646,000 | 654 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $55,114,000 | 379 |
| CMOs issued by government agencies or sponsored agencies | $55,114,000 | 361 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $5,639,000 | 820 |
| Commercial mortgage pass-through securities | $3,701,000 | 674 |
| Other commercial mortgage-backed securities | $1,938,000 | 707 |
| Held to maturity securities (book value) | $14,228,000 | 727 |
| Available-for-sale securities (fair market value) | $135,864,000 | 869 |
| Total debt securities | $150,031,000 | 884 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $151,870,000 | 883 |
| U.S. Government securities | $137,075,000 | 660 |
| U.S. Treasury securities | $9,645,000 | 464 |
| U.S. Government agency obligations | $127,430,000 | 661 |
| Securities issued by states & political subdivisions | $80,000 | 4,511 |
| Other domestic debt securities | $14,643,000 | 466 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $14,643,000 | 313 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $72,000 | 459 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $104,153,000 | 558 |
| Mortgage-backed securities | $114,731,000 | 566 |
| Certificates of participation in pools of residential mortgages | $52,847,000 | 646 |
| Issued or guaranteed by U.S. | $52,847,000 | 643 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $56,178,000 | 360 |
| CMOs issued by government agencies or sponsored agencies | $56,178,000 | 342 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $5,706,000 | 808 |
| Commercial mortgage pass-through securities | $3,710,000 | 660 |
| Other commercial mortgage-backed securities | $1,996,000 | 688 |
| Held to maturity securities (book value) | $14,280,000 | 735 |
| Available-for-sale securities (fair market value) | $137,590,000 | 859 |
| Total debt securities | $151,797,000 | 872 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $154,469,000 | 891 |
| U.S. Government securities | $141,572,000 | 646 |
| U.S. Treasury securities | $9,709,000 | 448 |
| U.S. Government agency obligations | $131,863,000 | 644 |
| Securities issued by states & political subdivisions | $80,000 | 4,557 |
| Other domestic debt securities | $12,735,000 | 567 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $12,735,000 | 346 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $82,000 | 480 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,085,000 | 665 |
| Mortgage-backed securities | $119,102,000 | 551 |
| Certificates of participation in pools of residential mortgages | $54,380,000 | 660 |
| Issued or guaranteed by U.S. | $54,380,000 | 650 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $58,978,000 | 352 |
| CMOs issued by government agencies or sponsored agencies | $58,978,000 | 332 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $5,744,000 | 794 |
| Commercial mortgage pass-through securities | $3,718,000 | 639 |
| Other commercial mortgage-backed securities | $2,026,000 | 669 |
| Held to maturity securities (book value) | $11,078,000 | 834 |
| Available-for-sale securities (fair market value) | $143,391,000 | 837 |
| Total debt securities | $154,388,000 | 880 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $154,008,000 | 904 |
| U.S. Government securities | $141,053,000 | 653 |
| U.S. Treasury securities | $9,762,000 | 439 |
| U.S. Government agency obligations | $131,291,000 | 666 |
| Securities issued by states & political subdivisions | $80,000 | 4,606 |
| Other domestic debt securities | $12,794,000 | 499 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $12,794,000 | 350 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $81,000 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,860,000 | 658 |
| Mortgage-backed securities | $118,462,000 | 558 |
| Certificates of participation in pools of residential mortgages | $57,140,000 | 655 |
| Issued or guaranteed by U.S. | $57,140,000 | 655 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $55,539,000 | 372 |
| CMOs issued by government agencies or sponsored agencies | $55,539,000 | 348 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $5,783,000 | 690 |
| Commercial mortgage pass-through securities | $3,726,000 | 509 |
| Other commercial mortgage-backed securities | $2,057,000 | 649 |
| Held to maturity securities (book value) | $11,132,000 | 849 |
| Available-for-sale securities (fair market value) | $142,876,000 | 852 |
| Total debt securities | $153,929,000 | 891 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $154,656,000 | 911 |
| U.S. Government securities | $145,778,000 | 635 |
| U.S. Treasury securities | $4,918,000 | 604 |
| U.S. Government agency obligations | $140,860,000 | 619 |
| Securities issued by states & political subdivisions | $80,000 | 4,671 |
| Other domestic debt securities | $8,725,000 | 620 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $8,725,000 | 454 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $73,000 | 794 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $85,334,000 | 685 |
| Mortgage-backed securities | $124,835,000 | 533 |
| Certificates of participation in pools of residential mortgages | $60,558,000 | 632 |
| Issued or guaranteed by U.S. | $60,558,000 | 632 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $58,410,000 | 363 |
| CMOs issued by government agencies or sponsored agencies | $58,410,000 | 340 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $5,867,000 | 674 |
| Commercial mortgage pass-through securities | $3,735,000 | 508 |
| Other commercial mortgage-backed securities | $2,132,000 | 623 |
| Held to maturity securities (book value) | $11,186,000 | 861 |
| Available-for-sale securities (fair market value) | $143,470,000 | 860 |
| Total debt securities | $154,582,000 | 896 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $158,780,000 | 892 |
| U.S. Government securities | $149,875,000 | 621 |
| U.S. Treasury securities | $4,972,000 | 564 |
| U.S. Government agency obligations | $144,903,000 | 602 |
| Securities issued by states & political subdivisions | $80,000 | 4,715 |
| Other domestic debt securities | $8,750,000 | 626 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $8,750,000 | 471 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $75,000 | 814 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,420,000 | 664 |
| Mortgage-backed securities | $128,763,000 | 516 |
| Certificates of participation in pools of residential mortgages | $61,230,000 | 632 |
| Issued or guaranteed by U.S. | $61,230,000 | 632 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $61,591,000 | 352 |
| CMOs issued by government agencies or sponsored agencies | $61,591,000 | 329 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $5,942,000 | 662 |
| Commercial mortgage pass-through securities | $3,744,000 | 507 |
| Other commercial mortgage-backed securities | $2,198,000 | 599 |
| Held to maturity securities (book value) | $9,259,000 | 969 |
| Available-for-sale securities (fair market value) | $149,521,000 | 826 |
| Total debt securities | $158,706,000 | 880 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $167,246,000 | 866 |
| U.S. Government securities | $158,439,000 | 593 |
| U.S. Treasury securities | $4,974,000 | 579 |
| U.S. Government agency obligations | $153,465,000 | 577 |
| Securities issued by states & political subdivisions | $80,000 | 4,767 |
| Other domestic debt securities | $8,668,000 | 646 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $8,668,000 | 489 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $59,000 | 833 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $92,666,000 | 653 |
| Mortgage-backed securities | $134,306,000 | 506 |
| Certificates of participation in pools of residential mortgages | $63,938,000 | 621 |
| Issued or guaranteed by U.S. | $63,938,000 | 621 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $64,375,000 | 349 |
| CMOs issued by government agencies or sponsored agencies | $64,375,000 | 325 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $5,993,000 | 636 |
| Commercial mortgage pass-through securities | $3,752,000 | 494 |
| Other commercial mortgage-backed securities | $2,241,000 | 580 |
| Held to maturity securities (book value) | $9,306,000 | 979 |
| Available-for-sale securities (fair market value) | $157,940,000 | 790 |
| Total debt securities | $167,187,000 | 857 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $150,197,000 | 968 |
| U.S. Government securities | $141,930,000 | 683 |
| U.S. Treasury securities | $4,954,000 | 617 |
| U.S. Government agency obligations | $136,976,000 | 668 |
| Securities issued by states & political subdivisions | $80,000 | 4,827 |
| Other domestic debt securities | $8,131,000 | 675 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $8,131,000 | 503 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $56,000 | 851 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $97,064,000 | 640 |
| Mortgage-backed securities | $121,863,000 | 560 |
| Certificates of participation in pools of residential mortgages | $66,745,000 | 608 |
| Issued or guaranteed by U.S. | $66,745,000 | 608 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $50,882,000 | 411 |
| CMOs issued by government agencies or sponsored agencies | $50,882,000 | 381 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $4,236,000 | 721 |
| Commercial mortgage pass-through securities | $1,966,000 | 640 |
| Other commercial mortgage-backed securities | $2,270,000 | 573 |
| Held to maturity securities (book value) | $7,901,000 | 1,060 |
| Available-for-sale securities (fair market value) | $142,296,000 | 894 |
| Total debt securities | $150,138,000 | 955 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $141,522,000 | 1,011 |
| U.S. Government securities | $133,135,000 | 710 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $133,135,000 | 670 |
| Securities issued by states & political subdivisions | $376,000 | 4,722 |
| Other domestic debt securities | $8,011,000 | 673 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $8,011,000 | 499 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,719,000 | 600 |
| Mortgage-backed securities | $115,056,000 | 579 |
| Certificates of participation in pools of residential mortgages | $67,853,000 | 593 |
| Issued or guaranteed by U.S. | $67,853,000 | 593 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $42,932,000 | 469 |
| CMOs issued by government agencies or sponsored agencies | $42,932,000 | 433 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $4,271,000 | 695 |
| Commercial mortgage pass-through securities | $1,975,000 | 602 |
| Other commercial mortgage-backed securities | $2,296,000 | 549 |
| Held to maturity securities (book value) | $6,534,000 | 1,143 |
| Available-for-sale securities (fair market value) | $134,988,000 | 916 |
| Total debt securities | $141,524,000 | 999 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $147,935,000 | 963 |
| U.S. Government securities | $143,464,000 | 655 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $143,464,000 | 624 |
| Securities issued by states & political subdivisions | $376,000 | 4,755 |
| Other domestic debt securities | $4,095,000 | 954 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $4,095,000 | 729 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $108,273,000 | 563 |
| Mortgage-backed securities | $124,892,000 | 544 |
| Certificates of participation in pools of residential mortgages | $74,069,000 | 557 |
| Issued or guaranteed by U.S. | $74,069,000 | 557 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $46,469,000 | 454 |
| CMOs issued by government agencies or sponsored agencies | $46,469,000 | 415 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $4,354,000 | 662 |
| Commercial mortgage pass-through securities | $1,984,000 | 565 |
| Other commercial mortgage-backed securities | $2,370,000 | 535 |
| Held to maturity securities (book value) | $6,961,000 | 1,111 |
| Available-for-sale securities (fair market value) | $140,974,000 | 866 |
| Total debt securities | $147,935,000 | 953 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $151,631,000 | 948 |
| U.S. Government securities | $151,255,000 | 626 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $151,255,000 | 598 |
| Securities issued by states & political subdivisions | $376,000 | 4,798 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $112,694,000 | 556 |
| Mortgage-backed securities | $129,620,000 | 531 |
| Certificates of participation in pools of residential mortgages | $81,120,000 | 504 |
| Issued or guaranteed by U.S. | $81,120,000 | 503 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $44,102,000 | 476 |
| CMOs issued by government agencies or sponsored agencies | $44,102,000 | 444 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $4,398,000 | 626 |
| Commercial mortgage pass-through securities | $1,993,000 | 512 |
| Other commercial mortgage-backed securities | $2,405,000 | 526 |
| Held to maturity securities (book value) | $4,471,000 | 1,330 |
| Available-for-sale securities (fair market value) | $147,160,000 | 860 |
| Total debt securities | $151,631,000 | 936 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $162,573,000 | 910 |
| U.S. Government securities | $162,197,000 | 616 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $162,197,000 | 585 |
| Securities issued by states & political subdivisions | $376,000 | 4,838 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $119,988,000 | 537 |
| Mortgage-backed securities | $137,588,000 | 509 |
| Certificates of participation in pools of residential mortgages | $84,767,000 | 491 |
| Issued or guaranteed by U.S. | $84,767,000 | 491 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $46,563,000 | 466 |
| CMOs issued by government agencies or sponsored agencies | $46,563,000 | 436 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $6,258,000 | 528 |
| Commercial mortgage pass-through securities | $3,831,000 | 372 |
| Other commercial mortgage-backed securities | $2,427,000 | 502 |
| Held to maturity securities (book value) | $6,456,000 | 1,225 |
| Available-for-sale securities (fair market value) | $156,117,000 | 822 |
| Total debt securities | $162,574,000 | 896 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $170,631,000 | 877 |
| U.S. Government securities | $168,769,000 | 597 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $168,769,000 | 567 |
| Securities issued by states & political subdivisions | $1,862,000 | 4,282 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $123,513,000 | 521 |
| Mortgage-backed securities | $141,367,000 | 491 |
| Certificates of participation in pools of residential mortgages | $87,199,000 | 470 |
| Issued or guaranteed by U.S. | $87,199,000 | 470 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $47,890,000 | 456 |
| CMOs issued by government agencies or sponsored agencies | $47,890,000 | 429 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $6,278,000 | 496 |
| Commercial mortgage pass-through securities | $3,847,000 | 353 |
| Other commercial mortgage-backed securities | $2,431,000 | 467 |
| Held to maturity securities (book value) | $6,486,000 | 1,238 |
| Available-for-sale securities (fair market value) | $164,145,000 | 780 |
| Total debt securities | $170,630,000 | 865 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $177,990,000 | 845 |
| U.S. Government securities | $175,310,000 | 580 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $175,310,000 | 551 |
| Securities issued by states & political subdivisions | $2,680,000 | 4,117 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $130,804,000 | 509 |
| Mortgage-backed securities | $147,701,000 | 480 |
| Certificates of participation in pools of residential mortgages | $90,508,000 | 461 |
| Issued or guaranteed by U.S. | $90,508,000 | 461 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $50,860,000 | 440 |
| CMOs issued by government agencies or sponsored agencies | $50,860,000 | 416 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $6,333,000 | 476 |
| Commercial mortgage pass-through securities | $3,863,000 | 349 |
| Other commercial mortgage-backed securities | $2,470,000 | 445 |
| Held to maturity securities (book value) | $5,166,000 | 1,330 |
| Available-for-sale securities (fair market value) | $172,824,000 | 750 |
| Total debt securities | $177,989,000 | 831 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $147,971,000 | 1,005 |
| U.S. Government securities | $147,595,000 | 694 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $147,595,000 | 658 |
| Securities issued by states & political subdivisions | $376,000 | 4,964 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $120,922,000 | 543 |
| Mortgage-backed securities | $117,542,000 | 573 |
| Certificates of participation in pools of residential mortgages | $73,517,000 | 578 |
| Issued or guaranteed by U.S. | $73,517,000 | 577 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $37,653,000 | 550 |
| CMOs issued by government agencies or sponsored agencies | $37,653,000 | 517 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $6,372,000 | 440 |
| Commercial mortgage pass-through securities | $3,879,000 | 328 |
| Other commercial mortgage-backed securities | $2,493,000 | 435 |
| Held to maturity securities (book value) | $5,189,000 | 1,351 |
| Available-for-sale securities (fair market value) | $142,782,000 | 910 |
| Total debt securities | $147,972,000 | 997 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $155,699,000 | 966 |
| U.S. Government securities | $155,323,000 | 676 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $155,323,000 | 646 |
| Securities issued by states & political subdivisions | $376,000 | 4,973 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $122,568,000 | 546 |
| Mortgage-backed securities | $119,181,000 | 565 |
| Certificates of participation in pools of residential mortgages | $78,641,000 | 546 |
| Issued or guaranteed by U.S. | $78,641,000 | 546 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $33,873,000 | 582 |
| CMOs issued by government agencies or sponsored agencies | $33,873,000 | 549 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $6,667,000 | 414 |
| Commercial mortgage pass-through securities | $3,894,000 | 313 |
| Other commercial mortgage-backed securities | $2,773,000 | 397 |
| Held to maturity securities (book value) | $5,216,000 | 1,359 |
| Available-for-sale securities (fair market value) | $150,483,000 | 874 |
| Total debt securities | $155,698,000 | 956 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $155,385,000 | 969 |
| U.S. Government securities | $154,507,000 | 670 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $154,507,000 | 635 |
| Securities issued by states & political subdivisions | $878,000 | 4,804 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $112,989,000 | 576 |
| Mortgage-backed securities | $109,613,000 | 613 |
| Certificates of participation in pools of residential mortgages | $80,400,000 | 550 |
| Issued or guaranteed by U.S. | $80,400,000 | 547 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $22,508,000 | 808 |
| CMOs issued by government agencies or sponsored agencies | $22,508,000 | 771 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $6,705,000 | 404 |
| Commercial mortgage pass-through securities | $3,909,000 | 309 |
| Other commercial mortgage-backed securities | $2,796,000 | 377 |
| Held to maturity securities (book value) | $3,909,000 | 1,506 |
| Available-for-sale securities (fair market value) | $151,476,000 | 866 |
| Total debt securities | $155,385,000 | 955 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $154,782,000 | 988 |
| U.S. Government securities | $153,900,000 | 687 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $153,900,000 | 650 |
| Securities issued by states & political subdivisions | $882,000 | 4,858 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $112,447,000 | 575 |
| Mortgage-backed securities | $109,072,000 | 630 |
| Certificates of participation in pools of residential mortgages | $83,661,000 | 536 |
| Issued or guaranteed by U.S. | $83,661,000 | 536 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $18,657,000 | 925 |
| CMOs issued by government agencies or sponsored agencies | $18,657,000 | 881 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $6,754,000 | 392 |
| Commercial mortgage pass-through securities | $3,925,000 | 313 |
| Other commercial mortgage-backed securities | $2,829,000 | 344 |
| Held to maturity securities (book value) | $3,925,000 | 1,530 |
| Available-for-sale securities (fair market value) | $150,857,000 | 883 |
| Total debt securities | $154,783,000 | 975 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $162,124,000 | 956 |
| U.S. Government securities | $161,239,000 | 650 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $161,239,000 | 622 |
| Securities issued by states & political subdivisions | $885,000 | 4,905 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $116,396,000 | 563 |
| Mortgage-backed securities | $113,012,000 | 620 |
| Certificates of participation in pools of residential mortgages | $88,210,000 | 523 |
| Issued or guaranteed by U.S. | $88,210,000 | 523 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $20,046,000 | 898 |
| CMOs issued by government agencies or sponsored agencies | $20,046,000 | 849 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $4,756,000 | 471 |
| Commercial mortgage pass-through securities | $1,895,000 | 430 |
| Other commercial mortgage-backed securities | $2,861,000 | 334 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $162,124,000 | 834 |
| Total debt securities | $162,125,000 | 943 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $149,866,000 | 1,036 |
| U.S. Government securities | $148,978,000 | 705 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $148,978,000 | 673 |
| Securities issued by states & political subdivisions | $888,000 | 4,934 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,238,000 | 4,655 |
| Mortgage-backed securities | $106,620,000 | 643 |
| Certificates of participation in pools of residential mortgages | $80,763,000 | 572 |
| Issued or guaranteed by U.S. | $80,763,000 | 572 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $21,112,000 | 888 |
| CMOs issued by government agencies or sponsored agencies | $21,112,000 | 840 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $4,745,000 | 442 |
| Commercial mortgage pass-through securities | $1,862,000 | 414 |
| Other commercial mortgage-backed securities | $2,883,000 | 313 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $149,866,000 | 906 |
| Total debt securities | $149,864,000 | 1,022 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| 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 | $147,939,000 | 1,030 |
| U.S. Government securities | $147,049,000 | 709 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $147,049,000 | 683 |
| Securities issued by states & political subdivisions | $890,000 | 4,980 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,192,000 | 4,691 |
| Mortgage-backed securities | $110,462,000 | 616 |
| Certificates of participation in pools of residential mortgages | $83,509,000 | 548 |
| Issued or guaranteed by U.S. | $83,509,000 | 548 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $22,218,000 | 844 |
| CMOs issued by government agencies or sponsored agencies | $22,218,000 | 792 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $4,735,000 | 417 |
| Commercial mortgage pass-through securities | $1,831,000 | 380 |
| Other commercial mortgage-backed securities | $2,904,000 | 298 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $147,939,000 | 901 |
| Total debt securities | $147,938,000 | 1,022 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| 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 | $144,747,000 | 1,055 |
| U.S. Government securities | $143,851,000 | 716 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $143,851,000 | 689 |
| Securities issued by states & political subdivisions | $896,000 | 4,988 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,580,000 | 3,913 |
| Mortgage-backed securities | $107,914,000 | 628 |
| Certificates of participation in pools of residential mortgages | $82,112,000 | 554 |
| Issued or guaranteed by U.S. | $82,112,000 | 553 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $23,962,000 | 825 |
| CMOs issued by government agencies or sponsored agencies | $23,962,000 | 775 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $1,840,000 | 596 |
| Commercial mortgage pass-through securities | $1,840,000 | 365 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $144,747,000 | 925 |
| Total debt securities | $144,747,000 | 1,048 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| 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 | $142,080,000 | 1,082 |
| U.S. Government securities | $141,180,000 | 737 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $141,180,000 | 711 |
| Securities issued by states & political subdivisions | $900,000 | 4,980 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,414,000 | 4,683 |
| Mortgage-backed securities | $101,770,000 | 688 |
| Certificates of participation in pools of residential mortgages | $73,335,000 | 618 |
| Issued or guaranteed by U.S. | $73,335,000 | 616 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $26,567,000 | 779 |
| CMOs issued by government agencies or sponsored agencies | $26,567,000 | 734 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $1,868,000 | 572 |
| Commercial mortgage pass-through securities | $1,868,000 | 360 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $142,080,000 | 967 |
| Total debt securities | $142,079,000 | 1,070 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $147,533,000 | 1,052 |
| U.S. Government securities | $146,635,000 | 720 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $146,635,000 | 693 |
| Securities issued by states & political subdivisions | $898,000 | 5,005 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,333,000 | 4,749 |
| Mortgage-backed securities | $103,658,000 | 694 |
| Certificates of participation in pools of residential mortgages | $75,912,000 | 615 |
| Issued or guaranteed by U.S. | $75,912,000 | 614 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $25,754,000 | 855 |
| CMOs issued by government agencies or sponsored agencies | $25,754,000 | 798 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $1,992,000 | 490 |
| Commercial mortgage pass-through securities | $1,992,000 | 329 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $147,533,000 | 941 |
| Total debt securities | $147,534,000 | 1,042 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 970 |
| Fair value | $3,000,000 | 991 |
| 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 | $116,573,000 | 1,291 |
| U.S. Government securities | $115,670,000 | 880 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $115,670,000 | 848 |
| Securities issued by states & political subdivisions | $903,000 | 5,023 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,854,000 | 4,913 |
| Mortgage-backed securities | $81,346,000 | 837 |
| Certificates of participation in pools of residential mortgages | $55,588,000 | 783 |
| Issued or guaranteed by U.S. | $55,588,000 | 782 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $23,739,000 | 896 |
| CMOs issued by government agencies or sponsored agencies | $23,739,000 | 840 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $2,019,000 | 403 |
| Commercial mortgage pass-through securities | $2,019,000 | 280 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $116,573,000 | 1,160 |
| Total debt securities | $116,571,000 | 1,273 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,019 |
| Fair value | $3,010,000 | 1,027 |
| 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 | $162,799,000 | 946 |
| U.S. Government securities | $161,472,000 | 662 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $161,472,000 | 642 |
| Securities issued by states & political subdivisions | $1,327,000 | 4,841 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,767,000 | 4,996 |
| Mortgage-backed securities | $101,529,000 | 732 |
| Certificates of participation in pools of residential mortgages | $74,615,000 | 624 |
| Issued or guaranteed by U.S. | $74,615,000 | 622 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $26,914,000 | 883 |
| CMOs issued by government agencies or sponsored agencies | $26,914,000 | 814 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $162,799,000 | 847 |
| Total debt securities | $162,799,000 | 934 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,061 |
| Fair value | $3,012,000 | 1,067 |
| 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 | $158,238,000 | 981 |
| U.S. Government securities | $156,910,000 | 681 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $156,910,000 | 663 |
| Securities issued by states & political subdivisions | $1,328,000 | 4,825 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,007,000 | 2,804 |
| Mortgage-backed securities | $88,692,000 | 846 |
| Certificates of participation in pools of residential mortgages | $58,707,000 | 798 |
| Issued or guaranteed by U.S. | $58,707,000 | 796 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $29,985,000 | 818 |
| CMOs issued by government agencies or sponsored agencies | $29,985,000 | 755 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $158,238,000 | 870 |
| Total debt securities | $158,238,000 | 969 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,219 |
| Fair value | $3,022,000 | 1,220 |
| 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 | $149,041,000 | 1,041 |
| U.S. Government securities | $147,297,000 | 761 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $147,297,000 | 736 |
| Securities issued by states & political subdivisions | $1,744,000 | 4,612 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,209,000 | 2,774 |
| Mortgage-backed securities | $67,796,000 | 1,080 |
| Certificates of participation in pools of residential mortgages | $35,104,000 | 1,229 |
| Issued or guaranteed by U.S. | $35,104,000 | 1,228 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $32,692,000 | 797 |
| CMOs issued by government agencies or sponsored agencies | $32,692,000 | 731 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $149,041,000 | 922 |
| Total debt securities | $149,041,000 | 1,026 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,387 |
| Fair value | $3,014,000 | 1,396 |
| 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 | $123,330,000 | 1,214 |
| U.S. Government securities | $121,252,000 | 863 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $121,252,000 | 837 |
| Securities issued by states & political subdivisions | $2,078,000 | 4,457 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,127,000 | 2,568 |
| Mortgage-backed securities | $49,789,000 | 1,313 |
| Certificates of participation in pools of residential mortgages | $28,979,000 | 1,365 |
| Issued or guaranteed by U.S. | $28,979,000 | 1,362 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $20,810,000 | 1,041 |
| CMOs issued by government agencies or sponsored agencies | $20,810,000 | 924 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $123,330,000 | 1,077 |
| Total debt securities | $123,330,000 | 1,202 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,344 |
| Fair value | $3,001,000 | 1,392 |
| 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 | $101,025,000 | 1,405 |
| U.S. Government securities | $98,943,000 | 997 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $98,943,000 | 964 |
| Securities issued by states & political subdivisions | $2,082,000 | 4,420 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,060,000 | 2,557 |
| Mortgage-backed securities | $39,694,000 | 1,507 |
| Certificates of participation in pools of residential mortgages | $25,190,000 | 1,435 |
| Issued or guaranteed by U.S. | $25,190,000 | 1,431 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $14,504,000 | 1,299 |
| CMOs issued by government agencies or sponsored agencies | $14,504,000 | 1,148 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $101,025,000 | 1,269 |
| Total debt securities | $101,025,000 | 1,388 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,433 |
| Fair value | $3,003,000 | 1,467 |
| 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 | $83,971,000 | 1,642 |
| U.S. Government securities | $81,901,000 | 1,227 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $81,901,000 | 1,177 |
| Securities issued by states & political subdivisions | $2,070,000 | 4,423 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,579,000 | 2,638 |
| Mortgage-backed securities | $28,187,000 | 1,895 |
| Certificates of participation in pools of residential mortgages | $12,392,000 | 2,324 |
| Issued or guaranteed by U.S. | $12,392,000 | 2,318 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $15,795,000 | 1,206 |
| CMOs issued by government agencies or sponsored agencies | $15,795,000 | 1,053 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $83,971,000 | 1,491 |
| Total debt securities | $83,971,000 | 1,626 |
| Structured notes | ||
| Amortized cost | $8,015,000 | 814 |
| Fair value | $8,023,000 | 820 |
| 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 | $71,956,000 | 1,860 |
| U.S. Government securities | $69,684,000 | 1,397 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $69,684,000 | 1,344 |
| Securities issued by states & political subdivisions | $2,272,000 | 4,318 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,278,000 | 2,552 |
| Mortgage-backed securities | $30,367,000 | 1,764 |
| Certificates of participation in pools of residential mortgages | $13,232,000 | 2,164 |
| Issued or guaranteed by U.S. | $13,232,000 | 2,159 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $17,135,000 | 1,130 |
| CMOs issued by government agencies or sponsored agencies | $17,135,000 | 977 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $71,956,000 | 1,682 |
| Total debt securities | $71,956,000 | 1,843 |
| Structured notes | ||
| Amortized cost | $5,029,000 | 1,203 |
| Fair value | $5,039,000 | 1,202 |
| 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 | $87,546,000 | 1,515 |
| U.S. Government securities | $85,313,000 | 1,109 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $85,313,000 | 1,058 |
| Securities issued by states & political subdivisions | $2,233,000 | 4,321 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,021,000 | 1,243 |
| Mortgage-backed securities | $33,855,000 | 1,587 |
| Certificates of participation in pools of residential mortgages | $14,436,000 | 1,971 |
| Issued or guaranteed by U.S. | $14,436,000 | 1,965 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $19,419,000 | 1,026 |
| CMOs issued by government agencies or sponsored agencies | $19,419,000 | 863 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $87,546,000 | 1,354 |
| Total debt securities | $87,546,000 | 1,494 |
| Structured notes | ||
| Amortized cost | $12,048,000 | 554 |
| Fair value | $12,067,000 | 548 |
| 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 | $5,726,000 | 6,425 |
| U.S. Government securities | $3,445,000 | 6,310 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $3,445,000 | 6,189 |
| Securities issued by states & political subdivisions | $2,281,000 | 4,234 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,037,000 | 5,272 |
| Mortgage-backed securities | $1,103,000 | 5,152 |
| Certificates of participation in pools of residential mortgages | $1,103,000 | 4,642 |
| Issued or guaranteed by U.S. | $1,103,000 | 4,634 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $5,726,000 | 5,918 |
| Total debt securities | $5,726,000 | 6,384 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $3,521,000 | 6,928 |
| U.S. Government securities | $1,277,000 | 7,038 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $1,277,000 | 6,929 |
| Securities issued by states & political subdivisions | $2,244,000 | 4,192 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,277,000 | 5,638 |
| Mortgage-backed securities | $1,277,000 | 5,097 |
| Certificates of participation in pools of residential mortgages | $1,277,000 | 4,608 |
| Issued or guaranteed by U.S. | $1,277,000 | 4,600 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $3,521,000 | 6,405 |
| Total debt securities | $3,521,000 | 6,890 |
| 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 | $3,749,000 | 6,960 |
| U.S. Government securities | $1,511,000 | 7,066 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $1,511,000 | 6,957 |
| Securities issued by states & political subdivisions | $2,238,000 | 4,186 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,292,000 | 5,701 |
| Mortgage-backed securities | $1,511,000 | 5,102 |
| Certificates of participation in pools of residential mortgages | $1,511,000 | 4,639 |
| Issued or guaranteed by U.S. | $1,511,000 | 4,629 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $3,749,000 | 6,442 |
| Total debt securities | $3,749,000 | 6,919 |
| 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 | $3,402,000 | 7,036 |
| U.S. Government securities | $1,661,000 | 7,054 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $1,661,000 | 6,951 |
| Securities issued by states & political subdivisions | $1,741,000 | 4,457 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,060,000 | 5,856 |
| Mortgage-backed securities | $1,661,000 | 5,121 |
| Certificates of participation in pools of residential mortgages | $1,661,000 | 4,645 |
| Issued or guaranteed by U.S. | $1,661,000 | 4,636 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $3,402,000 | 6,513 |
| Total debt securities | $3,402,000 | 7,001 |
| 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 | $3,606,000 | 7,062 |
| U.S. Government securities | $1,841,000 | 7,077 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $1,841,000 | 6,978 |
| Securities issued by states & political subdivisions | $1,765,000 | 4,486 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,173,000 | 5,826 |
| Mortgage-backed securities | $1,841,000 | 5,139 |
| Certificates of participation in pools of residential mortgages | $1,841,000 | 4,661 |
| Issued or guaranteed by U.S. | $1,841,000 | 4,653 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $3,606,000 | 6,529 |
| Total debt securities | $3,606,000 | 7,025 |
| 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 | $3,778,000 | 7,048 |
| U.S. Government securities | $2,053,000 | 7,039 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $2,053,000 | 6,942 |
| Securities issued by states & political subdivisions | $1,725,000 | 4,480 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,649,000 | 4,868 |
| Mortgage-backed securities | $2,053,000 | 5,111 |
| Certificates of participation in pools of residential mortgages | $2,053,000 | 4,627 |
| Issued or guaranteed by U.S. | $2,053,000 | 4,613 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $3,778,000 | 6,522 |
| Total debt securities | $3,778,000 | 7,005 |
| 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 | $3,967,000 | 7,062 |
| U.S. Government securities | $2,240,000 | 7,091 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $2,240,000 | 7,003 |
| Securities issued by states & political subdivisions | $1,727,000 | 4,412 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,828,000 | 4,872 |
| Mortgage-backed securities | $2,240,000 | 5,136 |
| Certificates of participation in pools of residential mortgages | $2,240,000 | 4,649 |
| Issued or guaranteed by U.S. | $2,240,000 | 4,636 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $3,967,000 | 6,525 |
| Total debt securities | $3,968,000 | 7,019 |
| 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 | $4,499,000 | 7,015 |
| U.S. Government securities | $2,365,000 | 7,163 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $2,365,000 | 7,077 |
| Securities issued by states & political subdivisions | $2,134,000 | 4,142 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,138,000 | 4,811 |
| Mortgage-backed securities | $2,365,000 | 5,074 |
| Certificates of participation in pools of residential mortgages | $2,365,000 | 4,590 |
| Issued or guaranteed by U.S. | $2,365,000 | 4,578 |
| 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) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $4,499,000 | 6,452 |
| Total debt securities | $4,499,000 | 6,975 |
| 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 | $4,551,000 | 7,006 |
| U.S. Government securities | $2,417,000 | 7,189 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $2,417,000 | 7,089 |
| Securities issued by states & political subdivisions | $2,134,000 | 4,124 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,982,000 | 4,871 |
| Mortgage-backed securities | $2,417,000 | 5,007 |
| Certificates of participation in pools of residential mortgages | $2,405,000 | 4,523 |
| Issued or guaranteed by U.S. | $2,405,000 | 4,510 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $12,000 | 3,630 |
| CMOs issued by government agencies or sponsored agencies | $12,000 | 3,267 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $4,551,000 | 6,420 |
| Total debt securities | $4,551,000 | 6,962 |
| 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 | $4,676,000 | 7,060 |
| U.S. Government securities | $2,535,000 | 7,201 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $2,535,000 | 7,109 |
| Securities issued by states & political subdivisions | $2,141,000 | 4,164 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,078,000 | 4,804 |
| Mortgage-backed securities | $2,535,000 | 4,973 |
| Certificates of participation in pools of residential mortgages | $2,497,000 | 4,502 |
| Issued or guaranteed by U.S. | $2,497,000 | 4,484 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $38,000 | 3,574 |
| CMOs issued by government agencies or sponsored agencies | $38,000 | 3,239 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $4,676,000 | 6,477 |
| Total debt securities | $4,676,000 | 7,004 |
| 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 | $5,474,000 | 6,903 |
| U.S. Government securities | $2,947,000 | 7,103 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $2,947,000 | 7,000 |
| Securities issued by states & political subdivisions | $2,527,000 | 3,998 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,437,000 | 4,665 |
| Mortgage-backed securities | $2,947,000 | 4,733 |
| Certificates of participation in pools of residential mortgages | $2,879,000 | 4,247 |
| Issued or guaranteed by U.S. | $2,879,000 | 4,230 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $68,000 | 3,508 |
| CMOs issued by government agencies or sponsored agencies | $68,000 | 3,167 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $5,474,000 | 6,320 |
| Total debt securities | $5,474,000 | 6,835 |
| 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 | $6,656,000 | 6,712 |
| U.S. Government securities | $3,324,000 | 7,100 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $3,324,000 | 6,986 |
| Securities issued by states & political subdivisions | $3,332,000 | 3,654 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,293,000 | 4,734 |
| Mortgage-backed securities | $3,075,000 | 4,441 |
| Certificates of participation in pools of residential mortgages | $2,974,000 | 3,911 |
| Issued or guaranteed by U.S. | $2,974,000 | 3,895 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $101,000 | 3,381 |
| CMOs issued by government agencies or sponsored agencies | $101,000 | 3,058 |
| 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) | $249,000 | 3,163 |
| Available-for-sale securities (fair market value) | $6,407,000 | 6,138 |
| Total debt securities | $6,657,000 | 6,653 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $7,774,000 | 6,536 |
| U.S. Government securities | $4,463,000 | 6,834 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $4,463,000 | 6,724 |
| Securities issued by states & political subdivisions | $3,311,000 | 3,657 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,376,000 | 4,725 |
| Mortgage-backed securities | $3,217,000 | 4,253 |
| Certificates of participation in pools of residential mortgages | $3,086,000 | 3,711 |
| Issued or guaranteed by U.S. | $3,086,000 | 3,695 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $131,000 | 3,297 |
| CMOs issued by government agencies or sponsored agencies | $131,000 | 2,976 |
| 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) | $249,000 | 3,236 |
| Available-for-sale securities (fair market value) | $7,525,000 | 5,962 |
| Total debt securities | $7,774,000 | 6,481 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $7,299,000 | 6,655 |
| U.S. Government securities | $4,588,000 | 6,828 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $4,588,000 | 6,707 |
| Securities issued by states & political subdivisions | $2,711,000 | 3,923 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,260,000 | 4,798 |
| Mortgage-backed securities | $3,348,000 | 4,175 |
| Certificates of participation in pools of residential mortgages | $3,183,000 | 3,636 |
| Issued or guaranteed by U.S. | $3,183,000 | 3,623 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $165,000 | 3,232 |
| CMOs issued by government agencies or sponsored agencies | $165,000 | 2,914 |
| 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) | $249,000 | 3,271 |
| Available-for-sale securities (fair market value) | $7,050,000 | 6,057 |
| Total debt securities | $7,297,000 | 6,600 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $8,009,000 | 6,537 |
| U.S. Government securities | $5,290,000 | 6,685 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $5,290,000 | 6,556 |
| Securities issued by states & political subdivisions | $2,719,000 | 3,926 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,239,000 | 4,814 |
| Mortgage-backed securities | $3,554,000 | 4,084 |
| Certificates of participation in pools of residential mortgages | $3,365,000 | 3,547 |
| Issued or guaranteed by U.S. | $3,365,000 | 3,529 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $189,000 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $189,000 | 2,894 |
| 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) | $250,000 | 3,326 |
| Available-for-sale securities (fair market value) | $7,759,000 | 5,933 |
| Total debt securities | $8,007,000 | 6,482 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $9,832,000 | 6,207 |
| U.S. Government securities | $6,935,000 | 6,239 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $6,935,000 | 6,113 |
| Securities issued by states & political subdivisions | $2,897,000 | 3,853 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,705,000 | 4,676 |
| Mortgage-backed securities | $3,709,000 | 4,030 |
| Certificates of participation in pools of residential mortgages | $3,493,000 | 3,522 |
| Issued or guaranteed by U.S. | $3,493,000 | 3,508 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $216,000 | 3,165 |
| CMOs issued by government agencies or sponsored agencies | $216,000 | 2,874 |
| 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) | $250,000 | 3,411 |
| Available-for-sale securities (fair market value) | $9,582,000 | 5,611 |
| Total debt securities | $9,830,000 | 6,149 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $9,745,000 | 6,266 |
| U.S. Government securities | $6,109,000 | 6,537 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $6,109,000 | 6,407 |
| Securities issued by states & political subdivisions | $2,604,000 | 3,979 |
| Other domestic debt securities | $1,032,000 | 1,898 |
| 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 | $1,032,000 | 1,351 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,078,000 | 4,913 |
| Mortgage-backed securities | $3,891,000 | 3,985 |
| Certificates of participation in pools of residential mortgages | $3,645,000 | 3,473 |
| Issued or guaranteed by U.S. | $3,645,000 | 3,456 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $246,000 | 3,100 |
| CMOs issued by government agencies or sponsored agencies | $246,000 | 2,816 |
| 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) | $250,000 | 3,486 |
| Available-for-sale securities (fair market value) | $9,495,000 | 5,632 |
| Total debt securities | $9,742,000 | 6,208 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $9,732,000 | 6,282 |
| U.S. Government securities | $6,262,000 | 6,506 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $6,262,000 | 6,372 |
| Securities issued by states & political subdivisions | $2,563,000 | 3,979 |
| Other domestic debt securities | $907,000 | 2,062 |
| 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 | $907,000 | 1,541 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,228,000 | 4,880 |
| Mortgage-backed securities | $4,063,000 | 3,890 |
| Certificates of participation in pools of residential mortgages | $3,768,000 | 3,410 |
| Issued or guaranteed by U.S. | $3,768,000 | 3,397 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $295,000 | 3,047 |
| CMOs issued by government agencies or sponsored agencies | $295,000 | 2,744 |
| 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) | $250,000 | 3,544 |
| Available-for-sale securities (fair market value) | $9,482,000 | 5,649 |
| Total debt securities | $9,725,000 | 6,225 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $10,224,000 | 6,226 |
| U.S. Government securities | $6,686,000 | 6,432 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $6,686,000 | 6,293 |
| Securities issued by states & political subdivisions | $2,591,000 | 4,002 |
| Other domestic debt securities | $947,000 | 2,089 |
| 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 | $947,000 | 1,587 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,045,000 | 4,929 |
| Mortgage-backed securities | $4,486,000 | 3,791 |
| Certificates of participation in pools of residential mortgages | $4,050,000 | 3,340 |
| Issued or guaranteed by U.S. | $4,050,000 | 3,327 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $436,000 | 2,902 |
| CMOs issued by government agencies or sponsored agencies | $436,000 | 2,608 |
| 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) | $250,000 | 3,605 |
| Available-for-sale securities (fair market value) | $9,974,000 | 5,590 |
| Total debt securities | $10,222,000 | 6,169 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $10,597,000 | 6,203 |
| U.S. Government securities | $7,156,000 | 6,299 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $7,156,000 | 6,164 |
| Securities issued by states & political subdivisions | $2,595,000 | 4,025 |
| Other domestic debt securities | $846,000 | 2,238 |
| 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 | $846,000 | 1,745 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,500,000 | 4,755 |
| Mortgage-backed securities | $4,953,000 | 3,702 |
| Certificates of participation in pools of residential mortgages | $4,240,000 | 3,305 |
| Issued or guaranteed by U.S. | $4,240,000 | 3,293 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $713,000 | 2,676 |
| CMOs issued by government agencies or sponsored agencies | $713,000 | 2,400 |
| 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) | $250,000 | 3,678 |
| Available-for-sale securities (fair market value) | $10,347,000 | 5,532 |
| Total debt securities | $10,597,000 | 6,143 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $12,223,000 | 5,863 |
| U.S. Government securities | $8,639,000 | 5,900 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $8,639,000 | 5,757 |
| Securities issued by states & political subdivisions | $2,613,000 | 4,011 |
| Other domestic debt securities | $971,000 | 2,191 |
| 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 | $971,000 | 1,741 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,500,000 | 5,145 |
| Mortgage-backed securities | $6,180,000 | 3,424 |
| Certificates of participation in pools of residential mortgages | $4,681,000 | 3,218 |
| Issued or guaranteed by U.S. | $4,681,000 | 3,206 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,499,000 | 2,250 |
| CMOs issued by government agencies or sponsored agencies | $1,499,000 | 2,002 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $12,223,000 | 5,156 |
| Total debt securities | $12,221,000 | 5,799 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $13,562,000 | 5,655 |
| U.S. Government securities | $9,988,000 | 5,606 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $9,988,000 | 5,464 |
| Securities issued by states & political subdivisions | $2,633,000 | 3,978 |
| Other domestic debt securities | $941,000 | 2,286 |
| 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 | $941,000 | 1,848 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,500,000 | 5,139 |
| Mortgage-backed securities | $7,501,000 | 3,207 |
| Certificates of participation in pools of residential mortgages | $5,081,000 | 3,180 |
| Issued or guaranteed by U.S. | $5,081,000 | 3,169 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,420,000 | 2,001 |
| CMOs issued by government agencies or sponsored agencies | $2,420,000 | 1,774 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $13,562,000 | 4,960 |
| Total debt securities | $13,562,000 | 5,589 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $14,917,000 | 5,494 |
| U.S. Government securities | $10,954,000 | 5,453 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $10,954,000 | 5,311 |
| Securities issued by states & political subdivisions | $2,998,000 | 3,786 |
| Other domestic debt securities | $965,000 | 2,325 |
| 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 | $965,000 | 1,910 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,351,000 | 4,835 |
| Mortgage-backed securities | $8,015,000 | 3,192 |
| Certificates of participation in pools of residential mortgages | $5,382,000 | 3,178 |
| Issued or guaranteed by U.S. | $5,382,000 | 3,172 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,633,000 | 1,977 |
| CMOs issued by government agencies or sponsored agencies | $2,633,000 | 1,762 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $14,917,000 | 4,812 |
| Total debt securities | $14,917,000 | 5,429 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $16,746,000 | 5,213 |
| U.S. Government securities | $12,697,000 | 5,087 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $12,697,000 | 4,929 |
| Securities issued by states & political subdivisions | $3,016,000 | 3,804 |
| Other domestic debt securities | $1,033,000 | 2,243 |
| 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 | $1,033,000 | 1,839 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,341,000 | 4,822 |
| Mortgage-backed securities | $9,719,000 | 2,983 |
| Certificates of participation in pools of residential mortgages | $5,595,000 | 3,133 |
| Issued or guaranteed by U.S. | $5,595,000 | 3,124 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $4,124,000 | 1,681 |
| CMOs issued by government agencies or sponsored agencies | $4,124,000 | 1,487 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $16,746,000 | 4,551 |
| Total debt securities | $16,747,000 | 5,141 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $16,326,000 | 5,289 |
| U.S. Government securities | $12,349,000 | 5,181 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $12,349,000 | 5,025 |
| Securities issued by states & political subdivisions | $2,921,000 | 3,865 |
| Other domestic debt securities | $1,056,000 | 2,258 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,056,000 | 1,881 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,615,000 | 4,756 |
| Mortgage-backed securities | $8,852,000 | 3,136 |
| Certificates of participation in pools of residential mortgages | $4,672,000 | 3,438 |
| Issued or guaranteed by U.S. | $4,672,000 | 3,432 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,180,000 | 1,656 |
| CMOs issued by government agencies or sponsored agencies | $4,180,000 | 1,469 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $16,326,000 | 4,598 |
| Total debt securities | $16,327,000 | 5,217 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $17,428,000 | 5,184 |
| U.S. Government securities | $13,990,000 | 4,893 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $13,990,000 | 4,727 |
| Securities issued by states & political subdivisions | $2,392,000 | 4,122 |
| Other domestic debt securities | $1,046,000 | 2,361 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,046,000 | 1,990 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,243,000 | 4,873 |
| Mortgage-backed securities | $10,272,000 | 2,954 |
| Certificates of participation in pools of residential mortgages | $5,559,000 | 3,246 |
| Issued or guaranteed by U.S. | $5,559,000 | 3,238 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,713,000 | 1,601 |
| CMOs issued by government agencies or sponsored agencies | $4,713,000 | 1,416 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $17,428,000 | 4,521 |
| Total debt securities | $17,427,000 | 5,113 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $18,169,000 | 5,036 |
| U.S. Government securities | $14,782,000 | 4,691 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $14,782,000 | 4,549 |
| Securities issued by states & political subdivisions | $2,348,000 | 4,138 |
| Other domestic debt securities | $1,039,000 | 2,477 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,039,000 | 2,095 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,159,000 | 4,855 |
| Mortgage-backed securities | $11,977,000 | 2,742 |
| Certificates of participation in pools of residential mortgages | $7,448,000 | 2,834 |
| Issued or guaranteed by U.S. | $7,448,000 | 2,824 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $4,529,000 | 1,684 |
| CMOs issued by government agencies or sponsored agencies | $4,529,000 | 1,487 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $18,169,000 | 4,406 |
| Total debt securities | $18,168,000 | 4,962 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $18,824,000 | 4,984 |
| U.S. Government securities | $14,783,000 | 4,729 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $14,783,000 | 4,589 |
| Securities issued by states & political subdivisions | $2,784,000 | 3,966 |
| Other domestic debt securities | $1,257,000 | 2,378 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,257,000 | 2,080 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,765,000 | 5,444 |
| Mortgage-backed securities | $11,095,000 | 2,846 |
| Certificates of participation in pools of residential mortgages | $6,572,000 | 3,031 |
| Issued or guaranteed by U.S. | $6,572,000 | 3,015 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $4,523,000 | 1,689 |
| CMOs issued by government agencies or sponsored agencies | $4,523,000 | 1,576 |
| 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) | $205,000 | 4,190 |
| Available-for-sale securities (fair market value) | $18,619,000 | 4,384 |
| Total debt securities | $18,822,000 | 4,906 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $17,007,000 | 5,197 |
| U.S. Government securities | $13,211,000 | 4,870 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $13,211,000 | 4,723 |
| Securities issued by states & political subdivisions | $2,029,000 | 4,384 |
| Other domestic debt securities | $1,767,000 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,767,000 | 1,942 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,982,000 | 5,862 |
| Mortgage-backed securities | $11,376,000 | 2,789 |
| Certificates of participation in pools of residential mortgages | $6,782,000 | 2,967 |
| Issued or guaranteed by U.S. | $6,782,000 | 2,953 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $4,594,000 | 1,688 |
| CMOs issued by government agencies or sponsored agencies | $4,594,000 | 1,569 |
| 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) | $220,000 | 4,186 |
| Available-for-sale securities (fair market value) | $16,787,000 | 4,578 |
| Total debt securities | $17,007,000 | 5,115 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $17,124,000 | 5,114 |
| U.S. Government securities | $13,436,000 | 4,808 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $13,436,000 | 4,644 |
| Securities issued by states & political subdivisions | $1,907,000 | 4,437 |
| Other domestic debt securities | $1,781,000 | 2,279 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,781,000 | 1,987 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,053,000 | 5,246 |
| Mortgage-backed securities | $12,596,000 | 2,693 |
| Certificates of participation in pools of residential mortgages | $7,376,000 | 2,849 |
| Issued or guaranteed by U.S. | $7,376,000 | 2,839 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $5,220,000 | 1,703 |
| CMOs issued by government agencies or sponsored agencies | $5,220,000 | 1,592 |
| 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) | $296,000 | 4,125 |
| Available-for-sale securities (fair market value) | $16,828,000 | 4,498 |
| Total debt securities | $17,134,000 | 5,018 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $16,491,000 | 5,255 |
| U.S. Government securities | $11,962,000 | 5,117 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $11,962,000 | 4,937 |
| Securities issued by states & political subdivisions | $1,747,000 | 4,481 |
| Other domestic debt securities | $2,782,000 | 1,907 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,782,000 | 1,629 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,447,000 | 5,073 |
| Mortgage-backed securities | $10,826,000 | 2,935 |
| Certificates of participation in pools of residential mortgages | $7,245,000 | 2,829 |
| Issued or guaranteed by U.S. | $7,245,000 | 2,818 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $3,581,000 | 2,085 |
| CMOs issued by government agencies or sponsored agencies | $3,581,000 | 1,973 |
| 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) | $327,000 | 4,150 |
| Available-for-sale securities (fair market value) | $16,164,000 | 4,590 |
| Total debt securities | $16,491,000 | 5,157 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $15,079,000 | 5,460 |
| U.S. Government securities | $9,961,000 | 5,598 |
| U.S. Treasury securities | $1,511,000 | 1,404 |
| U.S. Government agency obligations | $8,450,000 | 5,837 |
| Securities issued by states & political subdivisions | $2,203,000 | 4,172 |
| Other domestic debt securities | $2,915,000 | 1,861 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,915,000 | 1,602 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,449,000 | 5,081 |
| Mortgage-backed securities | $5,883,000 | 3,886 |
| Certificates of participation in pools of residential mortgages | $3,984,000 | 3,740 |
| Issued or guaranteed by U.S. | $3,984,000 | 3,728 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,899,000 | 2,670 |
| CMOs issued by government agencies or sponsored agencies | $1,899,000 | 2,548 |
| 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) | $477,000 | 4,075 |
| Available-for-sale securities (fair market value) | $14,602,000 | 4,792 |
| Total debt securities | $15,079,000 | 5,361 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $11,215,000 | 6,203 |
| U.S. Government securities | $6,351,000 | 6,698 |
| U.S. Treasury securities | $308,000 | 2,736 |
| U.S. Government agency obligations | $6,043,000 | 6,582 |
| Securities issued by states & political subdivisions | $3,028,000 | 3,726 |
| Other domestic debt securities | $1,836,000 | 2,351 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,836,000 | 2,001 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,140,000 | 4,757 |
| Mortgage-backed securities | $2,542,000 | 4,962 |
| Certificates of participation in pools of residential mortgages | $1,439,000 | 4,897 |
| Issued or guaranteed by U.S. | $1,439,000 | 4,871 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,103,000 | 3,198 |
| CMOs issued by government agencies or sponsored agencies | $1,103,000 | 3,033 |
| 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) | $841,000 | 3,963 |
| Available-for-sale securities (fair market value) | $10,374,000 | 5,536 |
| Total debt securities | $11,215,000 | 6,107 |
| 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 | $13,008,000 | 5,994 |
| U.S. Government securities | $9,100,000 | 6,152 |
| U.S. Treasury securities | $1,154,000 | 2,476 |
| U.S. Government agency obligations | $7,946,000 | 6,190 |
| Securities issued by states & political subdivisions | $3,074,000 | 3,664 |
| Other domestic debt securities | $834,000 | 2,629 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $834,000 | 2,311 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,740,000 | 4,753 |
| Mortgage-backed securities | $3,052,000 | 4,149 |
| Certificates of participation in pools of residential mortgages | $1,543,000 | 4,317 |
| Issued or guaranteed by U.S. | $1,543,000 | 4,293 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,509,000 | 2,531 |
| CMOs issued by government agencies or sponsored agencies | $1,509,000 | 2,384 |
| 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) | $944,000 | 4,522 |
| Available-for-sale securities (fair market value) | $12,064,000 | 5,210 |
| Total debt securities | $13,008,000 | 5,871 |
| 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 | $14,618,000 | 5,885 |
| U.S. Government securities | $10,441,000 | 5,966 |
| U.S. Treasury securities | $1,751,000 | 2,965 |
| U.S. Government agency obligations | $8,690,000 | 6,009 |
| Securities issued by states & political subdivisions | $3,349,000 | 3,696 |
| Other domestic debt securities | $828,000 | 2,525 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $828,000 | 2,131 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,335,000 | 6,127 |
| Mortgage-backed securities | $4,605,000 | 3,729 |
| Certificates of participation in pools of residential mortgages | $2,025,000 | 4,181 |
| Issued or guaranteed by U.S. | $2,025,000 | 4,161 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $2,580,000 | 2,205 |
| CMOs issued by government agencies or sponsored agencies | $2,580,000 | 2,064 |
| 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) | $1,285,000 | 4,672 |
| Available-for-sale securities (fair market value) | $13,333,000 | 5,077 |
| Total debt securities | $14,618,000 | 5,782 |
| 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 | $16,433,000 | 5,495 |
| U.S. Government securities | $11,899,000 | 5,547 |
| U.S. Treasury securities | $1,770,000 | 4,163 |
| U.S. Government agency obligations | $10,129,000 | 5,247 |
| Securities issued by states & political subdivisions | $4,067,000 | 3,364 |
| Other domestic debt securities | $467,000 | 2,802 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $467,000 | 2,343 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,035,000 | 6,106 |
| Mortgage-backed securities | $5,044,000 | 3,806 |
| Certificates of participation in pools of residential mortgages | $1,273,000 | 4,967 |
| Issued or guaranteed by U.S. | $1,273,000 | 4,952 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $3,771,000 | 2,000 |
| CMOs issued by government agencies or sponsored agencies | $3,771,000 | 1,885 |
| 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) | $2,848,000 | 4,279 |
| Available-for-sale securities (fair market value) | $13,585,000 | 4,905 |
| Total debt securities | $16,433,000 | 5,359 |
| 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 | $15,452,000 | 5,889 |
| U.S. Government securities | $11,937,000 | 5,848 |
| U.S. Treasury securities | $4,260,000 | 3,515 |
| U.S. Government agency obligations | $7,677,000 | 6,094 |
| Securities issued by states & political subdivisions | $2,803,000 | 3,967 |
| Other domestic debt securities | $712,000 | 2,072 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $712,000 | 1,650 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,035,000 | 6,408 |
| Mortgage-backed securities | $3,003,000 | 4,777 |
| Certificates of participation in pools of residential mortgages | $546,000 | 6,065 |
| Issued or guaranteed by U.S. | $546,000 | 6,046 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $2,457,000 | 2,466 |
| CMOs issued by government agencies or sponsored agencies | $2,457,000 | 2,356 |
| 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) | $4,792,000 | 4,240 |
| Available-for-sale securities (fair market value) | $10,660,000 | 5,546 |
| Total debt securities | $15,452,000 | 5,755 |
| 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 | $15,323,000 | 6,330 |
| U.S. Government securities | $12,320,000 | 6,216 |
| U.S. Treasury securities | $4,441,000 | 4,116 |
| U.S. Government agency obligations | $7,879,000 | 6,318 |
| Securities issued by states & political subdivisions | $2,803,000 | 4,088 |
| Other domestic debt securities | $200,000 | 3,410 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $200,000 | 2,622 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,035,000 | 6,669 |
| Mortgage-backed securities | $3,881,000 | 4,749 |
| Certificates of participation in pools of residential mortgages | $864,000 | 6,041 |
| Issued or guaranteed by U.S. | $864,000 | 6,026 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $3,017,000 | 2,562 |
| CMOs issued by government agencies or sponsored agencies | $3,017,000 | 2,451 |
| 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) | $7,468,000 | 3,834 |
| Available-for-sale securities (fair market value) | $7,855,000 | 6,673 |
| Total debt securities | $15,323,000 | 6,206 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,460 |
| Fair value | $499,000 | 2,545 |
| 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 | $13,668,000 | 7,069 |
| U.S. Government securities | $10,983,000 | 6,923 |
| U.S. Treasury securities | $2,803,000 | 6,240 |
| U.S. Government agency obligations | $8,180,000 | 6,186 |
| Securities issued by states & political subdivisions | $2,485,000 | 4,403 |
| Other domestic debt securities | $200,000 | 4,023 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $200,000 | 3,154 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,735,000 | 7,160 |
| Mortgage-backed securities | $4,125,000 | 4,888 |
| Certificates of participation in pools of residential mortgages | $1,070,000 | 5,980 |
| Issued or guaranteed by U.S. | $1,070,000 | 5,945 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $3,055,000 | 2,811 |
| CMOs issued by government agencies or sponsored agencies | $3,055,000 | 2,687 |
| 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) | $9,936,000 | 3,425 |
| Available-for-sale securities (fair market value) | $3,732,000 | 8,612 |
| Total debt securities | $13,668,000 | 6,937 |
| Structured notes | ||
| Amortized cost | $700,000 | 3,192 |
| Fair value | $686,000 | 3,226 |
| 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 | $15,993,000 | 6,835 |
| U.S. Government securities | $12,819,000 | 6,689 |
| U.S. Treasury securities | $3,371,000 | 6,790 |
| U.S. Government agency obligations | $9,448,000 | 5,577 |
| Securities issued by states & political subdivisions | $3,099,000 | 4,106 |
| Other domestic debt securities | $75,000 | 5,237 |
| Privately issued residential mortgage-backed securities | $75,000 | 2,295 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,735,000 | 7,375 |
| Mortgage-backed securities | $4,956,000 | 4,730 |
| Certificates of participation in pools of residential mortgages | $1,186,000 | 6,155 |
| Issued or guaranteed by U.S. | $1,186,000 | 6,129 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $3,770,000 | 2,711 |
| CMOs issued by government agencies or sponsored agencies | $3,695,000 | 2,602 |
| Privately issued | $75,000 | 1,981 |
| 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) | $10,647,000 | 5,451 |
| Available-for-sale securities (fair market value) | $5,346,000 | 6,688 |
| Total debt securities | $15,993,000 | 6,722 |
| 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 | $15,577,000 | 7,217 |
| U.S. Government securities | $12,490,000 | 7,040 |
| U.S. Treasury securities | $4,093,000 | 6,346 |
| U.S. Government agency obligations | $8,397,000 | 6,206 |
| Securities issued by states & political subdivisions | $2,585,000 | 4,668 |
| Other domestic debt securities | $502,000 | 4,250 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $502,000 | 3,252 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,600,000 | 7,550 |
| Mortgage-backed securities | $4,849,000 | 5,348 |
| Certificates of participation in pools of residential mortgages | $1,723,000 | 6,064 |
| Issued or guaranteed by U.S. | $1,723,000 | 6,013 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $3,126,000 | 3,341 |
| CMOs issued by government agencies or sponsored agencies | $3,126,000 | 3,150 |
| 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 | $15,577,000 | 7,075 |
| 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 | $14,656,000 | 7,461 |
| U.S. Government securities | $11,984,000 | 7,257 |
| U.S. Treasury securities | $3,246,000 | 7,258 |
| U.S. Government agency obligations | $8,738,000 | 6,020 |
| Securities issued by states & political subdivisions | $2,068,000 | 4,954 |
| Other domestic debt securities | $604,000 | 4,799 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $604,000 | 3,559 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,600,000 | 7,655 |
| Mortgage-backed securities | $5,185,000 | 5,393 |
| Certificates of participation in pools of residential mortgages | $2,748,000 | 5,379 |
| Issued or guaranteed by U.S. | $2,748,000 | 5,322 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $2,437,000 | 3,784 |
| CMOs issued by government agencies or sponsored agencies | $2,437,000 | 3,465 |
| 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 | $14,656,000 | 7,335 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |