Home > Bank of the Lowcountry > Securities
Bank of the Lowcountry, Securities
| 2023-12-31 | Rank | |
| Total securities | $99,651,000 | 1,714 |
| U.S. Government securities | $59,845,000 | 1,668 |
| U.S. Treasury securities | $6,928,000 | 1,627 |
| U.S. Government agency obligations | $52,917,000 | 1,548 |
| Securities issued by states & political subdivisions | $37,217,000 | 1,158 |
| Other domestic debt securities | $2,589,000 | 1,648 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,589,000 | 405 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,564,000 | 1,359 |
| Mortgage-backed securities | $51,098,000 | 1,247 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $16,570,000 | 1,629 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $32,590,000 | 528 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $1,938,000 | 950 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $99,651,000 | 1,515 |
| Total debt securities | $99,650,000 | 1,699 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 539 |
| Fair value | $1,819,000 | 591 |
| 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 | $81,004,000 | 1,950 |
| U.S. Government securities | $44,262,000 | 2,015 |
| U.S. Treasury securities | $6,859,000 | 1,686 |
| U.S. Government agency obligations | $37,403,000 | 1,904 |
| Securities issued by states & political subdivisions | $34,080,000 | 1,211 |
| Other domestic debt securities | $2,662,000 | 1,632 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,662,000 | 383 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,716,000 | 1,340 |
| Mortgage-backed securities | $35,642,000 | 1,531 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $15,402,000 | 1,654 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $18,350,000 | 747 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $1,890,000 | 945 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $81,004,000 | 1,734 |
| Total debt securities | $81,003,000 | 1,935 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 558 |
| Fair value | $1,761,000 | 605 |
| 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 | $69,271,000 | 2,206 |
| U.S. Government securities | $30,325,000 | 2,495 |
| U.S. Treasury securities | $6,802,000 | 1,720 |
| U.S. Government agency obligations | $23,523,000 | 2,448 |
| Securities issued by states & political subdivisions | $36,263,000 | 1,215 |
| Other domestic debt securities | $2,683,000 | 1,638 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,683,000 | 380 |
| Structured financial products - Total | $0 | 680 |
| 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 | $39,077,000 | 1,632 |
| Mortgage-backed securities | $21,744,000 | 1,963 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $16,437,000 | 1,656 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,401,000 | 1,623 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $1,906,000 | 950 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $69,271,000 | 1,980 |
| Total debt securities | $69,269,000 | 2,191 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 597 |
| Fair value | $1,779,000 | 642 |
| 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 | $70,498,000 | 2,269 |
| U.S. Government securities | $31,267,000 | 2,547 |
| U.S. Treasury securities | $6,813,000 | 1,784 |
| U.S. Government agency obligations | $24,454,000 | 2,418 |
| Securities issued by states & political subdivisions | $36,463,000 | 1,242 |
| Other domestic debt securities | $2,768,000 | 1,662 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,768,000 | 380 |
| Structured financial products - Total | $0 | 681 |
| 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 | $37,737,000 | 1,619 |
| Mortgage-backed securities | $22,638,000 | 1,980 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $17,205,000 | 1,657 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,493,000 | 1,648 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $1,940,000 | 966 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $70,498,000 | 2,031 |
| Total debt securities | $70,498,000 | 2,249 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 626 |
| Fair value | $1,816,000 | 675 |
| 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 | $75,636,000 | 2,184 |
| U.S. Government securities | $31,393,000 | 2,548 |
| U.S. Treasury securities | $6,754,000 | 1,835 |
| U.S. Government agency obligations | $24,639,000 | 2,412 |
| Securities issued by states & political subdivisions | $41,223,000 | 1,152 |
| Other domestic debt securities | $3,020,000 | 1,638 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,020,000 | 375 |
| Structured financial products - Total | $0 | 699 |
| 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 | $37,298,000 | 1,530 |
| Mortgage-backed securities | $22,860,000 | 1,998 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $17,395,000 | 1,671 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,544,000 | 1,659 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $1,921,000 | 963 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $75,636,000 | 1,958 |
| Total debt securities | $75,635,000 | 2,167 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 654 |
| Fair value | $1,779,000 | 697 |
| 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 | $74,510,000 | 2,220 |
| U.S. Government securities | $31,660,000 | 2,577 |
| U.S. Treasury securities | $6,738,000 | 1,856 |
| U.S. Government agency obligations | $24,922,000 | 2,421 |
| Securities issued by states & political subdivisions | $39,594,000 | 1,186 |
| Other domestic debt securities | $3,256,000 | 1,578 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,256,000 | 361 |
| 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 | $36,226,000 | 1,492 |
| Mortgage-backed securities | $23,154,000 | 2,002 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $17,557,000 | 1,688 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,685,000 | 1,655 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $1,912,000 | 999 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $74,510,000 | 2,000 |
| Total debt securities | $74,510,000 | 2,204 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 642 |
| Fair value | $1,768,000 | 683 |
| 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 | $78,009,000 | 2,175 |
| U.S. Government securities | $33,238,000 | 2,538 |
| U.S. Treasury securities | $6,838,000 | 1,824 |
| U.S. Government agency obligations | $26,400,000 | 2,394 |
| Securities issued by states & political subdivisions | $41,446,000 | 1,197 |
| Other domestic debt securities | $3,325,000 | 1,497 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,325,000 | 365 |
| 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 | $53,931,000 | 1,115 |
| Mortgage-backed securities | $24,569,000 | 2,005 |
| Certificates of participation in pools of residential mortgages | $18,738,000 | 1,717 |
| Issued or guaranteed by U.S. | $18,738,000 | 1,680 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $3,854,000 | 1,725 |
| CMOs issued by government agencies or sponsored agencies | $3,854,000 | 1,656 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $1,977,000 | 1,511 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $1,977,000 | 1,062 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $78,009,000 | 2,006 |
| Total debt securities | $78,009,000 | 2,163 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 622 |
| Fair value | $1,831,000 | 676 |
| 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 | $85,618,000 | 2,032 |
| U.S. Government securities | $15,454,000 | 3,358 |
| U.S. Treasury securities | $6,919,000 | 1,620 |
| U.S. Government agency obligations | $8,535,000 | 3,448 |
| Securities issued by states & political subdivisions | $46,132,000 | 1,107 |
| Other domestic debt securities | $24,032,000 | 611 |
| Privately issued residential mortgage-backed securities | $20,493,000 | 169 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,539,000 | 370 |
| 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 | $51,360,000 | 1,130 |
| Mortgage-backed securities | $27,124,000 | 1,940 |
| Certificates of participation in pools of residential mortgages | $20,884,000 | 1,655 |
| Issued or guaranteed by U.S. | $391,000 | 3,583 |
| Privately issued | $20,493,000 | 36 |
| Collaterized mortgage obligations | $4,199,000 | 1,691 |
| CMOs issued by government agencies or sponsored agencies | $4,199,000 | 1,622 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $2,041,000 | 1,501 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $2,041,000 | 1,043 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $85,618,000 | 1,883 |
| Total debt securities | $85,617,000 | 2,014 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 544 |
| Fair value | $1,904,000 | 573 |
| 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 | $87,665,000 | 1,946 |
| U.S. Government securities | $31,852,000 | 2,406 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $31,852,000 | 2,175 |
| Securities issued by states & political subdivisions | $52,076,000 | 1,026 |
| Other domestic debt securities | $3,737,000 | 1,409 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,737,000 | 374 |
| 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 | $44,432,000 | 1,249 |
| Mortgage-backed securities | $29,866,000 | 1,867 |
| Certificates of participation in pools of residential mortgages | $23,213,000 | 1,572 |
| Issued or guaranteed by U.S. | $23,213,000 | 1,539 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $4,509,000 | 1,647 |
| CMOs issued by government agencies or sponsored agencies | $4,509,000 | 1,594 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $2,144,000 | 1,465 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $2,144,000 | 1,019 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $87,665,000 | 1,817 |
| Total debt securities | $87,665,000 | 1,930 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 475 |
| Fair value | $1,986,000 | 491 |
| 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 | $87,838,000 | 1,867 |
| U.S. Government securities | $34,197,000 | 2,241 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $34,197,000 | 2,074 |
| Securities issued by states & political subdivisions | $49,828,000 | 1,044 |
| Other domestic debt securities | $3,813,000 | 1,340 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,813,000 | 375 |
| 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 | $44,432,000 | 1,222 |
| Mortgage-backed securities | $32,198,000 | 1,779 |
| Certificates of participation in pools of residential mortgages | $25,168,000 | 1,486 |
| Issued or guaranteed by U.S. | $25,168,000 | 1,452 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $4,840,000 | 1,602 |
| CMOs issued by government agencies or sponsored agencies | $4,840,000 | 1,558 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $2,190,000 | 1,467 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $2,190,000 | 1,008 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $87,838,000 | 1,749 |
| Total debt securities | $87,838,000 | 1,853 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 418 |
| Fair value | $1,999,000 | 435 |
| 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 | $89,316,000 | 1,779 |
| U.S. Government securities | $36,132,000 | 2,110 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $36,132,000 | 1,960 |
| Securities issued by states & political subdivisions | $49,318,000 | 1,017 |
| Other domestic debt securities | $3,866,000 | 1,302 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,866,000 | 379 |
| 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 | $43,122,000 | 1,238 |
| Mortgage-backed securities | $34,136,000 | 1,671 |
| Certificates of participation in pools of residential mortgages | $26,765,000 | 1,370 |
| Issued or guaranteed by U.S. | $26,765,000 | 1,337 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $5,170,000 | 1,515 |
| CMOs issued by government agencies or sponsored agencies | $5,170,000 | 1,476 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $2,201,000 | 1,452 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $2,201,000 | 994 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $89,316,000 | 1,661 |
| Total debt securities | $89,316,000 | 1,764 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 366 |
| Fair value | $1,996,000 | 407 |
| 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 | $84,172,000 | 1,739 |
| U.S. Government securities | $34,086,000 | 2,053 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $34,086,000 | 1,923 |
| Securities issued by states & political subdivisions | $46,183,000 | 1,025 |
| Other domestic debt securities | $3,903,000 | 1,256 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,903,000 | 377 |
| 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 | $38,720,000 | 1,300 |
| Mortgage-backed securities | $34,086,000 | 1,608 |
| Certificates of participation in pools of residential mortgages | $26,365,000 | 1,334 |
| Issued or guaranteed by U.S. | $26,365,000 | 1,297 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $5,526,000 | 1,447 |
| CMOs issued by government agencies or sponsored agencies | $5,526,000 | 1,404 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $2,195,000 | 1,423 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $2,195,000 | 950 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $84,172,000 | 1,612 |
| Total debt securities | $84,172,000 | 1,723 |
| 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 | $87,517,000 | 1,554 |
| U.S. Government securities | $39,247,000 | 1,743 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $39,247,000 | 1,657 |
| Securities issued by states & political subdivisions | $44,370,000 | 1,027 |
| Other domestic debt securities | $3,900,000 | 1,200 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,900,000 | 356 |
| 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 | $38,550,000 | 1,276 |
| Mortgage-backed securities | $39,247,000 | 1,396 |
| Certificates of participation in pools of residential mortgages | $31,214,000 | 1,078 |
| Issued or guaranteed by U.S. | $31,214,000 | 1,055 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $5,789,000 | 1,429 |
| CMOs issued by government agencies or sponsored agencies | $5,789,000 | 1,384 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $2,244,000 | 1,366 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $2,244,000 | 910 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $87,517,000 | 1,449 |
| Total debt securities | $87,515,000 | 1,542 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $86,061,000 | 1,502 |
| U.S. Government securities | $38,444,000 | 1,721 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $38,444,000 | 1,639 |
| Securities issued by states & political subdivisions | $43,836,000 | 965 |
| Other domestic debt securities | $3,781,000 | 1,171 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,781,000 | 352 |
| 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 | $37,317,000 | 1,280 |
| Mortgage-backed securities | $38,444,000 | 1,399 |
| Certificates of participation in pools of residential mortgages | $24,134,000 | 1,249 |
| Issued or guaranteed by U.S. | $24,134,000 | 1,216 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $6,069,000 | 1,427 |
| CMOs issued by government agencies or sponsored agencies | $6,069,000 | 1,388 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $8,241,000 | 847 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $8,241,000 | 543 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $86,061,000 | 1,408 |
| Total debt securities | $86,063,000 | 1,492 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $77,990,000 | 1,580 |
| U.S. Government securities | $36,735,000 | 1,772 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $36,735,000 | 1,676 |
| Securities issued by states & political subdivisions | $37,474,000 | 1,026 |
| Other domestic debt securities | $3,781,000 | 1,111 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,781,000 | 310 |
| 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 | $42,657,000 | 1,170 |
| Mortgage-backed securities | $36,735,000 | 1,419 |
| Certificates of participation in pools of residential mortgages | $22,181,000 | 1,275 |
| Issued or guaranteed by U.S. | $22,181,000 | 1,239 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $6,379,000 | 1,439 |
| CMOs issued by government agencies or sponsored agencies | $6,379,000 | 1,400 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $8,175,000 | 824 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $8,175,000 | 526 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $77,990,000 | 1,472 |
| Total debt securities | $77,989,000 | 1,565 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $79,112,000 | 1,504 |
| U.S. Government securities | $44,641,000 | 1,563 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $44,641,000 | 1,482 |
| Securities issued by states & political subdivisions | $30,829,000 | 1,111 |
| Other domestic debt securities | $3,642,000 | 1,074 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,642,000 | 294 |
| 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 | $40,912,000 | 1,145 |
| Mortgage-backed securities | $34,690,000 | 1,454 |
| Certificates of participation in pools of residential mortgages | $20,174,000 | 1,373 |
| Issued or guaranteed by U.S. | $20,174,000 | 1,335 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $6,445,000 | 1,447 |
| CMOs issued by government agencies or sponsored agencies | $6,445,000 | 1,412 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $8,071,000 | 812 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $8,071,000 | 527 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $79,112,000 | 1,395 |
| Total debt securities | $79,111,000 | 1,489 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $65,111,000 | 1,742 |
| U.S. Government securities | $31,555,000 | 1,995 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $31,555,000 | 1,885 |
| Securities issued by states & political subdivisions | $19,891,000 | 1,535 |
| Other domestic debt securities | $13,665,000 | 555 |
| Privately issued residential mortgage-backed securities | $9,861,000 | 171 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $3,804,000 | 273 |
| 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 | $42,594,000 | 1,086 |
| Mortgage-backed securities | $24,062,000 | 1,776 |
| Certificates of participation in pools of residential mortgages | $9,911,000 | 2,001 |
| Issued or guaranteed by U.S. | $50,000 | 3,918 |
| Privately issued | $9,861,000 | 60 |
| Collaterized mortgage obligations | $6,588,000 | 1,435 |
| CMOs issued by government agencies or sponsored agencies | $6,588,000 | 1,395 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $7,563,000 | 816 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $7,563,000 | 521 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $65,111,000 | 1,608 |
| Total debt securities | $65,112,000 | 1,725 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $62,672,000 | 1,779 |
| U.S. Government securities | $32,781,000 | 1,967 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $32,781,000 | 1,868 |
| Securities issued by states & political subdivisions | $17,818,000 | 1,655 |
| Other domestic debt securities | $12,073,000 | 590 |
| Privately issued residential mortgage-backed securities | $8,104,000 | 179 |
| Commercial mortgage-backed securities - Total | $104,000 | 176 |
| Asset backed securities | $3,865,000 | 256 |
| 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 | $50,177,000 | 958 |
| Mortgage-backed securities | $22,626,000 | 1,797 |
| Certificates of participation in pools of residential mortgages | $8,155,000 | 2,164 |
| Issued or guaranteed by U.S. | $51,000 | 3,950 |
| Privately issued | $8,104,000 | 69 |
| Collaterized mortgage obligations | $6,645,000 | 1,437 |
| CMOs issued by government agencies or sponsored agencies | $6,645,000 | 1,399 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $7,826,000 | 796 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $7,826,000 | 499 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $62,672,000 | 1,642 |
| Total debt securities | $62,672,000 | 1,760 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $63,930,000 | 1,774 |
| U.S. Government securities | $38,664,000 | 1,805 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $38,664,000 | 1,705 |
| Securities issued by states & political subdivisions | $15,538,000 | 1,858 |
| Other domestic debt securities | $9,728,000 | 635 |
| Privately issued residential mortgage-backed securities | $2,105,000 | 301 |
| Commercial mortgage-backed securities - Total | $205,000 | 172 |
| Asset backed securities | $5,411,000 | 212 |
| Structured financial products - Total | $2,007,000 | 96 |
| 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 | $50,990,000 | 973 |
| Mortgage-backed securities | $22,166,000 | 1,796 |
| Certificates of participation in pools of residential mortgages | $70,000 | 4,025 |
| Issued or guaranteed by U.S. | $52,000 | 3,980 |
| Privately issued | $18,000 | 227 |
| Collaterized mortgage obligations | $14,294,000 | 952 |
| CMOs issued by government agencies or sponsored agencies | $12,207,000 | 1,017 |
| Privately issued | $2,087,000 | 191 |
| Commercial mortgage-backed securities | $7,802,000 | 783 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $7,802,000 | 471 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $63,930,000 | 1,639 |
| Total debt securities | $63,929,000 | 1,759 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $63,946,000 | 1,798 |
| U.S. Government securities | $23,491,000 | 2,462 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $23,491,000 | 2,326 |
| Securities issued by states & political subdivisions | $27,387,000 | 1,251 |
| Other domestic debt securities | $13,068,000 | 532 |
| Privately issued residential mortgage-backed securities | $5,326,000 | 202 |
| Commercial mortgage-backed securities - Total | $331,000 | 162 |
| Asset backed securities | $5,404,000 | 200 |
| Structured financial products - Total | $2,007,000 | 92 |
| 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 | $48,000,000 | 1,035 |
| Mortgage-backed securities | $11,250,000 | 2,494 |
| Certificates of participation in pools of residential mortgages | $3,105,000 | 3,007 |
| Issued or guaranteed by U.S. | $55,000 | 4,014 |
| Privately issued | $3,050,000 | 100 |
| Collaterized mortgage obligations | $5,779,000 | 1,488 |
| CMOs issued by government agencies or sponsored agencies | $3,503,000 | 1,762 |
| Privately issued | $2,276,000 | 192 |
| Commercial mortgage-backed securities | $2,366,000 | 1,171 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $2,366,000 | 683 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $63,946,000 | 1,660 |
| Total debt securities | $63,946,000 | 1,781 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $63,622,000 | 1,822 |
| U.S. Government securities | $23,382,000 | 2,489 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $23,382,000 | 2,355 |
| Securities issued by states & political subdivisions | $26,651,000 | 1,302 |
| Other domestic debt securities | $13,589,000 | 513 |
| Privately issued residential mortgage-backed securities | $5,562,000 | 182 |
| Commercial mortgage-backed securities - Total | $595,000 | 142 |
| Asset backed securities | $7,432,000 | 170 |
| 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 | $32,905,000 | 1,401 |
| Mortgage-backed securities | $11,683,000 | 2,468 |
| Certificates of participation in pools of residential mortgages | $3,151,000 | 3,007 |
| Issued or guaranteed by U.S. | $59,000 | 4,061 |
| Privately issued | $3,092,000 | 76 |
| Collaterized mortgage obligations | $5,942,000 | 1,472 |
| CMOs issued by government agencies or sponsored agencies | $3,472,000 | 1,781 |
| Privately issued | $2,470,000 | 181 |
| Commercial mortgage-backed securities | $2,590,000 | 1,116 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $2,590,000 | 635 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $63,622,000 | 1,680 |
| Total debt securities | $63,621,000 | 1,808 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $65,551,000 | 1,796 |
| U.S. Government securities | $27,306,000 | 2,282 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $27,306,000 | 2,177 |
| Securities issued by states & political subdivisions | $27,398,000 | 1,276 |
| Other domestic debt securities | $10,847,000 | 550 |
| Privately issued residential mortgage-backed securities | $2,676,000 | 210 |
| Commercial mortgage-backed securities - Total | $727,000 | 132 |
| Asset backed securities | $7,444,000 | 165 |
| 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 | $36,130,000 | 1,297 |
| Mortgage-backed securities | $12,760,000 | 2,399 |
| Certificates of participation in pools of residential mortgages | $3,933,000 | 2,880 |
| Issued or guaranteed by U.S. | $3,933,000 | 2,860 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $6,156,000 | 1,427 |
| CMOs issued by government agencies or sponsored agencies | $3,480,000 | 1,740 |
| Privately issued | $2,676,000 | 177 |
| Commercial mortgage-backed securities | $2,671,000 | 1,087 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $2,671,000 | 631 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $65,551,000 | 1,652 |
| Total debt securities | $65,551,000 | 1,777 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $67,101,000 | 1,797 |
| U.S. Government securities | $28,029,000 | 2,245 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $28,029,000 | 2,145 |
| Securities issued by states & political subdivisions | $27,861,000 | 1,306 |
| Other domestic debt securities | $11,211,000 | 617 |
| Privately issued residential mortgage-backed securities | $2,859,000 | 353 |
| Commercial mortgage-backed securities - Total | $921,000 | 119 |
| Asset backed securities | $7,431,000 | 157 |
| 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 | $23,477,000 | 1,758 |
| Mortgage-backed securities | $13,484,000 | 2,378 |
| Certificates of participation in pools of residential mortgages | $4,137,000 | 2,887 |
| Issued or guaranteed by U.S. | $4,137,000 | 2,744 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $6,460,000 | 1,411 |
| CMOs issued by government agencies or sponsored agencies | $3,601,000 | 1,743 |
| Privately issued | $2,859,000 | 180 |
| Commercial mortgage-backed securities | $2,887,000 | 1,030 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $2,887,000 | 602 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $67,101,000 | 1,649 |
| Total debt securities | $67,100,000 | 1,778 |
| 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 | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $66,121,000 | 1,842 |
| U.S. Government securities | $26,781,000 | 2,370 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $26,781,000 | 2,272 |
| Securities issued by states & political subdivisions | $27,908,000 | 1,328 |
| Other domestic debt securities | $11,432,000 | 535 |
| Privately issued residential mortgage-backed securities | $942,000 | 278 |
| Commercial mortgage-backed securities - Total | $3,036,000 | 89 |
| Asset backed securities | $7,454,000 | 148 |
| 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 | $23,488,000 | 1,779 |
| Mortgage-backed securities | $11,984,000 | 2,496 |
| Certificates of participation in pools of residential mortgages | $4,330,000 | 2,894 |
| Issued or guaranteed by U.S. | $4,330,000 | 2,887 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,618,000 | 1,623 |
| CMOs issued by government agencies or sponsored agencies | $3,676,000 | 1,712 |
| Privately issued | $942,000 | 260 |
| Commercial mortgage-backed securities | $3,036,000 | 879 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $3,036,000 | 563 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $66,121,000 | 1,691 |
| Total debt securities | $66,123,000 | 1,824 |
| Structured notes | ||
| Amortized cost | $1,949,000 | 480 |
| Fair value | $1,939,000 | 466 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $64,890,000 | 1,891 |
| U.S. Government securities | $35,105,000 | 1,995 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $35,105,000 | 1,904 |
| Securities issued by states & political subdivisions | $29,785,000 | 1,297 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,021,000 | 1,845 |
| Mortgage-backed securities | $11,784,000 | 2,532 |
| Certificates of participation in pools of residential mortgages | $4,598,000 | 2,877 |
| Issued or guaranteed by U.S. | $4,598,000 | 2,872 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $3,844,000 | 1,725 |
| CMOs issued by government agencies or sponsored agencies | $3,844,000 | 1,671 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $3,342,000 | 836 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $3,342,000 | 535 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $64,890,000 | 1,752 |
| Total debt securities | $64,891,000 | 1,875 |
| Structured notes | ||
| Amortized cost | $3,874,000 | 285 |
| Fair value | $3,876,000 | 279 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $66,048,000 | 1,879 |
| U.S. Government securities | $29,838,000 | 2,253 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $29,838,000 | 2,156 |
| Securities issued by states & political subdivisions | $34,180,000 | 1,149 |
| Other domestic debt securities | $2,030,000 | 1,208 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $2,030,000 | 968 |
| 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 | $22,865,000 | 1,882 |
| Mortgage-backed securities | $6,960,000 | 3,040 |
| Certificates of participation in pools of residential mortgages | $4,868,000 | 2,878 |
| Issued or guaranteed by U.S. | $4,868,000 | 2,875 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $27,000 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $27,000 | 2,909 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $2,065,000 | 993 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $2,065,000 | 614 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $66,048,000 | 1,738 |
| Total debt securities | $66,048,000 | 1,862 |
| Structured notes | ||
| Amortized cost | $1,932,000 | 504 |
| Fair value | $1,931,000 | 499 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $52,702,000 | 2,268 |
| U.S. Government securities | $36,051,000 | 2,002 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $36,051,000 | 1,905 |
| Securities issued by states & political subdivisions | $14,625,000 | 2,277 |
| Other domestic debt securities | $2,026,000 | 1,227 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $2,026,000 | 991 |
| 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 | $27,971,000 | 1,676 |
| Mortgage-backed securities | $5,120,000 | 3,339 |
| Certificates of participation in pools of residential mortgages | $5,092,000 | 2,882 |
| Issued or guaranteed by U.S. | $5,092,000 | 2,879 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $28,000 | 3,027 |
| CMOs issued by government agencies or sponsored agencies | $28,000 | 2,932 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $52,702,000 | 2,080 |
| Total debt securities | $52,703,000 | 2,248 |
| 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 | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $50,743,000 | 2,364 |
| U.S. Government securities | $35,743,000 | 2,052 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $35,743,000 | 1,957 |
| Securities issued by states & political subdivisions | $14,006,000 | 2,349 |
| Other domestic debt securities | $994,000 | 1,602 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $994,000 | 1,321 |
| 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 | $24,901,000 | 1,814 |
| Mortgage-backed securities | $5,265,000 | 3,369 |
| Certificates of participation in pools of residential mortgages | $5,231,000 | 2,913 |
| Issued or guaranteed by U.S. | $5,231,000 | 2,910 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $34,000 | 3,062 |
| CMOs issued by government agencies or sponsored agencies | $34,000 | 2,969 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $50,743,000 | 2,161 |
| Total debt securities | $50,743,000 | 2,347 |
| 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 | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $49,742,000 | 2,376 |
| U.S. Government securities | $35,643,000 | 2,039 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $35,643,000 | 1,938 |
| Securities issued by states & political subdivisions | $13,116,000 | 2,440 |
| Other domestic debt securities | $983,000 | 1,612 |
| 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 | $983,000 | 1,329 |
| 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 | $22,407,000 | 1,938 |
| Mortgage-backed securities | $5,424,000 | 3,362 |
| Certificates of participation in pools of residential mortgages | $5,379,000 | 2,899 |
| Issued or guaranteed by U.S. | $5,379,000 | 2,893 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $45,000 | 3,060 |
| CMOs issued by government agencies or sponsored agencies | $45,000 | 2,957 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $49,742,000 | 2,166 |
| Total debt securities | $49,742,000 | 2,353 |
| 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 | $50,234,000 | 2,357 |
| U.S. Government securities | $35,985,000 | 2,027 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $35,985,000 | 1,939 |
| Securities issued by states & political subdivisions | $13,231,000 | 2,440 |
| Other domestic debt securities | $1,018,000 | 1,554 |
| 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 | $1,018,000 | 1,262 |
| 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 | $22,183,000 | 1,971 |
| Mortgage-backed securities | $5,964,000 | 3,308 |
| Certificates of participation in pools of residential mortgages | $5,904,000 | 2,824 |
| Issued or guaranteed by U.S. | $5,904,000 | 2,821 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $60,000 | 3,067 |
| CMOs issued by government agencies or sponsored agencies | $60,000 | 2,973 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $50,234,000 | 2,149 |
| Total debt securities | $50,233,000 | 2,326 |
| 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 | $50,653,000 | 2,385 |
| U.S. Government securities | $37,511,000 | 2,005 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $37,511,000 | 1,928 |
| Securities issued by states & political subdivisions | $12,125,000 | 2,543 |
| Other domestic debt securities | $1,017,000 | 1,580 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,017,000 | 1,267 |
| 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 | $32,782,000 | 1,543 |
| Mortgage-backed securities | $6,262,000 | 3,286 |
| Certificates of participation in pools of residential mortgages | $6,177,000 | 2,821 |
| Issued or guaranteed by U.S. | $6,177,000 | 2,816 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $85,000 | 3,078 |
| CMOs issued by government agencies or sponsored agencies | $85,000 | 2,971 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $50,653,000 | 2,173 |
| Total debt securities | $50,653,000 | 2,357 |
| 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 | $42,789,000 | 2,702 |
| U.S. Government securities | $31,271,000 | 2,355 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $31,271,000 | 2,264 |
| Securities issued by states & political subdivisions | $11,518,000 | 2,604 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,391,000 | 1,526 |
| Mortgage-backed securities | $4,323,000 | 3,619 |
| Certificates of participation in pools of residential mortgages | $4,218,000 | 3,201 |
| Issued or guaranteed by U.S. | $4,218,000 | 3,200 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $105,000 | 3,079 |
| CMOs issued by government agencies or sponsored agencies | $105,000 | 2,984 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $42,789,000 | 2,458 |
| Total debt securities | $42,789,000 | 2,679 |
| 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 | $39,984,000 | 2,847 |
| U.S. Government securities | $30,490,000 | 2,418 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $30,490,000 | 2,328 |
| Securities issued by states & political subdivisions | $9,494,000 | 2,873 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,821,000 | 1,780 |
| Mortgage-backed securities | $1,669,000 | 4,205 |
| Certificates of participation in pools of residential mortgages | $1,560,000 | 3,927 |
| Issued or guaranteed by U.S. | $1,560,000 | 3,923 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $109,000 | 3,108 |
| CMOs issued by government agencies or sponsored agencies | $109,000 | 3,014 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $200,000 | 2,182 |
| Available-for-sale securities (fair market value) | $39,784,000 | 2,610 |
| Total debt securities | $39,984,000 | 2,826 |
| 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 | $40,174,000 | 2,858 |
| U.S. Government securities | $30,714,000 | 2,445 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $30,714,000 | 2,357 |
| Securities issued by states & political subdivisions | $9,460,000 | 2,902 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,752,000 | 1,671 |
| Mortgage-backed securities | $1,773,000 | 4,243 |
| Certificates of participation in pools of residential mortgages | $1,661,000 | 3,952 |
| Issued or guaranteed by U.S. | $1,661,000 | 3,947 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $112,000 | 3,155 |
| CMOs issued by government agencies or sponsored agencies | $112,000 | 3,058 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $200,000 | 2,189 |
| Available-for-sale securities (fair market value) | $39,974,000 | 2,624 |
| Total debt securities | $40,173,000 | 2,836 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,132 |
| Fair value | $1,001,000 | 1,157 |
| 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 | $40,700,000 | 2,881 |
| U.S. Government securities | $31,049,000 | 2,502 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $31,049,000 | 2,415 |
| Securities issued by states & political subdivisions | $9,651,000 | 2,887 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,335,000 | 2,483 |
| Mortgage-backed securities | $1,875,000 | 4,303 |
| Certificates of participation in pools of residential mortgages | $1,758,000 | 4,001 |
| Issued or guaranteed by U.S. | $1,758,000 | 3,996 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $117,000 | 3,189 |
| CMOs issued by government agencies or sponsored agencies | $117,000 | 3,088 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $200,000 | 2,230 |
| Available-for-sale securities (fair market value) | $40,500,000 | 2,645 |
| Total debt securities | $40,700,000 | 2,859 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,260 |
| Fair value | $988,000 | 1,363 |
| 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 | $38,190,000 | 3,048 |
| U.S. Government securities | $28,407,000 | 2,687 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $28,407,000 | 2,605 |
| Securities issued by states & political subdivisions | $9,783,000 | 2,865 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,464,000 | 2,518 |
| Mortgage-backed securities | $2,001,000 | 4,335 |
| Certificates of participation in pools of residential mortgages | $1,873,000 | 4,036 |
| Issued or guaranteed by U.S. | $1,873,000 | 4,030 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $128,000 | 3,214 |
| CMOs issued by government agencies or sponsored agencies | $128,000 | 3,110 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $200,000 | 2,230 |
| Available-for-sale securities (fair market value) | $37,990,000 | 2,801 |
| Total debt securities | $38,190,000 | 3,025 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,342 |
| Fair value | $1,001,000 | 1,371 |
| 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 | $33,911,000 | 3,323 |
| U.S. Government securities | $24,784,000 | 2,969 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $24,784,000 | 2,870 |
| Securities issued by states & political subdivisions | $9,127,000 | 2,959 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,323,000 | 2,728 |
| Mortgage-backed securities | $2,088,000 | 4,394 |
| Certificates of participation in pools of residential mortgages | $1,955,000 | 4,085 |
| Issued or guaranteed by U.S. | $1,955,000 | 4,079 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $133,000 | 3,254 |
| CMOs issued by government agencies or sponsored agencies | $133,000 | 3,151 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $200,000 | 2,255 |
| Available-for-sale securities (fair market value) | $33,711,000 | 3,043 |
| Total debt securities | $33,911,000 | 3,300 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,752 |
| Fair value | $502,000 | 1,753 |
| 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 | $26,398,000 | 3,872 |
| U.S. Government securities | $16,854,000 | 3,724 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $16,854,000 | 3,608 |
| Securities issued by states & political subdivisions | $9,544,000 | 2,935 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,211,000 | 2,823 |
| Mortgage-backed securities | $2,166,000 | 4,458 |
| Certificates of participation in pools of residential mortgages | $2,032,000 | 4,146 |
| Issued or guaranteed by U.S. | $2,032,000 | 4,143 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $134,000 | 3,320 |
| CMOs issued by government agencies or sponsored agencies | $134,000 | 3,203 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $200,000 | 2,299 |
| Available-for-sale securities (fair market value) | $26,198,000 | 3,546 |
| Total debt securities | $26,398,000 | 3,847 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,862 |
| Fair value | $502,000 | 1,865 |
| 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 | $23,544,000 | 4,142 |
| U.S. Government securities | $14,056,000 | 4,104 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $14,056,000 | 3,987 |
| Securities issued by states & political subdivisions | $9,488,000 | 2,973 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,526,000 | 3,186 |
| Mortgage-backed securities | $2,302,000 | 4,492 |
| Certificates of participation in pools of residential mortgages | $2,150,000 | 4,167 |
| Issued or guaranteed by U.S. | $2,150,000 | 4,165 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $152,000 | 3,345 |
| CMOs issued by government agencies or sponsored agencies | $152,000 | 3,229 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $200,000 | 2,311 |
| Available-for-sale securities (fair market value) | $23,344,000 | 3,799 |
| Total debt securities | $23,544,000 | 4,117 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,912 |
| Fair value | $503,000 | 1,916 |
| 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 | $23,985,000 | 4,141 |
| U.S. Government securities | $13,960,000 | 4,147 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $13,960,000 | 4,048 |
| Securities issued by states & political subdivisions | $10,025,000 | 2,896 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,633,000 | 3,063 |
| Mortgage-backed securities | $2,379,000 | 4,504 |
| Certificates of participation in pools of residential mortgages | $2,224,000 | 4,168 |
| Issued or guaranteed by U.S. | $2,224,000 | 4,166 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $155,000 | 3,371 |
| CMOs issued by government agencies or sponsored agencies | $155,000 | 3,251 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $200,000 | 2,331 |
| Available-for-sale securities (fair market value) | $23,785,000 | 3,788 |
| Total debt securities | $23,985,000 | 4,111 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,113 |
| Fair value | $2,497,000 | 1,112 |
| 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 | $22,935,000 | 4,212 |
| U.S. Government securities | $13,385,000 | 4,210 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $13,385,000 | 4,107 |
| Securities issued by states & political subdivisions | $9,550,000 | 2,959 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,764,000 | 3,319 |
| Mortgage-backed securities | $2,448,000 | 4,512 |
| Certificates of participation in pools of residential mortgages | $2,291,000 | 4,174 |
| Issued or guaranteed by U.S. | $2,291,000 | 4,169 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $157,000 | 3,380 |
| CMOs issued by government agencies or sponsored agencies | $157,000 | 3,255 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $200,000 | 2,352 |
| Available-for-sale securities (fair market value) | $22,735,000 | 3,869 |
| Total debt securities | $22,935,000 | 4,184 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,087 |
| Fair value | $2,493,000 | 1,075 |
| 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 | $23,279,000 | 4,212 |
| U.S. Government securities | $13,679,000 | 4,199 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $13,679,000 | 4,099 |
| Securities issued by states & political subdivisions | $9,600,000 | 2,960 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,932,000 | 3,461 |
| Mortgage-backed securities | $2,588,000 | 4,513 |
| Certificates of participation in pools of residential mortgages | $2,424,000 | 4,163 |
| Issued or guaranteed by U.S. | $2,424,000 | 4,156 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $164,000 | 3,409 |
| CMOs issued by government agencies or sponsored agencies | $164,000 | 3,278 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $200,000 | 2,352 |
| Available-for-sale securities (fair market value) | $23,079,000 | 3,872 |
| Total debt securities | $23,279,000 | 4,184 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,385 |
| Fair value | $1,506,000 | 1,379 |
| 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 | $21,104,000 | 4,405 |
| U.S. Government securities | $10,896,000 | 4,532 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $10,896,000 | 4,426 |
| Securities issued by states & political subdivisions | $10,008,000 | 2,886 |
| Other domestic debt securities | $200,000 | 2,596 |
| 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 | $200,000 | 2,063 |
| 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 | $8,532,000 | 3,530 |
| Mortgage-backed securities | $2,748,000 | 4,504 |
| Certificates of participation in pools of residential mortgages | $2,583,000 | 4,103 |
| Issued or guaranteed by U.S. | $2,583,000 | 4,097 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $165,000 | 3,432 |
| CMOs issued by government agencies or sponsored agencies | $165,000 | 3,295 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $200,000 | 2,294 |
| Available-for-sale securities (fair market value) | $20,904,000 | 4,075 |
| Total debt securities | $21,104,000 | 4,372 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,931 |
| Fair value | $506,000 | 1,923 |
| 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 | $22,278,000 | 4,307 |
| U.S. Government securities | $11,573,000 | 4,494 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $11,573,000 | 4,393 |
| Securities issued by states & political subdivisions | $10,505,000 | 2,785 |
| Other domestic debt securities | $200,000 | 2,595 |
| 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 | $200,000 | 2,036 |
| 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 | $10,998,000 | 3,169 |
| Mortgage-backed securities | $3,077,000 | 4,466 |
| Certificates of participation in pools of residential mortgages | $2,890,000 | 4,050 |
| Issued or guaranteed by U.S. | $2,890,000 | 4,046 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $187,000 | 3,460 |
| CMOs issued by government agencies or sponsored agencies | $187,000 | 3,307 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $200,000 | 2,290 |
| Available-for-sale securities (fair market value) | $22,078,000 | 3,996 |
| Total debt securities | $22,278,000 | 4,280 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,588 |
| Fair value | $1,009,000 | 1,585 |
| 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 | $21,068,000 | 4,388 |
| U.S. Government securities | $10,970,000 | 4,564 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $10,970,000 | 4,461 |
| Securities issued by states & political subdivisions | $9,898,000 | 2,858 |
| Other domestic debt securities | $200,000 | 2,594 |
| 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 | $200,000 | 2,007 |
| 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 | $9,745,000 | 3,340 |
| Mortgage-backed securities | $3,453,000 | 4,413 |
| Certificates of participation in pools of residential mortgages | $3,196,000 | 3,975 |
| Issued or guaranteed by U.S. | $3,196,000 | 3,971 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $257,000 | 3,447 |
| CMOs issued by government agencies or sponsored agencies | $257,000 | 3,301 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $200,000 | 2,322 |
| Available-for-sale securities (fair market value) | $20,868,000 | 4,055 |
| Total debt securities | $21,068,000 | 4,360 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,439 |
| Fair value | $1,514,000 | 1,437 |
| 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 | $28,602,000 | 3,797 |
| U.S. Government securities | $18,057,000 | 3,770 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $18,057,000 | 3,691 |
| Securities issued by states & political subdivisions | $10,345,000 | 2,752 |
| Other domestic debt securities | $200,000 | 2,678 |
| 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 | $200,000 | 2,079 |
| 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 | $10,257,000 | 3,276 |
| Mortgage-backed securities | $4,019,000 | 4,410 |
| Certificates of participation in pools of residential mortgages | $3,535,000 | 4,031 |
| Issued or guaranteed by U.S. | $3,535,000 | 4,028 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $484,000 | 3,391 |
| CMOs issued by government agencies or sponsored agencies | $484,000 | 3,231 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $200,000 | 2,371 |
| Available-for-sale securities (fair market value) | $28,402,000 | 3,521 |
| Total debt securities | $28,601,000 | 3,769 |
| Structured notes | ||
| Amortized cost | $3,088,000 | 1,044 |
| Fair value | $3,105,000 | 1,044 |
| 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 | $27,547,000 | 3,891 |
| U.S. Government securities | $17,184,000 | 3,924 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $17,184,000 | 3,841 |
| Securities issued by states & political subdivisions | $10,163,000 | 2,728 |
| Other domestic debt securities | $200,000 | 2,678 |
| 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 | $200,000 | 2,075 |
| 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 | $12,978,000 | 2,925 |
| Mortgage-backed securities | $4,328,000 | 4,399 |
| Certificates of participation in pools of residential mortgages | $3,809,000 | 3,990 |
| Issued or guaranteed by U.S. | $3,809,000 | 3,987 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $519,000 | 3,376 |
| CMOs issued by government agencies or sponsored agencies | $519,000 | 3,215 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $200,000 | 2,396 |
| Available-for-sale securities (fair market value) | $27,347,000 | 3,617 |
| Total debt securities | $27,547,000 | 3,858 |
| Structured notes | ||
| Amortized cost | $6,221,000 | 757 |
| Fair value | $6,243,000 | 755 |
| 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 | $30,146,000 | 3,723 |
| U.S. Government securities | $20,555,000 | 3,666 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $20,555,000 | 3,586 |
| Securities issued by states & political subdivisions | $9,391,000 | 2,761 |
| Other domestic debt securities | $200,000 | 2,658 |
| 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 | $200,000 | 2,071 |
| 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 | $15,679,000 | 2,625 |
| Mortgage-backed securities | $4,505,000 | 4,384 |
| Certificates of participation in pools of residential mortgages | $3,990,000 | 3,941 |
| Issued or guaranteed by U.S. | $3,990,000 | 3,936 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $515,000 | 3,403 |
| CMOs issued by government agencies or sponsored agencies | $515,000 | 3,235 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $200,000 | 2,449 |
| Available-for-sale securities (fair market value) | $29,946,000 | 3,468 |
| Total debt securities | $30,146,000 | 3,699 |
| Structured notes | ||
| Amortized cost | $13,494,000 | 446 |
| Fair value | $13,466,000 | 445 |
| 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 | $28,535,000 | 3,798 |
| U.S. Government securities | $19,333,000 | 3,713 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $19,333,000 | 3,643 |
| Securities issued by states & political subdivisions | $9,002,000 | 2,784 |
| Other domestic debt securities | $200,000 | 2,644 |
| 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 | $200,000 | 1,993 |
| 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 | $12,924,000 | 2,819 |
| Mortgage-backed securities | $3,184,000 | 4,611 |
| Certificates of participation in pools of residential mortgages | $3,184,000 | 4,073 |
| Issued or guaranteed by U.S. | $3,184,000 | 4,067 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $300,000 | 2,460 |
| Available-for-sale securities (fair market value) | $28,235,000 | 3,519 |
| Total debt securities | $28,535,000 | 3,772 |
| Structured notes | ||
| Amortized cost | $15,541,000 | 362 |
| Fair value | $15,549,000 | 367 |
| 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 | $29,632,000 | 3,634 |
| U.S. Government securities | $17,937,000 | 3,812 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $17,937,000 | 3,725 |
| Securities issued by states & political subdivisions | $11,495,000 | 2,372 |
| Other domestic debt securities | $200,000 | 2,622 |
| 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 | $200,000 | 1,958 |
| 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 | $12,332,000 | 2,848 |
| Mortgage-backed securities | $2,903,000 | 4,658 |
| Certificates of participation in pools of residential mortgages | $2,903,000 | 4,120 |
| Issued or guaranteed by U.S. | $2,903,000 | 4,105 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $300,000 | 2,479 |
| Available-for-sale securities (fair market value) | $29,332,000 | 3,376 |
| Total debt securities | $29,632,000 | 3,603 |
| Structured notes | ||
| Amortized cost | $15,007,000 | 382 |
| Fair value | $15,034,000 | 387 |
| 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 | $31,574,000 | 3,533 |
| U.S. Government securities | $20,074,000 | 3,650 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $20,074,000 | 3,554 |
| Securities issued by states & political subdivisions | $11,300,000 | 2,344 |
| Other domestic debt securities | $200,000 | 2,569 |
| 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 | $200,000 | 1,889 |
| 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 | $11,318,000 | 3,009 |
| Mortgage-backed securities | $3,049,000 | 4,580 |
| Certificates of participation in pools of residential mortgages | $3,025,000 | 4,034 |
| Issued or guaranteed by U.S. | $3,025,000 | 4,020 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $24,000 | 3,769 |
| CMOs issued by government agencies or sponsored agencies | $24,000 | 3,475 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $300,000 | 2,519 |
| Available-for-sale securities (fair market value) | $31,274,000 | 3,255 |
| Total debt securities | $31,574,000 | 3,502 |
| Structured notes | ||
| Amortized cost | $16,991,000 | 416 |
| Fair value | $17,025,000 | 410 |
| 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 | $29,277,000 | 3,683 |
| U.S. Government securities | $17,757,000 | 3,880 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $17,757,000 | 3,771 |
| Securities issued by states & political subdivisions | $11,320,000 | 2,301 |
| Other domestic debt securities | $200,000 | 2,624 |
| 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 | $200,000 | 1,930 |
| 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 | $12,774,000 | 2,821 |
| Mortgage-backed securities | $3,157,000 | 4,493 |
| Certificates of participation in pools of residential mortgages | $3,106,000 | 3,965 |
| Issued or guaranteed by U.S. | $3,106,000 | 3,954 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $51,000 | 3,685 |
| CMOs issued by government agencies or sponsored agencies | $51,000 | 3,393 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $300,000 | 2,515 |
| Available-for-sale securities (fair market value) | $28,977,000 | 3,411 |
| Total debt securities | $29,276,000 | 3,651 |
| Structured notes | ||
| Amortized cost | $15,092,000 | 491 |
| Fair value | $14,800,000 | 502 |
| 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 | $27,255,000 | 3,723 |
| U.S. Government securities | $15,442,000 | 4,008 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $15,442,000 | 3,890 |
| Securities issued by states & political subdivisions | $11,613,000 | 2,236 |
| Other domestic debt securities | $200,000 | 2,771 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $200,000 | 1,944 |
| 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 | $11,526,000 | 2,950 |
| Mortgage-backed securities | $1,851,000 | 4,826 |
| Certificates of participation in pools of residential mortgages | $1,752,000 | 4,345 |
| Issued or guaranteed by U.S. | $1,752,000 | 4,340 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $99,000 | 3,623 |
| CMOs issued by government agencies or sponsored agencies | $99,000 | 3,311 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $300,000 | 2,544 |
| Available-for-sale securities (fair market value) | $26,955,000 | 3,437 |
| Total debt securities | $27,255,000 | 3,689 |
| Structured notes | ||
| Amortized cost | $14,092,000 | 473 |
| Fair value | $13,791,000 | 484 |
| 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 | $24,430,000 | 3,918 |
| U.S. Government securities | $12,223,000 | 4,446 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $12,223,000 | 4,331 |
| Securities issued by states & political subdivisions | $12,007,000 | 2,108 |
| Other domestic debt securities | $200,000 | 2,857 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $200,000 | 1,970 |
| 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 | $14,135,000 | 2,657 |
| Mortgage-backed securities | $1,103,000 | 5,152 |
| Certificates of participation in pools of residential mortgages | $945,000 | 4,754 |
| Issued or guaranteed by U.S. | $945,000 | 4,747 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $158,000 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $158,000 | 3,235 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $300,000 | 2,615 |
| Available-for-sale securities (fair market value) | $24,130,000 | 3,627 |
| Total debt securities | $24,430,000 | 3,882 |
| Structured notes | ||
| Amortized cost | $11,295,000 | 544 |
| Fair value | $11,320,000 | 549 |
| 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 | $21,788,000 | 4,193 |
| U.S. Government securities | $9,353,000 | 5,058 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $9,353,000 | 4,942 |
| Securities issued by states & political subdivisions | $12,235,000 | 1,982 |
| Other domestic debt securities | $200,000 | 2,847 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $200,000 | 1,928 |
| 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 | $14,657,000 | 2,646 |
| Mortgage-backed securities | $5,828,000 | 3,844 |
| Certificates of participation in pools of residential mortgages | $5,622,000 | 3,205 |
| Issued or guaranteed by U.S. | $5,622,000 | 3,197 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $206,000 | 3,432 |
| CMOs issued by government agencies or sponsored agencies | $206,000 | 3,114 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $300,000 | 2,682 |
| Available-for-sale securities (fair market value) | $21,488,000 | 3,857 |
| Total debt securities | $21,788,000 | 4,153 |
| Structured notes | ||
| Amortized cost | $2,899,000 | 1,707 |
| Fair value | $2,924,000 | 1,705 |
| 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 | $22,470,000 | 4,176 |
| U.S. Government securities | $9,611,000 | 5,093 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $9,611,000 | 4,986 |
| Securities issued by states & political subdivisions | $12,659,000 | 1,909 |
| Other domestic debt securities | $200,000 | 2,902 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $200,000 | 1,948 |
| 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 | $16,127,000 | 2,550 |
| Mortgage-backed securities | $6,300,000 | 3,832 |
| Certificates of participation in pools of residential mortgages | $6,054,000 | 3,213 |
| Issued or guaranteed by U.S. | $6,054,000 | 3,206 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $246,000 | 3,371 |
| CMOs issued by government agencies or sponsored agencies | $246,000 | 3,041 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $565,000 | 2,535 |
| Available-for-sale securities (fair market value) | $21,905,000 | 3,833 |
| Total debt securities | $22,470,000 | 4,137 |
| Structured notes | ||
| Amortized cost | $2,200,000 | 1,692 |
| Fair value | $2,199,000 | 1,691 |
| 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 | $25,185,000 | 3,869 |
| U.S. Government securities | $11,767,000 | 4,632 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $11,767,000 | 4,534 |
| Securities issued by states & political subdivisions | $13,218,000 | 1,853 |
| Other domestic debt securities | $200,000 | 2,963 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $200,000 | 1,994 |
| 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 | $17,378,000 | 2,436 |
| Mortgage-backed securities | $6,819,000 | 3,788 |
| Certificates of participation in pools of residential mortgages | $6,506,000 | 3,180 |
| Issued or guaranteed by U.S. | $6,506,000 | 3,171 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $313,000 | 3,325 |
| CMOs issued by government agencies or sponsored agencies | $313,000 | 2,989 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $565,000 | 2,589 |
| Available-for-sale securities (fair market value) | $24,620,000 | 3,552 |
| Total debt securities | $25,185,000 | 3,836 |
| Structured notes | ||
| Amortized cost | $2,695,000 | 1,311 |
| Fair value | $2,671,000 | 1,310 |
| 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 | $27,622,000 | 3,687 |
| U.S. Government securities | $13,886,000 | 4,293 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $13,886,000 | 4,208 |
| Securities issued by states & political subdivisions | $13,536,000 | 1,816 |
| Other domestic debt securities | $200,000 | 3,071 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $200,000 | 2,096 |
| 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 | $18,307,000 | 2,371 |
| Mortgage-backed securities | $7,392,000 | 3,743 |
| Certificates of participation in pools of residential mortgages | $7,044,000 | 3,145 |
| Issued or guaranteed by U.S. | $7,044,000 | 3,135 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $348,000 | 3,307 |
| CMOs issued by government agencies or sponsored agencies | $348,000 | 2,967 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $565,000 | 2,660 |
| Available-for-sale securities (fair market value) | $27,057,000 | 3,373 |
| Total debt securities | $27,622,000 | 3,647 |
| Structured notes | ||
| Amortized cost | $2,900,000 | 895 |
| Fair value | $2,891,000 | 894 |
| 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 | $28,122,000 | 3,594 |
| U.S. Government securities | $14,692,000 | 4,147 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $14,692,000 | 4,054 |
| Securities issued by states & political subdivisions | $13,230,000 | 1,806 |
| Other domestic debt securities | $200,000 | 3,154 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $200,000 | 2,186 |
| 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 | $16,536,000 | 2,541 |
| Mortgage-backed securities | $7,892,000 | 3,688 |
| Certificates of participation in pools of residential mortgages | $7,496,000 | 3,120 |
| Issued or guaranteed by U.S. | $7,496,000 | 3,107 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $396,000 | 3,277 |
| CMOs issued by government agencies or sponsored agencies | $396,000 | 2,924 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $565,000 | 2,692 |
| Available-for-sale securities (fair market value) | $27,557,000 | 3,278 |
| Total debt securities | $28,122,000 | 3,549 |
| Structured notes | ||
| Amortized cost | $2,400,000 | 689 |
| Fair value | $2,377,000 | 683 |
| 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 | $25,296,000 | 3,872 |
| U.S. Government securities | $14,128,000 | 4,340 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $14,128,000 | 4,263 |
| Securities issued by states & political subdivisions | $10,765,000 | 2,037 |
| Other domestic debt securities | $403,000 | 2,860 |
| 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 | $403,000 | 2,063 |
| 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 | $18,814,000 | 2,376 |
| Mortgage-backed securities | $8,724,000 | 3,614 |
| Certificates of participation in pools of residential mortgages | $8,255,000 | 3,042 |
| Issued or guaranteed by U.S. | $8,255,000 | 3,029 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $469,000 | 3,264 |
| CMOs issued by government agencies or sponsored agencies | $469,000 | 2,898 |
| 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) | $1,220,000 | 2,433 |
| Available-for-sale securities (fair market value) | $24,076,000 | 3,579 |
| Total debt securities | $25,296,000 | 3,834 |
| Structured notes | ||
| Amortized cost | $200,000 | 1,634 |
| Fair value | $181,000 | 1,650 |
| 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 | $29,135,000 | 3,522 |
| U.S. Government securities | $19,038,000 | 3,673 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $19,038,000 | 3,598 |
| Securities issued by states & political subdivisions | $9,651,000 | 2,132 |
| Other domestic debt securities | $446,000 | 2,776 |
| 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 | $446,000 | 1,984 |
| 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 | $17,664,000 | 2,507 |
| Mortgage-backed securities | $7,483,000 | 3,778 |
| Certificates of participation in pools of residential mortgages | $6,983,000 | 3,241 |
| Issued or guaranteed by U.S. | $6,983,000 | 3,229 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $500,000 | 3,182 |
| CMOs issued by government agencies or sponsored agencies | $500,000 | 2,859 |
| 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) | $1,320,000 | 2,407 |
| Available-for-sale securities (fair market value) | $27,815,000 | 3,239 |
| Total debt securities | $29,135,000 | 3,486 |
| Structured notes | ||
| Amortized cost | $200,000 | 1,656 |
| Fair value | $196,000 | 1,676 |
| 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 | $33,726,000 | 3,117 |
| U.S. Government securities | $24,167,000 | 3,034 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $24,167,000 | 2,973 |
| Securities issued by states & political subdivisions | $9,113,000 | 2,197 |
| Other domestic debt securities | $446,000 | 2,742 |
| 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 | $446,000 | 1,971 |
| 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 | $20,090,000 | 2,261 |
| Mortgage-backed securities | $7,552,000 | 3,647 |
| Certificates of participation in pools of residential mortgages | $7,027,000 | 3,148 |
| Issued or guaranteed by U.S. | $7,027,000 | 3,137 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $525,000 | 3,068 |
| CMOs issued by government agencies or sponsored agencies | $525,000 | 2,738 |
| 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) | $1,320,000 | 2,413 |
| Available-for-sale securities (fair market value) | $32,406,000 | 2,856 |
| Total debt securities | $33,726,000 | 3,084 |
| Structured notes | ||
| Amortized cost | $200,000 | 1,651 |
| Fair value | $196,000 | 1,676 |
| 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 | $35,979,000 | 2,999 |
| U.S. Government securities | $26,293,000 | 2,906 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $26,293,000 | 2,857 |
| Securities issued by states & political subdivisions | $9,484,000 | 2,167 |
| Other domestic debt securities | $202,000 | 2,935 |
| 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 | $202,000 | 2,199 |
| 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 | $29,882,000 | 1,643 |
| Mortgage-backed securities | $7,823,000 | 3,591 |
| Certificates of participation in pools of residential mortgages | $7,282,000 | 3,081 |
| Issued or guaranteed by U.S. | $7,282,000 | 3,067 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $541,000 | 3,060 |
| CMOs issued by government agencies or sponsored agencies | $541,000 | 2,733 |
| 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) | $1,319,000 | 2,422 |
| Available-for-sale securities (fair market value) | $34,660,000 | 2,763 |
| Total debt securities | $35,979,000 | 2,963 |
| Structured notes | ||
| Amortized cost | $1,100,000 | 940 |
| Fair value | $1,104,000 | 939 |
| 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 | $32,975,000 | 3,209 |
| U.S. Government securities | $23,964,000 | 3,105 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $23,964,000 | 3,052 |
| Securities issued by states & political subdivisions | $8,809,000 | 2,270 |
| Other domestic debt securities | $202,000 | 2,895 |
| 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 | $202,000 | 2,159 |
| 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 | $28,292,000 | 1,685 |
| Mortgage-backed securities | $6,566,000 | 3,747 |
| Certificates of participation in pools of residential mortgages | $5,984,000 | 3,274 |
| Issued or guaranteed by U.S. | $5,984,000 | 3,258 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $582,000 | 3,013 |
| CMOs issued by government agencies or sponsored agencies | $582,000 | 2,682 |
| 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) | $1,319,000 | 2,475 |
| Available-for-sale securities (fair market value) | $31,656,000 | 2,946 |
| Total debt securities | $32,975,000 | 3,172 |
| Structured notes | ||
| Amortized cost | $2,100,000 | 675 |
| Fair value | $2,111,000 | 678 |
| 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 | $36,404,000 | 2,988 |
| U.S. Government securities | $26,879,000 | 2,901 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $26,879,000 | 2,844 |
| Securities issued by states & political subdivisions | $9,323,000 | 2,174 |
| Other domestic debt securities | $202,000 | 2,725 |
| 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 | $202,000 | 2,024 |
| 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 | $33,321,000 | 1,478 |
| Mortgage-backed securities | $5,551,000 | 3,711 |
| Certificates of participation in pools of residential mortgages | $3,300,000 | 3,782 |
| Issued or guaranteed by U.S. | $3,300,000 | 3,766 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,251,000 | 2,162 |
| CMOs issued by government agencies or sponsored agencies | $2,251,000 | 1,864 |
| 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) | $1,819,000 | 2,360 |
| Available-for-sale securities (fair market value) | $34,585,000 | 2,735 |
| Total debt securities | $36,404,000 | 2,940 |
| Structured notes | ||
| Amortized cost | $3,573,000 | 685 |
| Fair value | $3,575,000 | 682 |
| 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 | $40,879,000 | 2,712 |
| U.S. Government securities | $31,586,000 | 2,573 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $31,586,000 | 2,520 |
| Securities issued by states & political subdivisions | $9,093,000 | 2,186 |
| Other domestic debt securities | $200,000 | 2,689 |
| 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 | $200,000 | 2,017 |
| 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 | $31,141,000 | 1,513 |
| Mortgage-backed securities | $3,021,000 | 4,340 |
| Certificates of participation in pools of residential mortgages | $3,021,000 | 3,742 |
| Issued or guaranteed by U.S. | $3,021,000 | 3,727 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,819,000 | 2,413 |
| Available-for-sale securities (fair market value) | $39,060,000 | 2,459 |
| Total debt securities | $40,879,000 | 2,664 |
| Structured notes | ||
| Amortized cost | $5,769,000 | 551 |
| Fair value | $5,758,000 | 550 |
| 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 | $34,995,000 | 3,076 |
| U.S. Government securities | $25,776,000 | 3,039 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $25,776,000 | 2,963 |
| Securities issued by states & political subdivisions | $9,017,000 | 2,186 |
| Other domestic debt securities | $202,000 | 2,639 |
| 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 | $202,000 | 1,981 |
| 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 | $21,964,000 | 2,025 |
| Mortgage-backed securities | $3,222,000 | 4,233 |
| Certificates of participation in pools of residential mortgages | $3,222,000 | 3,625 |
| Issued or guaranteed by U.S. | $3,222,000 | 3,611 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,819,000 | 2,434 |
| Available-for-sale securities (fair market value) | $33,176,000 | 2,808 |
| Total debt securities | $34,995,000 | 3,031 |
| Structured notes | ||
| Amortized cost | $6,469,000 | 525 |
| Fair value | $6,428,000 | 516 |
| 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 | $35,197,000 | 3,079 |
| U.S. Government securities | $26,243,000 | 3,003 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $26,243,000 | 2,926 |
| Securities issued by states & political subdivisions | $8,754,000 | 2,242 |
| Other domestic debt securities | $200,000 | 2,664 |
| 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 | $200,000 | 2,031 |
| 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 | $31,054,000 | 1,521 |
| Mortgage-backed securities | $2,972,000 | 4,302 |
| Certificates of participation in pools of residential mortgages | $2,972,000 | 3,707 |
| Issued or guaranteed by U.S. | $2,972,000 | 3,692 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,819,000 | 2,480 |
| Available-for-sale securities (fair market value) | $33,378,000 | 2,772 |
| Total debt securities | $35,197,000 | 3,041 |
| Structured notes | ||
| Amortized cost | $7,069,000 | 505 |
| Fair value | $7,026,000 | 503 |
| 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 | $34,042,000 | 3,169 |
| U.S. Government securities | $25,410,000 | 3,122 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $25,410,000 | 3,038 |
| Securities issued by states & political subdivisions | $8,432,000 | 2,285 |
| Other domestic debt securities | $200,000 | 2,701 |
| 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 | $200,000 | 2,085 |
| 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 | $23,335,000 | 1,939 |
| Mortgage-backed securities | $2,676,000 | 4,417 |
| Certificates of participation in pools of residential mortgages | $2,676,000 | 3,851 |
| Issued or guaranteed by U.S. | $2,676,000 | 3,839 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,574,000 | 2,621 |
| Available-for-sale securities (fair market value) | $32,468,000 | 2,847 |
| Total debt securities | $34,041,000 | 3,134 |
| Structured notes | ||
| Amortized cost | $8,965,000 | 413 |
| Fair value | $8,907,000 | 409 |
| 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 | $34,132,000 | 3,206 |
| U.S. Government securities | $27,014,000 | 3,004 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $27,014,000 | 2,912 |
| Securities issued by states & political subdivisions | $6,924,000 | 2,579 |
| Other domestic debt securities | $194,000 | 2,763 |
| 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 | $194,000 | 2,151 |
| 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 | $27,162,000 | 1,681 |
| Mortgage-backed securities | $2,382,000 | 4,529 |
| Certificates of participation in pools of residential mortgages | $2,382,000 | 3,963 |
| Issued or guaranteed by U.S. | $2,382,000 | 3,942 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,574,000 | 2,681 |
| Available-for-sale securities (fair market value) | $32,558,000 | 2,873 |
| Total debt securities | $34,130,000 | 3,165 |
| Structured notes | ||
| Amortized cost | $9,965,000 | 409 |
| Fair value | $9,858,000 | 404 |
| 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 | $34,840,000 | 3,142 |
| U.S. Government securities | $28,102,000 | 2,911 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $28,102,000 | 2,815 |
| Securities issued by states & political subdivisions | $6,542,000 | 2,658 |
| Other domestic debt securities | $196,000 | 2,820 |
| 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 | $196,000 | 2,215 |
| 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 | $28,016,000 | 1,606 |
| Mortgage-backed securities | $2,515,000 | 4,478 |
| Certificates of participation in pools of residential mortgages | $2,515,000 | 3,908 |
| Issued or guaranteed by U.S. | $2,515,000 | 3,893 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,574,000 | 2,709 |
| Available-for-sale securities (fair market value) | $33,266,000 | 2,811 |
| Total debt securities | $34,840,000 | 3,104 |
| Structured notes | ||
| Amortized cost | $10,765,000 | 384 |
| Fair value | $10,593,000 | 380 |
| 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 | $31,740,000 | 3,410 |
| U.S. Government securities | $25,139,000 | 3,216 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $25,139,000 | 3,116 |
| Securities issued by states & political subdivisions | $6,405,000 | 2,676 |
| Other domestic debt securities | $196,000 | 2,901 |
| 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 | $196,000 | 2,327 |
| 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 | $20,767,000 | 2,084 |
| Mortgage-backed securities | $2,725,000 | 4,412 |
| Certificates of participation in pools of residential mortgages | $2,725,000 | 3,843 |
| Issued or guaranteed by U.S. | $2,725,000 | 3,825 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,574,000 | 2,754 |
| Available-for-sale securities (fair market value) | $30,166,000 | 3,068 |
| Total debt securities | $31,740,000 | 3,360 |
| Structured notes | ||
| Amortized cost | $11,264,000 | 388 |
| Fair value | $11,098,000 | 385 |
| 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 | $32,730,000 | 3,319 |
| U.S. Government securities | $25,820,000 | 3,150 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $25,820,000 | 3,054 |
| Securities issued by states & political subdivisions | $6,710,000 | 2,596 |
| Other domestic debt securities | $200,000 | 2,957 |
| 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 | $200,000 | 2,412 |
| 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 | $17,449,000 | 2,384 |
| Mortgage-backed securities | $2,888,000 | 4,380 |
| Certificates of participation in pools of residential mortgages | $2,888,000 | 3,790 |
| Issued or guaranteed by U.S. | $2,888,000 | 3,775 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,875,000 | 2,693 |
| Available-for-sale securities (fair market value) | $30,855,000 | 3,020 |
| Total debt securities | $32,731,000 | 3,273 |
| Structured notes | ||
| Amortized cost | $11,763,000 | 367 |
| Fair value | $11,607,000 | 364 |
| 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 | $33,000,000 | 3,286 |
| U.S. Government securities | $26,239,000 | 3,068 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $26,239,000 | 2,969 |
| Securities issued by states & political subdivisions | $6,561,000 | 2,621 |
| Other domestic debt securities | $200,000 | 3,014 |
| 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 | $200,000 | 2,486 |
| 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 | $15,119,000 | 2,605 |
| Mortgage-backed securities | $3,183,000 | 4,320 |
| Certificates of participation in pools of residential mortgages | $3,183,000 | 3,727 |
| Issued or guaranteed by U.S. | $3,183,000 | 3,713 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,076,000 | 2,626 |
| Available-for-sale securities (fair market value) | $30,924,000 | 2,989 |
| Total debt securities | $33,000,000 | 3,234 |
| Structured notes | ||
| Amortized cost | $11,763,000 | 368 |
| Fair value | $11,665,000 | 367 |
| 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 | $32,765,000 | 3,367 |
| U.S. Government securities | $26,200,000 | 3,108 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $26,200,000 | 2,993 |
| Securities issued by states & political subdivisions | $6,367,000 | 2,633 |
| Other domestic debt securities | $198,000 | 3,089 |
| 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 | $198,000 | 2,582 |
| 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 | $15,094,000 | 2,599 |
| Mortgage-backed securities | $3,508,000 | 4,290 |
| Certificates of participation in pools of residential mortgages | $3,508,000 | 3,695 |
| Issued or guaranteed by U.S. | $3,508,000 | 3,681 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,078,000 | 2,671 |
| Available-for-sale securities (fair market value) | $30,687,000 | 3,064 |
| Total debt securities | $32,765,000 | 3,314 |
| Structured notes | ||
| Amortized cost | $10,862,000 | 404 |
| Fair value | $10,795,000 | 403 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $31,663,000 | 3,476 |
| U.S. Government securities | $25,625,000 | 3,220 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $25,625,000 | 3,092 |
| Securities issued by states & political subdivisions | $5,840,000 | 2,786 |
| Other domestic debt securities | $198,000 | 3,140 |
| 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 | $198,000 | 2,666 |
| 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 | $14,725,000 | 2,625 |
| Mortgage-backed securities | $3,809,000 | 4,269 |
| Certificates of participation in pools of residential mortgages | $3,809,000 | 3,672 |
| Issued or guaranteed by U.S. | $3,809,000 | 3,663 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,979,000 | 2,760 |
| Available-for-sale securities (fair market value) | $29,684,000 | 3,154 |
| Total debt securities | $31,663,000 | 3,421 |
| Structured notes | ||
| Amortized cost | $11,162,000 | 377 |
| Fair value | $11,041,000 | 375 |
| 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 | $27,490,000 | 3,857 |
| U.S. Government securities | $21,641,000 | 3,676 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $21,641,000 | 3,547 |
| Securities issued by states & political subdivisions | $5,649,000 | 2,869 |
| Other domestic debt securities | $200,000 | 3,186 |
| 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 | $200,000 | 2,722 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,674,000 | 2,003 |
| Mortgage-backed securities | $3,199,000 | 4,536 |
| Certificates of participation in pools of residential mortgages | $3,199,000 | 3,942 |
| Issued or guaranteed by U.S. | $3,199,000 | 3,933 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,181,000 | 2,718 |
| Available-for-sale securities (fair market value) | $25,309,000 | 3,546 |
| Total debt securities | $27,490,000 | 3,795 |
| Structured notes | ||
| Amortized cost | $12,099,000 | 348 |
| Fair value | $12,053,000 | 346 |
| 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 | $25,719,000 | 4,021 |
| U.S. Government securities | $19,866,000 | 3,851 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $19,866,000 | 3,714 |
| Securities issued by states & political subdivisions | $5,653,000 | 2,882 |
| Other domestic debt securities | $200,000 | 3,246 |
| 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 | $200,000 | 2,793 |
| 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 | $17,509,000 | 2,254 |
| Mortgage-backed securities | $2,986,000 | 4,631 |
| Certificates of participation in pools of residential mortgages | $2,986,000 | 4,035 |
| Issued or guaranteed by U.S. | $2,986,000 | 4,026 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,183,000 | 2,752 |
| Available-for-sale securities (fair market value) | $23,536,000 | 3,701 |
| Total debt securities | $25,719,000 | 3,954 |
| Structured notes | ||
| Amortized cost | $11,999,000 | 350 |
| Fair value | $11,987,000 | 349 |
| 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 | $24,584,000 | 4,219 |
| U.S. Government securities | $19,132,000 | 4,020 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $19,132,000 | 3,870 |
| Securities issued by states & political subdivisions | $5,257,000 | 2,982 |
| Other domestic debt securities | $195,000 | 3,363 |
| 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 | $195,000 | 2,920 |
| 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 | $15,313,000 | 2,477 |
| Mortgage-backed securities | $2,624,000 | 4,859 |
| Certificates of participation in pools of residential mortgages | $2,624,000 | 4,245 |
| Issued or guaranteed by U.S. | $2,624,000 | 4,234 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,187,000 | 2,760 |
| Available-for-sale securities (fair market value) | $22,397,000 | 3,879 |
| Total debt securities | $24,584,000 | 4,145 |
| Structured notes | ||
| Amortized cost | $10,099,000 | 402 |
| Fair value | $9,900,000 | 405 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $18,880,000 | 4,935 |
| U.S. Government securities | $13,230,000 | 4,975 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $13,230,000 | 4,839 |
| Securities issued by states & political subdivisions | $5,450,000 | 2,937 |
| Other domestic debt securities | $200,000 | 3,429 |
| 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 | $200,000 | 2,972 |
| 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 | $15,565,000 | 2,435 |
| Mortgage-backed securities | $2,642,000 | 4,914 |
| Certificates of participation in pools of residential mortgages | $2,642,000 | 4,288 |
| Issued or guaranteed by U.S. | $2,642,000 | 4,278 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,341,000 | 2,687 |
| Available-for-sale securities (fair market value) | $16,539,000 | 4,639 |
| Total debt securities | $18,880,000 | 4,861 |
| Structured notes | ||
| Amortized cost | $7,599,000 | 487 |
| Fair value | $7,619,000 | 488 |
| 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 | $19,139,000 | 4,942 |
| U.S. Government securities | $13,243,000 | 5,013 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $13,243,000 | 4,866 |
| Securities issued by states & political subdivisions | $5,696,000 | 2,882 |
| Other domestic debt securities | $200,000 | 3,476 |
| 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 | $200,000 | 3,110 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,498,000 | 2,173 |
| Mortgage-backed securities | $2,293,000 | 5,023 |
| Certificates of participation in pools of residential mortgages | $2,293,000 | 4,439 |
| Issued or guaranteed by U.S. | $2,293,000 | 4,418 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,644,000 | 2,627 |
| Available-for-sale securities (fair market value) | $16,495,000 | 4,672 |
| Total debt securities | $19,139,000 | 4,864 |
| Structured notes | ||
| Amortized cost | $4,298,000 | 715 |
| Fair value | $4,264,000 | 715 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $17,267,000 | 5,156 |
| U.S. Government securities | $11,984,000 | 5,158 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $11,984,000 | 5,000 |
| Securities issued by states & political subdivisions | $5,083,000 | 3,061 |
| Other domestic debt securities | $200,000 | 3,601 |
| 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 | $200,000 | 3,221 |
| 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 | $15,274,000 | 2,308 |
| Mortgage-backed securities | $2,537,000 | 4,931 |
| Certificates of participation in pools of residential mortgages | $2,537,000 | 4,315 |
| Issued or guaranteed by U.S. | $2,537,000 | 4,296 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,650,000 | 2,663 |
| Available-for-sale securities (fair market value) | $14,617,000 | 4,910 |
| Total debt securities | $17,267,000 | 5,068 |
| Structured notes | ||
| Amortized cost | $2,099,000 | 982 |
| Fair value | $2,077,000 | 985 |
| 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 | $14,011,000 | 5,672 |
| U.S. Government securities | $8,861,000 | 5,865 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $8,861,000 | 5,684 |
| Securities issued by states & political subdivisions | $5,150,000 | 2,979 |
| 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 | $13,634,000 | 2,473 |
| Mortgage-backed securities | $2,738,000 | 4,945 |
| Certificates of participation in pools of residential mortgages | $2,738,000 | 4,264 |
| Issued or guaranteed by U.S. | $2,738,000 | 4,247 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,658,000 | 2,670 |
| Available-for-sale securities (fair market value) | $11,353,000 | 5,438 |
| Total debt securities | $14,011,000 | 5,574 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $16,746,000 | 5,195 |
| U.S. Government securities | $11,496,000 | 5,238 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $11,496,000 | 5,055 |
| Securities issued by states & political subdivisions | $5,250,000 | 2,852 |
| 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 | $14,054,000 | 2,422 |
| Mortgage-backed securities | $2,295,000 | 5,190 |
| Certificates of participation in pools of residential mortgages | $2,295,000 | 4,515 |
| Issued or guaranteed by U.S. | $2,295,000 | 4,498 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,795,000 | 2,654 |
| Available-for-sale securities (fair market value) | $13,951,000 | 4,958 |
| Total debt securities | $16,746,000 | 5,099 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $15,710,000 | 5,330 |
| U.S. Government securities | $9,978,000 | 5,595 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $9,978,000 | 5,399 |
| Securities issued by states & political subdivisions | $5,732,000 | 2,699 |
| 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 | $15,478,000 | 2,232 |
| Mortgage-backed securities | $1,463,000 | 5,627 |
| Certificates of participation in pools of residential mortgages | $1,463,000 | 4,998 |
| Issued or guaranteed by U.S. | $1,463,000 | 4,982 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,050,000 | 2,625 |
| Available-for-sale securities (fair market value) | $12,660,000 | 5,148 |
| Total debt securities | $15,710,000 | 5,242 |
| 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 | $14,842,000 | 5,394 |
| U.S. Government securities | $8,952,000 | 5,796 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $8,952,000 | 5,567 |
| Securities issued by states & political subdivisions | $5,890,000 | 2,567 |
| 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 | $18,232,000 | 1,883 |
| Mortgage-backed securities | $1,162,000 | 5,769 |
| Certificates of participation in pools of residential mortgages | $1,162,000 | 5,089 |
| Issued or guaranteed by U.S. | $1,162,000 | 5,066 |
| 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) | $3,499,000 | 2,632 |
| Available-for-sale securities (fair market value) | $11,343,000 | 5,291 |
| Total debt securities | $14,842,000 | 5,300 |
| 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 | $23,795,000 | 4,084 |
| U.S. Government securities | $17,458,000 | 4,053 |
| U.S. Treasury securities | $398,000 | 3,637 |
| U.S. Government agency obligations | $17,060,000 | 3,838 |
| Securities issued by states & political subdivisions | $6,006,000 | 2,480 |
| 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 | $331,000 | 4,768 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,891,000 | 2,369 |
| Mortgage-backed securities | $320,000 | 6,398 |
| Certificates of participation in pools of residential mortgages | $320,000 | 5,787 |
| Issued or guaranteed by U.S. | $320,000 | 5,767 |
| 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) | $4,598,000 | 2,872 |
| Available-for-sale securities (fair market value) | $19,197,000 | 3,914 |
| Total debt securities | $23,464,000 | 4,010 |
| 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 | $24,418,000 | 4,208 |
| U.S. Government securities | $17,534,000 | 4,263 |
| U.S. Treasury securities | $395,000 | 4,801 |
| U.S. Government agency obligations | $17,139,000 | 3,920 |
| Securities issued by states & political subdivisions | $6,553,000 | 2,427 |
| 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 | $331,000 | 4,633 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,244,000 | 2,071 |
| Mortgage-backed securities | $568,000 | 6,360 |
| Certificates of participation in pools of residential mortgages | $518,000 | 5,709 |
| Issued or guaranteed by U.S. | $518,000 | 5,694 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $50,000 | 4,318 |
| CMOs issued by government agencies or sponsored agencies | $50,000 | 4,116 |
| 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) | $5,327,000 | 2,989 |
| Available-for-sale securities (fair market value) | $19,091,000 | 4,031 |
| Total debt securities | $24,087,000 | 4,131 |
| 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 | $15,987,000 | 5,602 |
| U.S. Government securities | $9,786,000 | 6,173 |
| U.S. Treasury securities | $404,000 | 6,229 |
| U.S. Government agency obligations | $9,382,000 | 5,473 |
| Securities issued by states & political subdivisions | $6,150,000 | 2,561 |
| 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 | $51,000 | 7,102 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,658,000 | 2,082 |
| Mortgage-backed securities | $1,018,000 | 6,084 |
| Certificates of participation in pools of residential mortgages | $736,000 | 5,604 |
| Issued or guaranteed by U.S. | $736,000 | 5,586 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $282,000 | 4,105 |
| CMOs issued by government agencies or sponsored agencies | $282,000 | 3,937 |
| 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) | $5,492,000 | 3,276 |
| Available-for-sale securities (fair market value) | $10,495,000 | 5,632 |
| Total debt securities | $15,936,000 | 5,475 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $15,747,000 | 5,810 |
| U.S. Government securities | $12,269,000 | 5,735 |
| U.S. Treasury securities | $705,000 | 6,866 |
| U.S. Government agency obligations | $11,564,000 | 4,774 |
| Securities issued by states & political subdivisions | $3,427,000 | 3,540 |
| 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 | $51,000 | 7,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,638,000 | 3,246 |
| Mortgage-backed securities | $2,196,000 | 5,267 |
| Certificates of participation in pools of residential mortgages | $1,707,000 | 4,623 |
| Issued or guaranteed by U.S. | $1,707,000 | 4,607 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $489,000 | 4,049 |
| CMOs issued by government agencies or sponsored agencies | $489,000 | 3,904 |
| 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) | $6,301,000 | 3,709 |
| Available-for-sale securities (fair market value) | $9,446,000 | 5,909 |
| Total debt securities | $15,696,000 | 5,697 |
| Structured notes | ||
| Amortized cost | $700,000 | 1,654 |
| Fair value | $698,000 | 1,656 |
| 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 | $17,049,000 | 5,930 |
| U.S. Government securities | $14,000,000 | 5,748 |
| U.S. Treasury securities | $705,000 | 7,740 |
| U.S. Government agency obligations | $13,295,000 | 4,585 |
| Securities issued by states & political subdivisions | $2,998,000 | 3,947 |
| 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 | $51,000 | 7,056 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,242,000 | 3,698 |
| Mortgage-backed securities | $2,517,000 | 5,522 |
| Certificates of participation in pools of residential mortgages | $1,906,000 | 4,821 |
| Issued or guaranteed by U.S. | $1,906,000 | 4,800 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $611,000 | 4,277 |
| CMOs issued by government agencies or sponsored agencies | $611,000 | 4,123 |
| 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) | $6,810,000 | 4,012 |
| Available-for-sale securities (fair market value) | $10,239,000 | 5,928 |
| Total debt securities | $16,998,000 | 5,829 |
| Structured notes | ||
| Amortized cost | $900,000 | 2,055 |
| Fair value | $893,000 | 2,061 |
| 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 | $10,024,000 | 8,282 |
| U.S. Government securities | $7,677,000 | 8,334 |
| U.S. Treasury securities | $900,000 | 8,819 |
| U.S. Government agency obligations | $6,777,000 | 6,824 |
| Securities issued by states & political subdivisions | $2,296,000 | 4,609 |
| 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 | $51,000 | 6,978 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,450,000 | 4,992 |
| Mortgage-backed securities | $1,514,000 | 6,717 |
| Certificates of participation in pools of residential mortgages | $812,000 | 6,389 |
| Issued or guaranteed by U.S. | $812,000 | 6,357 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $702,000 | 4,611 |
| CMOs issued by government agencies or sponsored agencies | $702,000 | 4,442 |
| 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) | $5,008,000 | 5,004 |
| Available-for-sale securities (fair market value) | $5,016,000 | 8,021 |
| Total debt securities | $9,973,000 | 8,163 |
| Structured notes | ||
| Amortized cost | $800,000 | 3,046 |
| Fair value | $790,000 | 3,070 |
| 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 | $12,153,000 | 8,009 |
| U.S. Government securities | $10,229,000 | 7,649 |
| U.S. Treasury securities | $990,000 | 9,700 |
| U.S. Government agency obligations | $9,239,000 | 5,656 |
| Securities issued by states & political subdivisions | $1,873,000 | 5,376 |
| 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 | $51,000 | 6,892 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,450,000 | 4,506 |
| Mortgage-backed securities | $1,192,000 | 7,515 |
| Certificates of participation in pools of residential mortgages | $490,000 | 7,417 |
| Issued or guaranteed by U.S. | $490,000 | 7,388 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $702,000 | 4,943 |
| CMOs issued by government agencies or sponsored agencies | $702,000 | 4,748 |
| 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) | $6,561,000 | 7,125 |
| Available-for-sale securities (fair market value) | $5,592,000 | 6,551 |
| Total debt securities | $12,102,000 | 7,909 |
| 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 | $7,339,000 | 10,158 |
| U.S. Government securities | $6,032,000 | 9,918 |
| U.S. Treasury securities | $301,000 | 11,166 |
| U.S. Government agency obligations | $5,731,000 | 7,462 |
| Securities issued by states & political subdivisions | $1,307,000 | 6,289 |
| 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 | $2,501,000 | 6,444 |
| Mortgage-backed securities | $2,904,000 | 6,511 |
| Certificates of participation in pools of residential mortgages | $949,000 | 7,195 |
| Issued or guaranteed by U.S. | $949,000 | 7,142 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,955,000 | 4,129 |
| CMOs issued by government agencies or sponsored agencies | $1,955,000 | 3,937 |
| 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 | $7,339,000 | 10,023 |
| 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 | $4,654,000 | 11,790 |
| U.S. Government securities | $4,394,000 | 11,186 |
| U.S. Treasury securities | $601,000 | 11,095 |
| U.S. Government agency obligations | $3,793,000 | 8,882 |
| Securities issued by states & political subdivisions | $260,000 | 8,505 |
| 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 | $1,510,000 | 7,787 |
| Mortgage-backed securities | $1,200,000 | 8,637 |
| Certificates of participation in pools of residential mortgages | $1,200,000 | 7,207 |
| Issued or guaranteed by U.S. | $1,200,000 | 7,150 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $4,654,000 | 11,647 |
| 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 |