Home > Apollo Trust Company > Securities
Apollo Trust Company, Securities
| 2023-12-31 | Rank | |
| Total securities | $12,881,000 | 3,878 |
| U.S. Government securities | $2,335,000 | 4,168 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $2,335,000 | 3,927 |
| Securities issued by states & political subdivisions | $10,546,000 | 2,398 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,020,000 | 3,749 |
| Mortgage-backed securities | $243,000 | 3,663 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $243,000 | 3,468 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $12,881,000 | 3,617 |
| Total debt securities | $12,881,000 | 3,858 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $12,546,000 | 3,916 |
| U.S. Government securities | $2,379,000 | 4,195 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $2,379,000 | 3,946 |
| Securities issued by states & political subdivisions | $10,167,000 | 2,427 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,212,000 | 3,516 |
| Mortgage-backed securities | $239,000 | 3,680 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $239,000 | 3,482 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $12,546,000 | 3,637 |
| Total debt securities | $12,546,000 | 3,892 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $13,857,000 | 3,890 |
| U.S. Government securities | $2,528,000 | 4,220 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $2,528,000 | 3,962 |
| Securities issued by states & political subdivisions | $10,580,000 | 2,456 |
| Other domestic debt securities | $749,000 | 2,085 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $749,000 | 1,665 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,074,000 | 3,399 |
| Mortgage-backed securities | $257,000 | 3,696 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $257,000 | 3,489 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $13,857,000 | 3,619 |
| Total debt securities | $13,858,000 | 3,870 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $15,942,000 | 3,879 |
| U.S. Government securities | $2,659,000 | 4,274 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $2,659,000 | 3,968 |
| Securities issued by states & political subdivisions | $12,039,000 | 2,384 |
| Other domestic debt securities | $1,244,000 | 1,982 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $1,244,000 | 1,554 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,960,000 | 3,146 |
| Mortgage-backed securities | $273,000 | 3,747 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $273,000 | 3,527 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $15,942,000 | 3,604 |
| Total debt securities | $15,942,000 | 3,856 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $16,100,000 | 3,900 |
| U.S. Government securities | $2,843,000 | 4,290 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $2,843,000 | 3,963 |
| Securities issued by states & political subdivisions | $11,768,000 | 2,439 |
| Other domestic debt securities | $1,489,000 | 1,943 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $1,489,000 | 1,513 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,202,000 | 3,050 |
| Mortgage-backed securities | $272,000 | 3,780 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $272,000 | 3,565 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $16,100,000 | 3,621 |
| Total debt securities | $16,100,000 | 3,876 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $17,051,000 | 3,882 |
| U.S. Government securities | $2,962,000 | 4,308 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $2,962,000 | 3,964 |
| Securities issued by states & political subdivisions | $12,600,000 | 2,380 |
| Other domestic debt securities | $1,489,000 | 1,920 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $1,489,000 | 1,517 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,180,000 | 2,911 |
| Mortgage-backed securities | $291,000 | 3,800 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $291,000 | 3,576 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $17,051,000 | 3,605 |
| Total debt securities | $17,051,000 | 3,859 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $19,325,000 | 3,804 |
| U.S. Government securities | $3,383,000 | 4,285 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $3,383,000 | 3,942 |
| Securities issued by states & political subdivisions | $14,443,000 | 2,317 |
| Other domestic debt securities | $1,499,000 | 1,812 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $1,499,000 | 1,514 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,004,000 | 2,832 |
| Mortgage-backed securities | $332,000 | 3,836 |
| Certificates of participation in pools of residential mortgages | $332,000 | 3,669 |
| Issued or guaranteed by U.S. | $332,000 | 3,588 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $19,325,000 | 3,552 |
| Total debt securities | $19,326,000 | 3,787 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $20,234,000 | 3,737 |
| U.S. Government securities | $3,643,000 | 4,199 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $3,643,000 | 3,897 |
| Securities issued by states & political subdivisions | $15,075,000 | 2,298 |
| Other domestic debt securities | $1,516,000 | 1,771 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $1,516,000 | 1,469 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,169,000 | 2,801 |
| Mortgage-backed securities | $376,000 | 3,838 |
| Certificates of participation in pools of residential mortgages | $376,000 | 3,666 |
| Issued or guaranteed by U.S. | $376,000 | 3,589 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $20,234,000 | 3,495 |
| Total debt securities | $20,233,000 | 3,718 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $23,147,000 | 3,553 |
| U.S. Government securities | $4,108,000 | 4,077 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $4,108,000 | 3,833 |
| Securities issued by states & political subdivisions | $17,239,000 | 2,206 |
| Other domestic debt securities | $1,800,000 | 1,683 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $1,800,000 | 1,366 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,268,000 | 2,705 |
| Mortgage-backed securities | $426,000 | 3,839 |
| Certificates of participation in pools of residential mortgages | $426,000 | 3,665 |
| Issued or guaranteed by U.S. | $426,000 | 3,581 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $23,147,000 | 3,341 |
| Total debt securities | $23,147,000 | 3,531 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $24,293,000 | 3,452 |
| U.S. Government securities | $4,313,000 | 4,054 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $4,313,000 | 3,844 |
| Securities issued by states & political subdivisions | $18,158,000 | 2,125 |
| Other domestic debt securities | $1,822,000 | 1,618 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $1,822,000 | 1,302 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,168,000 | 2,638 |
| Mortgage-backed securities | $466,000 | 3,880 |
| Certificates of participation in pools of residential mortgages | $466,000 | 3,702 |
| Issued or guaranteed by U.S. | $466,000 | 3,619 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $24,293,000 | 3,256 |
| Total debt securities | $24,293,000 | 3,431 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $25,566,000 | 3,376 |
| U.S. Government securities | $4,865,000 | 4,001 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $4,865,000 | 3,791 |
| Securities issued by states & political subdivisions | $18,868,000 | 2,040 |
| Other domestic debt securities | $1,833,000 | 1,571 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $1,833,000 | 1,239 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,406,000 | 2,591 |
| Mortgage-backed securities | $513,000 | 3,882 |
| Certificates of participation in pools of residential mortgages | $513,000 | 3,693 |
| Issued or guaranteed by U.S. | $513,000 | 3,603 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $25,566,000 | 3,185 |
| Total debt securities | $25,566,000 | 3,352 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $25,897,000 | 3,268 |
| U.S. Government securities | $5,070,000 | 3,892 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $5,070,000 | 3,707 |
| Securities issued by states & political subdivisions | $18,983,000 | 1,987 |
| Other domestic debt securities | $1,844,000 | 1,541 |
| 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 | $1,844,000 | 1,174 |
| 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 | $10,640,000 | 2,562 |
| Mortgage-backed securities | $574,000 | 3,862 |
| Certificates of participation in pools of residential mortgages | $574,000 | 3,671 |
| Issued or guaranteed by U.S. | $574,000 | 3,581 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $25,897,000 | 3,083 |
| Total debt securities | $25,897,000 | 3,250 |
| 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 | $27,539,000 | 3,089 |
| U.S. Government securities | $4,881,000 | 3,813 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $4,881,000 | 3,668 |
| Securities issued by states & political subdivisions | $19,880,000 | 1,900 |
| Other domestic debt securities | $2,778,000 | 1,325 |
| Privately issued residential mortgage-backed securities | $669,000 | 452 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $2,109,000 | 1,061 |
| 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 | $11,629,000 | 2,462 |
| Mortgage-backed securities | $669,000 | 3,845 |
| Certificates of participation in pools of residential mortgages | $669,000 | 3,626 |
| Issued or guaranteed by U.S. | $0 | 3,991 |
| Privately issued | $669,000 | 181 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $27,539,000 | 2,908 |
| Total debt securities | $27,539,000 | 3,069 |
| 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 | $29,870,000 | 2,912 |
| U.S. Government securities | $5,844,000 | 3,710 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $5,844,000 | 3,553 |
| Securities issued by states & political subdivisions | $21,654,000 | 1,705 |
| Other domestic debt securities | $2,372,000 | 1,360 |
| 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 | $2,372,000 | 1,006 |
| 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 | $13,019,000 | 2,350 |
| Mortgage-backed securities | $775,000 | 3,833 |
| Certificates of participation in pools of residential mortgages | $775,000 | 3,598 |
| Issued or guaranteed by U.S. | $775,000 | 3,506 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $29,870,000 | 2,724 |
| Total debt securities | $29,870,000 | 2,895 |
| 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 | $31,811,000 | 2,807 |
| U.S. Government securities | $6,263,000 | 3,674 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $6,263,000 | 3,509 |
| Securities issued by states & political subdivisions | $23,171,000 | 1,525 |
| Other domestic debt securities | $2,377,000 | 1,297 |
| 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 | $2,377,000 | 960 |
| 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 | $12,907,000 | 2,364 |
| Mortgage-backed securities | $890,000 | 3,815 |
| Certificates of participation in pools of residential mortgages | $890,000 | 3,558 |
| Issued or guaranteed by U.S. | $890,000 | 3,464 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $31,811,000 | 2,630 |
| Total debt securities | $31,811,000 | 2,787 |
| 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 | $29,846,000 | 2,833 |
| U.S. Government securities | $6,536,000 | 3,688 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $6,536,000 | 3,522 |
| Securities issued by states & political subdivisions | $20,555,000 | 1,520 |
| Other domestic debt securities | $2,286,000 | 1,258 |
| 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 | $2,286,000 | 902 |
| Foreign debt securities | $469,000 | 250 |
| 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 | $13,465,000 | 2,261 |
| Mortgage-backed securities | $964,000 | 3,822 |
| Certificates of participation in pools of residential mortgages | $964,000 | 3,543 |
| Issued or guaranteed by U.S. | $964,000 | 3,441 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $29,846,000 | 2,665 |
| Total debt securities | $29,846,000 | 2,816 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $31,381,000 | 2,788 |
| U.S. Government securities | $7,075,000 | 3,709 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $7,075,000 | 3,557 |
| Securities issued by states & political subdivisions | $21,487,000 | 1,441 |
| Other domestic debt securities | $2,323,000 | 1,216 |
| 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 | $2,323,000 | 866 |
| Foreign debt securities | $496,000 | 220 |
| 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 | $14,657,000 | 2,180 |
| Mortgage-backed securities | $998,000 | 3,815 |
| Certificates of participation in pools of residential mortgages | $998,000 | 3,519 |
| Issued or guaranteed by U.S. | $998,000 | 3,425 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $31,381,000 | 2,607 |
| Total debt securities | $31,383,000 | 2,766 |
| Structured notes | ||
| Amortized cost | $500,000 | 539 |
| Fair value | $496,000 | 579 |
| 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 | $33,324,000 | 2,731 |
| U.S. Government securities | $7,581,000 | 3,723 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $7,581,000 | 3,556 |
| Securities issued by states & political subdivisions | $22,921,000 | 1,366 |
| Other domestic debt securities | $2,326,000 | 1,217 |
| 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 | $2,326,000 | 863 |
| Foreign debt securities | $496,000 | 233 |
| 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 | $16,555,000 | 2,067 |
| Mortgage-backed securities | $1,047,000 | 3,828 |
| Certificates of participation in pools of residential mortgages | $1,047,000 | 3,520 |
| Issued or guaranteed by U.S. | $1,047,000 | 3,430 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $33,324,000 | 2,543 |
| Total debt securities | $33,325,000 | 2,713 |
| Structured notes | ||
| Amortized cost | $500,000 | 667 |
| Fair value | $496,000 | 735 |
| 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 | $37,683,000 | 2,594 |
| U.S. Government securities | $8,278,000 | 3,713 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $8,278,000 | 3,543 |
| Securities issued by states & political subdivisions | $26,565,000 | 1,241 |
| Other domestic debt securities | $2,318,000 | 1,205 |
| 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 | $2,318,000 | 868 |
| Foreign debt securities | $522,000 | 226 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,781,000 | 2,099 |
| Mortgage-backed securities | $1,125,000 | 3,808 |
| Certificates of participation in pools of residential mortgages | $1,125,000 | 3,512 |
| Issued or guaranteed by U.S. | $1,125,000 | 3,430 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $37,683,000 | 2,404 |
| Total debt securities | $37,684,000 | 2,577 |
| Structured notes | ||
| Amortized cost | $500,000 | 736 |
| Fair value | $522,000 | 729 |
| 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 | $38,608,000 | 2,585 |
| U.S. Government securities | $8,705,000 | 3,706 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $8,705,000 | 3,535 |
| Securities issued by states & political subdivisions | $26,623,000 | 1,280 |
| Other domestic debt securities | $2,776,000 | 1,141 |
| 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 | $2,776,000 | 818 |
| Foreign debt securities | $504,000 | 243 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,451,000 | 2,094 |
| Mortgage-backed securities | $1,189,000 | 3,826 |
| Certificates of participation in pools of residential mortgages | $1,189,000 | 3,512 |
| Issued or guaranteed by U.S. | $1,189,000 | 3,426 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $38,608,000 | 2,394 |
| Total debt securities | $38,607,000 | 2,568 |
| Structured notes | ||
| Amortized cost | $500,000 | 744 |
| Fair value | $504,000 | 743 |
| 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 | $40,408,000 | 2,538 |
| U.S. Government securities | $9,322,000 | 3,649 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $9,322,000 | 3,491 |
| Securities issued by states & political subdivisions | $27,882,000 | 1,263 |
| Other domestic debt securities | $2,706,000 | 1,131 |
| 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 | $2,706,000 | 826 |
| Foreign debt securities | $498,000 | 254 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,486,000 | 2,096 |
| Mortgage-backed securities | $1,229,000 | 3,832 |
| Certificates of participation in pools of residential mortgages | $1,229,000 | 3,517 |
| Issued or guaranteed by U.S. | $1,229,000 | 3,449 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $40,408,000 | 2,351 |
| Total debt securities | $40,406,000 | 2,519 |
| Structured notes | ||
| Amortized cost | $500,000 | 771 |
| Fair value | $498,000 | 780 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $41,184,000 | 2,526 |
| U.S. Government securities | $9,789,000 | 3,645 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $9,789,000 | 3,502 |
| Securities issued by states & political subdivisions | $28,189,000 | 1,254 |
| Other domestic debt securities | $2,731,000 | 1,090 |
| 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 | $2,731,000 | 825 |
| Foreign debt securities | $475,000 | 265 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,291,000 | 2,714 |
| Mortgage-backed securities | $1,266,000 | 3,867 |
| Certificates of participation in pools of residential mortgages | $1,266,000 | 3,554 |
| Issued or guaranteed by U.S. | $1,266,000 | 3,526 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $41,184,000 | 2,327 |
| Total debt securities | $41,184,000 | 2,508 |
| Structured notes | ||
| Amortized cost | $500,000 | 750 |
| Fair value | $475,000 | 804 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $48,609,000 | 2,280 |
| U.S. Government securities | $13,186,000 | 3,275 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $13,186,000 | 3,129 |
| Securities issued by states & political subdivisions | $32,210,000 | 1,143 |
| Other domestic debt securities | $2,735,000 | 1,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $2,735,000 | 826 |
| Foreign debt securities | $478,000 | 263 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,571,000 | 2,627 |
| Mortgage-backed securities | $3,581,000 | 3,469 |
| Certificates of participation in pools of residential mortgages | $3,581,000 | 3,014 |
| Issued or guaranteed by U.S. | $3,581,000 | 2,858 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $48,609,000 | 2,098 |
| Total debt securities | $48,609,000 | 2,261 |
| Structured notes | ||
| Amortized cost | $500,000 | 749 |
| Fair value | $478,000 | 812 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $49,721,000 | 2,271 |
| U.S. Government securities | $14,027,000 | 3,275 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $14,027,000 | 3,115 |
| Securities issued by states & political subdivisions | $32,469,000 | 1,148 |
| Other domestic debt securities | $2,747,000 | 1,077 |
| 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 | $2,747,000 | 833 |
| Foreign debt securities | $478,000 | 257 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,820,000 | 2,648 |
| Mortgage-backed securities | $3,843,000 | 3,458 |
| Certificates of participation in pools of residential mortgages | $3,843,000 | 2,997 |
| Issued or guaranteed by U.S. | $3,843,000 | 2,992 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $49,721,000 | 2,079 |
| Total debt securities | $49,721,000 | 2,249 |
| Structured notes | ||
| Amortized cost | $500,000 | 718 |
| Fair value | $478,000 | 777 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $52,530,000 | 2,219 |
| U.S. Government securities | $15,150,000 | 3,197 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $15,150,000 | 3,045 |
| Securities issued by states & political subdivisions | $34,063,000 | 1,136 |
| Other domestic debt securities | $2,828,000 | 1,054 |
| 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 | $2,828,000 | 825 |
| Foreign debt securities | $489,000 | 250 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,019,000 | 2,656 |
| Mortgage-backed securities | $4,144,000 | 3,429 |
| Certificates of participation in pools of residential mortgages | $4,144,000 | 2,974 |
| Issued or guaranteed by U.S. | $4,144,000 | 2,971 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $52,530,000 | 2,036 |
| Total debt securities | $52,528,000 | 2,193 |
| Structured notes | ||
| Amortized cost | $500,000 | 725 |
| Fair value | $489,000 | 775 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $53,018,000 | 2,233 |
| U.S. Government securities | $16,101,000 | 3,144 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $16,101,000 | 3,015 |
| Securities issued by states & political subdivisions | $33,569,000 | 1,170 |
| Other domestic debt securities | $2,850,000 | 1,075 |
| 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 | $2,850,000 | 854 |
| Foreign debt securities | $498,000 | 260 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,739,000 | 2,720 |
| Mortgage-backed securities | $4,444,000 | 3,427 |
| Certificates of participation in pools of residential mortgages | $4,444,000 | 2,964 |
| Issued or guaranteed by U.S. | $4,444,000 | 2,962 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $53,018,000 | 2,048 |
| Total debt securities | $53,017,000 | 2,213 |
| Structured notes | ||
| Amortized cost | $500,000 | 753 |
| Fair value | $498,000 | 777 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $54,391,000 | 2,219 |
| U.S. Government securities | $17,361,000 | 3,088 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $17,361,000 | 2,966 |
| Securities issued by states & political subdivisions | $33,667,000 | 1,181 |
| Other domestic debt securities | $2,863,000 | 1,096 |
| 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 | $2,863,000 | 869 |
| Foreign debt securities | $500,000 | 252 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,747,000 | 2,729 |
| Mortgage-backed securities | $4,721,000 | 3,414 |
| Certificates of participation in pools of residential mortgages | $4,721,000 | 2,955 |
| Issued or guaranteed by U.S. | $4,721,000 | 2,952 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $54,391,000 | 2,036 |
| Total debt securities | $54,392,000 | 2,199 |
| Structured notes | ||
| Amortized cost | $733,000 | 779 |
| Fair value | $735,000 | 773 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $65,802,000 | 1,961 |
| U.S. Government securities | $28,163,000 | 2,402 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $28,163,000 | 2,302 |
| Securities issued by states & political subdivisions | $34,316,000 | 1,160 |
| Other domestic debt securities | $2,834,000 | 1,130 |
| 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 | $2,834,000 | 888 |
| Foreign debt securities | $489,000 | 275 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,788,000 | 2,666 |
| Mortgage-backed securities | $12,400,000 | 2,573 |
| Certificates of participation in pools of residential mortgages | $11,138,000 | 2,135 |
| Issued or guaranteed by U.S. | $11,138,000 | 2,135 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,262,000 | 2,389 |
| CMOs issued by government agencies or sponsored agencies | $1,262,000 | 2,319 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $65,802,000 | 1,798 |
| Total debt securities | $65,802,000 | 1,941 |
| Structured notes | ||
| Amortized cost | $748,000 | 808 |
| Fair value | $739,000 | 800 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $69,323,000 | 1,859 |
| U.S. Government securities | $31,695,000 | 2,221 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $31,695,000 | 2,120 |
| Securities issued by states & political subdivisions | $34,335,000 | 1,172 |
| Other domestic debt securities | $2,814,000 | 1,124 |
| 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 | $2,814,000 | 875 |
| Foreign debt securities | $479,000 | 276 |
| 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 | $12,827,000 | 2,654 |
| Mortgage-backed securities | $12,656,000 | 2,544 |
| Certificates of participation in pools of residential mortgages | $11,285,000 | 2,128 |
| Issued or guaranteed by U.S. | $11,285,000 | 2,127 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,371,000 | 2,356 |
| CMOs issued by government agencies or sponsored agencies | $1,371,000 | 2,286 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $69,323,000 | 1,702 |
| Total debt securities | $69,324,000 | 1,837 |
| Structured notes | ||
| Amortized cost | $755,000 | 785 |
| Fair value | $736,000 | 791 |
| 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 | $72,057,000 | 1,804 |
| U.S. Government securities | $33,844,000 | 2,115 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $33,844,000 | 2,027 |
| Securities issued by states & political subdivisions | $34,791,000 | 1,154 |
| Other domestic debt securities | $2,932,000 | 1,119 |
| 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 | $2,932,000 | 874 |
| Foreign debt securities | $490,000 | 267 |
| 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 | $13,277,000 | 2,619 |
| Mortgage-backed securities | $13,800,000 | 2,447 |
| Certificates of participation in pools of residential mortgages | $12,250,000 | 2,055 |
| Issued or guaranteed by U.S. | $12,250,000 | 2,055 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,550,000 | 2,324 |
| CMOs issued by government agencies or sponsored agencies | $1,550,000 | 2,259 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $72,057,000 | 1,647 |
| Total debt securities | $72,059,000 | 1,785 |
| Structured notes | ||
| Amortized cost | $766,000 | 769 |
| Fair value | $760,000 | 770 |
| 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 | $75,165,000 | 1,763 |
| U.S. Government securities | $36,048,000 | 2,072 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $36,048,000 | 1,984 |
| Securities issued by states & political subdivisions | $35,710,000 | 1,132 |
| Other domestic debt securities | $2,914,000 | 1,136 |
| 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 | $2,914,000 | 884 |
| Foreign debt securities | $493,000 | 266 |
| 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 | $14,117,000 | 2,582 |
| Mortgage-backed securities | $14,925,000 | 2,386 |
| Certificates of participation in pools of residential mortgages | $13,213,000 | 2,002 |
| Issued or guaranteed by U.S. | $13,213,000 | 1,998 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,712,000 | 2,286 |
| CMOs issued by government agencies or sponsored agencies | $1,712,000 | 2,223 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $75,165,000 | 1,588 |
| Total debt securities | $75,164,000 | 1,744 |
| Structured notes | ||
| Amortized cost | $784,000 | 894 |
| Fair value | $786,000 | 892 |
| 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 | $81,197,000 | 1,678 |
| U.S. Government securities | $40,324,000 | 1,980 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $40,324,000 | 1,884 |
| Securities issued by states & political subdivisions | $36,999,000 | 1,078 |
| Other domestic debt securities | $3,374,000 | 1,071 |
| 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 | $3,374,000 | 815 |
| Foreign debt securities | $500,000 | 247 |
| 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 | $15,977,000 | 2,438 |
| Mortgage-backed securities | $15,992,000 | 2,318 |
| Certificates of participation in pools of residential mortgages | $14,142,000 | 1,946 |
| Issued or guaranteed by U.S. | $14,142,000 | 1,945 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,850,000 | 2,262 |
| CMOs issued by government agencies or sponsored agencies | $1,850,000 | 2,199 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $81,197,000 | 1,505 |
| Total debt securities | $81,196,000 | 1,657 |
| Structured notes | ||
| Amortized cost | $794,000 | 1,049 |
| Fair value | $799,000 | 1,042 |
| 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 | $84,548,000 | 1,636 |
| U.S. Government securities | $42,541,000 | 1,912 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $42,541,000 | 1,818 |
| Securities issued by states & political subdivisions | $38,201,000 | 1,044 |
| Other domestic debt securities | $3,314,000 | 1,061 |
| 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 | $3,314,000 | 814 |
| Foreign debt securities | $492,000 | 253 |
| 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 | $16,055,000 | 2,450 |
| Mortgage-backed securities | $16,792,000 | 2,273 |
| Certificates of participation in pools of residential mortgages | $14,820,000 | 1,892 |
| Issued or guaranteed by U.S. | $14,820,000 | 1,890 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,972,000 | 2,246 |
| CMOs issued by government agencies or sponsored agencies | $1,972,000 | 2,181 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $84,548,000 | 1,468 |
| Total debt securities | $84,547,000 | 1,613 |
| Structured notes | ||
| Amortized cost | $807,000 | 1,156 |
| Fair value | $803,000 | 1,157 |
| 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 | $87,374,000 | 1,590 |
| U.S. Government securities | $44,591,000 | 1,875 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $44,591,000 | 1,791 |
| Securities issued by states & political subdivisions | $38,963,000 | 1,031 |
| Other domestic debt securities | $3,325,000 | 1,066 |
| 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 | $3,325,000 | 819 |
| Foreign debt securities | $495,000 | 252 |
| 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 | $16,593,000 | 2,438 |
| Mortgage-backed securities | $17,895,000 | 2,239 |
| Certificates of participation in pools of residential mortgages | $15,744,000 | 1,838 |
| Issued or guaranteed by U.S. | $15,744,000 | 1,838 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $2,151,000 | 2,211 |
| CMOs issued by government agencies or sponsored agencies | $2,151,000 | 2,144 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $87,374,000 | 1,417 |
| Total debt securities | $87,372,000 | 1,567 |
| Structured notes | ||
| Amortized cost | $1,087,000 | 1,113 |
| Fair value | $1,089,000 | 1,113 |
| 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 | $90,769,000 | 1,556 |
| U.S. Government securities | $46,353,000 | 1,887 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $46,353,000 | 1,800 |
| Securities issued by states & political subdivisions | $40,643,000 | 963 |
| Other domestic debt securities | $3,284,000 | 1,072 |
| 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 | $3,284,000 | 823 |
| Foreign debt securities | $489,000 | 262 |
| 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 | $17,848,000 | 2,359 |
| Mortgage-backed securities | $18,850,000 | 2,229 |
| Certificates of participation in pools of residential mortgages | $16,523,000 | 1,833 |
| Issued or guaranteed by U.S. | $16,523,000 | 1,833 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,327,000 | 2,219 |
| CMOs issued by government agencies or sponsored agencies | $2,327,000 | 2,149 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $90,769,000 | 1,384 |
| Total debt securities | $90,767,000 | 1,539 |
| Structured notes | ||
| Amortized cost | $1,114,000 | 1,234 |
| Fair value | $1,111,000 | 1,233 |
| 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 | $91,837,000 | 1,557 |
| U.S. Government securities | $47,989,000 | 1,875 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $47,989,000 | 1,793 |
| Securities issued by states & political subdivisions | $40,450,000 | 960 |
| Other domestic debt securities | $3,398,000 | 1,066 |
| 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 | $3,398,000 | 807 |
| 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 | $19,521,000 | 2,258 |
| Mortgage-backed securities | $19,137,000 | 2,260 |
| Certificates of participation in pools of residential mortgages | $16,587,000 | 1,865 |
| Issued or guaranteed by U.S. | $16,587,000 | 1,865 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,550,000 | 2,193 |
| CMOs issued by government agencies or sponsored agencies | $2,550,000 | 2,117 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $91,837,000 | 1,387 |
| Total debt securities | $91,836,000 | 1,541 |
| Structured notes | ||
| Amortized cost | $1,025,000 | 1,335 |
| Fair value | $1,054,000 | 1,327 |
| 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 | $93,633,000 | 1,535 |
| U.S. Government securities | $48,831,000 | 1,854 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $48,831,000 | 1,782 |
| Securities issued by states & political subdivisions | $41,462,000 | 942 |
| Other domestic debt securities | $3,340,000 | 1,063 |
| 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 | $3,340,000 | 816 |
| 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 | $19,482,000 | 2,276 |
| Mortgage-backed securities | $20,009,000 | 2,244 |
| Certificates of participation in pools of residential mortgages | $17,310,000 | 1,858 |
| Issued or guaranteed by U.S. | $17,310,000 | 1,856 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,699,000 | 2,203 |
| CMOs issued by government agencies or sponsored agencies | $2,699,000 | 2,134 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $93,633,000 | 1,363 |
| Total debt securities | $93,631,000 | 1,522 |
| Structured notes | ||
| Amortized cost | $1,065,000 | 1,409 |
| Fair value | $1,104,000 | 1,397 |
| 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 | $93,667,000 | 1,563 |
| U.S. Government securities | $51,495,000 | 1,813 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $51,495,000 | 1,745 |
| Securities issued by states & political subdivisions | $38,630,000 | 1,006 |
| Other domestic debt securities | $3,542,000 | 1,075 |
| 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 | $3,542,000 | 806 |
| 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 | $19,706,000 | 2,261 |
| Mortgage-backed securities | $21,152,000 | 2,229 |
| Certificates of participation in pools of residential mortgages | $18,322,000 | 1,836 |
| Issued or guaranteed by U.S. | $18,322,000 | 1,834 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $2,830,000 | 2,225 |
| CMOs issued by government agencies or sponsored agencies | $2,830,000 | 2,143 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $93,667,000 | 1,385 |
| Total debt securities | $93,666,000 | 1,544 |
| Structured notes | ||
| Amortized cost | $1,355,000 | 1,446 |
| Fair value | $1,389,000 | 1,435 |
| 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 | $94,693,000 | 1,569 |
| U.S. Government securities | $52,886,000 | 1,784 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $52,886,000 | 1,720 |
| Securities issued by states & political subdivisions | $38,014,000 | 1,011 |
| Other domestic debt securities | $3,543,000 | 1,115 |
| 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 | $3,543,000 | 827 |
| Foreign debt securities | $250,000 | 269 |
| 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 | $19,646,000 | 2,282 |
| Mortgage-backed securities | $23,142,000 | 2,145 |
| Certificates of participation in pools of residential mortgages | $20,142,000 | 1,766 |
| Issued or guaranteed by U.S. | $20,142,000 | 1,764 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,000,000 | 2,219 |
| CMOs issued by government agencies or sponsored agencies | $3,000,000 | 2,146 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $94,693,000 | 1,398 |
| Total debt securities | $94,690,000 | 1,549 |
| Structured notes | ||
| Amortized cost | $1,389,000 | 1,479 |
| Fair value | $1,413,000 | 1,459 |
| 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 | $96,935,000 | 1,542 |
| U.S. Government securities | $54,452,000 | 1,744 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $54,452,000 | 1,687 |
| Securities issued by states & political subdivisions | $37,687,000 | 1,026 |
| Other domestic debt securities | $4,543,000 | 1,012 |
| Privately issued residential mortgage-backed securities | $35,000 | 825 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $4,508,000 | 749 |
| Foreign debt securities | $253,000 | 265 |
| 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 | $18,697,000 | 2,363 |
| Mortgage-backed securities | $24,900,000 | 2,066 |
| Certificates of participation in pools of residential mortgages | $21,714,000 | 1,682 |
| Issued or guaranteed by U.S. | $21,714,000 | 1,682 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $3,186,000 | 2,159 |
| CMOs issued by government agencies or sponsored agencies | $3,151,000 | 2,101 |
| Privately issued | $35,000 | 792 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $96,935,000 | 1,366 |
| Total debt securities | $96,934,000 | 1,522 |
| Structured notes | ||
| Amortized cost | $1,424,000 | 1,475 |
| Fair value | $1,446,000 | 1,440 |
| 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 | $97,577,000 | 1,521 |
| U.S. Government securities | $55,168,000 | 1,720 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $55,168,000 | 1,664 |
| Securities issued by states & political subdivisions | $37,406,000 | 1,017 |
| Other domestic debt securities | $4,747,000 | 1,026 |
| Privately issued residential mortgage-backed securities | $39,000 | 855 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $4,708,000 | 753 |
| Foreign debt securities | $256,000 | 265 |
| 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 | $17,950,000 | 2,403 |
| Mortgage-backed securities | $25,046,000 | 2,071 |
| Certificates of participation in pools of residential mortgages | $22,780,000 | 1,623 |
| Issued or guaranteed by U.S. | $22,780,000 | 1,622 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $2,266,000 | 2,376 |
| CMOs issued by government agencies or sponsored agencies | $2,227,000 | 2,309 |
| Privately issued | $39,000 | 818 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $97,577,000 | 1,352 |
| Total debt securities | $97,578,000 | 1,498 |
| Structured notes | ||
| Amortized cost | $1,466,000 | 1,457 |
| Fair value | $1,452,000 | 1,419 |
| 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 | $97,877,000 | 1,526 |
| U.S. Government securities | $54,757,000 | 1,740 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $54,757,000 | 1,691 |
| Securities issued by states & political subdivisions | $38,596,000 | 988 |
| Other domestic debt securities | $4,265,000 | 1,112 |
| Privately issued residential mortgage-backed securities | $43,000 | 886 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $4,222,000 | 819 |
| Foreign debt securities | $259,000 | 270 |
| 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 | $15,663,000 | 2,584 |
| Mortgage-backed securities | $25,737,000 | 2,048 |
| Certificates of participation in pools of residential mortgages | $24,206,000 | 1,567 |
| Issued or guaranteed by U.S. | $24,206,000 | 1,564 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,531,000 | 2,664 |
| CMOs issued by government agencies or sponsored agencies | $1,488,000 | 2,576 |
| Privately issued | $43,000 | 849 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $97,877,000 | 1,365 |
| Total debt securities | $97,875,000 | 1,506 |
| Structured notes | ||
| Amortized cost | $1,528,000 | 1,378 |
| Fair value | $1,529,000 | 1,375 |
| 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 | $95,539,000 | 1,566 |
| U.S. Government securities | $53,759,000 | 1,755 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $53,759,000 | 1,699 |
| Securities issued by states & political subdivisions | $37,920,000 | 994 |
| Other domestic debt securities | $3,599,000 | 1,228 |
| Privately issued residential mortgage-backed securities | $47,000 | 900 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $3,552,000 | 910 |
| Foreign debt securities | $261,000 | 262 |
| 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 | $11,786,000 | 3,016 |
| Mortgage-backed securities | $26,700,000 | 1,996 |
| Certificates of participation in pools of residential mortgages | $24,836,000 | 1,528 |
| Issued or guaranteed by U.S. | $24,836,000 | 1,526 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,864,000 | 2,593 |
| CMOs issued by government agencies or sponsored agencies | $1,817,000 | 2,509 |
| Privately issued | $47,000 | 861 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $95,539,000 | 1,397 |
| Total debt securities | $95,540,000 | 1,547 |
| Structured notes | ||
| Amortized cost | $1,241,000 | 1,485 |
| Fair value | $1,269,000 | 1,470 |
| 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 | $96,257,000 | 1,572 |
| U.S. Government securities | $53,020,000 | 1,806 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $53,020,000 | 1,756 |
| Securities issued by states & political subdivisions | $38,754,000 | 965 |
| Other domestic debt securities | $4,219,000 | 1,144 |
| Privately issued residential mortgage-backed securities | $50,000 | 941 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $4,169,000 | 820 |
| Foreign debt securities | $264,000 | 265 |
| 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 | $12,592,000 | 2,950 |
| Mortgage-backed securities | $27,906,000 | 1,995 |
| Certificates of participation in pools of residential mortgages | $25,424,000 | 1,541 |
| Issued or guaranteed by U.S. | $25,424,000 | 1,539 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,482,000 | 2,471 |
| CMOs issued by government agencies or sponsored agencies | $2,432,000 | 2,395 |
| Privately issued | $50,000 | 902 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $96,257,000 | 1,419 |
| Total debt securities | $96,255,000 | 1,552 |
| Structured notes | ||
| Amortized cost | $1,331,000 | 1,478 |
| Fair value | $1,360,000 | 1,476 |
| 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 | $96,070,000 | 1,541 |
| U.S. Government securities | $53,780,000 | 1,746 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $53,780,000 | 1,697 |
| Securities issued by states & political subdivisions | $38,819,000 | 938 |
| Other domestic debt securities | $3,205,000 | 1,261 |
| Privately issued residential mortgage-backed securities | $54,000 | 964 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $3,151,000 | 909 |
| Foreign debt securities | $266,000 | 263 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,352,000 | 2,838 |
| Mortgage-backed securities | $31,947,000 | 1,813 |
| Certificates of participation in pools of residential mortgages | $28,605,000 | 1,386 |
| Issued or guaranteed by U.S. | $28,605,000 | 1,382 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $3,342,000 | 2,319 |
| CMOs issued by government agencies or sponsored agencies | $3,288,000 | 2,225 |
| Privately issued | $54,000 | 928 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $96,070,000 | 1,392 |
| Total debt securities | $96,070,000 | 1,524 |
| Structured notes | ||
| Amortized cost | $2,949,000 | 1,069 |
| Fair value | $2,979,000 | 1,061 |
| 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 | $93,303,000 | 1,588 |
| U.S. Government securities | $54,426,000 | 1,774 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $54,426,000 | 1,732 |
| Securities issued by states & political subdivisions | $35,394,000 | 1,003 |
| Other domestic debt securities | $3,216,000 | 1,294 |
| Privately issued residential mortgage-backed securities | $58,000 | 1,009 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $3,158,000 | 952 |
| Foreign debt securities | $267,000 | 252 |
| 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 | $13,053,000 | 2,898 |
| Mortgage-backed securities | $36,609,000 | 1,736 |
| Certificates of participation in pools of residential mortgages | $32,383,000 | 1,321 |
| Issued or guaranteed by U.S. | $32,383,000 | 1,320 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $4,226,000 | 2,248 |
| CMOs issued by government agencies or sponsored agencies | $4,168,000 | 2,164 |
| Privately issued | $58,000 | 970 |
| 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) | $93,303,000 | 1,436 |
| Total debt securities | $93,301,000 | 1,567 |
| Structured notes | ||
| Amortized cost | $2,812,000 | 1,133 |
| Fair value | $2,847,000 | 1,132 |
| 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 | $92,137,000 | 1,611 |
| U.S. Government securities | $56,070,000 | 1,749 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $56,070,000 | 1,707 |
| Securities issued by states & political subdivisions | $32,612,000 | 1,063 |
| Other domestic debt securities | $3,191,000 | 1,308 |
| Privately issued residential mortgage-backed securities | $62,000 | 1,059 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $3,129,000 | 964 |
| Foreign debt securities | $264,000 | 246 |
| 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 | $8,613,000 | 3,608 |
| Mortgage-backed securities | $40,736,000 | 1,608 |
| Certificates of participation in pools of residential mortgages | $35,309,000 | 1,239 |
| Issued or guaranteed by U.S. | $35,309,000 | 1,239 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $5,427,000 | 2,053 |
| CMOs issued by government agencies or sponsored agencies | $5,365,000 | 1,970 |
| Privately issued | $62,000 | 1,018 |
| 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) | $92,137,000 | 1,454 |
| Total debt securities | $92,138,000 | 1,588 |
| Structured notes | ||
| Amortized cost | $3,921,000 | 1,090 |
| Fair value | $3,983,000 | 1,085 |
| 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 | $88,998,000 | 1,648 |
| U.S. Government securities | $54,942,000 | 1,819 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $54,942,000 | 1,775 |
| Securities issued by states & political subdivisions | $30,835,000 | 1,074 |
| Other domestic debt securities | $3,221,000 | 1,287 |
| Privately issued residential mortgage-backed securities | $66,000 | 1,087 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $3,155,000 | 949 |
| 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 | $9,072,000 | 3,533 |
| Mortgage-backed securities | $42,714,000 | 1,564 |
| Certificates of participation in pools of residential mortgages | $36,863,000 | 1,171 |
| Issued or guaranteed by U.S. | $36,863,000 | 1,171 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $5,851,000 | 2,020 |
| CMOs issued by government agencies or sponsored agencies | $5,785,000 | 1,923 |
| Privately issued | $66,000 | 1,047 |
| 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) | $88,998,000 | 1,490 |
| Total debt securities | $88,998,000 | 1,622 |
| Structured notes | ||
| Amortized cost | $4,057,000 | 1,172 |
| Fair value | $4,056,000 | 1,171 |
| 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 | $92,079,000 | 1,552 |
| U.S. Government securities | $57,478,000 | 1,686 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $57,478,000 | 1,647 |
| Securities issued by states & political subdivisions | $31,418,000 | 1,031 |
| Other domestic debt securities | $3,183,000 | 1,294 |
| Privately issued residential mortgage-backed securities | $67,000 | 1,175 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $3,116,000 | 892 |
| 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 | $9,541,000 | 3,290 |
| Mortgage-backed securities | $45,363,000 | 1,417 |
| Certificates of participation in pools of residential mortgages | $38,922,000 | 1,067 |
| Issued or guaranteed by U.S. | $38,922,000 | 1,067 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $6,441,000 | 1,922 |
| CMOs issued by government agencies or sponsored agencies | $6,374,000 | 1,756 |
| Privately issued | $67,000 | 1,115 |
| 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) | $92,079,000 | 1,402 |
| Total debt securities | $92,079,000 | 1,537 |
| Structured notes | ||
| Amortized cost | $3,593,000 | 1,250 |
| Fair value | $3,624,000 | 1,244 |
| 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 | $92,661,000 | 1,520 |
| U.S. Government securities | $59,675,000 | 1,591 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $59,675,000 | 1,547 |
| Securities issued by states & political subdivisions | $29,765,000 | 1,034 |
| Other domestic debt securities | $3,221,000 | 1,303 |
| Privately issued residential mortgage-backed securities | $71,000 | 1,194 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $3,150,000 | 866 |
| 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 | $10,340,000 | 3,141 |
| Mortgage-backed securities | $50,337,000 | 1,273 |
| Certificates of participation in pools of residential mortgages | $43,038,000 | 951 |
| Issued or guaranteed by U.S. | $43,038,000 | 949 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $7,299,000 | 1,815 |
| CMOs issued by government agencies or sponsored agencies | $7,228,000 | 1,654 |
| Privately issued | $71,000 | 1,129 |
| 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) | $92,661,000 | 1,372 |
| Total debt securities | $92,662,000 | 1,498 |
| Structured notes | ||
| Amortized cost | $3,728,000 | 1,283 |
| Fair value | $3,776,000 | 1,276 |
| 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 | $93,209,000 | 1,508 |
| U.S. Government securities | $60,483,000 | 1,605 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $60,483,000 | 1,561 |
| Securities issued by states & political subdivisions | $29,413,000 | 994 |
| Other domestic debt securities | $3,313,000 | 1,237 |
| Privately issued residential mortgage-backed securities | $77,000 | 1,208 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $3,236,000 | 789 |
| 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 | $10,480,000 | 3,126 |
| Mortgage-backed securities | $51,003,000 | 1,247 |
| Certificates of participation in pools of residential mortgages | $43,058,000 | 923 |
| Issued or guaranteed by U.S. | $43,058,000 | 918 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $7,945,000 | 1,735 |
| CMOs issued by government agencies or sponsored agencies | $7,868,000 | 1,555 |
| Privately issued | $77,000 | 1,150 |
| 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) | $93,209,000 | 1,356 |
| Total debt securities | $93,211,000 | 1,487 |
| Structured notes | ||
| Amortized cost | $3,885,000 | 1,422 |
| Fair value | $3,904,000 | 1,418 |
| 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 | $90,474,000 | 1,532 |
| U.S. Government securities | $57,987,000 | 1,643 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $57,987,000 | 1,590 |
| Securities issued by states & political subdivisions | $29,166,000 | 989 |
| Other domestic debt securities | $3,321,000 | 1,269 |
| Privately issued residential mortgage-backed securities | $83,000 | 1,234 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $3,238,000 | 810 |
| 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 | $11,406,000 | 3,001 |
| Mortgage-backed securities | $46,741,000 | 1,283 |
| Certificates of participation in pools of residential mortgages | $38,494,000 | 984 |
| Issued or guaranteed by U.S. | $38,494,000 | 981 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $8,247,000 | 1,669 |
| CMOs issued by government agencies or sponsored agencies | $8,164,000 | 1,486 |
| Privately issued | $83,000 | 1,176 |
| 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) | $90,474,000 | 1,377 |
| Total debt securities | $90,474,000 | 1,513 |
| Structured notes | ||
| Amortized cost | $4,687,000 | 1,296 |
| Fair value | $4,614,000 | 1,299 |
| 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 | $88,238,000 | 1,508 |
| U.S. Government securities | $57,788,000 | 1,558 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $57,788,000 | 1,505 |
| Securities issued by states & political subdivisions | $27,125,000 | 1,036 |
| Other domestic debt securities | $3,325,000 | 1,342 |
| Privately issued residential mortgage-backed securities | $86,000 | 1,288 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $3,239,000 | 803 |
| 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 | $12,210,000 | 2,849 |
| Mortgage-backed securities | $45,971,000 | 1,268 |
| Certificates of participation in pools of residential mortgages | $38,032,000 | 953 |
| Issued or guaranteed by U.S. | $38,032,000 | 945 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $7,939,000 | 1,651 |
| CMOs issued by government agencies or sponsored agencies | $7,853,000 | 1,474 |
| Privately issued | $86,000 | 1,228 |
| 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) | $88,238,000 | 1,344 |
| Total debt securities | $88,237,000 | 1,485 |
| Structured notes | ||
| Amortized cost | $4,951,000 | 1,161 |
| Fair value | $4,854,000 | 1,164 |
| 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 | $84,063,000 | 1,538 |
| U.S. Government securities | $56,548,000 | 1,568 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $56,548,000 | 1,504 |
| Securities issued by states & political subdivisions | $24,136,000 | 1,130 |
| Other domestic debt securities | $3,379,000 | 1,373 |
| Privately issued residential mortgage-backed securities | $89,000 | 1,357 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $3,290,000 | 785 |
| 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 | $10,881,000 | 3,075 |
| Mortgage-backed securities | $42,383,000 | 1,293 |
| Certificates of participation in pools of residential mortgages | $35,183,000 | 990 |
| Issued or guaranteed by U.S. | $35,183,000 | 980 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $7,200,000 | 1,699 |
| CMOs issued by government agencies or sponsored agencies | $7,111,000 | 1,506 |
| Privately issued | $89,000 | 1,295 |
| 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) | $84,063,000 | 1,372 |
| Total debt securities | $84,064,000 | 1,522 |
| Structured notes | ||
| Amortized cost | $6,928,000 | 870 |
| Fair value | $7,053,000 | 852 |
| 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 | $84,930,000 | 1,522 |
| U.S. Government securities | $61,427,000 | 1,480 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $61,427,000 | 1,425 |
| Securities issued by states & political subdivisions | $20,181,000 | 1,281 |
| Other domestic debt securities | $3,322,000 | 1,396 |
| Privately issued residential mortgage-backed securities | $92,000 | 1,386 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $3,230,000 | 767 |
| 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 | $4,390,000 | 4,491 |
| Mortgage-backed securities | $43,723,000 | 1,252 |
| Certificates of participation in pools of residential mortgages | $36,586,000 | 951 |
| Issued or guaranteed by U.S. | $36,586,000 | 943 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $7,137,000 | 1,660 |
| CMOs issued by government agencies or sponsored agencies | $7,045,000 | 1,443 |
| Privately issued | $92,000 | 1,326 |
| 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) | $84,930,000 | 1,353 |
| Total debt securities | $84,929,000 | 1,508 |
| Structured notes | ||
| Amortized cost | $10,625,000 | 622 |
| Fair value | $10,738,000 | 622 |
| 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 | $78,741,000 | 1,642 |
| U.S. Government securities | $58,693,000 | 1,539 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $58,693,000 | 1,489 |
| Securities issued by states & political subdivisions | $16,715,000 | 1,528 |
| Other domestic debt securities | $3,333,000 | 1,432 |
| Privately issued residential mortgage-backed securities | $102,000 | 1,423 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $3,231,000 | 792 |
| 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 | $8,504,000 | 3,599 |
| Mortgage-backed securities | $43,174,000 | 1,315 |
| Certificates of participation in pools of residential mortgages | $35,310,000 | 1,057 |
| Issued or guaranteed by U.S. | $35,310,000 | 1,048 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $7,864,000 | 1,531 |
| CMOs issued by government agencies or sponsored agencies | $7,762,000 | 1,316 |
| Privately issued | $102,000 | 1,364 |
| 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) | $78,741,000 | 1,454 |
| Total debt securities | $78,740,000 | 1,620 |
| Structured notes | ||
| Amortized cost | $9,611,000 | 569 |
| Fair value | $9,608,000 | 569 |
| 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 | $70,354,000 | 1,786 |
| U.S. Government securities | $52,812,000 | 1,664 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $52,812,000 | 1,618 |
| Securities issued by states & political subdivisions | $14,220,000 | 1,730 |
| Other domestic debt securities | $3,322,000 | 1,479 |
| Privately issued residential mortgage-backed securities | $100,000 | 1,460 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $3,222,000 | 802 |
| 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 | $2,228,000 | 5,354 |
| Mortgage-backed securities | $37,861,000 | 1,481 |
| Certificates of participation in pools of residential mortgages | $31,169,000 | 1,188 |
| Issued or guaranteed by U.S. | $31,169,000 | 1,182 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $6,692,000 | 1,645 |
| CMOs issued by government agencies or sponsored agencies | $6,592,000 | 1,397 |
| Privately issued | $100,000 | 1,389 |
| 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) | $70,354,000 | 1,580 |
| Total debt securities | $70,353,000 | 1,765 |
| Structured notes | ||
| Amortized cost | $9,063,000 | 464 |
| Fair value | $8,923,000 | 472 |
| 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 | $70,320,000 | 1,782 |
| U.S. Government securities | $54,539,000 | 1,598 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $54,539,000 | 1,553 |
| Securities issued by states & political subdivisions | $12,466,000 | 1,952 |
| Other domestic debt securities | $3,315,000 | 1,565 |
| Privately issued residential mortgage-backed securities | $110,000 | 1,506 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $3,205,000 | 856 |
| 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 | $4,294,000 | 4,616 |
| Mortgage-backed securities | $38,875,000 | 1,476 |
| Certificates of participation in pools of residential mortgages | $31,697,000 | 1,209 |
| Issued or guaranteed by U.S. | $31,697,000 | 1,200 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $7,178,000 | 1,601 |
| CMOs issued by government agencies or sponsored agencies | $7,068,000 | 1,327 |
| Privately issued | $110,000 | 1,434 |
| 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) | $70,320,000 | 1,565 |
| Total debt securities | $70,321,000 | 1,761 |
| Structured notes | ||
| Amortized cost | $5,454,000 | 516 |
| Fair value | $5,479,000 | 512 |
| 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 | $67,821,000 | 1,815 |
| U.S. Government securities | $45,657,000 | 1,811 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $45,657,000 | 1,775 |
| Securities issued by states & political subdivisions | $9,502,000 | 2,275 |
| Other domestic debt securities | $2,657,000 | 1,748 |
| Privately issued residential mortgage-backed securities | $120,000 | 1,521 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $2,537,000 | 1,001 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $10,005,000 | 206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,249,000 | 4,636 |
| Mortgage-backed securities | $33,864,000 | 1,649 |
| Certificates of participation in pools of residential mortgages | $25,979,000 | 1,440 |
| Issued or guaranteed by U.S. | $25,979,000 | 1,432 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $7,885,000 | 1,531 |
| CMOs issued by government agencies or sponsored agencies | $7,765,000 | 1,250 |
| Privately issued | $120,000 | 1,449 |
| 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) | $67,821,000 | 1,584 |
| Total debt securities | $57,817,000 | 2,051 |
| Structured notes | ||
| Amortized cost | $2,182,000 | 716 |
| Fair value | $2,130,000 | 721 |
| 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 | $52,153,000 | 2,246 |
| U.S. Government securities | $41,799,000 | 2,009 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $41,799,000 | 1,964 |
| Securities issued by states & political subdivisions | $10,232,000 | 2,102 |
| Other domestic debt securities | $122,000 | 3,174 |
| Privately issued residential mortgage-backed securities | $122,000 | 1,546 |
| 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 | $6,228,000 | 4,141 |
| Mortgage-backed securities | $15,864,000 | 2,738 |
| Certificates of participation in pools of residential mortgages | $12,134,000 | 2,488 |
| Issued or guaranteed by U.S. | $12,134,000 | 2,476 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,730,000 | 2,067 |
| CMOs issued by government agencies or sponsored agencies | $3,608,000 | 1,747 |
| Privately issued | $122,000 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $52,153,000 | 1,975 |
| Total debt securities | $52,154,000 | 2,221 |
| 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 | $51,533,000 | 2,250 |
| U.S. Government securities | $40,961,000 | 2,041 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $40,961,000 | 1,998 |
| Securities issued by states & political subdivisions | $10,448,000 | 2,007 |
| Other domestic debt securities | $124,000 | 3,087 |
| Privately issued residential mortgage-backed securities | $124,000 | 1,495 |
| 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 | $6,150,000 | 4,209 |
| Mortgage-backed securities | $317,000 | 5,993 |
| Certificates of participation in pools of residential mortgages | $290,000 | 5,665 |
| Issued or guaranteed by U.S. | $166,000 | 5,809 |
| Privately issued | $124,000 | 152 |
| Collaterized mortgage obligations | $27,000 | 3,652 |
| CMOs issued by government agencies or sponsored agencies | $27,000 | 3,297 |
| 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) | $51,533,000 | 1,977 |
| Total debt securities | $51,533,000 | 2,227 |
| 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 | $51,463,000 | 2,187 |
| U.S. Government securities | $40,012,000 | 2,020 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $40,012,000 | 1,976 |
| Securities issued by states & political subdivisions | $11,322,000 | 1,870 |
| Other domestic debt securities | $129,000 | 3,037 |
| Privately issued residential mortgage-backed securities | $129,000 | 1,461 |
| 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 | $6,102,000 | 4,221 |
| Mortgage-backed securities | $323,000 | 5,975 |
| Certificates of participation in pools of residential mortgages | $295,000 | 5,664 |
| Issued or guaranteed by U.S. | $166,000 | 5,825 |
| Privately issued | $129,000 | 151 |
| Collaterized mortgage obligations | $28,000 | 3,585 |
| CMOs issued by government agencies or sponsored agencies | $28,000 | 3,227 |
| 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) | $51,463,000 | 1,921 |
| Total debt securities | $51,463,000 | 2,160 |
| 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 | $55,927,000 | 2,095 |
| U.S. Government securities | $42,940,000 | 1,927 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $42,940,000 | 1,886 |
| Securities issued by states & political subdivisions | $12,850,000 | 1,698 |
| Other domestic debt securities | $137,000 | 3,012 |
| Privately issued residential mortgage-backed securities | $137,000 | 1,430 |
| 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 | $6,155,000 | 4,204 |
| Mortgage-backed securities | $341,000 | 5,977 |
| Certificates of participation in pools of residential mortgages | $313,000 | 5,659 |
| Issued or guaranteed by U.S. | $176,000 | 5,821 |
| Privately issued | $137,000 | 164 |
| Collaterized mortgage obligations | $28,000 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $28,000 | 3,255 |
| 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) | $55,927,000 | 1,847 |
| Total debt securities | $55,927,000 | 2,062 |
| 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 | $48,743,000 | 2,356 |
| U.S. Government securities | $35,369,000 | 2,279 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $35,369,000 | 2,235 |
| Securities issued by states & political subdivisions | $13,232,000 | 1,665 |
| Other domestic debt securities | $142,000 | 2,964 |
| Privately issued residential mortgage-backed securities | $142,000 | 1,414 |
| 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 | $6,236,000 | 4,126 |
| Mortgage-backed securities | $351,000 | 5,971 |
| Certificates of participation in pools of residential mortgages | $321,000 | 5,638 |
| Issued or guaranteed by U.S. | $179,000 | 5,810 |
| Privately issued | $142,000 | 165 |
| Collaterized mortgage obligations | $30,000 | 3,585 |
| CMOs issued by government agencies or sponsored agencies | $30,000 | 3,236 |
| 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) | $48,743,000 | 2,079 |
| Total debt securities | $48,743,000 | 2,304 |
| 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 | $50,043,000 | 2,298 |
| U.S. Government securities | $35,029,000 | 2,318 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $35,029,000 | 2,269 |
| Securities issued by states & political subdivisions | $14,861,000 | 1,493 |
| Other domestic debt securities | $153,000 | 2,787 |
| Privately issued residential mortgage-backed securities | $153,000 | 1,311 |
| 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 | $4,287,000 | 4,736 |
| Mortgage-backed securities | $362,000 | 5,846 |
| Certificates of participation in pools of residential mortgages | $331,000 | 5,500 |
| Issued or guaranteed by U.S. | $178,000 | 5,711 |
| Privately issued | $153,000 | 155 |
| Collaterized mortgage obligations | $31,000 | 3,510 |
| CMOs issued by government agencies or sponsored agencies | $31,000 | 3,183 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $50,043,000 | 2,001 |
| Total debt securities | $50,043,000 | 2,246 |
| 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 | $50,356,000 | 2,283 |
| U.S. Government securities | $34,605,000 | 2,360 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $34,605,000 | 2,312 |
| Securities issued by states & political subdivisions | $15,590,000 | 1,383 |
| Other domestic debt securities | $161,000 | 2,743 |
| Privately issued residential mortgage-backed securities | $161,000 | 1,269 |
| 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 | $4,242,000 | 4,774 |
| Mortgage-backed securities | $371,000 | 5,777 |
| Certificates of participation in pools of residential mortgages | $340,000 | 5,420 |
| Issued or guaranteed by U.S. | $179,000 | 5,654 |
| Privately issued | $161,000 | 155 |
| Collaterized mortgage obligations | $31,000 | 3,489 |
| CMOs issued by government agencies or sponsored agencies | $31,000 | 3,151 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $50,356,000 | 1,968 |
| Total debt securities | $50,356,000 | 2,235 |
| 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 | $48,308,000 | 2,358 |
| U.S. Government securities | $31,576,000 | 2,578 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $31,576,000 | 2,508 |
| Securities issued by states & political subdivisions | $16,559,000 | 1,264 |
| Other domestic debt securities | $173,000 | 2,684 |
| Privately issued residential mortgage-backed securities | $173,000 | 1,224 |
| 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 | $5,180,000 | 4,499 |
| Mortgage-backed securities | $393,000 | 5,762 |
| Certificates of participation in pools of residential mortgages | $362,000 | 5,407 |
| Issued or guaranteed by U.S. | $189,000 | 5,655 |
| Privately issued | $173,000 | 164 |
| Collaterized mortgage obligations | $31,000 | 3,471 |
| CMOs issued by government agencies or sponsored agencies | $31,000 | 3,140 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $48,308,000 | 2,041 |
| Total debt securities | $48,308,000 | 2,319 |
| 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 | $43,916,000 | 2,565 |
| U.S. Government securities | $25,664,000 | 3,053 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $25,664,000 | 2,972 |
| Securities issued by states & political subdivisions | $18,065,000 | 1,150 |
| Other domestic debt securities | $187,000 | 2,697 |
| Privately issued residential mortgage-backed securities | $187,000 | 1,179 |
| 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 | $7,232,000 | 3,974 |
| Mortgage-backed securities | $422,000 | 5,734 |
| Certificates of participation in pools of residential mortgages | $390,000 | 5,383 |
| Issued or guaranteed by U.S. | $203,000 | 5,647 |
| Privately issued | $187,000 | 170 |
| Collaterized mortgage obligations | $32,000 | 3,458 |
| CMOs issued by government agencies or sponsored agencies | $32,000 | 3,147 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $43,916,000 | 2,234 |
| Total debt securities | $43,916,000 | 2,528 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $44,668,000 | 2,563 |
| U.S. Government securities | $25,590,000 | 3,104 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $25,590,000 | 3,018 |
| Securities issued by states & political subdivisions | $18,870,000 | 1,070 |
| Other domestic debt securities | $208,000 | 2,690 |
| Privately issued residential mortgage-backed securities | $208,000 | 1,146 |
| 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 | $7,205,000 | 3,994 |
| Mortgage-backed securities | $445,000 | 5,728 |
| Certificates of participation in pools of residential mortgages | $412,000 | 5,365 |
| Issued or guaranteed by U.S. | $204,000 | 5,637 |
| Privately issued | $208,000 | 157 |
| Collaterized mortgage obligations | $33,000 | 3,459 |
| CMOs issued by government agencies or sponsored agencies | $33,000 | 3,151 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $44,668,000 | 2,223 |
| Total debt securities | $44,668,000 | 2,521 |
| 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 | $47,699,000 | 2,437 |
| U.S. Government securities | $28,549,000 | 2,884 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $28,549,000 | 2,802 |
| Securities issued by states & political subdivisions | $18,934,000 | 1,065 |
| Other domestic debt securities | $216,000 | 2,722 |
| Privately issued residential mortgage-backed securities | $216,000 | 1,126 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,587,000 | 3,165 |
| Mortgage-backed securities | $455,000 | 5,734 |
| Certificates of participation in pools of residential mortgages | $422,000 | 5,371 |
| Issued or guaranteed by U.S. | $206,000 | 5,652 |
| Privately issued | $216,000 | 162 |
| Collaterized mortgage obligations | $33,000 | 3,455 |
| CMOs issued by government agencies or sponsored agencies | $33,000 | 3,144 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $47,699,000 | 2,100 |
| Total debt securities | $47,699,000 | 2,396 |
| 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 | $49,122,000 | 2,369 |
| U.S. Government securities | $28,252,000 | 2,898 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $28,252,000 | 2,802 |
| Securities issued by states & political subdivisions | $20,643,000 | 949 |
| Other domestic debt securities | $227,000 | 2,758 |
| Privately issued residential mortgage-backed securities | $227,000 | 1,108 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,587,000 | 2,857 |
| Mortgage-backed securities | $464,000 | 5,753 |
| Certificates of participation in pools of residential mortgages | $431,000 | 5,394 |
| Issued or guaranteed by U.S. | $204,000 | 5,694 |
| Privately issued | $227,000 | 160 |
| Collaterized mortgage obligations | $33,000 | 3,474 |
| CMOs issued by government agencies or sponsored agencies | $33,000 | 3,143 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $49,122,000 | 2,030 |
| Total debt securities | $49,122,000 | 2,325 |
| 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 | $48,032,000 | 2,446 |
| U.S. Government securities | $26,400,000 | 3,087 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $26,400,000 | 2,990 |
| Securities issued by states & political subdivisions | $21,392,000 | 905 |
| Other domestic debt securities | $240,000 | 2,823 |
| Privately issued residential mortgage-backed securities | $240,000 | 1,080 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,587,000 | 2,846 |
| Mortgage-backed securities | $484,000 | 5,765 |
| Certificates of participation in pools of residential mortgages | $450,000 | 5,399 |
| Issued or guaranteed by U.S. | $210,000 | 5,715 |
| Privately issued | $240,000 | 154 |
| Collaterized mortgage obligations | $34,000 | 3,487 |
| CMOs issued by government agencies or sponsored agencies | $34,000 | 3,154 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $48,032,000 | 2,101 |
| Total debt securities | $48,032,000 | 2,398 |
| 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 | $47,475,000 | 2,474 |
| U.S. Government securities | $25,006,000 | 3,235 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $25,006,000 | 3,137 |
| Securities issued by states & political subdivisions | $21,708,000 | 884 |
| Other domestic debt securities | $761,000 | 2,288 |
| Privately issued residential mortgage-backed securities | $260,000 | 1,038 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $501,000 | 2,006 |
| 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 | $9,165,000 | 3,533 |
| Mortgage-backed securities | $530,000 | 5,774 |
| Certificates of participation in pools of residential mortgages | $495,000 | 5,375 |
| Issued or guaranteed by U.S. | $235,000 | 5,730 |
| Privately issued | $260,000 | 153 |
| Collaterized mortgage obligations | $35,000 | 3,499 |
| CMOs issued by government agencies or sponsored agencies | $35,000 | 3,166 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $47,475,000 | 2,115 |
| Total debt securities | $47,475,000 | 2,431 |
| 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 | $48,020,000 | 2,430 |
| U.S. Government securities | $25,126,000 | 3,174 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $25,126,000 | 3,072 |
| Securities issued by states & political subdivisions | $22,108,000 | 868 |
| Other domestic debt securities | $786,000 | 2,300 |
| Privately issued residential mortgage-backed securities | $282,000 | 1,016 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $504,000 | 2,055 |
| 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 | $9,218,000 | 3,524 |
| Mortgage-backed securities | $577,000 | 5,774 |
| Certificates of participation in pools of residential mortgages | $541,000 | 5,367 |
| Issued or guaranteed by U.S. | $259,000 | 5,727 |
| Privately issued | $282,000 | 154 |
| Collaterized mortgage obligations | $36,000 | 3,515 |
| CMOs issued by government agencies or sponsored agencies | $36,000 | 3,182 |
| 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) | $48,020,000 | 2,060 |
| Total debt securities | $48,020,000 | 2,382 |
| 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 | $44,567,000 | 2,601 |
| U.S. Government securities | $21,366,000 | 3,646 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $21,366,000 | 3,522 |
| Securities issued by states & political subdivisions | $22,366,000 | 845 |
| Other domestic debt securities | $835,000 | 2,353 |
| Privately issued residential mortgage-backed securities | $327,000 | 973 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $508,000 | 2,127 |
| 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 | $9,392,000 | 3,472 |
| Mortgage-backed securities | $737,000 | 5,699 |
| Certificates of participation in pools of residential mortgages | $701,000 | 5,262 |
| Issued or guaranteed by U.S. | $374,000 | 5,616 |
| Privately issued | $327,000 | 155 |
| Collaterized mortgage obligations | $36,000 | 3,547 |
| CMOs issued by government agencies or sponsored agencies | $36,000 | 3,218 |
| 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) | $44,567,000 | 2,200 |
| Total debt securities | $44,567,000 | 2,554 |
| 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 | $43,418,000 | 2,687 |
| U.S. Government securities | $20,300,000 | 3,824 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $20,300,000 | 3,693 |
| Securities issued by states & political subdivisions | $22,259,000 | 842 |
| Other domestic debt securities | $859,000 | 2,404 |
| Privately issued residential mortgage-backed securities | $348,000 | 945 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $511,000 | 2,207 |
| 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 | $10,385,000 | 3,299 |
| Mortgage-backed securities | $855,000 | 5,699 |
| Certificates of participation in pools of residential mortgages | $818,000 | 5,236 |
| Issued or guaranteed by U.S. | $470,000 | 5,572 |
| Privately issued | $348,000 | 140 |
| Collaterized mortgage obligations | $37,000 | 3,588 |
| CMOs issued by government agencies or sponsored agencies | $37,000 | 3,264 |
| 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) | $43,418,000 | 2,281 |
| Total debt securities | $43,418,000 | 2,640 |
| 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 | $42,874,000 | 2,733 |
| U.S. Government securities | $18,523,000 | 4,074 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $18,523,000 | 3,936 |
| Securities issued by states & political subdivisions | $23,459,000 | 812 |
| Other domestic debt securities | $892,000 | 2,422 |
| Privately issued residential mortgage-backed securities | $375,000 | 925 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $517,000 | 2,271 |
| 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 | $11,552,000 | 3,062 |
| Mortgage-backed securities | $927,000 | 5,698 |
| Certificates of participation in pools of residential mortgages | $889,000 | 5,218 |
| Issued or guaranteed by U.S. | $514,000 | 5,553 |
| Privately issued | $375,000 | 133 |
| Collaterized mortgage obligations | $38,000 | 3,620 |
| CMOs issued by government agencies or sponsored agencies | $38,000 | 3,292 |
| 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) | $42,874,000 | 2,351 |
| Total debt securities | $42,874,000 | 2,681 |
| 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 | $44,896,000 | 2,615 |
| U.S. Government securities | $20,624,000 | 3,769 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $20,624,000 | 3,643 |
| Securities issued by states & political subdivisions | $23,356,000 | 812 |
| Other domestic debt securities | $916,000 | 2,438 |
| Privately issued residential mortgage-backed securities | $392,000 | 868 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $524,000 | 2,326 |
| 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 | $10,750,000 | 3,162 |
| Mortgage-backed securities | $977,000 | 5,665 |
| Certificates of participation in pools of residential mortgages | $938,000 | 5,193 |
| Issued or guaranteed by U.S. | $546,000 | 5,541 |
| Privately issued | $392,000 | 140 |
| Collaterized mortgage obligations | $39,000 | 3,632 |
| CMOs issued by government agencies or sponsored agencies | $39,000 | 3,306 |
| 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) | $44,896,000 | 2,235 |
| Total debt securities | $44,896,000 | 2,567 |
| 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 | $46,868,000 | 2,592 |
| U.S. Government securities | $23,133,000 | 3,558 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $23,133,000 | 3,433 |
| Securities issued by states & political subdivisions | $22,793,000 | 816 |
| Other domestic debt securities | $942,000 | 2,532 |
| Privately issued residential mortgage-backed securities | $415,000 | 844 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $527,000 | 2,424 |
| 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 | $5,679,000 | 4,355 |
| Mortgage-backed securities | $1,002,000 | 5,703 |
| Certificates of participation in pools of residential mortgages | $963,000 | 5,244 |
| Issued or guaranteed by U.S. | $548,000 | 5,608 |
| Privately issued | $415,000 | 138 |
| Collaterized mortgage obligations | $39,000 | 3,713 |
| CMOs issued by government agencies or sponsored agencies | $39,000 | 3,387 |
| 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) | $46,868,000 | 2,202 |
| Total debt securities | $46,868,000 | 2,530 |
| 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 | $47,408,000 | 2,577 |
| U.S. Government securities | $22,617,000 | 3,531 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $22,617,000 | 3,409 |
| Securities issued by states & political subdivisions | $23,809,000 | 791 |
| Other domestic debt securities | $982,000 | 2,582 |
| Privately issued residential mortgage-backed securities | $441,000 | 876 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $541,000 | 2,487 |
| 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 | $6,816,000 | 3,965 |
| Mortgage-backed securities | $1,108,000 | 5,683 |
| Certificates of participation in pools of residential mortgages | $1,067,000 | 5,198 |
| Issued or guaranteed by U.S. | $626,000 | 5,561 |
| Privately issued | $441,000 | 143 |
| Collaterized mortgage obligations | $41,000 | 3,782 |
| CMOs issued by government agencies or sponsored agencies | $41,000 | 3,447 |
| 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) | $47,408,000 | 2,204 |
| Total debt securities | $47,408,000 | 2,512 |
| 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 | $46,058,000 | 2,652 |
| U.S. Government securities | $20,901,000 | 3,794 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $20,901,000 | 3,664 |
| Securities issued by states & political subdivisions | $23,648,000 | 793 |
| Other domestic debt securities | $1,509,000 | 2,243 |
| Privately issued residential mortgage-backed securities | $468,000 | 746 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,041,000 | 2,222 |
| 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 | $7,842,000 | 3,638 |
| Mortgage-backed securities | $1,212,000 | 5,625 |
| Certificates of participation in pools of residential mortgages | $1,171,000 | 5,138 |
| Issued or guaranteed by U.S. | $703,000 | 5,520 |
| Privately issued | $468,000 | 155 |
| Collaterized mortgage obligations | $41,000 | 3,830 |
| CMOs issued by government agencies or sponsored agencies | $41,000 | 3,649 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $46,058,000 | 2,286 |
| Total debt securities | $46,058,000 | 2,596 |
| 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 | $43,660,000 | 2,722 |
| U.S. Government securities | $17,786,000 | 4,105 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $17,786,000 | 3,948 |
| Securities issued by states & political subdivisions | $23,315,000 | 808 |
| Other domestic debt securities | $2,559,000 | 1,900 |
| Privately issued residential mortgage-backed securities | $507,000 | 776 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,052,000 | 1,821 |
| 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 | $7,975,000 | 3,544 |
| Mortgage-backed securities | $1,334,000 | 5,557 |
| Certificates of participation in pools of residential mortgages | $1,292,000 | 5,051 |
| Issued or guaranteed by U.S. | $785,000 | 5,466 |
| Privately issued | $507,000 | 157 |
| Collaterized mortgage obligations | $42,000 | 3,936 |
| CMOs issued by government agencies or sponsored agencies | $42,000 | 3,740 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $43,660,000 | 2,332 |
| Total debt securities | $43,660,000 | 2,652 |
| 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 | $43,070,000 | 2,712 |
| U.S. Government securities | $14,629,000 | 4,570 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $14,629,000 | 4,417 |
| Securities issued by states & political subdivisions | $24,303,000 | 757 |
| Other domestic debt securities | $4,138,000 | 1,545 |
| Privately issued residential mortgage-backed securities | $549,000 | 803 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,589,000 | 1,422 |
| 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 | $7,814,000 | 3,554 |
| Mortgage-backed securities | $1,596,000 | 5,532 |
| Certificates of participation in pools of residential mortgages | $1,554,000 | 4,934 |
| Issued or guaranteed by U.S. | $1,005,000 | 5,335 |
| Privately issued | $549,000 | 152 |
| Collaterized mortgage obligations | $42,000 | 4,117 |
| CMOs issued by government agencies or sponsored agencies | $42,000 | 3,919 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $43,070,000 | 2,334 |
| Total debt securities | $43,070,000 | 2,634 |
| 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 | $46,530,000 | 2,521 |
| U.S. Government securities | $17,710,000 | 4,015 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $17,710,000 | 3,859 |
| Securities issued by states & political subdivisions | $24,065,000 | 724 |
| Other domestic debt securities | $4,755,000 | 1,449 |
| Privately issued residential mortgage-backed securities | $585,000 | 813 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,170,000 | 1,284 |
| 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 | $6,438,000 | 3,915 |
| Mortgage-backed securities | $1,871,000 | 5,383 |
| Certificates of participation in pools of residential mortgages | $1,829,000 | 4,753 |
| Issued or guaranteed by U.S. | $1,244,000 | 5,136 |
| Privately issued | $585,000 | 148 |
| Collaterized mortgage obligations | $42,000 | 4,197 |
| CMOs issued by government agencies or sponsored agencies | $42,000 | 4,003 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $46,530,000 | 2,143 |
| Total debt securities | $46,530,000 | 2,453 |
| 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 | $44,219,000 | 2,581 |
| U.S. Government securities | $14,736,000 | 4,518 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $14,736,000 | 4,346 |
| Securities issued by states & political subdivisions | $23,620,000 | 719 |
| Other domestic debt securities | $5,863,000 | 1,277 |
| Privately issued residential mortgage-backed securities | $629,000 | 825 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,234,000 | 1,095 |
| 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 | $7,672,000 | 3,568 |
| Mortgage-backed securities | $2,190,000 | 5,221 |
| Certificates of participation in pools of residential mortgages | $2,127,000 | 4,580 |
| Issued or guaranteed by U.S. | $1,498,000 | 4,962 |
| Privately issued | $629,000 | 135 |
| Collaterized mortgage obligations | $63,000 | 4,194 |
| CMOs issued by government agencies or sponsored agencies | $63,000 | 4,010 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $44,219,000 | 2,187 |
| Total debt securities | $44,218,000 | 2,514 |
| 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 | $44,640,000 | 2,429 |
| U.S. Government securities | $11,095,000 | 5,229 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $11,095,000 | 5,011 |
| Securities issued by states & political subdivisions | $25,738,000 | 592 |
| Other domestic debt securities | $7,807,000 | 1,082 |
| 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 | $7,807,000 | 849 |
| 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 | $6,884,000 | 3,727 |
| Mortgage-backed securities | $6,160,000 | 3,667 |
| Certificates of participation in pools of residential mortgages | $4,603,000 | 3,270 |
| Issued or guaranteed by U.S. | $4,603,000 | 3,253 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,557,000 | 2,932 |
| CMOs issued by government agencies or sponsored agencies | $1,557,000 | 2,775 |
| 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) | $9,000 | 5,051 |
| Available-for-sale securities (fair market value) | $44,631,000 | 2,009 |
| Total debt securities | $44,640,000 | 2,366 |
| 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 | $37,158,000 | 2,867 |
| U.S. Government securities | $11,176,000 | 5,484 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $11,176,000 | 5,156 |
| Securities issued by states & political subdivisions | $21,926,000 | 690 |
| Other domestic debt securities | $2,734,000 | 1,671 |
| 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 | $2,734,000 | 1,415 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $1,322,000 | 2,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,200,000 | 3,856 |
| Mortgage-backed securities | $6,945,000 | 2,875 |
| Certificates of participation in pools of residential mortgages | $5,342,000 | 2,530 |
| Issued or guaranteed by U.S. | $5,342,000 | 2,512 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,603,000 | 2,480 |
| CMOs issued by government agencies or sponsored agencies | $1,603,000 | 2,338 |
| 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) | $10,000 | 5,656 |
| Available-for-sale securities (fair market value) | $37,148,000 | 2,278 |
| Total debt securities | $35,836,000 | 2,864 |
| 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 | $37,173,000 | 2,979 |
| U.S. Government securities | $12,450,000 | 5,396 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $12,450,000 | 4,894 |
| Securities issued by states & political subdivisions | $20,266,000 | 795 |
| Other domestic debt securities | $3,135,000 | 1,500 |
| 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 | $3,135,000 | 1,224 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $1,322,000 | 1,999 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,549,000 | 4,072 |
| Mortgage-backed securities | $8,852,000 | 2,713 |
| Certificates of participation in pools of residential mortgages | $7,259,000 | 2,265 |
| Issued or guaranteed by U.S. | $7,259,000 | 2,254 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,593,000 | 2,638 |
| CMOs issued by government agencies or sponsored agencies | $1,593,000 | 2,496 |
| 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) | $12,000 | 6,061 |
| Available-for-sale securities (fair market value) | $37,161,000 | 2,317 |
| Total debt securities | $35,851,000 | 2,989 |
| 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 | $42,711,000 | 2,673 |
| U.S. Government securities | $22,000,000 | 3,647 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $22,000,000 | 3,095 |
| Securities issued by states & political subdivisions | $16,272,000 | 1,004 |
| Other domestic debt securities | $3,117,000 | 1,395 |
| Privately issued residential mortgage-backed securities | $1,439,000 | 636 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,678,000 | 1,513 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $1,322,000 | 1,964 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,528,000 | 3,718 |
| Mortgage-backed securities | $14,664,000 | 2,098 |
| Certificates of participation in pools of residential mortgages | $8,168,000 | 2,251 |
| Issued or guaranteed by U.S. | $6,729,000 | 2,517 |
| Privately issued | $1,439,000 | 150 |
| Collaterized mortgage obligations | $6,496,000 | 1,546 |
| CMOs issued by government agencies or sponsored agencies | $6,496,000 | 1,440 |
| 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) | $18,000 | 6,545 |
| Available-for-sale securities (fair market value) | $42,693,000 | 1,997 |
| Total debt securities | $41,389,000 | 2,675 |
| 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 | $38,765,000 | 2,898 |
| U.S. Government securities | $35,832,000 | 2,510 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $35,832,000 | 1,947 |
| Securities issued by states & political subdivisions | $423,000 | 6,892 |
| Other domestic debt securities | $1,915,000 | 1,401 |
| Privately issued residential mortgage-backed securities | $1,915,000 | 472 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $595,000 | 3,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,642,000 | 4,209 |
| Mortgage-backed securities | $31,596,000 | 1,219 |
| Certificates of participation in pools of residential mortgages | $21,774,000 | 1,159 |
| Issued or guaranteed by U.S. | $19,911,000 | 1,223 |
| Privately issued | $1,863,000 | 166 |
| Collaterized mortgage obligations | $9,822,000 | 1,117 |
| CMOs issued by government agencies or sponsored agencies | $9,770,000 | 1,070 |
| Privately issued | $52,000 | 1,160 |
| 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) | $27,000 | 7,299 |
| Available-for-sale securities (fair market value) | $38,738,000 | 2,056 |
| Total debt securities | $38,170,000 | 2,857 |
| 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 | $35,925,000 | 3,369 |
| U.S. Government securities | $25,521,000 | 3,668 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $25,521,000 | 2,742 |
| Securities issued by states & political subdivisions | $6,448,000 | 2,265 |
| Other domestic debt securities | $3,432,000 | 1,114 |
| Privately issued residential mortgage-backed securities | $3,432,000 | 430 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $524,000 | 3,421 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,118,000 | 5,754 |
| Mortgage-backed securities | $22,196,000 | 1,725 |
| Certificates of participation in pools of residential mortgages | $20,192,000 | 1,318 |
| Issued or guaranteed by U.S. | $16,824,000 | 1,494 |
| Privately issued | $3,368,000 | 174 |
| Collaterized mortgage obligations | $2,004,000 | 3,067 |
| CMOs issued by government agencies or sponsored agencies | $1,940,000 | 2,990 |
| Privately issued | $64,000 | 1,411 |
| 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) | $211,000 | 7,728 |
| Available-for-sale securities (fair market value) | $35,714,000 | 2,320 |
| Total debt securities | $35,401,000 | 3,326 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $40,741,000 | 3,083 |
| U.S. Government securities | $18,401,000 | 4,953 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $18,401,000 | 3,540 |
| Securities issued by states & political subdivisions | $18,673,000 | 664 |
| Other domestic debt securities | $2,671,000 | 1,540 |
| Privately issued residential mortgage-backed securities | $2,671,000 | 536 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $996,000 | 2,188 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,487,000 | 6,418 |
| Mortgage-backed securities | $17,714,000 | 2,122 |
| Certificates of participation in pools of residential mortgages | $15,911,000 | 1,563 |
| Issued or guaranteed by U.S. | $13,325,000 | 1,767 |
| Privately issued | $2,586,000 | 209 |
| Collaterized mortgage obligations | $1,803,000 | 3,593 |
| CMOs issued by government agencies or sponsored agencies | $1,718,000 | 3,506 |
| Privately issued | $85,000 | 1,629 |
| 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) | $350,000 | 7,974 |
| Available-for-sale securities (fair market value) | $40,391,000 | 2,101 |
| Total debt securities | $39,745,000 | 3,086 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $46,761,000 | 2,796 |
| U.S. Government securities | $33,611,000 | 3,118 |
| U.S. Treasury securities | $1,100,000 | 9,417 |
| U.S. Government agency obligations | $32,511,000 | 2,090 |
| Securities issued by states & political subdivisions | $9,274,000 | 1,624 |
| Other domestic debt securities | $3,071,000 | 1,578 |
| Privately issued residential mortgage-backed securities | $3,071,000 | 531 |
| 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 | $0 | 600 |
| Equity securities | $805,000 | 2,349 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,120,000 | 5,273 |
| Mortgage-backed securities | $34,492,000 | 1,338 |
| Certificates of participation in pools of residential mortgages | $32,771,000 | 947 |
| Issued or guaranteed by U.S. | $29,799,000 | 1,000 |
| Privately issued | $2,972,000 | 193 |
| Collaterized mortgage obligations | $1,721,000 | 3,869 |
| CMOs issued by government agencies or sponsored agencies | $1,622,000 | 3,770 |
| Privately issued | $99,000 | 1,860 |
| 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) | $1,260,000 | 10,569 |
| Available-for-sale securities (fair market value) | $45,501,000 | 1,253 |
| Total debt securities | $45,956,000 | 2,772 |
| 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 | $54,382,000 | 2,550 |
| U.S. Government securities | $38,502,000 | 2,837 |
| U.S. Treasury securities | $1,102,000 | 9,683 |
| U.S. Government agency obligations | $37,400,000 | 1,874 |
| Securities issued by states & political subdivisions | $12,187,000 | 1,207 |
| Other domestic debt securities | $3,107,000 | 1,846 |
| Privately issued residential mortgage-backed securities | $2,744,000 | 708 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $363,000 | 3,587 |
| Foreign debt securities | NA | NA |
| Equity securities | $586,000 | 2,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,250,000 | 5,067 |
| Mortgage-backed securities | $37,724,000 | 1,391 |
| Certificates of participation in pools of residential mortgages | $30,372,000 | 1,083 |
| Issued or guaranteed by U.S. | $30,339,000 | 1,052 |
| Privately issued | $33,000 | 661 |
| Collaterized mortgage obligations | $7,352,000 | 2,077 |
| CMOs issued by government agencies or sponsored agencies | $4,641,000 | 2,587 |
| Privately issued | $2,711,000 | 496 |
| 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 | $53,796,000 | 2,505 |
| 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 | $54,589,000 | 2,492 |
| U.S. Government securities | $32,687,000 | 3,312 |
| U.S. Treasury securities | $1,400,000 | 9,716 |
| U.S. Government agency obligations | $31,287,000 | 2,159 |
| Securities issued by states & political subdivisions | $17,122,000 | 688 |
| Other domestic debt securities | $4,467,000 | 1,818 |
| Privately issued residential mortgage-backed securities | $3,667,000 | 815 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $800,000 | 3,250 |
| Foreign debt securities | NA | NA |
| Equity securities | $313,000 | 3,252 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,796,000 | 5,281 |
| Mortgage-backed securities | $33,000,000 | 1,584 |
| Certificates of participation in pools of residential mortgages | $25,866,000 | 1,234 |
| Issued or guaranteed by U.S. | $25,781,000 | 1,204 |
| Privately issued | $85,000 | 702 |
| Collaterized mortgage obligations | $7,134,000 | 2,119 |
| CMOs issued by government agencies or sponsored agencies | $3,552,000 | 2,882 |
| Privately issued | $3,582,000 | 594 |
| 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 | $54,276,000 | 2,448 |
| 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 |