Home > Byron Bank > Securities
Byron Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $108,659,000 | 1,618 |
| U.S. Government securities | $65,169,000 | 1,579 |
| U.S. Treasury securities | $7,482,000 | 1,572 |
| U.S. Government agency obligations | $57,687,000 | 1,470 |
| Securities issued by states & political subdivisions | $41,571,000 | 1,049 |
| Other domestic debt securities | $1,919,000 | 1,785 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $1,919,000 | 481 |
| 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 | $79,065,000 | 1,078 |
| Mortgage-backed securities | $49,864,000 | 1,264 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $30,217,000 | 1,178 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $16,896,000 | 809 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,117,000 | 975 |
| Other commercial mortgage-backed securities | $634,000 | 1,190 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $108,659,000 | 1,429 |
| Total debt securities | $108,659,000 | 1,605 |
| Structured notes | ||
| Amortized cost | $1,739,000 | 651 |
| Fair value | $1,533,000 | 651 |
| 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 | $107,456,000 | 1,622 |
| U.S. Government securities | $67,573,000 | 1,536 |
| U.S. Treasury securities | $14,336,000 | 1,173 |
| U.S. Government agency obligations | $53,237,000 | 1,520 |
| Securities issued by states & political subdivisions | $38,018,000 | 1,111 |
| Other domestic debt securities | $1,865,000 | 1,791 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $1,865,000 | 488 |
| 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 | $66,570,000 | 1,174 |
| Mortgage-backed securities | $45,651,000 | 1,319 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $29,626,000 | 1,178 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $13,187,000 | 914 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,183,000 | 946 |
| Other commercial mortgage-backed securities | $655,000 | 1,179 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $107,456,000 | 1,409 |
| Total debt securities | $107,456,000 | 1,609 |
| Structured notes | ||
| Amortized cost | $1,737,000 | 673 |
| Fair value | $1,476,000 | 677 |
| 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 | $111,610,000 | 1,623 |
| U.S. Government securities | $70,844,000 | 1,525 |
| U.S. Treasury securities | $14,380,000 | 1,177 |
| U.S. Government agency obligations | $56,464,000 | 1,505 |
| Securities issued by states & political subdivisions | $38,866,000 | 1,142 |
| Other domestic debt securities | $1,900,000 | 1,781 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $1,900,000 | 470 |
| 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 | $67,524,000 | 1,151 |
| Mortgage-backed securities | $48,782,000 | 1,303 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $31,745,000 | 1,166 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $14,107,000 | 893 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,251,000 | 931 |
| Other commercial mortgage-backed securities | $679,000 | 1,171 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $111,610,000 | 1,415 |
| Total debt securities | $111,609,000 | 1,608 |
| Structured notes | ||
| Amortized cost | $1,735,000 | 711 |
| Fair value | $1,505,000 | 714 |
| 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 | $111,248,000 | 1,677 |
| U.S. Government securities | $73,328,000 | 1,558 |
| U.S. Treasury securities | $14,465,000 | 1,248 |
| U.S. Government agency obligations | $58,863,000 | 1,471 |
| Securities issued by states & political subdivisions | $35,997,000 | 1,259 |
| Other domestic debt securities | $1,923,000 | 1,820 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $1,923,000 | 464 |
| 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 | $61,801,000 | 1,173 |
| Mortgage-backed securities | $51,136,000 | 1,318 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $33,045,000 | 1,169 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $14,889,000 | 904 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,416,000 | 944 |
| Other commercial mortgage-backed securities | $786,000 | 1,156 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $111,248,000 | 1,474 |
| Total debt securities | $111,248,000 | 1,664 |
| Structured notes | ||
| Amortized cost | $2,733,000 | 566 |
| Fair value | $2,401,000 | 573 |
| 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 | $113,623,000 | 1,672 |
| U.S. Government securities | $74,339,000 | 1,548 |
| U.S. Treasury securities | $14,315,000 | 1,303 |
| U.S. Government agency obligations | $60,024,000 | 1,452 |
| Securities issued by states & political subdivisions | $37,366,000 | 1,248 |
| Other domestic debt securities | $1,918,000 | 1,857 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $1,918,000 | 486 |
| 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 | $62,415,000 | 1,077 |
| Mortgage-backed securities | $52,826,000 | 1,293 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $34,219,000 | 1,160 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $15,211,000 | 898 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,586,000 | 922 |
| Other commercial mortgage-backed securities | $810,000 | 1,146 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $113,623,000 | 1,466 |
| Total debt securities | $113,622,000 | 1,658 |
| Structured notes | ||
| Amortized cost | $2,731,000 | 588 |
| Fair value | $2,393,000 | 592 |
| 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 | $113,562,000 | 1,677 |
| U.S. Government securities | $75,299,000 | 1,568 |
| U.S. Treasury securities | $14,254,000 | 1,326 |
| U.S. Government agency obligations | $61,045,000 | 1,449 |
| Securities issued by states & political subdivisions | $36,347,000 | 1,274 |
| Other domestic debt securities | $1,916,000 | 1,827 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $1,916,000 | 361 |
| 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 | $53,249,000 | 1,143 |
| Mortgage-backed securities | $54,182,000 | 1,294 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $35,005,000 | 1,150 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $15,571,000 | 896 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,774,000 | 919 |
| Other commercial mortgage-backed securities | $832,000 | 1,176 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $113,562,000 | 1,485 |
| Total debt securities | $113,561,000 | 1,662 |
| Structured notes | ||
| Amortized cost | $3,229,000 | 528 |
| Fair value | $2,817,000 | 540 |
| 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 | $117,810,000 | 1,660 |
| U.S. Government securities | $81,166,000 | 1,495 |
| U.S. Treasury securities | $14,400,000 | 1,314 |
| U.S. Government agency obligations | $66,766,000 | 1,395 |
| Securities issued by states & political subdivisions | $36,644,000 | 1,321 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,214,000 | 1,095 |
| Mortgage-backed securities | $59,720,000 | 1,260 |
| Certificates of participation in pools of residential mortgages | $37,161,000 | 1,159 |
| Issued or guaranteed by U.S. | $37,161,000 | 1,139 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $16,775,000 | 959 |
| CMOs issued by government agencies or sponsored agencies | $16,775,000 | 878 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $5,784,000 | 1,105 |
| Commercial mortgage pass-through securities | $2,949,000 | 879 |
| Other commercial mortgage-backed securities | $2,835,000 | 968 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $117,810,000 | 1,497 |
| Total debt securities | $117,812,000 | 1,649 |
| Structured notes | ||
| Amortized cost | $3,227,000 | 507 |
| Fair value | $2,889,000 | 526 |
| 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 | $120,275,000 | 1,609 |
| U.S. Government securities | $84,516,000 | 1,417 |
| U.S. Treasury securities | $13,419,000 | 1,204 |
| U.S. Government agency obligations | $71,097,000 | 1,352 |
| Securities issued by states & political subdivisions | $35,759,000 | 1,366 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,295,000 | 1,019 |
| Mortgage-backed securities | $64,032,000 | 1,219 |
| Certificates of participation in pools of residential mortgages | $40,138,000 | 1,122 |
| Issued or guaranteed by U.S. | $40,138,000 | 1,107 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $18,085,000 | 908 |
| CMOs issued by government agencies or sponsored agencies | $18,085,000 | 841 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $5,809,000 | 1,104 |
| Commercial mortgage pass-through securities | $2,815,000 | 899 |
| Other commercial mortgage-backed securities | $2,994,000 | 941 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $120,275,000 | 1,475 |
| Total debt securities | $120,275,000 | 1,596 |
| Structured notes | ||
| Amortized cost | $3,225,000 | 438 |
| Fair value | $3,099,000 | 435 |
| 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 | $114,207,000 | 1,600 |
| U.S. Government securities | $75,354,000 | 1,449 |
| U.S. Treasury securities | $11,526,000 | 946 |
| U.S. Government agency obligations | $63,828,000 | 1,426 |
| Securities issued by states & political subdivisions | $38,853,000 | 1,343 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,486,000 | 1,034 |
| Mortgage-backed securities | $60,347,000 | 1,252 |
| Certificates of participation in pools of residential mortgages | $35,485,000 | 1,206 |
| Issued or guaranteed by U.S. | $35,485,000 | 1,181 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $18,491,000 | 863 |
| CMOs issued by government agencies or sponsored agencies | $18,491,000 | 812 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $6,371,000 | 1,055 |
| Commercial mortgage pass-through securities | $2,979,000 | 873 |
| Other commercial mortgage-backed securities | $3,392,000 | 896 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $114,207,000 | 1,486 |
| Total debt securities | $114,208,000 | 1,581 |
| Structured notes | ||
| Amortized cost | $2,498,000 | 454 |
| Fair value | $2,481,000 | 439 |
| 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 | $99,275,000 | 1,720 |
| U.S. Government securities | $61,326,000 | 1,595 |
| U.S. Treasury securities | $5,659,000 | 1,114 |
| U.S. Government agency obligations | $55,667,000 | 1,527 |
| Securities issued by states & political subdivisions | $37,949,000 | 1,329 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,561,000 | 1,064 |
| Mortgage-backed securities | $53,147,000 | 1,313 |
| Certificates of participation in pools of residential mortgages | $31,771,000 | 1,260 |
| Issued or guaranteed by U.S. | $31,771,000 | 1,232 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $14,088,000 | 986 |
| CMOs issued by government agencies or sponsored agencies | $14,088,000 | 942 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $7,288,000 | 1,002 |
| Commercial mortgage pass-through securities | $3,522,000 | 811 |
| Other commercial mortgage-backed securities | $3,766,000 | 862 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $99,275,000 | 1,599 |
| Total debt securities | $99,275,000 | 1,703 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 544 |
| Fair value | $1,498,000 | 521 |
| 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 | $90,307,000 | 1,766 |
| U.S. Government securities | $51,162,000 | 1,708 |
| U.S. Treasury securities | $5,616,000 | 1,013 |
| U.S. Government agency obligations | $45,546,000 | 1,690 |
| Securities issued by states & political subdivisions | $39,145,000 | 1,257 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,400,000 | 1,090 |
| Mortgage-backed securities | $44,549,000 | 1,412 |
| Certificates of participation in pools of residential mortgages | $26,845,000 | 1,367 |
| Issued or guaranteed by U.S. | $26,845,000 | 1,334 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $11,361,000 | 1,057 |
| CMOs issued by government agencies or sponsored agencies | $11,361,000 | 1,024 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $6,343,000 | 1,039 |
| Commercial mortgage pass-through securities | $3,626,000 | 795 |
| Other commercial mortgage-backed securities | $2,717,000 | 923 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $90,307,000 | 1,644 |
| Total debt securities | $90,306,000 | 1,748 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 511 |
| Fair value | $997,000 | 566 |
| 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 | $75,612,000 | 1,878 |
| U.S. Government securities | $38,965,000 | 1,909 |
| U.S. Treasury securities | $2,087,000 | 1,107 |
| U.S. Government agency obligations | $36,878,000 | 1,856 |
| Securities issued by states & political subdivisions | $36,647,000 | 1,276 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $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 | $51,806,000 | 1,040 |
| Mortgage-backed securities | $36,878,000 | 1,531 |
| Certificates of participation in pools of residential mortgages | $21,136,000 | 1,515 |
| Issued or guaranteed by U.S. | $21,136,000 | 1,473 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $9,235,000 | 1,137 |
| CMOs issued by government agencies or sponsored agencies | $9,235,000 | 1,101 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $6,507,000 | 1,002 |
| Commercial mortgage pass-through securities | $3,784,000 | 767 |
| Other commercial mortgage-backed securities | $2,723,000 | 898 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $75,612,000 | 1,759 |
| Total debt securities | $75,613,000 | 1,859 |
| 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 | $69,358,000 | 1,867 |
| U.S. Government securities | $35,217,000 | 1,877 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $35,217,000 | 1,775 |
| Securities issued by states & political subdivisions | $34,141,000 | 1,308 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $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 | $49,244,000 | 1,071 |
| Mortgage-backed securities | $35,217,000 | 1,499 |
| Certificates of participation in pools of residential mortgages | $18,605,000 | 1,524 |
| Issued or guaranteed by U.S. | $18,605,000 | 1,488 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $10,528,000 | 1,079 |
| CMOs issued by government agencies or sponsored agencies | $10,528,000 | 1,040 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $6,084,000 | 981 |
| Commercial mortgage pass-through securities | $3,867,000 | 731 |
| Other commercial mortgage-backed securities | $2,217,000 | 911 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $69,358,000 | 1,749 |
| Total debt securities | $69,359,000 | 1,852 |
| 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 | $70,467,000 | 1,752 |
| U.S. Government securities | $20,387,000 | 2,460 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $20,387,000 | 2,340 |
| Securities issued by states & political subdivisions | $32,558,000 | 1,220 |
| Other domestic debt securities | $17,522,000 | 555 |
| Privately issued residential mortgage-backed securities | $17,522,000 | 137 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,094,000 | 1,164 |
| Mortgage-backed securities | $37,909,000 | 1,409 |
| Certificates of participation in pools of residential mortgages | $20,637,000 | 1,379 |
| Issued or guaranteed by U.S. | $3,115,000 | 2,895 |
| Privately issued | $17,522,000 | 43 |
| Collaterized mortgage obligations | $12,718,000 | 1,001 |
| CMOs issued by government agencies or sponsored agencies | $12,718,000 | 970 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $4,554,000 | 1,073 |
| Commercial mortgage pass-through securities | $4,006,000 | 707 |
| Other commercial mortgage-backed securities | $548,000 | 1,198 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $70,467,000 | 1,641 |
| Total debt securities | $70,468,000 | 1,737 |
| 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 | $75,714,000 | 1,610 |
| U.S. Government securities | $42,342,000 | 1,609 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $42,342,000 | 1,526 |
| Securities issued by states & political subdivisions | $33,372,000 | 1,139 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $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 | $42,672,000 | 1,169 |
| Mortgage-backed securities | $42,342,000 | 1,290 |
| Certificates of participation in pools of residential mortgages | $22,708,000 | 1,259 |
| Issued or guaranteed by U.S. | $22,708,000 | 1,224 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $15,071,000 | 939 |
| CMOs issued by government agencies or sponsored agencies | $15,071,000 | 911 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $4,563,000 | 1,049 |
| Commercial mortgage pass-through securities | $4,021,000 | 701 |
| Other commercial mortgage-backed securities | $542,000 | 1,181 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $75,714,000 | 1,499 |
| Total debt securities | $75,714,000 | 1,595 |
| 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 | $77,172,000 | 1,535 |
| U.S. Government securities | $46,163,000 | 1,517 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $46,163,000 | 1,437 |
| Securities issued by states & political subdivisions | $31,009,000 | 1,106 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $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 | $42,614,000 | 1,103 |
| Mortgage-backed securities | $43,159,000 | 1,260 |
| Certificates of participation in pools of residential mortgages | $23,106,000 | 1,239 |
| Issued or guaranteed by U.S. | $23,106,000 | 1,201 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $15,136,000 | 938 |
| CMOs issued by government agencies or sponsored agencies | $15,136,000 | 909 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $4,917,000 | 999 |
| Commercial mortgage pass-through securities | $4,387,000 | 648 |
| Other commercial mortgage-backed securities | $530,000 | 1,152 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $77,172,000 | 1,425 |
| Total debt securities | $77,173,000 | 1,522 |
| 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 | $81,100,000 | 1,484 |
| U.S. Government securities | $45,910,000 | 1,555 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $45,910,000 | 1,472 |
| Securities issued by states & political subdivisions | $35,190,000 | 943 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $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 | $51,503,000 | 932 |
| Mortgage-backed securities | $38,933,000 | 1,339 |
| Certificates of participation in pools of residential mortgages | $21,218,000 | 1,294 |
| Issued or guaranteed by U.S. | $21,218,000 | 1,261 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $12,979,000 | 1,011 |
| CMOs issued by government agencies or sponsored agencies | $12,979,000 | 978 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $4,736,000 | 1,004 |
| Commercial mortgage pass-through securities | $4,736,000 | 622 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $81,100,000 | 1,371 |
| Total debt securities | $81,100,000 | 1,473 |
| 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 | $81,273,000 | 1,475 |
| U.S. Government securities | $46,815,000 | 1,535 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $46,815,000 | 1,435 |
| Securities issued by states & political subdivisions | $34,458,000 | 947 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $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 | $54,485,000 | 904 |
| Mortgage-backed securities | $38,846,000 | 1,303 |
| Certificates of participation in pools of residential mortgages | $21,245,000 | 1,241 |
| Issued or guaranteed by U.S. | $21,245,000 | 1,208 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $12,512,000 | 1,051 |
| CMOs issued by government agencies or sponsored agencies | $12,512,000 | 1,020 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $5,089,000 | 959 |
| Commercial mortgage pass-through securities | $5,089,000 | 598 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $81,273,000 | 1,355 |
| Total debt securities | $81,273,000 | 1,458 |
| 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 | $83,321,000 | 1,469 |
| U.S. Government securities | $48,343,000 | 1,505 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $48,343,000 | 1,411 |
| Securities issued by states & political subdivisions | $34,978,000 | 948 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $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 | $56,696,000 | 883 |
| Mortgage-backed securities | $40,374,000 | 1,256 |
| Certificates of participation in pools of residential mortgages | $22,376,000 | 1,182 |
| Issued or guaranteed by U.S. | $22,376,000 | 1,168 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $12,681,000 | 1,028 |
| CMOs issued by government agencies or sponsored agencies | $12,681,000 | 989 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $5,317,000 | 916 |
| Commercial mortgage pass-through securities | $5,317,000 | 594 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $83,321,000 | 1,354 |
| Total debt securities | $83,321,000 | 1,457 |
| 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 | $89,099,000 | 1,415 |
| U.S. Government securities | $50,547,000 | 1,444 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $50,547,000 | 1,364 |
| Securities issued by states & political subdivisions | $38,552,000 | 886 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $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 | $66,700,000 | 784 |
| Mortgage-backed securities | $36,819,000 | 1,313 |
| Certificates of participation in pools of residential mortgages | $23,908,000 | 1,143 |
| Issued or guaranteed by U.S. | $23,908,000 | 1,130 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $12,911,000 | 1,017 |
| CMOs issued by government agencies or sponsored agencies | $12,911,000 | 977 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $89,099,000 | 1,287 |
| Total debt securities | $89,099,000 | 1,402 |
| 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 | $93,154,000 | 1,373 |
| U.S. Government securities | $53,662,000 | 1,402 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $53,662,000 | 1,337 |
| Securities issued by states & political subdivisions | $39,492,000 | 895 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $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 | $67,850,000 | 777 |
| Mortgage-backed securities | $37,654,000 | 1,293 |
| Certificates of participation in pools of residential mortgages | $24,299,000 | 1,143 |
| Issued or guaranteed by U.S. | $24,299,000 | 1,135 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $13,355,000 | 992 |
| CMOs issued by government agencies or sponsored agencies | $13,355,000 | 950 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $93,154,000 | 1,250 |
| Total debt securities | $93,154,000 | 1,358 |
| 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 | $91,544,000 | 1,395 |
| U.S. Government securities | $54,323,000 | 1,391 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $54,323,000 | 1,321 |
| Securities issued by states & political subdivisions | $37,221,000 | 953 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $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 | $67,091,000 | 783 |
| Mortgage-backed securities | $37,891,000 | 1,293 |
| Certificates of participation in pools of residential mortgages | $25,133,000 | 1,128 |
| Issued or guaranteed by U.S. | $25,133,000 | 1,122 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $12,758,000 | 1,002 |
| CMOs issued by government agencies or sponsored agencies | $12,758,000 | 964 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $91,544,000 | 1,274 |
| Total debt securities | $91,544,000 | 1,371 |
| 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 | $93,120,000 | 1,396 |
| U.S. Government securities | $55,887,000 | 1,360 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $55,887,000 | 1,290 |
| Securities issued by states & political subdivisions | $37,233,000 | 998 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $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 | $68,680,000 | 790 |
| Mortgage-backed securities | $39,080,000 | 1,282 |
| Certificates of participation in pools of residential mortgages | $26,638,000 | 1,116 |
| Issued or guaranteed by U.S. | $26,638,000 | 1,084 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $12,442,000 | 1,007 |
| CMOs issued by government agencies or sponsored agencies | $12,442,000 | 965 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $93,120,000 | 1,270 |
| Total debt securities | $93,120,000 | 1,377 |
| 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 | $95,676,000 | 1,373 |
| U.S. Government securities | $57,995,000 | 1,357 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $57,995,000 | 1,296 |
| Securities issued by states & political subdivisions | $37,681,000 | 1,010 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $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 | $70,215,000 | 787 |
| Mortgage-backed securities | $40,190,000 | 1,248 |
| Certificates of participation in pools of residential mortgages | $30,037,000 | 1,047 |
| Issued or guaranteed by U.S. | $30,037,000 | 1,046 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $10,153,000 | 1,127 |
| CMOs issued by government agencies or sponsored agencies | $10,153,000 | 1,084 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $95,676,000 | 1,238 |
| Total debt securities | $95,676,000 | 1,352 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $94,594,000 | 1,390 |
| U.S. Government securities | $56,767,000 | 1,389 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $56,767,000 | 1,327 |
| Securities issued by states & political subdivisions | $37,827,000 | 1,042 |
| 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 | $72,783,000 | 777 |
| Mortgage-backed securities | $39,471,000 | 1,272 |
| Certificates of participation in pools of residential mortgages | $30,936,000 | 1,057 |
| Issued or guaranteed by U.S. | $30,936,000 | 1,057 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $8,535,000 | 1,229 |
| CMOs issued by government agencies or sponsored agencies | $8,535,000 | 1,186 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $94,594,000 | 1,252 |
| Total debt securities | $94,594,000 | 1,368 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $98,888,000 | 1,361 |
| U.S. Government securities | $59,246,000 | 1,361 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $59,246,000 | 1,299 |
| Securities issued by states & political subdivisions | $39,642,000 | 1,021 |
| Other domestic debt securities | $0 | 2,063 |
| 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 | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,597,000 | 805 |
| Mortgage-backed securities | $41,522,000 | 1,236 |
| Certificates of participation in pools of residential mortgages | $32,525,000 | 1,019 |
| Issued or guaranteed by U.S. | $32,525,000 | 1,018 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $8,997,000 | 1,200 |
| CMOs issued by government agencies or sponsored agencies | $8,997,000 | 1,151 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $98,888,000 | 1,213 |
| Total debt securities | $98,888,000 | 1,343 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $103,032,000 | 1,339 |
| U.S. Government securities | $62,622,000 | 1,335 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $62,622,000 | 1,277 |
| Securities issued by states & political subdivisions | $40,410,000 | 1,019 |
| Other domestic debt securities | $0 | 2,100 |
| 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 | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,625,000 | 798 |
| Mortgage-backed securities | $43,698,000 | 1,204 |
| Certificates of participation in pools of residential mortgages | $34,200,000 | 1,004 |
| Issued or guaranteed by U.S. | $34,200,000 | 1,003 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $9,498,000 | 1,181 |
| CMOs issued by government agencies or sponsored agencies | $9,498,000 | 1,132 |
| 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) | $103,032,000 | 1,194 |
| Total debt securities | $103,032,000 | 1,319 |
| 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 | $100,537,000 | 1,380 |
| U.S. Government securities | $59,516,000 | 1,398 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $59,516,000 | 1,332 |
| Securities issued by states & political subdivisions | $41,021,000 | 1,013 |
| Other domestic debt securities | $0 | 2,154 |
| 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 | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,417,000 | 845 |
| Mortgage-backed securities | $41,868,000 | 1,265 |
| Certificates of participation in pools of residential mortgages | $31,957,000 | 1,084 |
| Issued or guaranteed by U.S. | $31,957,000 | 1,083 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $9,911,000 | 1,152 |
| CMOs issued by government agencies or sponsored agencies | $9,911,000 | 1,099 |
| 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) | $100,537,000 | 1,231 |
| Total debt securities | $100,537,000 | 1,362 |
| 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 | $99,263,000 | 1,386 |
| U.S. Government securities | $59,425,000 | 1,389 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $59,425,000 | 1,318 |
| Securities issued by states & political subdivisions | $39,838,000 | 1,024 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,802,000 | 822 |
| Mortgage-backed securities | $42,661,000 | 1,240 |
| Certificates of participation in pools of residential mortgages | $33,380,000 | 1,040 |
| Issued or guaranteed by U.S. | $33,380,000 | 1,039 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $9,281,000 | 1,176 |
| CMOs issued by government agencies or sponsored agencies | $9,281,000 | 1,121 |
| 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) | $99,263,000 | 1,227 |
| Total debt securities | $99,263,000 | 1,362 |
| 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 | $98,754,000 | 1,379 |
| U.S. Government securities | $57,403,000 | 1,414 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $57,403,000 | 1,353 |
| Securities issued by states & political subdivisions | $41,351,000 | 984 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,671,000 | 811 |
| Mortgage-backed securities | $41,083,000 | 1,268 |
| Certificates of participation in pools of residential mortgages | $32,177,000 | 1,075 |
| Issued or guaranteed by U.S. | $32,177,000 | 1,074 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $8,906,000 | 1,219 |
| CMOs issued by government agencies or sponsored agencies | $8,906,000 | 1,166 |
| 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) | $98,754,000 | 1,231 |
| Total debt securities | $98,754,000 | 1,360 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 621 |
| Fair value | $1,000,000 | 653 |
| 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 | $100,010,000 | 1,382 |
| U.S. Government securities | $57,991,000 | 1,435 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $57,991,000 | 1,374 |
| Securities issued by states & political subdivisions | $42,019,000 | 969 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,204,000 | 838 |
| Mortgage-backed securities | $40,516,000 | 1,303 |
| Certificates of participation in pools of residential mortgages | $33,104,000 | 1,081 |
| Issued or guaranteed by U.S. | $33,104,000 | 1,077 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $7,412,000 | 1,354 |
| CMOs issued by government agencies or sponsored agencies | $7,412,000 | 1,288 |
| 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) | $100,010,000 | 1,223 |
| Total debt securities | $100,010,000 | 1,365 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 516 |
| Fair value | $2,000,000 | 558 |
| 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 | $98,454,000 | 1,420 |
| U.S. Government securities | $56,714,000 | 1,503 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $56,714,000 | 1,437 |
| Securities issued by states & political subdivisions | $41,740,000 | 952 |
| 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 | $70,150,000 | 840 |
| Mortgage-backed securities | $39,181,000 | 1,342 |
| Certificates of participation in pools of residential mortgages | $31,322,000 | 1,133 |
| Issued or guaranteed by U.S. | $31,322,000 | 1,132 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $7,859,000 | 1,337 |
| CMOs issued by government agencies or sponsored agencies | $7,859,000 | 1,272 |
| 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) | $98,454,000 | 1,260 |
| Total debt securities | $98,454,000 | 1,398 |
| Structured notes | ||
| Amortized cost | $2,995,000 | 529 |
| Fair value | $2,998,000 | 514 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $94,037,000 | 1,493 |
| U.S. Government securities | $55,266,000 | 1,563 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $55,266,000 | 1,486 |
| Securities issued by states & political subdivisions | $38,771,000 | 1,037 |
| 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 | $70,476,000 | 844 |
| Mortgage-backed securities | $37,646,000 | 1,395 |
| Certificates of participation in pools of residential mortgages | $29,437,000 | 1,181 |
| Issued or guaranteed by U.S. | $29,437,000 | 1,179 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $8,209,000 | 1,319 |
| CMOs issued by government agencies or sponsored agencies | $8,209,000 | 1,261 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $94,037,000 | 1,318 |
| Total debt securities | $94,037,000 | 1,471 |
| Structured notes | ||
| Amortized cost | $5,993,000 | 340 |
| Fair value | $5,951,000 | 336 |
| 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 | $92,721,000 | 1,502 |
| U.S. Government securities | $52,566,000 | 1,632 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $52,566,000 | 1,566 |
| Securities issued by states & political subdivisions | $40,155,000 | 1,000 |
| 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 | $71,491,000 | 831 |
| Mortgage-backed securities | $36,695,000 | 1,417 |
| Certificates of participation in pools of residential mortgages | $28,009,000 | 1,225 |
| Issued or guaranteed by U.S. | $28,009,000 | 1,224 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $8,686,000 | 1,292 |
| CMOs issued by government agencies or sponsored agencies | $8,686,000 | 1,232 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $92,721,000 | 1,336 |
| Total debt securities | $92,721,000 | 1,483 |
| Structured notes | ||
| Amortized cost | $1,995,000 | 918 |
| Fair value | $1,997,000 | 870 |
| 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 | $91,474,000 | 1,543 |
| U.S. Government securities | $52,413,000 | 1,696 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $52,413,000 | 1,621 |
| Securities issued by states & political subdivisions | $39,061,000 | 1,008 |
| 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 | $70,496,000 | 849 |
| Mortgage-backed securities | $36,233,000 | 1,473 |
| Certificates of participation in pools of residential mortgages | $27,839,000 | 1,273 |
| Issued or guaranteed by U.S. | $27,839,000 | 1,273 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $8,394,000 | 1,372 |
| CMOs issued by government agencies or sponsored agencies | $8,394,000 | 1,307 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $91,474,000 | 1,373 |
| Total debt securities | $91,474,000 | 1,528 |
| Structured notes | ||
| Amortized cost | $1,995,000 | 1,028 |
| Fair value | $1,988,000 | 978 |
| 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 | $89,865,000 | 1,589 |
| U.S. Government securities | $51,245,000 | 1,775 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $51,245,000 | 1,698 |
| Securities issued by states & political subdivisions | $38,620,000 | 996 |
| 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 | $68,224,000 | 896 |
| Mortgage-backed securities | $38,480,000 | 1,442 |
| Certificates of participation in pools of residential mortgages | $29,524,000 | 1,213 |
| Issued or guaranteed by U.S. | $29,524,000 | 1,213 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $8,956,000 | 1,377 |
| CMOs issued by government agencies or sponsored agencies | $8,956,000 | 1,308 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $89,865,000 | 1,414 |
| Total debt securities | $89,865,000 | 1,570 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 987 |
| Fair value | $2,003,000 | 1,006 |
| 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 | $85,931,000 | 1,669 |
| U.S. Government securities | $50,261,000 | 1,804 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $50,261,000 | 1,730 |
| Securities issued by states & political subdivisions | $35,670,000 | 1,075 |
| 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 | $68,973,000 | 869 |
| Mortgage-backed securities | $38,466,000 | 1,480 |
| Certificates of participation in pools of residential mortgages | $29,076,000 | 1,259 |
| Issued or guaranteed by U.S. | $29,076,000 | 1,257 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $9,390,000 | 1,368 |
| CMOs issued by government agencies or sponsored agencies | $9,390,000 | 1,303 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $85,931,000 | 1,478 |
| Total debt securities | $85,931,000 | 1,650 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,423 |
| Fair value | $1,002,000 | 1,426 |
| 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 | $86,576,000 | 1,702 |
| U.S. Government securities | $49,294,000 | 1,882 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $49,294,000 | 1,812 |
| Securities issued by states & political subdivisions | $37,282,000 | 1,033 |
| 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 | $70,678,000 | 852 |
| Mortgage-backed securities | $36,933,000 | 1,569 |
| Certificates of participation in pools of residential mortgages | $27,124,000 | 1,371 |
| Issued or guaranteed by U.S. | $27,124,000 | 1,371 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $9,809,000 | 1,358 |
| CMOs issued by government agencies or sponsored agencies | $9,809,000 | 1,288 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $86,576,000 | 1,504 |
| Total debt securities | $86,576,000 | 1,678 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 1,233 |
| Fair value | $1,991,000 | 1,169 |
| 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 | $85,128,000 | 1,735 |
| U.S. Government securities | $48,313,000 | 1,915 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $48,313,000 | 1,848 |
| Securities issued by states & political subdivisions | $36,815,000 | 1,045 |
| 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 | $60,413,000 | 996 |
| Mortgage-backed securities | $36,840,000 | 1,584 |
| Certificates of participation in pools of residential mortgages | $27,067,000 | 1,404 |
| Issued or guaranteed by U.S. | $27,067,000 | 1,404 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $9,773,000 | 1,374 |
| CMOs issued by government agencies or sponsored agencies | $9,773,000 | 1,307 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $85,128,000 | 1,548 |
| Total debt securities | $85,128,000 | 1,717 |
| Structured notes | ||
| Amortized cost | $998,000 | 1,703 |
| Fair value | $1,000,000 | 1,588 |
| 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 | $83,157,000 | 1,779 |
| U.S. Government securities | $47,066,000 | 1,999 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $47,066,000 | 1,940 |
| Securities issued by states & political subdivisions | $36,091,000 | 1,078 |
| 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 | $57,040,000 | 1,053 |
| Mortgage-backed securities | $36,560,000 | 1,603 |
| Certificates of participation in pools of residential mortgages | $27,224,000 | 1,410 |
| Issued or guaranteed by U.S. | $27,224,000 | 1,410 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $9,336,000 | 1,402 |
| CMOs issued by government agencies or sponsored agencies | $9,336,000 | 1,339 |
| 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) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $83,157,000 | 1,591 |
| Total debt securities | $83,157,000 | 1,756 |
| Structured notes | ||
| Amortized cost | $998,000 | 1,737 |
| Fair value | $990,000 | 1,642 |
| 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 | $79,764,000 | 1,845 |
| U.S. Government securities | $45,655,000 | 2,008 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $45,655,000 | 1,950 |
| Securities issued by states & political subdivisions | $34,109,000 | 1,140 |
| 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 | $55,745,000 | 1,063 |
| Mortgage-backed securities | $35,090,000 | 1,649 |
| Certificates of participation in pools of residential mortgages | $26,405,000 | 1,468 |
| Issued or guaranteed by U.S. | $26,405,000 | 1,467 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $8,685,000 | 1,455 |
| CMOs issued by government agencies or sponsored agencies | $8,685,000 | 1,391 |
| 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) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $79,764,000 | 1,645 |
| Total debt securities | $79,764,000 | 1,825 |
| Structured notes | ||
| Amortized cost | $998,000 | 1,735 |
| Fair value | $977,000 | 1,645 |
| 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 | $83,133,000 | 1,798 |
| U.S. Government securities | $47,585,000 | 1,966 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $47,585,000 | 1,900 |
| Securities issued by states & political subdivisions | $35,548,000 | 1,074 |
| 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 | $56,956,000 | 1,025 |
| Mortgage-backed securities | $36,823,000 | 1,603 |
| Certificates of participation in pools of residential mortgages | $27,788,000 | 1,409 |
| Issued or guaranteed by U.S. | $27,788,000 | 1,407 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $9,035,000 | 1,450 |
| CMOs issued by government agencies or sponsored agencies | $9,035,000 | 1,378 |
| 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) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $83,133,000 | 1,609 |
| Total debt securities | $83,133,000 | 1,774 |
| Structured notes | ||
| Amortized cost | $998,000 | 1,741 |
| Fair value | $997,000 | 1,597 |
| 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 | $73,424,000 | 1,977 |
| U.S. Government securities | $42,609,000 | 2,119 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $42,609,000 | 2,062 |
| Securities issued by states & political subdivisions | $30,815,000 | 1,237 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,847,000 | 1,011 |
| Mortgage-backed securities | $33,725,000 | 1,718 |
| Certificates of participation in pools of residential mortgages | $24,051,000 | 1,563 |
| Issued or guaranteed by U.S. | $24,051,000 | 1,561 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $9,674,000 | 1,424 |
| CMOs issued by government agencies or sponsored agencies | $9,674,000 | 1,351 |
| 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) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $73,424,000 | 1,785 |
| Total debt securities | $73,424,000 | 1,952 |
| Structured notes | ||
| Amortized cost | $998,000 | 1,717 |
| Fair value | $968,000 | 1,672 |
| 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 | $75,189,000 | 1,962 |
| U.S. Government securities | $43,420,000 | 2,139 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $43,420,000 | 2,079 |
| Securities issued by states & political subdivisions | $31,769,000 | 1,185 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,634,000 | 1,089 |
| Mortgage-backed securities | $34,215,000 | 1,731 |
| Certificates of participation in pools of residential mortgages | $23,753,000 | 1,605 |
| Issued or guaranteed by U.S. | $23,753,000 | 1,603 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $10,462,000 | 1,409 |
| CMOs issued by government agencies or sponsored agencies | $10,462,000 | 1,335 |
| 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) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $75,189,000 | 1,780 |
| Total debt securities | $75,189,000 | 1,933 |
| Structured notes | ||
| Amortized cost | $998,000 | 1,751 |
| Fair value | $1,000,000 | 1,653 |
| 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 | $73,261,000 | 1,975 |
| U.S. Government securities | $43,463,000 | 2,091 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $43,463,000 | 2,032 |
| Securities issued by states & political subdivisions | $29,798,000 | 1,241 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,282,000 | 1,052 |
| Mortgage-backed securities | $33,158,000 | 1,765 |
| Certificates of participation in pools of residential mortgages | $23,017,000 | 1,615 |
| Issued or guaranteed by U.S. | $23,017,000 | 1,613 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $10,141,000 | 1,498 |
| CMOs issued by government agencies or sponsored agencies | $10,141,000 | 1,402 |
| 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) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $73,261,000 | 1,798 |
| Total debt securities | $73,261,000 | 1,955 |
| Structured notes | ||
| Amortized cost | $998,000 | 1,788 |
| Fair value | $1,000,000 | 1,733 |
| 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 | $78,130,000 | 1,867 |
| U.S. Government securities | $46,263,000 | 2,030 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $46,263,000 | 1,983 |
| Securities issued by states & political subdivisions | $31,867,000 | 1,126 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,130,000 | 1,075 |
| Mortgage-backed securities | $35,387,000 | 1,779 |
| Certificates of participation in pools of residential mortgages | $24,450,000 | 1,622 |
| Issued or guaranteed by U.S. | $24,450,000 | 1,621 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $10,937,000 | 1,503 |
| CMOs issued by government agencies or sponsored agencies | $10,937,000 | 1,404 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $78,130,000 | 1,699 |
| Total debt securities | $78,130,000 | 1,843 |
| Structured notes | ||
| Amortized cost | $998,000 | 1,921 |
| Fair value | $1,001,000 | 1,845 |
| 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 | $73,097,000 | 1,968 |
| U.S. Government securities | $42,239,000 | 2,193 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $42,239,000 | 2,141 |
| Securities issued by states & political subdivisions | $30,858,000 | 1,141 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,024,000 | 1,097 |
| Mortgage-backed securities | $35,257,000 | 1,802 |
| Certificates of participation in pools of residential mortgages | $25,623,000 | 1,599 |
| Issued or guaranteed by U.S. | $25,623,000 | 1,597 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $9,634,000 | 1,636 |
| CMOs issued by government agencies or sponsored agencies | $9,634,000 | 1,533 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $73,097,000 | 1,792 |
| Total debt securities | $73,097,000 | 1,951 |
| Structured notes | ||
| Amortized cost | $998,000 | 2,152 |
| Fair value | $1,001,000 | 2,081 |
| 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 | $69,668,000 | 2,048 |
| U.S. Government securities | $41,125,000 | 2,274 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $41,125,000 | 2,219 |
| Securities issued by states & political subdivisions | $28,543,000 | 1,172 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,146,000 | 1,094 |
| Mortgage-backed securities | $34,053,000 | 1,829 |
| Certificates of participation in pools of residential mortgages | $25,634,000 | 1,574 |
| Issued or guaranteed by U.S. | $25,634,000 | 1,571 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $8,419,000 | 1,723 |
| CMOs issued by government agencies or sponsored agencies | $8,419,000 | 1,628 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $69,668,000 | 1,867 |
| Total debt securities | $69,668,000 | 2,035 |
| Structured notes | ||
| Amortized cost | $998,000 | 2,400 |
| Fair value | $988,000 | 2,389 |
| 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 | $63,955,000 | 2,140 |
| U.S. Government securities | $39,827,000 | 2,232 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $39,827,000 | 2,179 |
| Securities issued by states & political subdivisions | $24,128,000 | 1,335 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,742,000 | 1,002 |
| Mortgage-backed securities | $32,103,000 | 1,850 |
| Certificates of participation in pools of residential mortgages | $25,903,000 | 1,472 |
| Issued or guaranteed by U.S. | $25,903,000 | 1,468 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $6,200,000 | 1,947 |
| CMOs issued by government agencies or sponsored agencies | $6,200,000 | 1,773 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $63,955,000 | 1,936 |
| Total debt securities | $63,957,000 | 2,127 |
| Structured notes | ||
| Amortized cost | $995,000 | 2,356 |
| Fair value | $1,001,000 | 2,242 |
| 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 | $67,686,000 | 1,989 |
| U.S. Government securities | $38,091,000 | 2,260 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $38,091,000 | 2,194 |
| Securities issued by states & political subdivisions | $29,595,000 | 1,040 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,744,000 | 1,008 |
| Mortgage-backed securities | $31,280,000 | 1,818 |
| Certificates of participation in pools of residential mortgages | $24,453,000 | 1,458 |
| Issued or guaranteed by U.S. | $24,453,000 | 1,453 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $6,827,000 | 1,866 |
| CMOs issued by government agencies or sponsored agencies | $6,827,000 | 1,693 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $67,686,000 | 1,808 |
| Total debt securities | $67,686,000 | 1,972 |
| Structured notes | ||
| Amortized cost | $995,000 | 2,431 |
| Fair value | $1,001,000 | 2,346 |
| 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 | $71,076,000 | 1,896 |
| U.S. Government securities | $41,826,000 | 2,130 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $41,826,000 | 2,068 |
| Securities issued by states & political subdivisions | $29,250,000 | 1,002 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,025,000 | 1,051 |
| Mortgage-backed securities | $32,947,000 | 1,698 |
| Certificates of participation in pools of residential mortgages | $26,607,000 | 1,354 |
| Issued or guaranteed by U.S. | $26,607,000 | 1,349 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $6,340,000 | 1,908 |
| CMOs issued by government agencies or sponsored agencies | $6,340,000 | 1,725 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $71,076,000 | 1,715 |
| Total debt securities | $71,076,000 | 1,878 |
| Structured notes | ||
| Amortized cost | $995,000 | 2,604 |
| Fair value | $989,000 | 2,598 |
| 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 | $59,989,000 | 2,174 |
| U.S. Government securities | $32,108,000 | 2,648 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $32,108,000 | 2,569 |
| Securities issued by states & political subdivisions | $27,881,000 | 1,035 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,410,000 | 1,154 |
| Mortgage-backed securities | $27,244,000 | 1,915 |
| Certificates of participation in pools of residential mortgages | $22,406,000 | 1,494 |
| Issued or guaranteed by U.S. | $22,406,000 | 1,490 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $4,838,000 | 2,023 |
| CMOs issued by government agencies or sponsored agencies | $4,838,000 | 1,835 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $59,989,000 | 1,960 |
| Total debt securities | $59,989,000 | 2,154 |
| Structured notes | ||
| Amortized cost | $994,000 | 2,658 |
| Fair value | $957,000 | 2,658 |
| 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 | $54,367,000 | 2,271 |
| U.S. Government securities | $29,429,000 | 2,691 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $29,429,000 | 2,608 |
| Securities issued by states & political subdivisions | $24,938,000 | 1,129 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,433,000 | 1,076 |
| Mortgage-backed securities | $25,432,000 | 1,936 |
| Certificates of participation in pools of residential mortgages | $19,519,000 | 1,584 |
| Issued or guaranteed by U.S. | $19,519,000 | 1,578 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $5,913,000 | 1,866 |
| CMOs issued by government agencies or sponsored agencies | $5,913,000 | 1,664 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $54,367,000 | 2,047 |
| Total debt securities | $54,367,000 | 2,244 |
| Structured notes | ||
| Amortized cost | $994,000 | 2,522 |
| Fair value | $962,000 | 2,520 |
| 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 | $53,502,000 | 2,257 |
| U.S. Government securities | $29,129,000 | 2,693 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $29,129,000 | 2,606 |
| Securities issued by states & political subdivisions | $24,373,000 | 1,122 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,785,000 | 1,017 |
| Mortgage-backed securities | $25,035,000 | 1,930 |
| Certificates of participation in pools of residential mortgages | $18,078,000 | 1,651 |
| Issued or guaranteed by U.S. | $18,078,000 | 1,647 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $6,957,000 | 1,728 |
| CMOs issued by government agencies or sponsored agencies | $6,957,000 | 1,519 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $53,502,000 | 2,024 |
| Total debt securities | $53,502,000 | 2,229 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,383 |
| Fair value | $1,003,000 | 2,482 |
| 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 | $57,247,000 | 2,122 |
| U.S. Government securities | $33,000,000 | 2,493 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $33,000,000 | 2,413 |
| Securities issued by states & political subdivisions | $24,247,000 | 1,046 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,457,000 | 1,075 |
| Mortgage-backed securities | $26,837,000 | 1,818 |
| Certificates of participation in pools of residential mortgages | $19,572,000 | 1,582 |
| Issued or guaranteed by U.S. | $19,572,000 | 1,574 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $7,265,000 | 1,645 |
| CMOs issued by government agencies or sponsored agencies | $7,265,000 | 1,429 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $57,247,000 | 1,897 |
| Total debt securities | $57,247,000 | 2,101 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,615 |
| Fair value | $3,011,000 | 1,659 |
| 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 | $56,870,000 | 2,152 |
| U.S. Government securities | $32,503,000 | 2,548 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $32,503,000 | 2,481 |
| Securities issued by states & political subdivisions | $24,367,000 | 1,015 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,899,000 | 1,253 |
| Mortgage-backed securities | $27,817,000 | 1,815 |
| Certificates of participation in pools of residential mortgages | $19,040,000 | 1,688 |
| Issued or guaranteed by U.S. | $19,040,000 | 1,685 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $8,777,000 | 1,467 |
| CMOs issued by government agencies or sponsored agencies | $8,777,000 | 1,239 |
| 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) | $120,000 | 2,954 |
| Available-for-sale securities (fair market value) | $56,750,000 | 1,924 |
| Total debt securities | $56,870,000 | 2,124 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,246 |
| Fair value | $1,002,000 | 2,291 |
| 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 | $54,901,000 | 2,198 |
| U.S. Government securities | $30,643,000 | 2,642 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $30,643,000 | 2,568 |
| Securities issued by states & political subdivisions | $23,877,000 | 1,035 |
| Other domestic debt securities | $381,000 | 2,799 |
| Privately issued residential mortgage-backed securities | $381,000 | 1,324 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,711,000 | 1,315 |
| Mortgage-backed securities | $24,861,000 | 2,001 |
| Certificates of participation in pools of residential mortgages | $20,670,000 | 1,646 |
| Issued or guaranteed by U.S. | $20,670,000 | 1,640 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $4,191,000 | 1,974 |
| CMOs issued by government agencies or sponsored agencies | $3,810,000 | 1,759 |
| Privately issued | $381,000 | 1,268 |
| 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) | $120,000 | 3,008 |
| Available-for-sale securities (fair market value) | $54,781,000 | 1,967 |
| Total debt securities | $54,901,000 | 2,173 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,971 |
| Fair value | $973,000 | 2,187 |
| 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 | $62,997,000 | 1,965 |
| U.S. Government securities | $38,245,000 | 2,180 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $38,245,000 | 2,123 |
| Securities issued by states & political subdivisions | $24,752,000 | 985 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,604,000 | 1,309 |
| Mortgage-backed securities | $24,566,000 | 2,051 |
| Certificates of participation in pools of residential mortgages | $19,975,000 | 1,733 |
| Issued or guaranteed by U.S. | $19,975,000 | 1,728 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $4,591,000 | 1,907 |
| CMOs issued by government agencies or sponsored agencies | $4,591,000 | 1,596 |
| 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) | $235,000 | 2,948 |
| Available-for-sale securities (fair market value) | $62,762,000 | 1,735 |
| Total debt securities | $62,997,000 | 1,931 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 760 |
| Fair value | $3,498,000 | 771 |
| 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 | $46,317,000 | 2,481 |
| U.S. Government securities | $23,527,000 | 3,115 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $23,527,000 | 3,044 |
| Securities issued by states & political subdivisions | $22,790,000 | 1,034 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,553,000 | 1,426 |
| Mortgage-backed securities | $20,851,000 | 2,304 |
| Certificates of participation in pools of residential mortgages | $17,841,000 | 1,932 |
| Issued or guaranteed by U.S. | $17,841,000 | 1,921 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $3,010,000 | 2,181 |
| CMOs issued by government agencies or sponsored agencies | $3,010,000 | 1,858 |
| 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) | $235,000 | 3,001 |
| Available-for-sale securities (fair market value) | $46,082,000 | 2,197 |
| Total debt securities | $46,317,000 | 2,451 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $43,447,000 | 2,605 |
| U.S. Government securities | $24,317,000 | 3,080 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $24,317,000 | 3,024 |
| Securities issued by states & political subdivisions | $19,130,000 | 1,192 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,515,000 | 1,424 |
| Mortgage-backed securities | $21,121,000 | 2,313 |
| Certificates of participation in pools of residential mortgages | $17,788,000 | 1,979 |
| Issued or guaranteed by U.S. | $17,788,000 | 1,966 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,333,000 | 2,142 |
| CMOs issued by government agencies or sponsored agencies | $3,333,000 | 1,790 |
| 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) | $235,000 | 3,032 |
| Available-for-sale securities (fair market value) | $43,212,000 | 2,338 |
| Total debt securities | $43,447,000 | 2,573 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $42,699,000 | 2,623 |
| U.S. Government securities | $26,339,000 | 2,928 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $26,339,000 | 2,874 |
| Securities issued by states & political subdivisions | $16,337,000 | 1,385 |
| Other domestic debt securities | $23,000 | 3,205 |
| Privately issued residential mortgage-backed securities | $23,000 | 1,553 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,740,000 | 1,460 |
| Mortgage-backed securities | $23,127,000 | 2,141 |
| Certificates of participation in pools of residential mortgages | $19,205,000 | 1,822 |
| Issued or guaranteed by U.S. | $19,205,000 | 1,812 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $3,922,000 | 1,971 |
| CMOs issued by government agencies or sponsored agencies | $3,899,000 | 1,673 |
| Privately issued | $23,000 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $600,000 | 2,750 |
| Available-for-sale securities (fair market value) | $42,099,000 | 2,354 |
| Total debt securities | $42,699,000 | 2,592 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $42,268,000 | 2,604 |
| U.S. Government securities | $25,622,000 | 2,907 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $25,622,000 | 2,855 |
| Securities issued by states & political subdivisions | $16,623,000 | 1,338 |
| Other domestic debt securities | $23,000 | 3,164 |
| Privately issued residential mortgage-backed securities | $23,000 | 1,525 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,256,000 | 1,446 |
| Mortgage-backed securities | $23,087,000 | 2,044 |
| Certificates of participation in pools of residential mortgages | $19,832,000 | 1,704 |
| Issued or guaranteed by U.S. | $19,832,000 | 1,694 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $3,255,000 | 2,034 |
| CMOs issued by government agencies or sponsored agencies | $3,232,000 | 1,717 |
| Privately issued | $23,000 | 1,445 |
| 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) | $1,090,000 | 2,503 |
| Available-for-sale securities (fair market value) | $41,178,000 | 2,341 |
| Total debt securities | $42,268,000 | 2,576 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $42,337,000 | 2,651 |
| U.S. Government securities | $26,117,000 | 2,920 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $26,117,000 | 2,870 |
| Securities issued by states & political subdivisions | $16,195,000 | 1,381 |
| Other domestic debt securities | $25,000 | 3,121 |
| Privately issued residential mortgage-backed securities | $25,000 | 1,492 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,974,000 | 1,482 |
| Mortgage-backed securities | $23,103,000 | 2,031 |
| Certificates of participation in pools of residential mortgages | $19,789,000 | 1,703 |
| Issued or guaranteed by U.S. | $19,789,000 | 1,694 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $3,314,000 | 2,028 |
| CMOs issued by government agencies or sponsored agencies | $3,289,000 | 1,708 |
| Privately issued | $25,000 | 1,406 |
| 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) | $1,090,000 | 2,516 |
| Available-for-sale securities (fair market value) | $41,247,000 | 2,397 |
| Total debt securities | $42,337,000 | 2,614 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $43,520,000 | 2,574 |
| U.S. Government securities | $28,197,000 | 2,750 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $28,197,000 | 2,694 |
| Securities issued by states & political subdivisions | $15,297,000 | 1,465 |
| Other domestic debt securities | $26,000 | 3,091 |
| Privately issued residential mortgage-backed securities | $26,000 | 1,483 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,335,000 | 1,436 |
| Mortgage-backed securities | $23,642,000 | 1,917 |
| Certificates of participation in pools of residential mortgages | $20,156,000 | 1,620 |
| Issued or guaranteed by U.S. | $20,156,000 | 1,610 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,486,000 | 1,958 |
| CMOs issued by government agencies or sponsored agencies | $3,460,000 | 1,648 |
| Privately issued | $26,000 | 1,397 |
| 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) | $1,390,000 | 2,448 |
| Available-for-sale securities (fair market value) | $42,130,000 | 2,352 |
| Total debt securities | $43,520,000 | 2,528 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $44,950,000 | 2,522 |
| U.S. Government securities | $29,691,000 | 2,701 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $29,691,000 | 2,642 |
| Securities issued by states & political subdivisions | $15,232,000 | 1,458 |
| Other domestic debt securities | $27,000 | 2,932 |
| Privately issued residential mortgage-backed securities | $27,000 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,957,000 | 1,491 |
| Mortgage-backed securities | $22,684,000 | 1,759 |
| Certificates of participation in pools of residential mortgages | $18,663,000 | 1,468 |
| Issued or guaranteed by U.S. | $18,663,000 | 1,460 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $4,021,000 | 1,769 |
| CMOs issued by government agencies or sponsored agencies | $3,994,000 | 1,489 |
| Privately issued | $27,000 | 1,308 |
| 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) | $1,520,000 | 2,448 |
| Available-for-sale securities (fair market value) | $43,430,000 | 2,280 |
| Total debt securities | $44,949,000 | 2,475 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $44,686,000 | 2,532 |
| U.S. Government securities | $30,564,000 | 2,656 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $30,564,000 | 2,601 |
| Securities issued by states & political subdivisions | $14,094,000 | 1,521 |
| Other domestic debt securities | $28,000 | 2,899 |
| Privately issued residential mortgage-backed securities | $28,000 | 1,352 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,085,000 | 1,484 |
| Mortgage-backed securities | $22,087,000 | 1,682 |
| Certificates of participation in pools of residential mortgages | $17,952,000 | 1,439 |
| Issued or guaranteed by U.S. | $17,952,000 | 1,429 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $4,135,000 | 1,699 |
| CMOs issued by government agencies or sponsored agencies | $4,107,000 | 1,432 |
| Privately issued | $28,000 | 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) | $1,715,000 | 2,440 |
| Available-for-sale securities (fair market value) | $42,971,000 | 2,274 |
| Total debt securities | $44,686,000 | 2,485 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $42,765,000 | 2,603 |
| U.S. Government securities | $29,824,000 | 2,690 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $29,824,000 | 2,625 |
| Securities issued by states & political subdivisions | $12,912,000 | 1,617 |
| Other domestic debt securities | $29,000 | 2,847 |
| Privately issued residential mortgage-backed securities | $29,000 | 1,308 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,358,000 | 1,525 |
| Mortgage-backed securities | $20,931,000 | 1,706 |
| Certificates of participation in pools of residential mortgages | $16,697,000 | 1,461 |
| Issued or guaranteed by U.S. | $16,697,000 | 1,453 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $4,234,000 | 1,657 |
| CMOs issued by government agencies or sponsored agencies | $4,205,000 | 1,403 |
| Privately issued | $29,000 | 1,224 |
| 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) | $1,840,000 | 2,431 |
| Available-for-sale securities (fair market value) | $40,925,000 | 2,371 |
| Total debt securities | $42,765,000 | 2,562 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $43,482,000 | 2,586 |
| U.S. Government securities | $30,792,000 | 2,631 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $30,792,000 | 2,562 |
| Securities issued by states & political subdivisions | $12,660,000 | 1,640 |
| Other domestic debt securities | $30,000 | 2,876 |
| Privately issued residential mortgage-backed securities | $30,000 | 1,275 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,365,000 | 1,544 |
| Mortgage-backed securities | $22,364,000 | 1,618 |
| Certificates of participation in pools of residential mortgages | $17,896,000 | 1,394 |
| Issued or guaranteed by U.S. | $17,896,000 | 1,386 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $4,468,000 | 1,605 |
| CMOs issued by government agencies or sponsored agencies | $4,438,000 | 1,358 |
| Privately issued | $30,000 | 1,183 |
| 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) | $1,840,000 | 2,473 |
| Available-for-sale securities (fair market value) | $41,642,000 | 2,346 |
| Total debt securities | $43,482,000 | 2,548 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $42,761,000 | 2,657 |
| U.S. Government securities | $29,631,000 | 2,756 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $29,631,000 | 2,681 |
| Securities issued by states & political subdivisions | $13,098,000 | 1,599 |
| Other domestic debt securities | $32,000 | 2,915 |
| Privately issued residential mortgage-backed securities | $32,000 | 1,257 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,898,000 | 1,577 |
| Mortgage-backed securities | $22,716,000 | 1,598 |
| Certificates of participation in pools of residential mortgages | $18,101,000 | 1,406 |
| Issued or guaranteed by U.S. | $18,101,000 | 1,399 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $4,615,000 | 1,587 |
| CMOs issued by government agencies or sponsored agencies | $4,583,000 | 1,350 |
| Privately issued | $32,000 | 1,174 |
| 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) | $2,386,000 | 2,356 |
| Available-for-sale securities (fair market value) | $40,375,000 | 2,419 |
| Total debt securities | $42,761,000 | 2,619 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $39,006,000 | 2,886 |
| U.S. Government securities | $26,363,000 | 3,064 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $26,363,000 | 2,978 |
| Securities issued by states & political subdivisions | $12,609,000 | 1,623 |
| Other domestic debt securities | $34,000 | 2,961 |
| Privately issued residential mortgage-backed securities | $34,000 | 1,246 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,835,000 | 1,587 |
| Mortgage-backed securities | $20,969,000 | 1,694 |
| Certificates of participation in pools of residential mortgages | $16,683,000 | 1,509 |
| Issued or guaranteed by U.S. | $16,683,000 | 1,499 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $4,286,000 | 1,598 |
| CMOs issued by government agencies or sponsored agencies | $4,252,000 | 1,369 |
| Privately issued | $34,000 | 1,151 |
| 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) | $2,772,000 | 2,302 |
| Available-for-sale securities (fair market value) | $36,234,000 | 2,654 |
| Total debt securities | $39,007,000 | 2,851 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $33,662,000 | 3,224 |
| U.S. Government securities | $20,728,000 | 3,677 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $20,728,000 | 3,563 |
| Securities issued by states & political subdivisions | $12,548,000 | 1,600 |
| Other domestic debt securities | $386,000 | 2,556 |
| Privately issued residential mortgage-backed securities | $36,000 | 1,230 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $350,000 | 2,005 |
| 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 | $23,944,000 | 1,869 |
| Mortgage-backed securities | $17,389,000 | 1,936 |
| Certificates of participation in pools of residential mortgages | $13,683,000 | 1,742 |
| Issued or guaranteed by U.S. | $13,683,000 | 1,732 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,706,000 | 1,668 |
| CMOs issued by government agencies or sponsored agencies | $3,670,000 | 1,457 |
| Privately issued | $36,000 | 1,138 |
| 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) | $3,323,000 | 2,196 |
| Available-for-sale securities (fair market value) | $30,339,000 | 3,016 |
| Total debt securities | $33,662,000 | 3,186 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $31,910,000 | 3,395 |
| U.S. Government securities | $18,879,000 | 3,975 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $18,879,000 | 3,846 |
| Securities issued by states & political subdivisions | $12,642,000 | 1,579 |
| Other domestic debt securities | $389,000 | 2,626 |
| Privately issued residential mortgage-backed securities | $39,000 | 1,214 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $350,000 | 2,107 |
| 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 | $25,182,000 | 1,793 |
| Mortgage-backed securities | $15,976,000 | 2,063 |
| Certificates of participation in pools of residential mortgages | $12,652,000 | 1,857 |
| Issued or guaranteed by U.S. | $12,652,000 | 1,845 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,324,000 | 1,749 |
| CMOs issued by government agencies or sponsored agencies | $3,285,000 | 1,522 |
| Privately issued | $39,000 | 1,127 |
| 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) | $3,325,000 | 2,234 |
| Available-for-sale securities (fair market value) | $28,585,000 | 3,196 |
| Total debt securities | $31,909,000 | 3,345 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $32,495,000 | 3,337 |
| U.S. Government securities | $19,372,000 | 3,889 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $19,372,000 | 3,755 |
| Securities issued by states & political subdivisions | $12,732,000 | 1,555 |
| Other domestic debt securities | $391,000 | 2,710 |
| Privately issued residential mortgage-backed securities | $41,000 | 1,194 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $350,000 | 2,218 |
| 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 | $26,405,000 | 1,705 |
| Mortgage-backed securities | $16,961,000 | 2,008 |
| Certificates of participation in pools of residential mortgages | $14,135,000 | 1,736 |
| Issued or guaranteed by U.S. | $14,135,000 | 1,723 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,826,000 | 1,863 |
| CMOs issued by government agencies or sponsored agencies | $2,785,000 | 1,639 |
| Privately issued | $41,000 | 1,097 |
| 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) | $3,327,000 | 2,287 |
| Available-for-sale securities (fair market value) | $29,168,000 | 3,147 |
| Total debt securities | $32,495,000 | 3,291 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $34,707,000 | 3,143 |
| U.S. Government securities | $20,562,000 | 3,695 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $20,562,000 | 3,559 |
| Securities issued by states & political subdivisions | $13,749,000 | 1,457 |
| Other domestic debt securities | $396,000 | 2,755 |
| Privately issued residential mortgage-backed securities | $46,000 | 1,173 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $350,000 | 2,290 |
| 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 | $26,011,000 | 1,669 |
| Mortgage-backed securities | $17,557,000 | 1,964 |
| Certificates of participation in pools of residential mortgages | $14,480,000 | 1,721 |
| Issued or guaranteed by U.S. | $14,480,000 | 1,709 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,077,000 | 1,815 |
| CMOs issued by government agencies or sponsored agencies | $3,031,000 | 1,595 |
| Privately issued | $46,000 | 1,075 |
| 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) | $3,644,000 | 2,215 |
| Available-for-sale securities (fair market value) | $31,063,000 | 2,978 |
| Total debt securities | $34,707,000 | 3,089 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $34,499,000 | 3,222 |
| U.S. Government securities | $20,126,000 | 3,777 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $20,126,000 | 3,656 |
| Securities issued by states & political subdivisions | $13,974,000 | 1,425 |
| Other domestic debt securities | $399,000 | 2,817 |
| Privately issued residential mortgage-backed securities | $49,000 | 1,139 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $350,000 | 2,379 |
| 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 | $26,864,000 | 1,612 |
| Mortgage-backed securities | $17,564,000 | 2,000 |
| Certificates of participation in pools of residential mortgages | $14,178,000 | 1,821 |
| Issued or guaranteed by U.S. | $14,178,000 | 1,807 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $3,386,000 | 1,783 |
| CMOs issued by government agencies or sponsored agencies | $3,337,000 | 1,582 |
| Privately issued | $49,000 | 1,036 |
| 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) | $3,756,000 | 2,219 |
| Available-for-sale securities (fair market value) | $30,743,000 | 3,059 |
| Total debt securities | $34,499,000 | 3,175 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $35,545,000 | 3,171 |
| U.S. Government securities | $21,308,000 | 3,700 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $21,308,000 | 3,570 |
| Securities issued by states & political subdivisions | $13,833,000 | 1,429 |
| Other domestic debt securities | $404,000 | 2,863 |
| Privately issued residential mortgage-backed securities | $54,000 | 1,125 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $350,000 | 2,461 |
| 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 | $25,980,000 | 1,686 |
| Mortgage-backed securities | $18,240,000 | 2,023 |
| Certificates of participation in pools of residential mortgages | $14,634,000 | 1,834 |
| Issued or guaranteed by U.S. | $14,634,000 | 1,822 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,606,000 | 1,771 |
| CMOs issued by government agencies or sponsored agencies | $3,552,000 | 1,568 |
| Privately issued | $54,000 | 1,031 |
| 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) | $3,758,000 | 2,259 |
| Available-for-sale securities (fair market value) | $31,787,000 | 2,989 |
| Total debt securities | $35,545,000 | 3,121 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $32,998,000 | 3,378 |
| U.S. Government securities | $18,446,000 | 4,083 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $18,446,000 | 3,948 |
| Securities issued by states & political subdivisions | $14,144,000 | 1,404 |
| Other domestic debt securities | $408,000 | 2,899 |
| Privately issued residential mortgage-backed securities | $58,000 | 1,108 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $350,000 | 2,508 |
| 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 | $24,629,000 | 1,743 |
| Mortgage-backed securities | $15,321,000 | 2,304 |
| Certificates of participation in pools of residential mortgages | $11,433,000 | 2,187 |
| Issued or guaranteed by U.S. | $11,433,000 | 2,178 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $3,888,000 | 1,730 |
| CMOs issued by government agencies or sponsored agencies | $3,830,000 | 1,541 |
| Privately issued | $58,000 | 1,018 |
| 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) | $3,860,000 | 2,262 |
| Available-for-sale securities (fair market value) | $29,138,000 | 3,201 |
| Total debt securities | $32,998,000 | 3,323 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $35,123,000 | 3,219 |
| U.S. Government securities | $19,252,000 | 3,925 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $19,252,000 | 3,781 |
| Securities issued by states & political subdivisions | $15,458,000 | 1,262 |
| Other domestic debt securities | $413,000 | 2,933 |
| Privately issued residential mortgage-backed securities | $63,000 | 1,061 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $350,000 | 2,569 |
| 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 | $25,004,000 | 1,682 |
| Mortgage-backed securities | $15,569,000 | 2,298 |
| Certificates of participation in pools of residential mortgages | $11,453,000 | 2,173 |
| Issued or guaranteed by U.S. | $11,453,000 | 2,164 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,116,000 | 1,672 |
| CMOs issued by government agencies or sponsored agencies | $4,053,000 | 1,490 |
| Privately issued | $63,000 | 974 |
| 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) | $4,572,000 | 2,124 |
| Available-for-sale securities (fair market value) | $30,551,000 | 3,091 |
| Total debt securities | $35,123,000 | 3,164 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $34,807,000 | 3,275 |
| U.S. Government securities | $19,845,000 | 3,913 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $19,845,000 | 3,768 |
| Securities issued by states & political subdivisions | $14,543,000 | 1,335 |
| Other domestic debt securities | $419,000 | 3,016 |
| Privately issued residential mortgage-backed securities | $69,000 | 1,046 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $350,000 | 2,674 |
| 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 | $24,708,000 | 1,684 |
| Mortgage-backed securities | $16,137,000 | 2,265 |
| Certificates of participation in pools of residential mortgages | $11,835,000 | 2,165 |
| Issued or guaranteed by U.S. | $11,835,000 | 2,156 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,302,000 | 1,662 |
| CMOs issued by government agencies or sponsored agencies | $4,233,000 | 1,481 |
| Privately issued | $69,000 | 965 |
| 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) | $4,675,000 | 2,107 |
| Available-for-sale securities (fair market value) | $30,132,000 | 3,144 |
| Total debt securities | $34,807,000 | 3,217 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $36,240,000 | 3,168 |
| U.S. Government securities | $21,103,000 | 3,712 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $21,103,000 | 3,584 |
| Securities issued by states & political subdivisions | $14,712,000 | 1,331 |
| Other domestic debt securities | $425,000 | 3,109 |
| Privately issued residential mortgage-backed securities | $75,000 | 1,107 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $350,000 | 2,760 |
| 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 | $24,596,000 | 1,682 |
| Mortgage-backed securities | $16,805,000 | 2,257 |
| Certificates of participation in pools of residential mortgages | $12,494,000 | 2,113 |
| Issued or guaranteed by U.S. | $12,494,000 | 2,105 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $4,311,000 | 1,723 |
| CMOs issued by government agencies or sponsored agencies | $4,236,000 | 1,529 |
| Privately issued | $75,000 | 1,015 |
| 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) | $5,093,000 | 2,028 |
| Available-for-sale securities (fair market value) | $31,147,000 | 3,077 |
| Total debt securities | $36,240,000 | 3,106 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $36,987,000 | 3,170 |
| U.S. Government securities | $22,471,000 | 3,606 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $22,471,000 | 3,479 |
| Securities issued by states & political subdivisions | $14,084,000 | 1,408 |
| Other domestic debt securities | $432,000 | 3,173 |
| Privately issued residential mortgage-backed securities | $82,000 | 962 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $350,000 | 2,900 |
| 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 | $24,388,000 | 1,674 |
| Mortgage-backed securities | $17,631,000 | 2,182 |
| Certificates of participation in pools of residential mortgages | $13,085,000 | 2,080 |
| Issued or guaranteed by U.S. | $13,085,000 | 2,065 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $4,546,000 | 1,684 |
| CMOs issued by government agencies or sponsored agencies | $4,464,000 | 1,589 |
| Privately issued | $82,000 | 838 |
| 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) | $5,230,000 | 2,040 |
| Available-for-sale securities (fair market value) | $31,757,000 | 3,076 |
| Total debt securities | $36,987,000 | 3,113 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $32,556,000 | 3,415 |
| U.S. Government securities | $18,823,000 | 3,958 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $18,823,000 | 3,808 |
| Securities issued by states & political subdivisions | $13,290,000 | 1,490 |
| Other domestic debt securities | $443,000 | 3,289 |
| Privately issued residential mortgage-backed securities | $93,000 | 1,032 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $350,000 | 3,008 |
| 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 | $22,943,000 | 1,682 |
| Mortgage-backed securities | $14,359,000 | 2,471 |
| Certificates of participation in pools of residential mortgages | $11,132,000 | 2,251 |
| Issued or guaranteed by U.S. | $11,132,000 | 2,241 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $3,227,000 | 1,963 |
| CMOs issued by government agencies or sponsored agencies | $3,134,000 | 1,860 |
| Privately issued | $93,000 | 904 |
| 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) | $5,403,000 | 2,024 |
| Available-for-sale securities (fair market value) | $27,153,000 | 3,387 |
| Total debt securities | $32,556,000 | 3,355 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $29,555,000 | 3,594 |
| U.S. Government securities | $16,758,000 | 4,165 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $16,758,000 | 4,008 |
| Securities issued by states & political subdivisions | $12,327,000 | 1,575 |
| Other domestic debt securities | $470,000 | 3,323 |
| Privately issued residential mortgage-backed securities | $104,000 | 1,075 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $16,000 | 425 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $350,000 | 3,038 |
| 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 | $20,157,000 | 1,841 |
| Mortgage-backed securities | $12,272,000 | 2,740 |
| Certificates of participation in pools of residential mortgages | $9,714,000 | 2,456 |
| Issued or guaranteed by U.S. | $9,714,000 | 2,442 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,558,000 | 2,305 |
| CMOs issued by government agencies or sponsored agencies | $2,454,000 | 2,205 |
| Privately issued | $104,000 | 950 |
| 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) | $5,407,000 | 1,997 |
| Available-for-sale securities (fair market value) | $24,148,000 | 3,578 |
| Total debt securities | $29,555,000 | 3,516 |
| 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 | $30,121,000 | 3,505 |
| U.S. Government securities | $17,466,000 | 4,062 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $17,466,000 | 3,903 |
| Securities issued by states & political subdivisions | $12,123,000 | 1,528 |
| Other domestic debt securities | $532,000 | 3,209 |
| Privately issued residential mortgage-backed securities | $113,000 | 1,092 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $69,000 | 417 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $350,000 | 3,071 |
| 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 | $20,866,000 | 1,797 |
| Mortgage-backed securities | $12,426,000 | 2,731 |
| Certificates of participation in pools of residential mortgages | $8,829,000 | 2,552 |
| Issued or guaranteed by U.S. | $8,829,000 | 2,536 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $3,597,000 | 2,083 |
| CMOs issued by government agencies or sponsored agencies | $3,484,000 | 1,991 |
| Privately issued | $113,000 | 969 |
| 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) | $5,552,000 | 2,040 |
| Available-for-sale securities (fair market value) | $24,569,000 | 3,515 |
| Total debt securities | $30,121,000 | 3,428 |
| 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 | $30,998,000 | 3,442 |
| U.S. Government securities | $17,695,000 | 4,022 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $17,695,000 | 3,852 |
| Securities issued by states & political subdivisions | $12,702,000 | 1,433 |
| Other domestic debt securities | $601,000 | 3,155 |
| Privately issued residential mortgage-backed securities | $124,000 | 1,109 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $127,000 | 416 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $350,000 | 3,098 |
| 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 | $22,108,000 | 1,694 |
| Mortgage-backed securities | $12,590,000 | 2,662 |
| Certificates of participation in pools of residential mortgages | $10,252,000 | 2,307 |
| Issued or guaranteed by U.S. | $10,252,000 | 2,294 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,338,000 | 2,499 |
| CMOs issued by government agencies or sponsored agencies | $2,214,000 | 2,428 |
| Privately issued | $124,000 | 992 |
| 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) | $5,890,000 | 2,019 |
| Available-for-sale securities (fair market value) | $25,108,000 | 3,418 |
| Total debt securities | $30,998,000 | 3,364 |
| 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 | $29,877,000 | 3,362 |
| U.S. Government securities | $17,257,000 | 3,967 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $17,257,000 | 3,771 |
| Securities issued by states & political subdivisions | $11,660,000 | 1,480 |
| Other domestic debt securities | $960,000 | 2,992 |
| Privately issued residential mortgage-backed securities | $183,000 | 1,165 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $427,000 | 409 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $350,000 | 3,101 |
| 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 | $20,530,000 | 1,685 |
| Mortgage-backed securities | $12,618,000 | 2,506 |
| Certificates of participation in pools of residential mortgages | $11,181,000 | 1,955 |
| Issued or guaranteed by U.S. | $11,181,000 | 1,943 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,437,000 | 3,016 |
| CMOs issued by government agencies or sponsored agencies | $1,254,000 | 2,951 |
| Privately issued | $183,000 | 1,045 |
| 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) | $6,247,000 | 2,034 |
| Available-for-sale securities (fair market value) | $23,630,000 | 3,410 |
| Total debt securities | $29,877,000 | 3,292 |
| Structured notes | ||
| Amortized cost | $56,000 | 872 |
| Fair value | $57,000 | 870 |
| 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 | $30,500,000 | 3,395 |
| U.S. Government securities | $20,320,000 | 3,619 |
| U.S. Treasury securities | $500,000 | 3,417 |
| U.S. Government agency obligations | $19,820,000 | 3,422 |
| Securities issued by states & political subdivisions | $9,753,000 | 1,695 |
| 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 | $427,000 | 4,175 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,066,000 | 2,017 |
| Mortgage-backed securities | $11,157,000 | 2,192 |
| Certificates of participation in pools of residential mortgages | $9,006,000 | 1,862 |
| Issued or guaranteed by U.S. | $9,006,000 | 1,851 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,151,000 | 2,233 |
| CMOs issued by government agencies or sponsored agencies | $2,151,000 | 2,083 |
| 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) | $6,591,000 | 2,397 |
| Available-for-sale securities (fair market value) | $23,909,000 | 3,311 |
| Total debt securities | $30,073,000 | 3,331 |
| Structured notes | ||
| Amortized cost | $769,000 | 470 |
| Fair value | $766,000 | 469 |
| 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 | $32,576,000 | 3,351 |
| U.S. Government securities | $20,506,000 | 3,773 |
| U.S. Treasury securities | $1,499,000 | 3,158 |
| U.S. Government agency obligations | $19,007,000 | 3,621 |
| Securities issued by states & political subdivisions | $11,690,000 | 1,443 |
| 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 | $380,000 | 4,314 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,733,000 | 2,025 |
| Mortgage-backed securities | $11,434,000 | 2,329 |
| Certificates of participation in pools of residential mortgages | $8,391,000 | 2,092 |
| Issued or guaranteed by U.S. | $8,391,000 | 2,081 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $3,043,000 | 2,058 |
| CMOs issued by government agencies or sponsored agencies | $3,043,000 | 1,907 |
| 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) | $11,690,000 | 1,938 |
| Available-for-sale securities (fair market value) | $20,886,000 | 3,769 |
| Total debt securities | $32,196,000 | 3,280 |
| Structured notes | ||
| Amortized cost | $982,000 | 619 |
| Fair value | $958,000 | 554 |
| 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 | $26,077,000 | 4,041 |
| U.S. Government securities | $17,354,000 | 4,339 |
| U.S. Treasury securities | $2,545,000 | 3,412 |
| U.S. Government agency obligations | $14,809,000 | 4,163 |
| Securities issued by states & political subdivisions | $8,385,000 | 2,008 |
| 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 | $338,000 | 4,384 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,541,000 | 2,507 |
| Mortgage-backed securities | $11,295,000 | 2,504 |
| Certificates of participation in pools of residential mortgages | $7,527,000 | 2,370 |
| Issued or guaranteed by U.S. | $7,527,000 | 2,354 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $3,768,000 | 2,002 |
| CMOs issued by government agencies or sponsored agencies | $3,768,000 | 1,888 |
| 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) | $8,385,000 | 2,587 |
| Available-for-sale securities (fair market value) | $17,692,000 | 4,163 |
| Total debt securities | $25,739,000 | 3,963 |
| Structured notes | ||
| Amortized cost | $503,000 | 925 |
| Fair value | $503,000 | 941 |
| 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 | $18,144,000 | 5,289 |
| U.S. Government securities | $11,226,000 | 6,057 |
| U.S. Treasury securities | $2,507,000 | 4,670 |
| U.S. Government agency obligations | $8,719,000 | 5,691 |
| Securities issued by states & political subdivisions | $6,601,000 | 2,202 |
| 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 | $317,000 | 4,525 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,340,000 | 2,801 |
| Mortgage-backed securities | $6,207,000 | 3,448 |
| Certificates of participation in pools of residential mortgages | $5,464,000 | 2,769 |
| Issued or guaranteed by U.S. | $5,464,000 | 2,757 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $743,000 | 3,696 |
| CMOs issued by government agencies or sponsored agencies | $743,000 | 3,566 |
| 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) | $6,601,000 | 3,613 |
| Available-for-sale securities (fair market value) | $11,543,000 | 5,297 |
| Total debt securities | $17,827,000 | 5,226 |
| Structured notes | ||
| Amortized cost | $495,000 | 2,162 |
| Fair value | $505,000 | 1,778 |
| 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 | $17,527,000 | 5,818 |
| U.S. Government securities | $13,345,000 | 5,937 |
| U.S. Treasury securities | $3,013,000 | 5,021 |
| U.S. Government agency obligations | $10,332,000 | 5,400 |
| Securities issued by states & political subdivisions | $3,930,000 | 3,322 |
| 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 | $252,000 | 4,865 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,880,000 | 2,546 |
| Mortgage-backed securities | $7,833,000 | 3,330 |
| Certificates of participation in pools of residential mortgages | $6,436,000 | 2,800 |
| Issued or guaranteed by U.S. | $6,436,000 | 2,778 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,397,000 | 3,474 |
| CMOs issued by government agencies or sponsored agencies | $1,397,000 | 3,340 |
| 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) | $3,930,000 | 5,185 |
| Available-for-sale securities (fair market value) | $13,597,000 | 5,048 |
| Total debt securities | $17,275,000 | 5,756 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,460 |
| Fair value | $501,000 | 2,473 |
| 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 | $15,993,000 | 6,437 |
| U.S. Government securities | $13,242,000 | 6,197 |
| U.S. Treasury securities | $6,078,000 | 4,001 |
| U.S. Government agency obligations | $7,164,000 | 6,622 |
| Securities issued by states & political subdivisions | $2,551,000 | 4,329 |
| 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 | $200,000 | 5,047 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,024,000 | 2,531 |
| Mortgage-backed securities | $5,165,000 | 4,423 |
| Certificates of participation in pools of residential mortgages | $3,192,000 | 4,050 |
| Issued or guaranteed by U.S. | $3,192,000 | 4,025 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,973,000 | 3,464 |
| CMOs issued by government agencies or sponsored agencies | $1,973,000 | 3,324 |
| 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) | $2,551,000 | 6,278 |
| Available-for-sale securities (fair market value) | $13,442,000 | 5,186 |
| Total debt securities | $15,793,000 | 6,360 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $14,282,000 | 7,320 |
| U.S. Government securities | $11,415,000 | 7,194 |
| U.S. Treasury securities | $6,853,000 | 4,514 |
| U.S. Government agency obligations | $4,562,000 | 7,970 |
| Securities issued by states & political subdivisions | $2,839,000 | 4,337 |
| 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 | $28,000 | 7,551 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,505,000 | 3,334 |
| Mortgage-backed securities | $3,547,000 | 5,488 |
| Certificates of participation in pools of residential mortgages | $2,154,000 | 5,043 |
| Issued or guaranteed by U.S. | $2,154,000 | 5,018 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,393,000 | 4,134 |
| CMOs issued by government agencies or sponsored agencies | $1,393,000 | 3,950 |
| 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) | $2,839,000 | 9,421 |
| Available-for-sale securities (fair market value) | $11,443,000 | 4,377 |
| Total debt securities | $14,254,000 | 7,223 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $15,463,000 | 7,252 |
| U.S. Government securities | $12,825,000 | 6,901 |
| U.S. Treasury securities | $7,185,000 | 4,478 |
| U.S. Government agency obligations | $5,640,000 | 7,502 |
| Securities issued by states & political subdivisions | $2,610,000 | 4,641 |
| 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 | $28,000 | 7,434 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,462,000 | 3,171 |
| Mortgage-backed securities | $4,597,000 | 5,493 |
| Certificates of participation in pools of residential mortgages | $2,079,000 | 5,658 |
| Issued or guaranteed by U.S. | $2,079,000 | 5,615 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $2,518,000 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $2,518,000 | 3,506 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $15,435,000 | 7,111 |
| 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 | $15,520,000 | 7,198 |
| U.S. Government securities | $12,326,000 | 7,121 |
| U.S. Treasury securities | $6,048,000 | 5,128 |
| U.S. Government agency obligations | $6,278,000 | 7,189 |
| Securities issued by states & political subdivisions | $3,166,000 | 3,921 |
| 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 | $28,000 | 7,214 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,124,000 | 3,158 |
| Mortgage-backed securities | $5,269,000 | 5,339 |
| Certificates of participation in pools of residential mortgages | $1,949,000 | 6,191 |
| Issued or guaranteed by U.S. | $1,949,000 | 6,121 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $3,320,000 | 3,291 |
| CMOs issued by government agencies or sponsored agencies | $3,320,000 | 2,992 |
| 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 | $15,492,000 | 7,099 |
| 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 |