Home > Bank of Hays > Securities
Bank of Hays, Securities
| 2023-12-31 | Rank | |
| Total securities | $130,800,000 | 1,409 |
| U.S. Government securities | $84,093,000 | 1,327 |
| U.S. Treasury securities | $6,069,000 | 1,707 |
| U.S. Government agency obligations | $78,024,000 | 1,191 |
| Securities issued by states & political subdivisions | $44,918,000 | 971 |
| Other domestic debt securities | $1,789,000 | 1,820 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $1,789,000 | 491 |
| 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 | $68,736,000 | 1,189 |
| Mortgage-backed securities | $62,873,000 | 1,094 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $41,618,000 | 944 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $10,070,000 | 1,048 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $10,099,000 | 461 |
| Other commercial mortgage-backed securities | $1,086,000 | 1,079 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $130,800,000 | 1,231 |
| Total debt securities | $130,800,000 | 1,389 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 442 |
| Fair value | $2,699,000 | 463 |
| 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 | $131,623,000 | 1,383 |
| U.S. Government securities | $83,263,000 | 1,333 |
| U.S. Treasury securities | $5,894,000 | 1,761 |
| U.S. Government agency obligations | $77,369,000 | 1,189 |
| Securities issued by states & political subdivisions | $46,608,000 | 920 |
| Other domestic debt securities | $1,752,000 | 1,817 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $1,752,000 | 497 |
| 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 | $65,350,000 | 1,195 |
| Mortgage-backed securities | $62,516,000 | 1,073 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $41,066,000 | 937 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $10,950,000 | 997 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $10,109,000 | 445 |
| Other commercial mortgage-backed securities | $391,000 | 1,250 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $131,623,000 | 1,207 |
| Total debt securities | $131,623,000 | 1,366 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 457 |
| Fair value | $2,594,000 | 478 |
| 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 | $139,607,000 | 1,351 |
| U.S. Government securities | $86,187,000 | 1,338 |
| U.S. Treasury securities | $5,957,000 | 1,783 |
| U.S. Government agency obligations | $80,230,000 | 1,192 |
| Securities issued by states & political subdivisions | $51,649,000 | 887 |
| Other domestic debt securities | $1,771,000 | 1,820 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $1,771,000 | 483 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,746,000 | 1,752 |
| Mortgage-backed securities | $65,151,000 | 1,075 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $42,490,000 | 954 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $11,897,000 | 972 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $10,363,000 | 448 |
| Other commercial mortgage-backed securities | $401,000 | 1,249 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $139,607,000 | 1,186 |
| Total debt securities | $139,607,000 | 1,332 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 494 |
| Fair value | $2,623,000 | 519 |
| 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 | $145,839,000 | 1,369 |
| U.S. Government securities | $89,007,000 | 1,375 |
| U.S. Treasury securities | $6,022,000 | 1,844 |
| U.S. Government agency obligations | $82,985,000 | 1,176 |
| Securities issued by states & political subdivisions | $55,047,000 | 877 |
| Other domestic debt securities | $1,785,000 | 1,860 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $1,785,000 | 478 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,876,000 | 1,690 |
| Mortgage-backed securities | $67,725,000 | 1,095 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $43,160,000 | 987 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $12,828,000 | 967 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $11,327,000 | 443 |
| Other commercial mortgage-backed securities | $410,000 | 1,255 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $145,839,000 | 1,197 |
| Total debt securities | $145,839,000 | 1,352 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 487 |
| Fair value | $3,101,000 | 498 |
| 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 | $150,980,000 | 1,348 |
| U.S. Government securities | $94,566,000 | 1,328 |
| U.S. Treasury securities | $8,429,000 | 1,696 |
| U.S. Government agency obligations | $86,137,000 | 1,129 |
| Securities issued by states & political subdivisions | $54,641,000 | 912 |
| Other domestic debt securities | $1,773,000 | 1,890 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $1,773,000 | 499 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,713,000 | 1,765 |
| Mortgage-backed securities | $67,812,000 | 1,098 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $42,569,000 | 998 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $12,996,000 | 962 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $11,822,000 | 434 |
| Other commercial mortgage-backed securities | $425,000 | 1,244 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $150,980,000 | 1,179 |
| Total debt securities | $150,981,000 | 1,334 |
| Structured notes | ||
| Amortized cost | $5,400,000 | 368 |
| Fair value | $4,789,000 | 375 |
| 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 | $152,217,000 | 1,348 |
| U.S. Government securities | $97,738,000 | 1,297 |
| U.S. Treasury securities | $8,331,000 | 1,715 |
| U.S. Government agency obligations | $89,407,000 | 1,101 |
| Securities issued by states & political subdivisions | $54,479,000 | 912 |
| Other domestic debt securities | $0 | 2,426 |
| 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 | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,284,000 | 1,705 |
| Mortgage-backed securities | $71,875,000 | 1,064 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $40,543,000 | 1,038 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $13,612,000 | 960 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $17,292,000 | 347 |
| Other commercial mortgage-backed securities | $428,000 | 1,280 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $152,217,000 | 1,187 |
| Total debt securities | $152,217,000 | 1,333 |
| Structured notes | ||
| Amortized cost | $5,400,000 | 367 |
| Fair value | $4,783,000 | 374 |
| 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 | $158,168,000 | 1,321 |
| U.S. Government securities | $102,094,000 | 1,264 |
| U.S. Treasury securities | $8,557,000 | 1,682 |
| U.S. Government agency obligations | $93,537,000 | 1,099 |
| Securities issued by states & political subdivisions | $56,074,000 | 924 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,556,000 | 1,610 |
| Mortgage-backed securities | $75,362,000 | 1,063 |
| Certificates of participation in pools of residential mortgages | $41,438,000 | 1,070 |
| Issued or guaranteed by U.S. | $41,438,000 | 1,053 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $15,745,000 | 988 |
| CMOs issued by government agencies or sponsored agencies | $15,745,000 | 909 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $18,179,000 | 664 |
| Commercial mortgage pass-through securities | $17,715,000 | 351 |
| Other commercial mortgage-backed securities | $464,000 | 1,358 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $158,168,000 | 1,179 |
| Total debt securities | $158,168,000 | 1,307 |
| Structured notes | ||
| Amortized cost | $5,400,000 | 348 |
| Fair value | $4,948,000 | 349 |
| 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 | $166,651,000 | 1,254 |
| U.S. Government securities | $109,568,000 | 1,173 |
| U.S. Treasury securities | $8,744,000 | 1,479 |
| U.S. Government agency obligations | $100,824,000 | 1,036 |
| Securities issued by states & political subdivisions | $57,083,000 | 924 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,820,000 | 1,496 |
| Mortgage-backed securities | $82,118,000 | 1,008 |
| Certificates of participation in pools of residential mortgages | $46,384,000 | 1,017 |
| Issued or guaranteed by U.S. | $46,384,000 | 1,004 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $16,946,000 | 948 |
| CMOs issued by government agencies or sponsored agencies | $16,946,000 | 877 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $18,788,000 | 644 |
| Commercial mortgage pass-through securities | $18,299,000 | 342 |
| Other commercial mortgage-backed securities | $489,000 | 1,327 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $166,651,000 | 1,127 |
| Total debt securities | $166,651,000 | 1,240 |
| Structured notes | ||
| Amortized cost | $5,400,000 | 304 |
| Fair value | $5,106,000 | 305 |
| 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 | $158,804,000 | 1,269 |
| U.S. Government securities | $101,718,000 | 1,163 |
| U.S. Treasury securities | $6,637,000 | 1,247 |
| U.S. Government agency obligations | $95,081,000 | 1,066 |
| Securities issued by states & political subdivisions | $57,086,000 | 951 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,835,000 | 1,406 |
| Mortgage-backed securities | $79,044,000 | 1,026 |
| Certificates of participation in pools of residential mortgages | $42,366,000 | 1,065 |
| Issued or guaranteed by U.S. | $42,366,000 | 1,047 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $18,553,000 | 862 |
| CMOs issued by government agencies or sponsored agencies | $18,553,000 | 811 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $18,125,000 | 644 |
| Commercial mortgage pass-through securities | $17,102,000 | 359 |
| Other commercial mortgage-backed securities | $1,023,000 | 1,169 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $158,804,000 | 1,162 |
| Total debt securities | $158,804,000 | 1,251 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 383 |
| Fair value | $2,955,000 | 405 |
| 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 | $156,767,000 | 1,212 |
| U.S. Government securities | $101,489,000 | 1,110 |
| U.S. Treasury securities | $6,716,000 | 1,028 |
| U.S. Government agency obligations | $94,773,000 | 1,040 |
| Securities issued by states & political subdivisions | $55,278,000 | 954 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,917,000 | 1,399 |
| Mortgage-backed securities | $78,415,000 | 1,012 |
| Certificates of participation in pools of residential mortgages | $40,446,000 | 1,087 |
| Issued or guaranteed by U.S. | $40,446,000 | 1,066 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $19,843,000 | 805 |
| CMOs issued by government agencies or sponsored agencies | $19,843,000 | 768 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $18,126,000 | 638 |
| Commercial mortgage pass-through securities | $17,071,000 | 342 |
| Other commercial mortgage-backed securities | $1,055,000 | 1,171 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $156,767,000 | 1,117 |
| Total debt securities | $156,767,000 | 1,197 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 331 |
| Fair value | $2,987,000 | 349 |
| 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 | $123,645,000 | 1,407 |
| U.S. Government securities | $77,087,000 | 1,304 |
| U.S. Treasury securities | $6,735,000 | 934 |
| U.S. Government agency obligations | $70,352,000 | 1,276 |
| Securities issued by states & political subdivisions | $46,558,000 | 1,084 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,663,000 | 1,312 |
| Mortgage-backed securities | $63,584,000 | 1,146 |
| Certificates of participation in pools of residential mortgages | $31,248,000 | 1,232 |
| Issued or guaranteed by U.S. | $31,248,000 | 1,205 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $16,054,000 | 882 |
| CMOs issued by government agencies or sponsored agencies | $16,054,000 | 846 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $16,282,000 | 673 |
| Commercial mortgage pass-through securities | $16,067,000 | 353 |
| Other commercial mortgage-backed securities | $215,000 | 1,365 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $123,645,000 | 1,301 |
| Total debt securities | $123,645,000 | 1,392 |
| Structured notes | ||
| Amortized cost | $500,000 | 662 |
| Fair value | $498,000 | 699 |
| 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 | $105,421,000 | 1,474 |
| U.S. Government securities | $42,576,000 | 1,805 |
| U.S. Treasury securities | $2,083,000 | 1,108 |
| U.S. Government agency obligations | $40,493,000 | 1,742 |
| Securities issued by states & political subdivisions | $37,425,000 | 1,250 |
| Other domestic debt securities | $25,420,000 | 503 |
| Privately issued residential mortgage-backed securities | $25,420,000 | 123 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,437,000 | 1,226 |
| Mortgage-backed securities | $62,338,000 | 1,097 |
| Certificates of participation in pools of residential mortgages | $25,868,000 | 1,344 |
| Issued or guaranteed by U.S. | $448,000 | 3,635 |
| Privately issued | $25,420,000 | 42 |
| Collaterized mortgage obligations | $18,419,000 | 784 |
| CMOs issued by government agencies or sponsored agencies | $18,419,000 | 749 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $18,051,000 | 591 |
| Commercial mortgage pass-through securities | $17,829,000 | 307 |
| Other commercial mortgage-backed securities | $222,000 | 1,346 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $105,421,000 | 1,370 |
| Total debt securities | $105,421,000 | 1,457 |
| 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 | $97,604,000 | 1,452 |
| U.S. Government securities | $62,629,000 | 1,265 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $62,629,000 | 1,186 |
| Securities issued by states & political subdivisions | $34,882,000 | 1,287 |
| Other domestic debt securities | $93,000 | 2,078 |
| Privately issued residential mortgage-backed securities | $93,000 | 575 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,747,000 | 1,227 |
| Mortgage-backed securities | $59,087,000 | 1,056 |
| Certificates of participation in pools of residential mortgages | $19,737,000 | 1,469 |
| Issued or guaranteed by U.S. | $19,737,000 | 1,434 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $20,982,000 | 732 |
| CMOs issued by government agencies or sponsored agencies | $20,889,000 | 699 |
| Privately issued | $93,000 | 384 |
| Commercial mortgage-backed securities | $18,368,000 | 550 |
| Commercial mortgage pass-through securities | $18,095,000 | 289 |
| Other commercial mortgage-backed securities | $273,000 | 1,299 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $97,604,000 | 1,354 |
| Total debt securities | $97,604,000 | 1,442 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $95,398,000 | 1,393 |
| U.S. Government securities | $60,793,000 | 1,253 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $60,793,000 | 1,181 |
| Securities issued by states & political subdivisions | $34,503,000 | 1,174 |
| Other domestic debt securities | $102,000 | 2,049 |
| Privately issued residential mortgage-backed securities | $102,000 | 572 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,337,000 | 1,278 |
| Mortgage-backed securities | $57,116,000 | 1,060 |
| Certificates of participation in pools of residential mortgages | $15,004,000 | 1,703 |
| Issued or guaranteed by U.S. | $15,004,000 | 1,661 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $22,993,000 | 689 |
| CMOs issued by government agencies or sponsored agencies | $22,891,000 | 662 |
| Privately issued | $102,000 | 373 |
| Commercial mortgage-backed securities | $19,119,000 | 522 |
| Commercial mortgage pass-through securities | $18,611,000 | 277 |
| Other commercial mortgage-backed securities | $508,000 | 1,214 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $95,398,000 | 1,298 |
| Total debt securities | $95,398,000 | 1,378 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $84,174,000 | 1,490 |
| U.S. Government securities | $54,430,000 | 1,338 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $54,430,000 | 1,259 |
| Securities issued by states & political subdivisions | $29,635,000 | 1,266 |
| Other domestic debt securities | $109,000 | 1,990 |
| Privately issued residential mortgage-backed securities | $109,000 | 552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,805,000 | 1,386 |
| Mortgage-backed securities | $51,021,000 | 1,131 |
| Certificates of participation in pools of residential mortgages | $10,865,000 | 1,966 |
| Issued or guaranteed by U.S. | $10,865,000 | 1,915 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $18,937,000 | 818 |
| CMOs issued by government agencies or sponsored agencies | $18,828,000 | 788 |
| Privately issued | $109,000 | 355 |
| Commercial mortgage-backed securities | $21,219,000 | 490 |
| Commercial mortgage pass-through securities | $20,701,000 | 245 |
| Other commercial mortgage-backed securities | $518,000 | 1,188 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $84,174,000 | 1,386 |
| Total debt securities | $84,174,000 | 1,475 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $78,928,000 | 1,506 |
| U.S. Government securities | $54,011,000 | 1,339 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $54,011,000 | 1,268 |
| Securities issued by states & political subdivisions | $24,799,000 | 1,328 |
| Other domestic debt securities | $118,000 | 1,928 |
| Privately issued residential mortgage-backed securities | $118,000 | 565 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,427,000 | 1,347 |
| Mortgage-backed securities | $51,103,000 | 1,122 |
| Certificates of participation in pools of residential mortgages | $9,709,000 | 2,063 |
| Issued or guaranteed by U.S. | $9,709,000 | 2,005 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $17,275,000 | 882 |
| CMOs issued by government agencies or sponsored agencies | $17,157,000 | 853 |
| Privately issued | $118,000 | 358 |
| Commercial mortgage-backed securities | $24,119,000 | 446 |
| Commercial mortgage pass-through securities | $23,601,000 | 220 |
| Other commercial mortgage-backed securities | $518,000 | 1,159 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $78,928,000 | 1,397 |
| Total debt securities | $78,928,000 | 1,491 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $73,107,000 | 1,603 |
| U.S. Government securities | $49,561,000 | 1,465 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $49,561,000 | 1,388 |
| Securities issued by states & political subdivisions | $23,419,000 | 1,356 |
| Other domestic debt securities | $127,000 | 1,897 |
| Privately issued residential mortgage-backed securities | $127,000 | 533 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,285,000 | 1,408 |
| Mortgage-backed securities | $46,346,000 | 1,175 |
| Certificates of participation in pools of residential mortgages | $6,673,000 | 2,369 |
| Issued or guaranteed by U.S. | $6,673,000 | 2,307 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $14,057,000 | 966 |
| CMOs issued by government agencies or sponsored agencies | $13,930,000 | 942 |
| Privately issued | $127,000 | 350 |
| Commercial mortgage-backed securities | $25,616,000 | 421 |
| Commercial mortgage pass-through securities | $25,109,000 | 216 |
| Other commercial mortgage-backed securities | $507,000 | 1,127 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $73,107,000 | 1,485 |
| Total debt securities | $73,107,000 | 1,587 |
| Structured notes | ||
| Amortized cost | $396,000 | 614 |
| Fair value | $398,000 | 614 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $67,706,000 | 1,680 |
| U.S. Government securities | $44,791,000 | 1,582 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $44,791,000 | 1,497 |
| Securities issued by states & political subdivisions | $22,780,000 | 1,374 |
| Other domestic debt securities | $135,000 | 1,945 |
| Privately issued residential mortgage-backed securities | $135,000 | 570 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,664,000 | 1,406 |
| Mortgage-backed securities | $40,713,000 | 1,264 |
| Certificates of participation in pools of residential mortgages | $5,278,000 | 2,558 |
| Issued or guaranteed by U.S. | $5,278,000 | 2,480 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $10,792,000 | 1,135 |
| CMOs issued by government agencies or sponsored agencies | $10,657,000 | 1,109 |
| Privately issued | $135,000 | 347 |
| Commercial mortgage-backed securities | $24,643,000 | 433 |
| Commercial mortgage pass-through securities | $24,134,000 | 221 |
| Other commercial mortgage-backed securities | $509,000 | 1,094 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $67,706,000 | 1,555 |
| Total debt securities | $67,706,000 | 1,663 |
| Structured notes | ||
| Amortized cost | $766,000 | 626 |
| Fair value | $771,000 | 626 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $68,946,000 | 1,678 |
| U.S. Government securities | $44,697,000 | 1,612 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $44,697,000 | 1,525 |
| Securities issued by states & political subdivisions | $24,102,000 | 1,341 |
| Other domestic debt securities | $147,000 | 1,926 |
| Privately issued residential mortgage-backed securities | $147,000 | 541 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,093,000 | 1,461 |
| Mortgage-backed securities | $40,567,000 | 1,253 |
| Certificates of participation in pools of residential mortgages | $5,107,000 | 2,582 |
| Issued or guaranteed by U.S. | $5,107,000 | 2,517 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $8,629,000 | 1,260 |
| CMOs issued by government agencies or sponsored agencies | $8,482,000 | 1,232 |
| Privately issued | $147,000 | 359 |
| Commercial mortgage-backed securities | $26,831,000 | 401 |
| Commercial mortgage pass-through securities | $26,322,000 | 210 |
| Other commercial mortgage-backed securities | $509,000 | 1,072 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $68,946,000 | 1,550 |
| Total debt securities | $68,946,000 | 1,659 |
| Structured notes | ||
| Amortized cost | $765,000 | 688 |
| Fair value | $765,000 | 689 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $67,078,000 | 1,736 |
| U.S. Government securities | $43,505,000 | 1,650 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $43,505,000 | 1,557 |
| Securities issued by states & political subdivisions | $23,410,000 | 1,431 |
| Other domestic debt securities | $163,000 | 1,927 |
| Privately issued residential mortgage-backed securities | $163,000 | 542 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,080,000 | 1,483 |
| Mortgage-backed securities | $39,568,000 | 1,249 |
| Certificates of participation in pools of residential mortgages | $4,830,000 | 2,640 |
| Issued or guaranteed by U.S. | $4,830,000 | 2,572 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $8,541,000 | 1,274 |
| CMOs issued by government agencies or sponsored agencies | $8,378,000 | 1,240 |
| Privately issued | $163,000 | 364 |
| Commercial mortgage-backed securities | $26,197,000 | 392 |
| Commercial mortgage pass-through securities | $25,695,000 | 217 |
| Other commercial mortgage-backed securities | $502,000 | 989 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $67,078,000 | 1,600 |
| Total debt securities | $67,078,000 | 1,723 |
| Structured notes | ||
| Amortized cost | $369,000 | 844 |
| Fair value | $373,000 | 842 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $64,366,000 | 1,805 |
| U.S. Government securities | $41,665,000 | 1,730 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $41,665,000 | 1,639 |
| Securities issued by states & political subdivisions | $22,529,000 | 1,518 |
| Other domestic debt securities | $172,000 | 1,914 |
| Privately issued residential mortgage-backed securities | $172,000 | 505 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,538,000 | 1,576 |
| Mortgage-backed securities | $38,518,000 | 1,278 |
| Certificates of participation in pools of residential mortgages | $5,212,000 | 2,584 |
| Issued or guaranteed by U.S. | $5,212,000 | 2,540 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $8,668,000 | 1,248 |
| CMOs issued by government agencies or sponsored agencies | $8,496,000 | 1,224 |
| Privately issued | $172,000 | 357 |
| Commercial mortgage-backed securities | $24,638,000 | 394 |
| Commercial mortgage pass-through securities | $24,146,000 | 212 |
| Other commercial mortgage-backed securities | $492,000 | 959 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $64,366,000 | 1,665 |
| Total debt securities | $64,366,000 | 1,792 |
| Structured notes | ||
| Amortized cost | $368,000 | 867 |
| Fair value | $369,000 | 865 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $65,797,000 | 1,791 |
| U.S. Government securities | $43,460,000 | 1,665 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $43,460,000 | 1,579 |
| Securities issued by states & political subdivisions | $22,154,000 | 1,541 |
| Other domestic debt securities | $183,000 | 1,890 |
| Privately issued residential mortgage-backed securities | $183,000 | 455 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,904,000 | 1,603 |
| Mortgage-backed securities | $40,145,000 | 1,238 |
| Certificates of participation in pools of residential mortgages | $5,658,000 | 2,554 |
| Issued or guaranteed by U.S. | $5,658,000 | 2,537 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $9,167,000 | 1,194 |
| CMOs issued by government agencies or sponsored agencies | $8,984,000 | 1,171 |
| Privately issued | $183,000 | 363 |
| Commercial mortgage-backed securities | $25,320,000 | 376 |
| Commercial mortgage pass-through securities | $24,834,000 | 201 |
| Other commercial mortgage-backed securities | $486,000 | 960 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $65,797,000 | 1,647 |
| Total debt securities | $65,797,000 | 1,774 |
| Structured notes | ||
| Amortized cost | $368,000 | 846 |
| Fair value | $366,000 | 840 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $70,186,000 | 1,722 |
| U.S. Government securities | $45,553,000 | 1,597 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $45,553,000 | 1,511 |
| Securities issued by states & political subdivisions | $24,441,000 | 1,457 |
| Other domestic debt securities | $192,000 | 2,077 |
| Privately issued residential mortgage-backed securities | $192,000 | 709 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,982,000 | 1,558 |
| Mortgage-backed securities | $43,419,000 | 1,196 |
| Certificates of participation in pools of residential mortgages | $5,824,000 | 2,577 |
| Issued or guaranteed by U.S. | $5,824,000 | 2,456 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $9,492,000 | 1,184 |
| CMOs issued by government agencies or sponsored agencies | $9,300,000 | 1,154 |
| Privately issued | $192,000 | 373 |
| Commercial mortgage-backed securities | $28,103,000 | 331 |
| Commercial mortgage pass-through securities | $28,103,000 | 175 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $70,186,000 | 1,583 |
| Total debt securities | $70,186,000 | 1,706 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $71,787,000 | 1,717 |
| U.S. Government securities | $46,344,000 | 1,625 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $46,344,000 | 1,551 |
| Securities issued by states & political subdivisions | $25,238,000 | 1,453 |
| Other domestic debt securities | $205,000 | 1,890 |
| Privately issued residential mortgage-backed securities | $205,000 | 417 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,956,000 | 1,574 |
| Mortgage-backed securities | $43,813,000 | 1,176 |
| Certificates of participation in pools of residential mortgages | $4,567,000 | 2,854 |
| Issued or guaranteed by U.S. | $4,567,000 | 2,847 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $9,725,000 | 1,154 |
| CMOs issued by government agencies or sponsored agencies | $9,520,000 | 1,128 |
| Privately issued | $205,000 | 387 |
| Commercial mortgage-backed securities | $29,521,000 | 297 |
| Commercial mortgage pass-through securities | $29,521,000 | 144 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $71,787,000 | 1,576 |
| Total debt securities | $71,787,000 | 1,701 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $71,996,000 | 1,742 |
| U.S. Government securities | $46,842,000 | 1,624 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $46,842,000 | 1,553 |
| Securities issued by states & political subdivisions | $24,938,000 | 1,531 |
| Other domestic debt securities | $216,000 | 1,886 |
| Privately issued residential mortgage-backed securities | $216,000 | 417 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,348,000 | 1,617 |
| Mortgage-backed securities | $44,596,000 | 1,171 |
| Certificates of participation in pools of residential mortgages | $4,039,000 | 3,005 |
| Issued or guaranteed by U.S. | $4,039,000 | 3,002 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $9,726,000 | 1,150 |
| CMOs issued by government agencies or sponsored agencies | $9,510,000 | 1,131 |
| Privately issued | $216,000 | 391 |
| Commercial mortgage-backed securities | $30,831,000 | 286 |
| Commercial mortgage pass-through securities | $30,831,000 | 138 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $71,996,000 | 1,610 |
| Total debt securities | $71,996,000 | 1,719 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $71,984,000 | 1,770 |
| U.S. Government securities | $47,489,000 | 1,613 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $47,489,000 | 1,550 |
| Securities issued by states & political subdivisions | $24,270,000 | 1,593 |
| Other domestic debt securities | $225,000 | 1,910 |
| Privately issued residential mortgage-backed securities | $225,000 | 420 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,550,000 | 1,748 |
| Mortgage-backed securities | $45,113,000 | 1,173 |
| Certificates of participation in pools of residential mortgages | $3,695,000 | 3,112 |
| Issued or guaranteed by U.S. | $3,695,000 | 3,109 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $9,571,000 | 1,161 |
| CMOs issued by government agencies or sponsored agencies | $9,346,000 | 1,127 |
| Privately issued | $225,000 | 394 |
| Commercial mortgage-backed securities | $31,847,000 | 271 |
| Commercial mortgage pass-through securities | $31,847,000 | 136 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $71,984,000 | 1,633 |
| Total debt securities | $71,984,000 | 1,753 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $75,790,000 | 1,732 |
| U.S. Government securities | $49,399,000 | 1,603 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $49,399,000 | 1,528 |
| Securities issued by states & political subdivisions | $26,154,000 | 1,510 |
| Other domestic debt securities | $237,000 | 1,939 |
| Privately issued residential mortgage-backed securities | $237,000 | 428 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,927,000 | 1,725 |
| Mortgage-backed securities | $47,040,000 | 1,158 |
| Certificates of participation in pools of residential mortgages | $3,276,000 | 3,230 |
| Issued or guaranteed by U.S. | $3,276,000 | 3,227 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $10,037,000 | 1,148 |
| CMOs issued by government agencies or sponsored agencies | $9,800,000 | 1,107 |
| Privately issued | $237,000 | 402 |
| Commercial mortgage-backed securities | $33,727,000 | 262 |
| Commercial mortgage pass-through securities | $33,727,000 | 132 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $75,790,000 | 1,589 |
| Total debt securities | $75,790,000 | 1,712 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $79,019,000 | 1,685 |
| U.S. Government securities | $52,632,000 | 1,559 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $52,632,000 | 1,487 |
| Securities issued by states & political subdivisions | $26,128,000 | 1,523 |
| Other domestic debt securities | $259,000 | 1,966 |
| Privately issued residential mortgage-backed securities | $259,000 | 449 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,934,000 | 1,871 |
| Mortgage-backed securities | $50,010,000 | 1,133 |
| Certificates of participation in pools of residential mortgages | $3,488,000 | 3,249 |
| Issued or guaranteed by U.S. | $3,488,000 | 3,246 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $10,626,000 | 1,102 |
| CMOs issued by government agencies or sponsored agencies | $10,367,000 | 1,067 |
| Privately issued | $259,000 | 425 |
| Commercial mortgage-backed securities | $35,896,000 | 249 |
| Commercial mortgage pass-through securities | $35,896,000 | 125 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $79,019,000 | 1,533 |
| Total debt securities | $79,019,000 | 1,661 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $80,239,000 | 1,660 |
| U.S. Government securities | $54,125,000 | 1,498 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $54,125,000 | 1,426 |
| Securities issued by states & political subdivisions | $26,114,000 | 1,511 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,679,000 | 1,769 |
| Mortgage-backed securities | $51,029,000 | 1,113 |
| Certificates of participation in pools of residential mortgages | $2,885,000 | 3,400 |
| Issued or guaranteed by U.S. | $2,885,000 | 3,395 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $10,903,000 | 1,077 |
| CMOs issued by government agencies or sponsored agencies | $10,903,000 | 1,026 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $37,241,000 | 240 |
| Commercial mortgage pass-through securities | $37,241,000 | 122 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $80,239,000 | 1,499 |
| Total debt securities | $80,239,000 | 1,634 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $82,121,000 | 1,622 |
| U.S. Government securities | $55,704,000 | 1,443 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $55,704,000 | 1,382 |
| Securities issued by states & political subdivisions | $26,417,000 | 1,495 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,587,000 | 1,955 |
| Mortgage-backed securities | $51,829,000 | 1,096 |
| Certificates of participation in pools of residential mortgages | $2,850,000 | 3,449 |
| Issued or guaranteed by U.S. | $2,850,000 | 3,447 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $12,288,000 | 1,019 |
| CMOs issued by government agencies or sponsored agencies | $12,288,000 | 967 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $36,691,000 | 226 |
| Commercial mortgage pass-through securities | $36,691,000 | 112 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $26,417,000 | 624 |
| Available-for-sale securities (fair market value) | $55,704,000 | 1,999 |
| Total debt securities | $82,121,000 | 1,595 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $85,636,000 | 1,593 |
| U.S. Government securities | $57,013,000 | 1,451 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $57,013,000 | 1,390 |
| Securities issued by states & political subdivisions | $28,613,000 | 1,400 |
| Other domestic debt securities | $10,000 | 2,206 |
| Privately issued residential mortgage-backed securities | $10,000 | 686 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,795,000 | 1,968 |
| Mortgage-backed securities | $53,084,000 | 1,082 |
| Certificates of participation in pools of residential mortgages | $3,243,000 | 3,392 |
| Issued or guaranteed by U.S. | $3,243,000 | 3,388 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $13,640,000 | 962 |
| CMOs issued by government agencies or sponsored agencies | $13,630,000 | 918 |
| Privately issued | $10,000 | 649 |
| Commercial mortgage-backed securities | $36,201,000 | 208 |
| Commercial mortgage pass-through securities | $36,201,000 | 108 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $28,613,000 | 604 |
| Available-for-sale securities (fair market value) | $57,023,000 | 1,989 |
| Total debt securities | $85,636,000 | 1,564 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $89,814,000 | 1,544 |
| U.S. Government securities | $60,891,000 | 1,424 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $60,891,000 | 1,362 |
| Securities issued by states & political subdivisions | $28,863,000 | 1,371 |
| Other domestic debt securities | $60,000 | 2,185 |
| Privately issued residential mortgage-backed securities | $60,000 | 615 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,891,000 | 2,237 |
| Mortgage-backed securities | $56,780,000 | 1,031 |
| Certificates of participation in pools of residential mortgages | $3,426,000 | 3,373 |
| Issued or guaranteed by U.S. | $3,426,000 | 3,372 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $14,910,000 | 928 |
| CMOs issued by government agencies or sponsored agencies | $14,850,000 | 877 |
| Privately issued | $60,000 | 583 |
| Commercial mortgage-backed securities | $38,444,000 | 192 |
| Commercial mortgage pass-through securities | $38,444,000 | 100 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $28,863,000 | 615 |
| Available-for-sale securities (fair market value) | $60,951,000 | 1,922 |
| Total debt securities | $89,813,000 | 1,515 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $94,722,000 | 1,481 |
| U.S. Government securities | $66,060,000 | 1,343 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $66,060,000 | 1,283 |
| Securities issued by states & political subdivisions | $28,518,000 | 1,395 |
| Other domestic debt securities | $144,000 | 2,117 |
| Privately issued residential mortgage-backed securities | $144,000 | 558 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,438,000 | 2,208 |
| Mortgage-backed securities | $61,992,000 | 951 |
| Certificates of participation in pools of residential mortgages | $4,588,000 | 3,115 |
| Issued or guaranteed by U.S. | $4,588,000 | 3,113 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $16,548,000 | 884 |
| CMOs issued by government agencies or sponsored agencies | $16,404,000 | 840 |
| Privately issued | $144,000 | 531 |
| Commercial mortgage-backed securities | $40,856,000 | 172 |
| Commercial mortgage pass-through securities | $40,856,000 | 84 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $28,518,000 | 632 |
| Available-for-sale securities (fair market value) | $66,204,000 | 1,830 |
| Total debt securities | $94,722,000 | 1,458 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $99,324,000 | 1,421 |
| U.S. Government securities | $70,824,000 | 1,268 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $70,824,000 | 1,211 |
| Securities issued by states & political subdivisions | $28,033,000 | 1,405 |
| Other domestic debt securities | $467,000 | 1,953 |
| Privately issued residential mortgage-backed securities | $216,000 | 521 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $251,000 | 1,661 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,437,000 | 2,212 |
| Mortgage-backed securities | $65,167,000 | 904 |
| Certificates of participation in pools of residential mortgages | $3,807,000 | 3,346 |
| Issued or guaranteed by U.S. | $3,807,000 | 3,342 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $17,434,000 | 858 |
| CMOs issued by government agencies or sponsored agencies | $17,218,000 | 812 |
| Privately issued | $216,000 | 493 |
| Commercial mortgage-backed securities | $43,926,000 | 156 |
| Commercial mortgage pass-through securities | $43,799,000 | 76 |
| Other commercial mortgage-backed securities | $127,000 | 676 |
| Held to maturity securities (book value) | $28,284,000 | 629 |
| Available-for-sale securities (fair market value) | $71,040,000 | 1,723 |
| Total debt securities | $99,324,000 | 1,400 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $104,755,000 | 1,376 |
| U.S. Government securities | $74,703,000 | 1,264 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $74,703,000 | 1,202 |
| Securities issued by states & political subdivisions | $29,544,000 | 1,327 |
| Other domestic debt securities | $508,000 | 1,873 |
| Privately issued residential mortgage-backed securities | $256,000 | 520 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $252,000 | 1,682 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,611,000 | 2,102 |
| Mortgage-backed securities | $68,159,000 | 892 |
| Certificates of participation in pools of residential mortgages | $41,098,000 | 950 |
| Issued or guaranteed by U.S. | $41,098,000 | 949 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $19,156,000 | 842 |
| CMOs issued by government agencies or sponsored agencies | $18,900,000 | 812 |
| Privately issued | $256,000 | 493 |
| Commercial mortgage-backed securities | $7,905,000 | 395 |
| Commercial mortgage pass-through securities | $7,905,000 | 215 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $29,796,000 | 621 |
| Available-for-sale securities (fair market value) | $74,959,000 | 1,670 |
| Total debt securities | $104,755,000 | 1,351 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $112,604,000 | 1,288 |
| U.S. Government securities | $82,049,000 | 1,179 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $82,049,000 | 1,110 |
| Securities issued by states & political subdivisions | $30,045,000 | 1,286 |
| Other domestic debt securities | $510,000 | 1,934 |
| Privately issued residential mortgage-backed securities | $257,000 | 560 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $253,000 | 1,717 |
| 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 | $24,795,000 | 1,954 |
| Mortgage-backed securities | $75,113,000 | 836 |
| Certificates of participation in pools of residential mortgages | $43,752,000 | 924 |
| Issued or guaranteed by U.S. | $43,752,000 | 924 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $20,960,000 | 834 |
| CMOs issued by government agencies or sponsored agencies | $20,703,000 | 800 |
| Privately issued | $257,000 | 528 |
| Commercial mortgage-backed securities | $10,401,000 | 324 |
| Commercial mortgage pass-through securities | $10,401,000 | 174 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $30,298,000 | 608 |
| Available-for-sale securities (fair market value) | $82,306,000 | 1,553 |
| Total debt securities | $112,604,000 | 1,266 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $116,756,000 | 1,253 |
| U.S. Government securities | $86,490,000 | 1,127 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $86,490,000 | 1,070 |
| Securities issued by states & political subdivisions | $29,444,000 | 1,310 |
| Other domestic debt securities | $822,000 | 1,793 |
| Privately issued residential mortgage-backed securities | $258,000 | 562 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $564,000 | 1,522 |
| 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 | $24,887,000 | 1,944 |
| Mortgage-backed securities | $79,600,000 | 812 |
| Certificates of participation in pools of residential mortgages | $46,979,000 | 880 |
| Issued or guaranteed by U.S. | $46,979,000 | 878 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $22,593,000 | 806 |
| CMOs issued by government agencies or sponsored agencies | $22,335,000 | 772 |
| Privately issued | $258,000 | 531 |
| Commercial mortgage-backed securities | $10,028,000 | 329 |
| Commercial mortgage pass-through securities | $10,028,000 | 185 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $30,008,000 | 619 |
| Available-for-sale securities (fair market value) | $86,748,000 | 1,465 |
| Total debt securities | $116,756,000 | 1,232 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $108,569,000 | 1,339 |
| U.S. Government securities | $77,752,000 | 1,253 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $77,752,000 | 1,187 |
| Securities issued by states & political subdivisions | $29,771,000 | 1,305 |
| Other domestic debt securities | $1,046,000 | 1,699 |
| Privately issued residential mortgage-backed securities | $258,000 | 606 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $788,000 | 1,478 |
| 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 | $21,346,000 | 2,152 |
| Mortgage-backed securities | $71,156,000 | 894 |
| Certificates of participation in pools of residential mortgages | $39,231,000 | 1,038 |
| Issued or guaranteed by U.S. | $39,231,000 | 1,037 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $21,784,000 | 850 |
| CMOs issued by government agencies or sponsored agencies | $21,526,000 | 811 |
| Privately issued | $258,000 | 579 |
| Commercial mortgage-backed securities | $10,141,000 | 323 |
| Commercial mortgage pass-through securities | $10,141,000 | 184 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $30,559,000 | 618 |
| Available-for-sale securities (fair market value) | $78,010,000 | 1,660 |
| Total debt securities | $108,569,000 | 1,320 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $107,417,000 | 1,387 |
| U.S. Government securities | $76,896,000 | 1,294 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $76,896,000 | 1,233 |
| Securities issued by states & political subdivisions | $29,469,000 | 1,323 |
| Other domestic debt securities | $1,052,000 | 1,744 |
| Privately issued residential mortgage-backed securities | $259,000 | 622 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $793,000 | 1,520 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,372,000 | 2,084 |
| Mortgage-backed securities | $69,948,000 | 924 |
| Certificates of participation in pools of residential mortgages | $36,127,000 | 1,130 |
| Issued or guaranteed by U.S. | $36,127,000 | 1,130 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $22,611,000 | 825 |
| CMOs issued by government agencies or sponsored agencies | $22,352,000 | 789 |
| Privately issued | $259,000 | 596 |
| Commercial mortgage-backed securities | $11,210,000 | 293 |
| Commercial mortgage pass-through securities | $11,210,000 | 170 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $30,262,000 | 613 |
| Available-for-sale securities (fair market value) | $77,155,000 | 1,694 |
| Total debt securities | $107,417,000 | 1,369 |
| Structured notes | ||
| Amortized cost | $265,000 | 2,164 |
| Fair value | $282,000 | 2,157 |
| 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 | $100,731,000 | 1,481 |
| U.S. Government securities | $72,071,000 | 1,375 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $72,071,000 | 1,324 |
| Securities issued by states & political subdivisions | $27,423,000 | 1,401 |
| Other domestic debt securities | $1,237,000 | 1,711 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $1,237,000 | 1,337 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,429,000 | 2,053 |
| Mortgage-backed securities | $66,257,000 | 973 |
| Certificates of participation in pools of residential mortgages | $33,661,000 | 1,203 |
| Issued or guaranteed by U.S. | $33,661,000 | 1,203 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $20,459,000 | 907 |
| CMOs issued by government agencies or sponsored agencies | $20,459,000 | 861 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $12,137,000 | 255 |
| Commercial mortgage pass-through securities | $12,137,000 | 145 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $28,660,000 | 624 |
| Available-for-sale securities (fair market value) | $72,071,000 | 1,822 |
| Total debt securities | $100,731,000 | 1,462 |
| Structured notes | ||
| Amortized cost | $277,000 | 2,215 |
| Fair value | $293,000 | 2,191 |
| 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 | $93,805,000 | 1,577 |
| U.S. Government securities | $66,707,000 | 1,433 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $66,707,000 | 1,390 |
| Securities issued by states & political subdivisions | $25,854,000 | 1,473 |
| Other domestic debt securities | $1,244,000 | 1,754 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $1,244,000 | 1,360 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,922,000 | 2,109 |
| Mortgage-backed securities | $60,667,000 | 1,040 |
| Certificates of participation in pools of residential mortgages | $30,705,000 | 1,293 |
| Issued or guaranteed by U.S. | $30,705,000 | 1,293 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $16,965,000 | 1,010 |
| CMOs issued by government agencies or sponsored agencies | $16,965,000 | 958 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $12,997,000 | 235 |
| Commercial mortgage pass-through securities | $12,997,000 | 131 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $27,098,000 | 632 |
| Available-for-sale securities (fair market value) | $66,707,000 | 1,919 |
| Total debt securities | $93,805,000 | 1,555 |
| Structured notes | ||
| Amortized cost | $292,000 | 2,201 |
| Fair value | $305,000 | 2,177 |
| 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 | $92,925,000 | 1,611 |
| U.S. Government securities | $65,302,000 | 1,497 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $65,302,000 | 1,454 |
| Securities issued by states & political subdivisions | $26,371,000 | 1,449 |
| Other domestic debt securities | $1,252,000 | 1,800 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,252,000 | 1,387 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,570,000 | 2,259 |
| Mortgage-backed securities | $56,263,000 | 1,140 |
| Certificates of participation in pools of residential mortgages | $27,105,000 | 1,446 |
| Issued or guaranteed by U.S. | $27,105,000 | 1,443 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $14,566,000 | 1,134 |
| CMOs issued by government agencies or sponsored agencies | $14,566,000 | 1,069 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $14,592,000 | 217 |
| Commercial mortgage pass-through securities | $14,592,000 | 116 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $27,623,000 | 610 |
| Available-for-sale securities (fair market value) | $65,302,000 | 1,975 |
| Total debt securities | $92,925,000 | 1,591 |
| Structured notes | ||
| Amortized cost | $427,000 | 2,109 |
| Fair value | $440,000 | 2,095 |
| 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 | $95,683,000 | 1,562 |
| U.S. Government securities | $65,867,000 | 1,475 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $65,867,000 | 1,435 |
| Securities issued by states & political subdivisions | $28,306,000 | 1,340 |
| Other domestic debt securities | $1,510,000 | 1,746 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,510,000 | 1,334 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,735,000 | 2,161 |
| Mortgage-backed securities | $55,415,000 | 1,155 |
| Certificates of participation in pools of residential mortgages | $27,193,000 | 1,422 |
| Issued or guaranteed by U.S. | $27,193,000 | 1,420 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $13,315,000 | 1,206 |
| CMOs issued by government agencies or sponsored agencies | $13,315,000 | 1,131 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $14,907,000 | 208 |
| Commercial mortgage pass-through securities | $14,907,000 | 113 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $29,816,000 | 534 |
| Available-for-sale securities (fair market value) | $65,867,000 | 1,960 |
| Total debt securities | $95,683,000 | 1,543 |
| Structured notes | ||
| Amortized cost | $481,000 | 2,075 |
| Fair value | $493,000 | 1,984 |
| 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 | $99,558,000 | 1,520 |
| U.S. Government securities | $71,284,000 | 1,419 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $71,284,000 | 1,373 |
| Securities issued by states & political subdivisions | $26,755,000 | 1,394 |
| Other domestic debt securities | $1,519,000 | 1,758 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,519,000 | 1,328 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,902,000 | 2,119 |
| Mortgage-backed securities | $58,866,000 | 1,142 |
| Certificates of participation in pools of residential mortgages | $28,545,000 | 1,407 |
| Issued or guaranteed by U.S. | $28,545,000 | 1,405 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $14,001,000 | 1,218 |
| CMOs issued by government agencies or sponsored agencies | $14,001,000 | 1,143 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $16,320,000 | 178 |
| Commercial mortgage pass-through securities | $16,320,000 | 98 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $28,274,000 | 524 |
| Available-for-sale securities (fair market value) | $71,284,000 | 1,868 |
| Total debt securities | $99,558,000 | 1,502 |
| Structured notes | ||
| Amortized cost | $535,000 | 1,956 |
| Fair value | $544,000 | 1,953 |
| 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 | $102,751,000 | 1,447 |
| U.S. Government securities | $74,084,000 | 1,348 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $74,084,000 | 1,312 |
| Securities issued by states & political subdivisions | $27,138,000 | 1,333 |
| Other domestic debt securities | $1,529,000 | 1,719 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $1,529,000 | 1,285 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,550,000 | 2,170 |
| Mortgage-backed securities | $59,551,000 | 1,109 |
| Certificates of participation in pools of residential mortgages | $28,526,000 | 1,390 |
| Issued or guaranteed by U.S. | $28,526,000 | 1,386 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $14,560,000 | 1,219 |
| CMOs issued by government agencies or sponsored agencies | $14,560,000 | 1,139 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $16,465,000 | 154 |
| Commercial mortgage pass-through securities | $16,465,000 | 81 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $27,138,000 | 541 |
| Available-for-sale securities (fair market value) | $75,613,000 | 1,743 |
| Total debt securities | $102,751,000 | 1,429 |
| Structured notes | ||
| Amortized cost | $585,000 | 1,966 |
| Fair value | $591,000 | 1,966 |
| 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 | $90,680,000 | 1,629 |
| U.S. Government securities | $65,948,000 | 1,520 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $65,948,000 | 1,472 |
| Securities issued by states & political subdivisions | $24,732,000 | 1,435 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,555,000 | 2,612 |
| Mortgage-backed securities | $57,693,000 | 1,214 |
| Certificates of participation in pools of residential mortgages | $27,192,000 | 1,495 |
| Issued or guaranteed by U.S. | $27,192,000 | 1,493 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $13,578,000 | 1,345 |
| CMOs issued by government agencies or sponsored agencies | $13,578,000 | 1,256 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $16,923,000 | 141 |
| Commercial mortgage pass-through securities | $16,923,000 | 66 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $24,732,000 | 583 |
| Available-for-sale securities (fair market value) | $65,948,000 | 1,957 |
| Total debt securities | $90,680,000 | 1,610 |
| Structured notes | ||
| Amortized cost | $224,000 | 2,545 |
| Fair value | $225,000 | 2,542 |
| 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 | $86,250,000 | 1,708 |
| U.S. Government securities | $61,482,000 | 1,633 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $61,482,000 | 1,595 |
| Securities issued by states & political subdivisions | $24,768,000 | 1,391 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,032,000 | 2,602 |
| Mortgage-backed securities | $53,274,000 | 1,329 |
| Certificates of participation in pools of residential mortgages | $25,965,000 | 1,581 |
| Issued or guaranteed by U.S. | $25,965,000 | 1,579 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $12,892,000 | 1,405 |
| CMOs issued by government agencies or sponsored agencies | $12,892,000 | 1,301 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $14,417,000 | 145 |
| Commercial mortgage pass-through securities | $14,417,000 | 74 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $24,768,000 | 577 |
| Available-for-sale securities (fair market value) | $61,482,000 | 2,071 |
| Total debt securities | $86,250,000 | 1,686 |
| Structured notes | ||
| Amortized cost | $458,000 | 2,620 |
| Fair value | $459,000 | 2,619 |
| 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 | $84,484,000 | 1,743 |
| U.S. Government securities | $61,772,000 | 1,668 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $61,772,000 | 1,625 |
| Securities issued by states & political subdivisions | $22,712,000 | 1,459 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,364,000 | 2,555 |
| Mortgage-backed securities | $52,273,000 | 1,335 |
| Certificates of participation in pools of residential mortgages | $24,834,000 | 1,611 |
| Issued or guaranteed by U.S. | $24,834,000 | 1,608 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $12,827,000 | 1,445 |
| CMOs issued by government agencies or sponsored agencies | $12,827,000 | 1,334 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $14,612,000 | 130 |
| Commercial mortgage pass-through securities | $14,612,000 | 67 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $22,712,000 | 619 |
| Available-for-sale securities (fair market value) | $61,772,000 | 2,072 |
| Total debt securities | $84,484,000 | 1,724 |
| Structured notes | ||
| Amortized cost | $1,722,000 | 1,875 |
| Fair value | $1,726,000 | 1,873 |
| 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 | $77,970,000 | 1,805 |
| U.S. Government securities | $55,695,000 | 1,736 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $55,695,000 | 1,692 |
| Securities issued by states & political subdivisions | $22,275,000 | 1,444 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,769,000 | 2,512 |
| Mortgage-backed securities | $46,021,000 | 1,399 |
| Certificates of participation in pools of residential mortgages | $21,401,000 | 1,695 |
| Issued or guaranteed by U.S. | $21,401,000 | 1,694 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $11,314,000 | 1,494 |
| CMOs issued by government agencies or sponsored agencies | $11,314,000 | 1,338 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $13,306,000 | 103 |
| Commercial mortgage pass-through securities | $13,306,000 | 46 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $22,275,000 | 629 |
| Available-for-sale securities (fair market value) | $55,695,000 | 2,178 |
| Total debt securities | $77,970,000 | 1,787 |
| Structured notes | ||
| Amortized cost | $1,833,000 | 1,806 |
| Fair value | $1,851,000 | 1,805 |
| 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 | $76,010,000 | 1,805 |
| U.S. Government securities | $53,650,000 | 1,736 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $53,650,000 | 1,689 |
| Securities issued by states & political subdivisions | $22,360,000 | 1,396 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,450,000 | 2,716 |
| Mortgage-backed securities | $44,483,000 | 1,379 |
| Certificates of participation in pools of residential mortgages | $18,528,000 | 1,832 |
| Issued or guaranteed by U.S. | $18,528,000 | 1,827 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $12,812,000 | 1,400 |
| CMOs issued by government agencies or sponsored agencies | $12,812,000 | 1,242 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $13,143,000 | 95 |
| Commercial mortgage pass-through securities | $13,143,000 | 44 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $22,360,000 | 623 |
| Available-for-sale securities (fair market value) | $53,650,000 | 2,178 |
| Total debt securities | $76,010,000 | 1,786 |
| Structured notes | ||
| Amortized cost | $1,971,000 | 1,865 |
| Fair value | $1,979,000 | 1,864 |
| 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 | $73,369,000 | 1,838 |
| U.S. Government securities | $50,335,000 | 1,841 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $50,335,000 | 1,792 |
| Securities issued by states & political subdivisions | $23,034,000 | 1,298 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,928,000 | 2,703 |
| Mortgage-backed securities | $40,425,000 | 1,460 |
| Certificates of participation in pools of residential mortgages | $15,609,000 | 2,002 |
| Issued or guaranteed by U.S. | $15,609,000 | 1,999 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $12,672,000 | 1,372 |
| CMOs issued by government agencies or sponsored agencies | $12,672,000 | 1,202 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $12,144,000 | 88 |
| Commercial mortgage pass-through securities | $12,144,000 | 45 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $23,034,000 | 615 |
| Available-for-sale securities (fair market value) | $50,335,000 | 2,304 |
| Total debt securities | $73,369,000 | 1,819 |
| Structured notes | ||
| Amortized cost | $2,115,000 | 1,909 |
| Fair value | $2,123,000 | 1,911 |
| 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 | $74,731,000 | 1,796 |
| U.S. Government securities | $51,662,000 | 1,816 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $51,662,000 | 1,763 |
| Securities issued by states & political subdivisions | $23,069,000 | 1,261 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,400,000 | 2,646 |
| Mortgage-backed securities | $40,424,000 | 1,427 |
| Certificates of participation in pools of residential mortgages | $15,176,000 | 1,989 |
| Issued or guaranteed by U.S. | $15,176,000 | 1,986 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $12,659,000 | 1,339 |
| CMOs issued by government agencies or sponsored agencies | $12,659,000 | 1,162 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $12,589,000 | 75 |
| Commercial mortgage pass-through securities | $12,589,000 | 38 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $23,069,000 | 607 |
| Available-for-sale securities (fair market value) | $51,662,000 | 2,222 |
| Total debt securities | $74,731,000 | 1,778 |
| Structured notes | ||
| Amortized cost | $2,260,000 | 1,909 |
| Fair value | $2,261,000 | 1,911 |
| 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 | $71,229,000 | 1,786 |
| U.S. Government securities | $35,975,000 | 2,301 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $35,975,000 | 2,225 |
| Securities issued by states & political subdivisions | $22,882,000 | 1,253 |
| Other domestic debt securities | $12,372,000 | 654 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $12,372,000 | 66 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,303,000 | 2,621 |
| Mortgage-backed securities | $36,725,000 | 1,484 |
| Certificates of participation in pools of residential mortgages | $13,236,000 | 2,078 |
| Issued or guaranteed by U.S. | $13,236,000 | 2,072 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $11,117,000 | 1,421 |
| CMOs issued by government agencies or sponsored agencies | $11,117,000 | 1,241 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $12,372,000 | 66 |
| Commercial mortgage pass-through securities | $12,372,000 | 35 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $22,882,000 | 597 |
| Available-for-sale securities (fair market value) | $48,347,000 | 2,235 |
| Total debt securities | $71,229,000 | 1,772 |
| Structured notes | ||
| Amortized cost | $2,413,000 | 1,752 |
| Fair value | $2,397,000 | 1,757 |
| 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 | $59,728,000 | 2,063 |
| U.S. Government securities | $28,300,000 | 2,742 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $28,300,000 | 2,656 |
| Securities issued by states & political subdivisions | $21,209,000 | 1,303 |
| Other domestic debt securities | $10,219,000 | 757 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $10,219,000 | 65 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,499,000 | 2,616 |
| Mortgage-backed securities | $27,570,000 | 1,820 |
| Certificates of participation in pools of residential mortgages | $10,040,000 | 2,409 |
| Issued or guaranteed by U.S. | $10,040,000 | 2,405 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $7,311,000 | 1,689 |
| CMOs issued by government agencies or sponsored agencies | $7,311,000 | 1,489 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $10,219,000 | 65 |
| Commercial mortgage pass-through securities | $10,219,000 | 31 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $21,209,000 | 658 |
| Available-for-sale securities (fair market value) | $38,519,000 | 2,654 |
| Total debt securities | $59,728,000 | 2,039 |
| Structured notes | ||
| Amortized cost | $2,318,000 | 1,779 |
| Fair value | $2,315,000 | 1,779 |
| 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 | $50,629,000 | 2,342 |
| U.S. Government securities | $19,211,000 | 3,575 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $19,211,000 | 3,487 |
| Securities issued by states & political subdivisions | $21,143,000 | 1,225 |
| Other domestic debt securities | $10,275,000 | 768 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $10,275,000 | 63 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,991,000 | 2,601 |
| Mortgage-backed securities | $19,507,000 | 2,237 |
| Certificates of participation in pools of residential mortgages | $6,412,000 | 3,043 |
| Issued or guaranteed by U.S. | $6,412,000 | 3,035 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,820,000 | 2,307 |
| CMOs issued by government agencies or sponsored agencies | $2,820,000 | 2,045 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $10,275,000 | 63 |
| Commercial mortgage pass-through securities | $10,275,000 | 31 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $21,143,000 | 673 |
| Available-for-sale securities (fair market value) | $29,486,000 | 3,202 |
| Total debt securities | $50,629,000 | 2,317 |
| Structured notes | ||
| Amortized cost | $2,476,000 | 1,842 |
| Fair value | $2,481,000 | 1,841 |
| 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 | $50,804,000 | 2,367 |
| U.S. Government securities | $18,667,000 | 3,695 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $18,667,000 | 3,612 |
| Securities issued by states & political subdivisions | $21,807,000 | 1,150 |
| Other domestic debt securities | $10,330,000 | 785 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $10,330,000 | 65 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,465,000 | 2,734 |
| Mortgage-backed securities | $18,294,000 | 2,374 |
| Certificates of participation in pools of residential mortgages | $5,780,000 | 3,268 |
| Issued or guaranteed by U.S. | $5,780,000 | 3,261 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,184,000 | 2,422 |
| CMOs issued by government agencies or sponsored agencies | $2,184,000 | 2,136 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $10,330,000 | 65 |
| Commercial mortgage pass-through securities | $10,330,000 | 30 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $21,807,000 | 667 |
| Available-for-sale securities (fair market value) | $28,997,000 | 3,230 |
| Total debt securities | $50,804,000 | 2,343 |
| Structured notes | ||
| Amortized cost | $1,647,000 | 1,994 |
| Fair value | $1,647,000 | 1,992 |
| 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 | $48,595,000 | 2,426 |
| U.S. Government securities | $17,441,000 | 3,814 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $17,441,000 | 3,732 |
| Securities issued by states & political subdivisions | $21,273,000 | 1,177 |
| Other domestic debt securities | $9,881,000 | 854 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $9,881,000 | 65 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,380,000 | 2,633 |
| Mortgage-backed securities | $16,482,000 | 2,579 |
| Certificates of participation in pools of residential mortgages | $4,061,000 | 3,780 |
| Issued or guaranteed by U.S. | $4,061,000 | 3,773 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,540,000 | 2,300 |
| CMOs issued by government agencies or sponsored agencies | $2,540,000 | 2,015 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $9,881,000 | 65 |
| Commercial mortgage pass-through securities | $9,881,000 | 30 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $21,273,000 | 691 |
| Available-for-sale securities (fair market value) | $27,322,000 | 3,323 |
| Total debt securities | $48,595,000 | 2,397 |
| Structured notes | ||
| Amortized cost | $872,000 | 2,247 |
| Fair value | $873,000 | 2,249 |
| 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 | $48,781,000 | 2,427 |
| U.S. Government securities | $18,094,000 | 3,713 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $18,094,000 | 3,638 |
| Securities issued by states & political subdivisions | $20,750,000 | 1,206 |
| Other domestic debt securities | $9,937,000 | 903 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $9,937,000 | 71 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,506,000 | 2,839 |
| Mortgage-backed securities | $14,560,000 | 2,786 |
| Certificates of participation in pools of residential mortgages | $3,059,000 | 4,204 |
| Issued or guaranteed by U.S. | $3,059,000 | 4,196 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,564,000 | 2,631 |
| CMOs issued by government agencies or sponsored agencies | $1,564,000 | 2,282 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $9,937,000 | 71 |
| Commercial mortgage pass-through securities | $9,937,000 | 32 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $20,750,000 | 738 |
| Available-for-sale securities (fair market value) | $28,031,000 | 3,302 |
| Total debt securities | $48,781,000 | 2,394 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 1,373 |
| Fair value | $1,490,000 | 1,372 |
| 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 | $52,134,000 | 2,253 |
| U.S. Government securities | $20,788,000 | 3,387 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $20,788,000 | 3,314 |
| Securities issued by states & political subdivisions | $21,359,000 | 1,108 |
| Other domestic debt securities | $9,987,000 | 911 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $9,987,000 | 78 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,575,000 | 2,843 |
| Mortgage-backed securities | $15,042,000 | 2,766 |
| Certificates of participation in pools of residential mortgages | $2,746,000 | 4,391 |
| Issued or guaranteed by U.S. | $2,746,000 | 4,378 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,309,000 | 2,381 |
| CMOs issued by government agencies or sponsored agencies | $2,309,000 | 2,024 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $9,987,000 | 78 |
| Commercial mortgage pass-through securities | $9,987,000 | 31 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $21,359,000 | 717 |
| Available-for-sale securities (fair market value) | $30,775,000 | 3,027 |
| Total debt securities | $52,134,000 | 2,218 |
| Structured notes | ||
| Amortized cost | $521,000 | 1,524 |
| Fair value | $502,000 | 1,551 |
| 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 | $49,687,000 | 2,344 |
| U.S. Government securities | $31,017,000 | 2,599 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $31,017,000 | 2,539 |
| Securities issued by states & political subdivisions | $18,670,000 | 1,217 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,071,000 | 2,717 |
| Mortgage-backed securities | $13,035,000 | 3,025 |
| Certificates of participation in pools of residential mortgages | $10,954,000 | 2,639 |
| Issued or guaranteed by U.S. | $10,954,000 | 2,623 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,081,000 | 2,487 |
| CMOs issued by government agencies or sponsored agencies | $2,081,000 | 2,116 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,670,000 | 780 |
| Available-for-sale securities (fair market value) | $31,017,000 | 3,020 |
| Total debt securities | $49,687,000 | 2,313 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,570 |
| Fair value | $247,000 | 1,603 |
| 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 | $44,862,000 | 2,544 |
| U.S. Government securities | $27,494,000 | 2,842 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $27,494,000 | 2,785 |
| Securities issued by states & political subdivisions | $17,368,000 | 1,303 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,233,000 | 2,450 |
| Mortgage-backed securities | $9,254,000 | 3,460 |
| Certificates of participation in pools of residential mortgages | $9,168,000 | 2,846 |
| Issued or guaranteed by U.S. | $9,168,000 | 2,831 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $86,000 | 3,554 |
| CMOs issued by government agencies or sponsored agencies | $86,000 | 3,208 |
| 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) | $17,368,000 | 820 |
| Available-for-sale securities (fair market value) | $27,494,000 | 3,267 |
| Total debt securities | $44,862,000 | 2,510 |
| 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 | $28,920,000 | 3,485 |
| U.S. Government securities | $13,474,000 | 4,451 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $13,474,000 | 4,374 |
| Securities issued by states & political subdivisions | $15,446,000 | 1,438 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,080,000 | 2,842 |
| Mortgage-backed securities | $2,888,000 | 4,825 |
| Certificates of participation in pools of residential mortgages | $2,797,000 | 4,354 |
| Issued or guaranteed by U.S. | $2,797,000 | 4,342 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $91,000 | 3,476 |
| CMOs issued by government agencies or sponsored agencies | $91,000 | 3,120 |
| 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) | $15,446,000 | 894 |
| Available-for-sale securities (fair market value) | $13,474,000 | 4,768 |
| Total debt securities | $28,920,000 | 3,451 |
| 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 | $27,720,000 | 3,645 |
| U.S. Government securities | $14,002,000 | 4,383 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $14,002,000 | 4,311 |
| Securities issued by states & political subdivisions | $13,718,000 | 1,614 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,088,000 | 2,805 |
| Mortgage-backed securities | $3,100,000 | 4,759 |
| Certificates of participation in pools of residential mortgages | $3,005,000 | 4,280 |
| Issued or guaranteed by U.S. | $3,005,000 | 4,263 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $95,000 | 3,475 |
| CMOs issued by government agencies or sponsored agencies | $95,000 | 3,143 |
| 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) | $13,718,000 | 949 |
| Available-for-sale securities (fair market value) | $14,002,000 | 4,759 |
| Total debt securities | $27,719,000 | 3,604 |
| 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 | $24,504,000 | 3,924 |
| U.S. Government securities | $11,948,000 | 4,758 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $11,948,000 | 4,673 |
| Securities issued by states & political subdivisions | $12,556,000 | 1,736 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,192,000 | 2,746 |
| Mortgage-backed securities | $2,363,000 | 4,950 |
| Certificates of participation in pools of residential mortgages | $2,263,000 | 4,497 |
| Issued or guaranteed by U.S. | $2,263,000 | 4,475 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $100,000 | 3,451 |
| CMOs issued by government agencies or sponsored agencies | $100,000 | 3,111 |
| 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) | $12,556,000 | 1,011 |
| Available-for-sale securities (fair market value) | $11,948,000 | 5,094 |
| Total debt securities | $24,504,000 | 3,873 |
| 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 | $23,733,000 | 4,009 |
| U.S. Government securities | $12,844,000 | 4,713 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $12,844,000 | 4,613 |
| Securities issued by states & political subdivisions | $10,889,000 | 1,928 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,866,000 | 2,695 |
| Mortgage-backed securities | $2,431,000 | 4,692 |
| Certificates of participation in pools of residential mortgages | $2,327,000 | 4,207 |
| Issued or guaranteed by U.S. | $2,327,000 | 4,190 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $104,000 | 3,374 |
| CMOs issued by government agencies or sponsored agencies | $104,000 | 3,052 |
| 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) | $10,889,000 | 1,146 |
| Available-for-sale securities (fair market value) | $12,844,000 | 4,975 |
| Total debt securities | $23,732,000 | 3,957 |
| 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 | $20,822,000 | 4,379 |
| U.S. Government securities | $11,851,000 | 4,982 |
| U.S. Treasury securities | $250,000 | 1,108 |
| U.S. Government agency obligations | $11,601,000 | 4,943 |
| Securities issued by states & political subdivisions | $8,971,000 | 2,211 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,924,000 | 2,945 |
| Mortgage-backed securities | $2,513,000 | 4,539 |
| Certificates of participation in pools of residential mortgages | $2,406,000 | 4,015 |
| Issued or guaranteed by U.S. | $2,406,000 | 4,001 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $107,000 | 3,331 |
| CMOs issued by government agencies or sponsored agencies | $107,000 | 3,005 |
| 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) | $8,971,000 | 1,332 |
| Available-for-sale securities (fair market value) | $11,851,000 | 5,169 |
| Total debt securities | $20,821,000 | 4,328 |
| 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 | $16,027,000 | 5,038 |
| U.S. Government securities | $9,292,000 | 5,563 |
| U.S. Treasury securities | $248,000 | 1,231 |
| U.S. Government agency obligations | $9,044,000 | 5,506 |
| Securities issued by states & political subdivisions | $6,735,000 | 2,636 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,027,000 | 3,256 |
| Mortgage-backed securities | $2,610,000 | 4,470 |
| Certificates of participation in pools of residential mortgages | $2,498,000 | 3,931 |
| Issued or guaranteed by U.S. | $2,498,000 | 3,919 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $112,000 | 3,306 |
| CMOs issued by government agencies or sponsored agencies | $112,000 | 2,988 |
| 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) | $6,735,000 | 1,553 |
| Available-for-sale securities (fair market value) | $9,292,000 | 5,623 |
| Total debt securities | $16,027,000 | 4,998 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,585 |
| Fair value | $249,000 | 2,595 |
| 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 | $14,461,000 | 5,342 |
| U.S. Government securities | $9,006,000 | 5,644 |
| U.S. Treasury securities | $247,000 | 1,321 |
| U.S. Government agency obligations | $8,759,000 | 5,594 |
| Securities issued by states & political subdivisions | $5,455,000 | 2,953 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,713,000 | 3,151 |
| Mortgage-backed securities | $2,772,000 | 4,381 |
| Certificates of participation in pools of residential mortgages | $2,652,000 | 3,858 |
| Issued or guaranteed by U.S. | $2,652,000 | 3,842 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $120,000 | 3,272 |
| CMOs issued by government agencies or sponsored agencies | $120,000 | 2,978 |
| 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) | $5,455,000 | 1,729 |
| Available-for-sale securities (fair market value) | $9,006,000 | 5,703 |
| Total debt securities | $14,461,000 | 5,295 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,653 |
| Fair value | $273,000 | 2,647 |
| 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 | $10,097,000 | 6,150 |
| U.S. Government securities | $5,576,000 | 6,640 |
| U.S. Treasury securities | $246,000 | 1,371 |
| U.S. Government agency obligations | $5,330,000 | 6,591 |
| Securities issued by states & political subdivisions | $4,521,000 | 3,255 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,249,000 | 3,984 |
| Mortgage-backed securities | $2,880,000 | 4,330 |
| Certificates of participation in pools of residential mortgages | $2,757,000 | 3,817 |
| Issued or guaranteed by U.S. | $2,757,000 | 3,805 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $123,000 | 3,277 |
| CMOs issued by government agencies or sponsored agencies | $123,000 | 2,984 |
| 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) | $4,521,000 | 1,904 |
| Available-for-sale securities (fair market value) | $5,576,000 | 6,436 |
| Total debt securities | $10,098,000 | 6,097 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,745 |
| Fair value | $248,000 | 2,767 |
| 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 | $7,990,000 | 6,649 |
| U.S. Government securities | $5,679,000 | 6,667 |
| U.S. Treasury securities | $245,000 | 1,443 |
| U.S. Government agency obligations | $5,434,000 | 6,604 |
| Securities issued by states & political subdivisions | $2,311,000 | 4,132 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,687,000 | 4,123 |
| Mortgage-backed securities | $2,988,000 | 4,277 |
| Certificates of participation in pools of residential mortgages | $2,860,000 | 3,762 |
| Issued or guaranteed by U.S. | $2,860,000 | 3,740 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $128,000 | 3,240 |
| CMOs issued by government agencies or sponsored agencies | $128,000 | 2,950 |
| 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) | $2,311,000 | 2,423 |
| Available-for-sale securities (fair market value) | $5,679,000 | 6,449 |
| Total debt securities | $7,989,000 | 6,591 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,869 |
| Fair value | $247,000 | 2,887 |
| 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 | $7,691,000 | 6,730 |
| U.S. Government securities | $5,696,000 | 6,676 |
| U.S. Treasury securities | $242,000 | 1,498 |
| U.S. Government agency obligations | $5,454,000 | 6,619 |
| Securities issued by states & political subdivisions | $1,995,000 | 4,308 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,714,000 | 4,120 |
| Mortgage-backed securities | $3,042,000 | 4,267 |
| Certificates of participation in pools of residential mortgages | $2,910,000 | 3,749 |
| Issued or guaranteed by U.S. | $2,910,000 | 3,734 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $132,000 | 3,246 |
| CMOs issued by government agencies or sponsored agencies | $132,000 | 2,936 |
| 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) | $1,995,000 | 2,551 |
| Available-for-sale securities (fair market value) | $5,696,000 | 6,456 |
| Total debt securities | $7,689,000 | 6,676 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,925 |
| Fair value | $244,000 | 2,952 |
| 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 | $7,692,000 | 6,799 |
| U.S. Government securities | $5,947,000 | 6,643 |
| U.S. Treasury securities | $243,000 | 1,572 |
| U.S. Government agency obligations | $5,704,000 | 6,565 |
| Securities issued by states & political subdivisions | $1,745,000 | 4,493 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,795,000 | 4,086 |
| Mortgage-backed securities | $3,275,000 | 4,205 |
| Certificates of participation in pools of residential mortgages | $3,135,000 | 3,677 |
| Issued or guaranteed by U.S. | $3,135,000 | 3,661 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $140,000 | 3,257 |
| CMOs issued by government agencies or sponsored agencies | $140,000 | 2,945 |
| 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) | $1,745,000 | 2,697 |
| Available-for-sale securities (fair market value) | $5,947,000 | 6,463 |
| Total debt securities | $7,690,000 | 6,750 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,915 |
| Fair value | $246,000 | 2,939 |
| 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 | $7,797,000 | 6,809 |
| U.S. Government securities | $5,951,000 | 6,666 |
| U.S. Treasury securities | $244,000 | 1,589 |
| U.S. Government agency obligations | $5,707,000 | 6,602 |
| Securities issued by states & political subdivisions | $1,846,000 | 4,458 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,590,000 | 4,122 |
| Mortgage-backed securities | $3,425,000 | 4,167 |
| Certificates of participation in pools of residential mortgages | $3,279,000 | 3,631 |
| Issued or guaranteed by U.S. | $3,279,000 | 3,616 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $146,000 | 3,253 |
| CMOs issued by government agencies or sponsored agencies | $146,000 | 2,951 |
| 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) | $1,846,000 | 2,708 |
| Available-for-sale securities (fair market value) | $5,951,000 | 6,497 |
| Total debt securities | $7,796,000 | 6,755 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,899 |
| Fair value | $246,000 | 2,931 |
| 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 | $10,320,000 | 6,262 |
| U.S. Government securities | $8,473,000 | 5,942 |
| U.S. Treasury securities | $245,000 | 1,621 |
| U.S. Government agency obligations | $8,228,000 | 5,861 |
| Securities issued by states & political subdivisions | $1,847,000 | 4,459 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,877,000 | 4,342 |
| Mortgage-backed securities | $3,641,000 | 4,149 |
| Certificates of participation in pools of residential mortgages | $3,487,000 | 3,603 |
| Issued or guaranteed by U.S. | $3,487,000 | 3,589 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $154,000 | 3,268 |
| CMOs issued by government agencies or sponsored agencies | $154,000 | 2,959 |
| 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) | $1,847,000 | 2,729 |
| Available-for-sale securities (fair market value) | $8,473,000 | 5,933 |
| Total debt securities | $10,320,000 | 6,197 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,848 |
| Fair value | $248,000 | 2,869 |
| 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 | $10,891,000 | 6,189 |
| U.S. Government securities | $8,769,000 | 5,904 |
| U.S. Treasury securities | $247,000 | 1,679 |
| U.S. Government agency obligations | $8,522,000 | 5,834 |
| Securities issued by states & political subdivisions | $2,122,000 | 4,271 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,257,000 | 4,179 |
| Mortgage-backed securities | $3,919,000 | 4,143 |
| Certificates of participation in pools of residential mortgages | $3,757,000 | 3,611 |
| Issued or guaranteed by U.S. | $3,757,000 | 3,595 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $162,000 | 3,291 |
| CMOs issued by government agencies or sponsored agencies | $162,000 | 2,990 |
| 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) | $2,122,000 | 2,659 |
| Available-for-sale securities (fair market value) | $8,769,000 | 5,904 |
| Total debt securities | $10,890,000 | 6,125 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,828 |
| Fair value | $250,000 | 2,828 |
| 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 | $12,675,000 | 5,901 |
| U.S. Government securities | $10,552,000 | 5,557 |
| U.S. Treasury securities | $244,000 | 1,798 |
| U.S. Government agency obligations | $10,308,000 | 5,459 |
| Securities issued by states & political subdivisions | $2,123,000 | 4,272 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,557,000 | 3,895 |
| Mortgage-backed securities | $5,628,000 | 3,729 |
| Certificates of participation in pools of residential mortgages | $5,460,000 | 3,156 |
| Issued or guaranteed by U.S. | $5,460,000 | 3,149 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $168,000 | 3,324 |
| CMOs issued by government agencies or sponsored agencies | $168,000 | 3,034 |
| 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) | $2,123,000 | 2,705 |
| Available-for-sale securities (fair market value) | $10,552,000 | 5,598 |
| Total debt securities | $12,675,000 | 5,841 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,788 |
| Fair value | $248,000 | 2,804 |
| 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 | $11,061,000 | 6,264 |
| U.S. Government securities | $8,937,000 | 5,958 |
| U.S. Treasury securities | $248,000 | 1,789 |
| U.S. Government agency obligations | $8,689,000 | 5,860 |
| Securities issued by states & political subdivisions | $2,124,000 | 4,270 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,646,000 | 3,863 |
| Mortgage-backed securities | $5,957,000 | 3,677 |
| Certificates of participation in pools of residential mortgages | $5,779,000 | 3,096 |
| Issued or guaranteed by U.S. | $5,779,000 | 3,086 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $178,000 | 3,346 |
| CMOs issued by government agencies or sponsored agencies | $178,000 | 3,046 |
| 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) | $2,124,000 | 2,736 |
| Available-for-sale securities (fair market value) | $8,937,000 | 5,937 |
| Total debt securities | $11,059,000 | 6,198 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,726 |
| Fair value | $251,000 | 2,728 |
| 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 | $12,366,000 | 6,015 |
| U.S. Government securities | $10,102,000 | 5,680 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $10,102,000 | 5,523 |
| Securities issued by states & political subdivisions | $2,264,000 | 4,199 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,743,000 | 3,814 |
| Mortgage-backed securities | $6,259,000 | 3,637 |
| Certificates of participation in pools of residential mortgages | $6,075,000 | 3,062 |
| Issued or guaranteed by U.S. | $6,075,000 | 3,056 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $184,000 | 3,362 |
| CMOs issued by government agencies or sponsored agencies | $184,000 | 3,065 |
| 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) | $2,264,000 | 2,723 |
| Available-for-sale securities (fair market value) | $10,102,000 | 5,729 |
| Total debt securities | $12,366,000 | 5,942 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,703 |
| Fair value | $251,000 | 2,712 |
| 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 | $13,867,000 | 5,794 |
| U.S. Government securities | $11,622,000 | 5,402 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $11,622,000 | 5,247 |
| Securities issued by states & political subdivisions | $2,245,000 | 4,209 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,892,000 | 4,010 |
| Mortgage-backed securities | $6,408,000 | 3,654 |
| Certificates of participation in pools of residential mortgages | $6,223,000 | 3,078 |
| Issued or guaranteed by U.S. | $6,223,000 | 3,070 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $185,000 | 3,430 |
| CMOs issued by government agencies or sponsored agencies | $185,000 | 3,143 |
| 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) | $2,245,000 | 2,739 |
| Available-for-sale securities (fair market value) | $11,622,000 | 5,496 |
| Total debt securities | $13,864,000 | 5,716 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,656 |
| Fair value | $248,000 | 2,685 |
| 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 | $13,463,000 | 5,844 |
| U.S. Government securities | $11,128,000 | 5,477 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $11,128,000 | 5,326 |
| Securities issued by states & political subdivisions | $2,335,000 | 4,147 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,907,000 | 3,699 |
| Mortgage-backed securities | $4,297,000 | 4,289 |
| Certificates of participation in pools of residential mortgages | $3,641,000 | 3,880 |
| Issued or guaranteed by U.S. | $3,641,000 | 3,872 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $656,000 | 3,004 |
| CMOs issued by government agencies or sponsored agencies | $656,000 | 2,743 |
| 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) | $2,335,000 | 2,690 |
| Available-for-sale securities (fair market value) | $11,128,000 | 5,602 |
| Total debt securities | $13,463,000 | 5,760 |
| 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 | $11,475,000 | 6,305 |
| U.S. Government securities | $9,466,000 | 5,917 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $9,466,000 | 5,749 |
| Securities issued by states & political subdivisions | $2,009,000 | 4,388 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,854,000 | 3,893 |
| Mortgage-backed securities | $3,034,000 | 4,718 |
| Certificates of participation in pools of residential mortgages | $1,981,000 | 4,617 |
| Issued or guaranteed by U.S. | $1,981,000 | 4,598 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,053,000 | 2,734 |
| CMOs issued by government agencies or sponsored agencies | $1,053,000 | 2,594 |
| 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) | $2,009,000 | 2,854 |
| Available-for-sale securities (fair market value) | $9,466,000 | 5,985 |
| Total debt securities | $11,473,000 | 6,220 |
| 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 | $11,011,000 | 6,327 |
| U.S. Government securities | $9,276,000 | 5,807 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $9,276,000 | 5,633 |
| Securities issued by states & political subdivisions | $1,735,000 | 4,590 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,926,000 | 3,802 |
| Mortgage-backed securities | $3,163,000 | 4,663 |
| Certificates of participation in pools of residential mortgages | $1,963,000 | 4,608 |
| Issued or guaranteed by U.S. | $1,963,000 | 4,587 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,200,000 | 2,695 |
| CMOs issued by government agencies or sponsored agencies | $1,200,000 | 2,549 |
| 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) | $1,735,000 | 3,008 |
| Available-for-sale securities (fair market value) | $9,276,000 | 5,932 |
| Total debt securities | $11,010,000 | 6,237 |
| 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 | $10,826,000 | 6,287 |
| U.S. Government securities | $8,935,000 | 5,830 |
| U.S. Treasury securities | $50,000 | 2,310 |
| U.S. Government agency obligations | $8,885,000 | 5,670 |
| Securities issued by states & political subdivisions | $1,891,000 | 4,448 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,354,000 | 3,660 |
| Mortgage-backed securities | $2,627,000 | 4,984 |
| Certificates of participation in pools of residential mortgages | $2,176,000 | 4,569 |
| Issued or guaranteed by U.S. | $2,176,000 | 4,551 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $451,000 | 3,515 |
| CMOs issued by government agencies or sponsored agencies | $451,000 | 3,351 |
| 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) | $1,891,000 | 2,956 |
| Available-for-sale securities (fair market value) | $8,935,000 | 5,978 |
| Total debt securities | $10,826,000 | 6,202 |
| 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 | $12,117,000 | 6,065 |
| U.S. Government securities | $10,225,000 | 5,525 |
| U.S. Treasury securities | $51,000 | 2,368 |
| U.S. Government agency obligations | $10,174,000 | 5,353 |
| Securities issued by states & political subdivisions | $1,892,000 | 4,379 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,909,000 | 3,520 |
| Mortgage-backed securities | $3,160,000 | 4,809 |
| Certificates of participation in pools of residential mortgages | $2,695,000 | 4,319 |
| Issued or guaranteed by U.S. | $2,695,000 | 4,303 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $465,000 | 3,610 |
| CMOs issued by government agencies or sponsored agencies | $465,000 | 3,442 |
| 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) | $1,892,000 | 3,016 |
| Available-for-sale securities (fair market value) | $10,225,000 | 5,674 |
| Total debt securities | $12,117,000 | 5,965 |
| 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 | $11,442,000 | 6,197 |
| U.S. Government securities | $9,549,000 | 5,702 |
| U.S. Treasury securities | $51,000 | 2,526 |
| U.S. Government agency obligations | $9,498,000 | 5,520 |
| Securities issued by states & political subdivisions | $1,893,000 | 4,374 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,720,000 | 3,554 |
| Mortgage-backed securities | $2,040,000 | 5,292 |
| Certificates of participation in pools of residential mortgages | $1,784,000 | 4,783 |
| Issued or guaranteed by U.S. | $1,784,000 | 4,765 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $256,000 | 3,871 |
| CMOs issued by government agencies or sponsored agencies | $256,000 | 3,702 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,893,000 | 3,088 |
| Available-for-sale securities (fair market value) | $9,549,000 | 5,823 |
| Total debt securities | $11,441,000 | 6,098 |
| 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 | $10,886,000 | 6,299 |
| U.S. Government securities | $8,827,000 | 5,835 |
| U.S. Treasury securities | $153,000 | 3,029 |
| U.S. Government agency obligations | $8,674,000 | 5,662 |
| Securities issued by states & political subdivisions | $2,059,000 | 4,291 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,110,000 | 3,391 |
| Mortgage-backed securities | $1,210,000 | 5,740 |
| Certificates of participation in pools of residential mortgages | $1,210,000 | 5,057 |
| Issued or guaranteed by U.S. | $1,210,000 | 5,031 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,059,000 | 3,160 |
| Available-for-sale securities (fair market value) | $8,827,000 | 5,917 |
| Total debt securities | $10,885,000 | 6,203 |
| 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 | $9,995,000 | 6,795 |
| U.S. Government securities | $7,676,000 | 6,640 |
| U.S. Treasury securities | $250,000 | 3,826 |
| U.S. Government agency obligations | $7,426,000 | 6,377 |
| Securities issued by states & political subdivisions | $2,319,000 | 4,156 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,306,000 | 3,832 |
| Mortgage-backed securities | $653,000 | 5,907 |
| Certificates of participation in pools of residential mortgages | $653,000 | 5,205 |
| Issued or guaranteed by U.S. | $653,000 | 5,191 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,319,000 | 3,704 |
| Available-for-sale securities (fair market value) | $7,676,000 | 6,359 |
| Total debt securities | $9,995,000 | 6,655 |
| 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 | $9,674,000 | 7,170 |
| U.S. Government securities | $7,385,000 | 7,026 |
| U.S. Treasury securities | $1,196,000 | 3,391 |
| U.S. Government agency obligations | $6,189,000 | 7,000 |
| Securities issued by states & political subdivisions | $2,289,000 | 4,392 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,700,000 | 4,012 |
| Mortgage-backed securities | $814,000 | 6,050 |
| Certificates of participation in pools of residential mortgages | $814,000 | 5,273 |
| Issued or guaranteed by U.S. | $814,000 | 5,264 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,289,000 | 4,070 |
| Available-for-sale securities (fair market value) | $7,385,000 | 6,645 |
| Total debt securities | $9,674,000 | 7,054 |
| 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 | $7,966,000 | 7,716 |
| U.S. Government securities | $5,552,000 | 7,781 |
| U.S. Treasury securities | $1,120,000 | 4,767 |
| U.S. Government agency obligations | $4,432,000 | 7,493 |
| Securities issued by states & political subdivisions | $2,414,000 | 4,408 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,809,000 | 4,387 |
| Mortgage-backed securities | $492,000 | 6,701 |
| Certificates of participation in pools of residential mortgages | $492,000 | 5,990 |
| Issued or guaranteed by U.S. | $492,000 | 5,975 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,414,000 | 4,503 |
| Available-for-sale securities (fair market value) | $5,552,000 | 7,166 |
| Total debt securities | $7,966,000 | 7,583 |
| 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 | $8,454,000 | 7,935 |
| U.S. Government securities | $6,212,000 | 7,996 |
| U.S. Treasury securities | $2,259,000 | 4,871 |
| U.S. Government agency obligations | $3,953,000 | 7,858 |
| Securities issued by states & political subdivisions | $2,242,000 | 4,395 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,154,000 | 4,426 |
| Mortgage-backed securities | $453,000 | 7,084 |
| Certificates of participation in pools of residential mortgages | $254,000 | 6,755 |
| Issued or guaranteed by U.S. | $254,000 | 6,734 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $199,000 | 4,542 |
| CMOs issued by government agencies or sponsored agencies | $199,000 | 4,378 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,242,000 | 5,462 |
| Available-for-sale securities (fair market value) | $6,212,000 | 6,989 |
| Total debt securities | $8,454,000 | 7,807 |
| 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 | $10,500,000 | 7,757 |
| U.S. Government securities | $8,362,000 | 7,672 |
| U.S. Treasury securities | $2,252,000 | 5,709 |
| U.S. Government agency obligations | $6,110,000 | 7,066 |
| Securities issued by states & political subdivisions | $2,138,000 | 4,658 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,926,000 | 4,668 |
| Mortgage-backed securities | $847,000 | 7,065 |
| Certificates of participation in pools of residential mortgages | $298,000 | 7,170 |
| Issued or guaranteed by U.S. | $298,000 | 7,151 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $549,000 | 4,359 |
| CMOs issued by government agencies or sponsored agencies | $549,000 | 4,205 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,138,000 | 6,178 |
| Available-for-sale securities (fair market value) | $8,362,000 | 6,508 |
| Total debt securities | $10,500,000 | 7,625 |
| 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 | $7,236,000 | 9,283 |
| U.S. Government securities | $5,366,000 | 9,362 |
| U.S. Treasury securities | $1,554,000 | 7,637 |
| U.S. Government agency obligations | $3,812,000 | 8,443 |
| Securities issued by states & political subdivisions | $1,870,000 | 5,056 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,907,000 | 6,052 |
| Mortgage-backed securities | $820,000 | 7,536 |
| Certificates of participation in pools of residential mortgages | $28,000 | 8,698 |
| Issued or guaranteed by U.S. | $28,000 | 8,664 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $792,000 | 4,510 |
| CMOs issued by government agencies or sponsored agencies | $792,000 | 4,335 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,870,000 | 6,757 |
| Available-for-sale securities (fair market value) | $5,366,000 | 7,849 |
| Total debt securities | $7,236,000 | 9,177 |
| 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 | $7,636,000 | 9,687 |
| U.S. Government securities | $5,782,000 | 9,751 |
| U.S. Treasury securities | $1,985,000 | 8,298 |
| U.S. Government agency obligations | $3,797,000 | 8,529 |
| Securities issued by states & political subdivisions | $1,854,000 | 5,398 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,120,000 | 5,973 |
| Mortgage-backed securities | $595,000 | 8,364 |
| Certificates of participation in pools of residential mortgages | $35,000 | 9,154 |
| Issued or guaranteed by U.S. | $35,000 | 9,124 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $560,000 | 5,132 |
| CMOs issued by government agencies or sponsored agencies | $560,000 | 4,909 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,854,000 | 10,155 |
| Available-for-sale securities (fair market value) | $5,782,000 | 6,472 |
| Total debt securities | $7,636,000 | 9,580 |
| 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 | $8,169,000 | 9,811 |
| U.S. Government securities | $6,177,000 | 9,843 |
| U.S. Treasury securities | $3,073,000 | 7,256 |
| U.S. Government agency obligations | $3,104,000 | 9,295 |
| Securities issued by states & political subdivisions | $1,992,000 | 5,319 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,218,000 | 5,789 |
| Mortgage-backed securities | $454,000 | 9,345 |
| Certificates of participation in pools of residential mortgages | $56,000 | 9,596 |
| Issued or guaranteed by U.S. | $56,000 | 9,545 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $398,000 | 5,942 |
| CMOs issued by government agencies or sponsored agencies | $398,000 | 5,695 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $8,169,000 | 9,653 |
| 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 | $7,353,000 | 10,341 |
| U.S. Government securities | $5,409,000 | 10,528 |
| U.S. Treasury securities | $2,623,000 | 7,935 |
| U.S. Government agency obligations | $2,786,000 | 9,731 |
| Securities issued by states & political subdivisions | $1,944,000 | 5,105 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,703,000 | 6,289 |
| Mortgage-backed securities | $636,000 | 9,511 |
| Certificates of participation in pools of residential mortgages | $104,000 | 9,789 |
| Issued or guaranteed by U.S. | $104,000 | 9,718 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $532,000 | 5,740 |
| CMOs issued by government agencies or sponsored agencies | $532,000 | 5,306 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $7,353,000 | 10,203 |
| 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 |