Home > Citizens Bank of the Midwest > Securities
Citizens Bank of the Midwest, Securities
| 2023-12-31 | Rank | |
| Total securities | $44,160,000 | 2,756 |
| U.S. Government securities | $35,169,000 | 2,284 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $35,169,000 | 1,996 |
| Securities issued by states & political subdivisions | $610,000 | 3,622 |
| Other domestic debt securities | $8,381,000 | 1,120 |
| Privately issued residential mortgage-backed securities | $5,115,000 | 368 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,089,000 | 1,991 |
| Mortgage-backed securities | $15,661,000 | 2,234 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $157,000 | 3,506 |
| Privately issued | $5,115,000 | 87 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,890,000 | 1,260 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $233,000 | 1,484 |
| Other commercial mortgage-backed securities | $3,266,000 | 825 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $44,160,000 | 2,532 |
| Total debt securities | $44,159,000 | 2,737 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $41,898,000 | 2,807 |
| U.S. Government securities | $38,191,000 | 2,173 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $38,191,000 | 1,885 |
| Securities issued by states & political subdivisions | $581,000 | 3,664 |
| Other domestic debt securities | $3,126,000 | 1,553 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,534,000 | 2,023 |
| Mortgage-backed securities | $15,345,000 | 2,223 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,225,000 | 2,539 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,865,000 | 1,413 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $228,000 | 1,468 |
| Other commercial mortgage-backed securities | $5,027,000 | 693 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $41,898,000 | 2,564 |
| Total debt securities | $41,898,000 | 2,788 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $28,774,000 | 3,303 |
| U.S. Government securities | $28,124,000 | 2,601 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $28,124,000 | 2,244 |
| Securities issued by states & political subdivisions | $650,000 | 3,686 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $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 | $28,104,000 | 1,967 |
| Mortgage-backed securities | $600,000 | 3,611 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $331,000 | 3,464 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $39,000 | 2,642 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $230,000 | 1,465 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $28,774,000 | 3,048 |
| Total debt securities | $28,775,000 | 3,279 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $29,476,000 | 3,359 |
| U.S. Government securities | $28,818,000 | 2,651 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $28,818,000 | 2,220 |
| Securities issued by states & political subdivisions | $658,000 | 3,737 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $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 | $25,028,000 | 2,033 |
| Mortgage-backed securities | $634,000 | 3,657 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $359,000 | 3,493 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $41,000 | 2,681 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $234,000 | 1,485 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $29,476,000 | 3,099 |
| Total debt securities | $29,475,000 | 3,334 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $29,888,000 | 3,376 |
| U.S. Government securities | $29,126,000 | 2,643 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $29,126,000 | 2,204 |
| Securities issued by states & political subdivisions | $762,000 | 3,752 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $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 | $28,572,000 | 1,803 |
| Mortgage-backed securities | $648,000 | 3,683 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $374,000 | 3,521 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $43,000 | 2,699 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $231,000 | 1,485 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $29,888,000 | 3,110 |
| Total debt securities | $29,888,000 | 3,352 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $29,344,000 | 3,404 |
| U.S. Government securities | $28,554,000 | 2,703 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $28,554,000 | 2,263 |
| Securities issued by states & political subdivisions | $790,000 | 3,780 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,969,000 | 1,717 |
| Mortgage-backed securities | $671,000 | 3,704 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $395,000 | 3,531 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $45,000 | 2,713 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $231,000 | 1,502 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $29,344,000 | 3,144 |
| Total debt securities | $29,343,000 | 3,375 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $31,614,000 | 3,360 |
| U.S. Government securities | $30,791,000 | 2,636 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $30,791,000 | 2,208 |
| Securities issued by states & political subdivisions | $823,000 | 3,811 |
| 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 | $30,641,000 | 1,643 |
| Mortgage-backed securities | $727,000 | 3,739 |
| Certificates of participation in pools of residential mortgages | $437,000 | 3,632 |
| Issued or guaranteed by U.S. | $437,000 | 3,543 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $51,000 | 2,805 |
| CMOs issued by government agencies or sponsored agencies | $51,000 | 2,733 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $239,000 | 1,978 |
| Commercial mortgage pass-through securities | $239,000 | 1,496 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $31,614,000 | 3,115 |
| Total debt securities | $31,614,000 | 3,341 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $37,973,000 | 3,104 |
| U.S. Government securities | $34,527,000 | 2,442 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $34,527,000 | 2,107 |
| Securities issued by states & political subdivisions | $3,446,000 | 3,337 |
| 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 | $34,304,000 | 1,481 |
| Mortgage-backed securities | $811,000 | 3,736 |
| Certificates of participation in pools of residential mortgages | $508,000 | 3,621 |
| Issued or guaranteed by U.S. | $508,000 | 3,534 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $57,000 | 2,787 |
| CMOs issued by government agencies or sponsored agencies | $57,000 | 2,721 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $246,000 | 1,957 |
| Commercial mortgage pass-through securities | $246,000 | 1,472 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $37,973,000 | 2,911 |
| Total debt securities | $37,973,000 | 3,089 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $42,405,000 | 2,900 |
| U.S. Government securities | $38,599,000 | 2,162 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $38,599,000 | 1,950 |
| Securities issued by states & political subdivisions | $3,806,000 | 3,331 |
| 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 | $33,888,000 | 1,492 |
| Mortgage-backed securities | $878,000 | 3,739 |
| Certificates of participation in pools of residential mortgages | $556,000 | 3,623 |
| Issued or guaranteed by U.S. | $556,000 | 3,531 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $64,000 | 2,774 |
| CMOs issued by government agencies or sponsored agencies | $64,000 | 2,717 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $258,000 | 1,922 |
| Commercial mortgage pass-through securities | $258,000 | 1,443 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $42,405,000 | 2,738 |
| Total debt securities | $42,405,000 | 2,883 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $42,171,000 | 2,849 |
| U.S. Government securities | $38,223,000 | 2,099 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $38,223,000 | 1,934 |
| Securities issued by states & political subdivisions | $3,948,000 | 3,339 |
| 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 | $18,161,000 | 2,081 |
| Mortgage-backed securities | $948,000 | 3,778 |
| Certificates of participation in pools of residential mortgages | $614,000 | 3,646 |
| Issued or guaranteed by U.S. | $614,000 | 3,562 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $72,000 | 2,803 |
| CMOs issued by government agencies or sponsored agencies | $72,000 | 2,740 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $262,000 | 1,928 |
| Commercial mortgage pass-through securities | $262,000 | 1,455 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $42,171,000 | 2,688 |
| Total debt securities | $42,171,000 | 2,832 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $40,553,000 | 2,841 |
| U.S. Government securities | $36,592,000 | 2,097 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $36,592,000 | 1,945 |
| Securities issued by states & political subdivisions | $3,961,000 | 3,349 |
| 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 | $15,705,000 | 2,201 |
| Mortgage-backed securities | $1,013,000 | 3,774 |
| Certificates of participation in pools of residential mortgages | $670,000 | 3,647 |
| Issued or guaranteed by U.S. | $670,000 | 3,553 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $80,000 | 2,781 |
| CMOs issued by government agencies or sponsored agencies | $80,000 | 2,728 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $263,000 | 1,929 |
| Commercial mortgage pass-through securities | $263,000 | 1,461 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $40,553,000 | 2,678 |
| Total debt securities | $40,553,000 | 2,826 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $34,200,000 | 2,941 |
| U.S. Government securities | $29,929,000 | 2,207 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $29,929,000 | 2,064 |
| Securities issued by states & political subdivisions | $4,271,000 | 3,297 |
| 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 | $15,751,000 | 2,191 |
| Mortgage-backed securities | $1,128,000 | 3,752 |
| Certificates of participation in pools of residential mortgages | $775,000 | 3,609 |
| Issued or guaranteed by U.S. | $775,000 | 3,517 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $90,000 | 2,749 |
| CMOs issued by government agencies or sponsored agencies | $90,000 | 2,697 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $263,000 | 1,918 |
| Commercial mortgage pass-through securities | $263,000 | 1,449 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $34,200,000 | 2,760 |
| Total debt securities | $34,200,000 | 2,921 |
| 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 | $18,839,000 | 3,490 |
| U.S. Government securities | $13,826,000 | 2,939 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $13,826,000 | 2,797 |
| Securities issued by states & political subdivisions | $5,013,000 | 3,193 |
| 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 | $14,625,000 | 2,242 |
| Mortgage-backed securities | $1,496,000 | 3,673 |
| Certificates of participation in pools of residential mortgages | $1,085,000 | 3,490 |
| Issued or guaranteed by U.S. | $1,085,000 | 3,404 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $144,000 | 2,713 |
| CMOs issued by government agencies or sponsored agencies | $144,000 | 2,659 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $267,000 | 1,879 |
| Commercial mortgage pass-through securities | $267,000 | 1,400 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $18,839,000 | 3,279 |
| Total debt securities | $18,840,000 | 3,467 |
| 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 | $17,862,000 | 3,488 |
| U.S. Government securities | $11,431,000 | 3,119 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $11,431,000 | 2,973 |
| Securities issued by states & political subdivisions | $6,431,000 | 2,912 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $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 | $12,765,000 | 2,370 |
| Mortgage-backed securities | $1,648,000 | 3,657 |
| Certificates of participation in pools of residential mortgages | $1,225,000 | 3,441 |
| Issued or guaranteed by U.S. | $1,225,000 | 3,348 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $155,000 | 2,720 |
| CMOs issued by government agencies or sponsored agencies | $155,000 | 2,667 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $268,000 | 1,865 |
| Commercial mortgage pass-through securities | $268,000 | 1,389 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $17,862,000 | 3,270 |
| Total debt securities | $17,862,000 | 3,465 |
| 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 | $14,811,000 | 3,666 |
| U.S. Government securities | $8,301,000 | 3,431 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $8,301,000 | 3,273 |
| Securities issued by states & political subdivisions | $6,510,000 | 2,847 |
| 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 | $11,440,000 | 2,472 |
| Mortgage-backed securities | $1,752,000 | 3,649 |
| Certificates of participation in pools of residential mortgages | $1,313,000 | 3,422 |
| Issued or guaranteed by U.S. | $1,313,000 | 3,325 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $174,000 | 2,721 |
| CMOs issued by government agencies or sponsored agencies | $174,000 | 2,675 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $265,000 | 1,861 |
| Commercial mortgage pass-through securities | $265,000 | 1,389 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $14,811,000 | 3,434 |
| Total debt securities | $14,810,000 | 3,645 |
| 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 | $12,669,000 | 3,788 |
| U.S. Government securities | $5,789,000 | 3,782 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $5,789,000 | 3,606 |
| Securities issued by states & political subdivisions | $6,880,000 | 2,699 |
| 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 | $10,446,000 | 2,513 |
| Mortgage-backed securities | $1,866,000 | 3,647 |
| Certificates of participation in pools of residential mortgages | $1,425,000 | 3,403 |
| Issued or guaranteed by U.S. | $1,425,000 | 3,295 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $186,000 | 2,717 |
| CMOs issued by government agencies or sponsored agencies | $186,000 | 2,665 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $255,000 | 1,840 |
| Commercial mortgage pass-through securities | $255,000 | 1,360 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $12,669,000 | 3,557 |
| Total debt securities | $12,669,000 | 3,767 |
| 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 | $14,943,000 | 3,681 |
| U.S. Government securities | $7,295,000 | 3,686 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $7,295,000 | 3,529 |
| Securities issued by states & political subdivisions | $7,648,000 | 2,594 |
| 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 | $8,755,000 | 2,749 |
| Mortgage-backed securities | $1,959,000 | 3,625 |
| Certificates of participation in pools of residential mortgages | $1,518,000 | 3,358 |
| Issued or guaranteed by U.S. | $1,518,000 | 3,262 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $193,000 | 2,727 |
| CMOs issued by government agencies or sponsored agencies | $193,000 | 2,675 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $248,000 | 1,812 |
| Commercial mortgage pass-through securities | $248,000 | 1,353 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $14,943,000 | 3,439 |
| Total debt securities | $14,943,000 | 3,657 |
| 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 | $15,876,000 | 3,676 |
| U.S. Government securities | $7,896,000 | 3,691 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $7,896,000 | 3,524 |
| Securities issued by states & political subdivisions | $7,980,000 | 2,559 |
| 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 | $13,903,000 | 2,271 |
| Mortgage-backed securities | $2,105,000 | 3,611 |
| Certificates of participation in pools of residential mortgages | $1,647,000 | 3,335 |
| Issued or guaranteed by U.S. | $1,647,000 | 3,237 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $203,000 | 2,736 |
| CMOs issued by government agencies or sponsored agencies | $203,000 | 2,684 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $255,000 | 1,785 |
| Commercial mortgage pass-through securities | $255,000 | 1,346 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $15,876,000 | 3,424 |
| Total debt securities | $15,876,000 | 3,655 |
| 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 | $20,417,000 | 3,439 |
| U.S. Government securities | $12,425,000 | 3,248 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $12,425,000 | 3,087 |
| Securities issued by states & political subdivisions | $7,992,000 | 2,619 |
| 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 | $16,952,000 | 2,079 |
| Mortgage-backed securities | $2,216,000 | 3,587 |
| Certificates of participation in pools of residential mortgages | $1,751,000 | 3,308 |
| Issued or guaranteed by U.S. | $1,751,000 | 3,222 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $214,000 | 2,735 |
| CMOs issued by government agencies or sponsored agencies | $214,000 | 2,681 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $251,000 | 1,765 |
| Commercial mortgage pass-through securities | $251,000 | 1,341 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $20,417,000 | 3,199 |
| Total debt securities | $20,417,000 | 3,417 |
| 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 | $21,082,000 | 3,437 |
| U.S. Government securities | $12,991,000 | 3,218 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $12,991,000 | 3,049 |
| Securities issued by states & political subdivisions | $8,091,000 | 2,664 |
| 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 | $19,263,000 | 1,961 |
| Mortgage-backed securities | $2,300,000 | 3,589 |
| Certificates of participation in pools of residential mortgages | $1,833,000 | 3,308 |
| Issued or guaranteed by U.S. | $1,833,000 | 3,219 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $226,000 | 2,746 |
| CMOs issued by government agencies or sponsored agencies | $226,000 | 2,688 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $241,000 | 1,703 |
| Commercial mortgage pass-through securities | $241,000 | 1,324 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $21,082,000 | 3,194 |
| Total debt securities | $21,082,000 | 3,417 |
| 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 | $21,446,000 | 3,451 |
| U.S. Government securities | $13,267,000 | 3,235 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $13,267,000 | 3,062 |
| Securities issued by states & political subdivisions | $8,179,000 | 2,720 |
| 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 | $18,455,000 | 2,032 |
| Mortgage-backed securities | $2,407,000 | 3,581 |
| Certificates of participation in pools of residential mortgages | $1,926,000 | 3,309 |
| Issued or guaranteed by U.S. | $1,926,000 | 3,237 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $248,000 | 2,739 |
| CMOs issued by government agencies or sponsored agencies | $248,000 | 2,684 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $233,000 | 1,671 |
| Commercial mortgage pass-through securities | $233,000 | 1,308 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $21,446,000 | 3,199 |
| Total debt securities | $21,445,000 | 3,431 |
| 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 | $21,021,000 | 3,511 |
| U.S. Government securities | $12,681,000 | 3,332 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $12,681,000 | 3,180 |
| Securities issued by states & political subdivisions | $8,340,000 | 2,726 |
| 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 | $18,608,000 | 2,011 |
| Mortgage-backed securities | $2,536,000 | 3,602 |
| Certificates of participation in pools of residential mortgages | $2,032,000 | 3,334 |
| Issued or guaranteed by U.S. | $2,032,000 | 3,304 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $277,000 | 2,734 |
| CMOs issued by government agencies or sponsored agencies | $277,000 | 2,677 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $227,000 | 1,667 |
| Commercial mortgage pass-through securities | $227,000 | 1,294 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $21,021,000 | 3,246 |
| Total debt securities | $21,021,000 | 3,490 |
| 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 | $21,585,000 | 3,536 |
| U.S. Government securities | $12,995,000 | 3,304 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $12,995,000 | 3,156 |
| Securities issued by states & political subdivisions | $8,590,000 | 2,744 |
| 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 | $18,764,000 | 2,044 |
| Mortgage-backed securities | $2,712,000 | 3,603 |
| Certificates of participation in pools of residential mortgages | $2,157,000 | 3,340 |
| Issued or guaranteed by U.S. | $2,157,000 | 3,179 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $325,000 | 2,739 |
| CMOs issued by government agencies or sponsored agencies | $325,000 | 2,671 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $230,000 | 1,636 |
| Commercial mortgage pass-through securities | $230,000 | 1,260 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $21,585,000 | 3,266 |
| Total debt securities | $21,585,000 | 3,512 |
| 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 | $22,110,000 | 3,536 |
| U.S. Government securities | $12,762,000 | 3,386 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $12,762,000 | 3,243 |
| Securities issued by states & political subdivisions | $9,348,000 | 2,689 |
| 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 | $19,350,000 | 2,028 |
| Mortgage-backed securities | $2,901,000 | 3,606 |
| Certificates of participation in pools of residential mortgages | $2,297,000 | 3,354 |
| Issued or guaranteed by U.S. | $2,297,000 | 3,348 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $371,000 | 2,709 |
| CMOs issued by government agencies or sponsored agencies | $371,000 | 2,640 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $233,000 | 1,448 |
| Commercial mortgage pass-through securities | $233,000 | 1,020 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $22,110,000 | 3,258 |
| Total debt securities | $22,109,000 | 3,512 |
| 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 | $21,900,000 | 3,612 |
| U.S. Government securities | $11,479,000 | 3,549 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $11,479,000 | 3,415 |
| Securities issued by states & political subdivisions | $10,421,000 | 2,622 |
| 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 | $237,000 | 4,737 |
| Mortgage-backed securities | $3,175,000 | 3,582 |
| Certificates of participation in pools of residential mortgages | $2,521,000 | 3,335 |
| Issued or guaranteed by U.S. | $2,521,000 | 3,328 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $416,000 | 2,684 |
| CMOs issued by government agencies or sponsored agencies | $416,000 | 2,612 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $238,000 | 1,435 |
| Commercial mortgage pass-through securities | $238,000 | 1,015 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $21,900,000 | 3,333 |
| Total debt securities | $21,899,000 | 3,587 |
| 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 | $20,439,000 | 3,742 |
| U.S. Government securities | $10,654,000 | 3,668 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $10,654,000 | 3,523 |
| Securities issued by states & political subdivisions | $9,785,000 | 2,738 |
| 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 | $239,000 | 4,798 |
| Mortgage-backed securities | $3,460,000 | 3,584 |
| Certificates of participation in pools of residential mortgages | $2,758,000 | 3,328 |
| Issued or guaranteed by U.S. | $2,758,000 | 3,324 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $463,000 | 2,670 |
| CMOs issued by government agencies or sponsored agencies | $463,000 | 2,606 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $239,000 | 1,425 |
| Commercial mortgage pass-through securities | $239,000 | 1,008 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $20,439,000 | 3,454 |
| Total debt securities | $20,439,000 | 3,717 |
| 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 | $20,773,000 | 3,762 |
| U.S. Government securities | $10,757,000 | 3,716 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $10,757,000 | 3,577 |
| Securities issued by states & political subdivisions | $10,016,000 | 2,730 |
| 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 | $239,000 | 4,842 |
| Mortgage-backed securities | $3,743,000 | 3,564 |
| Certificates of participation in pools of residential mortgages | $2,981,000 | 3,314 |
| Issued or guaranteed by U.S. | $2,981,000 | 3,311 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $522,000 | 2,660 |
| CMOs issued by government agencies or sponsored agencies | $522,000 | 2,589 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $240,000 | 1,382 |
| Commercial mortgage pass-through securities | $240,000 | 982 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $20,773,000 | 3,465 |
| Total debt securities | $20,773,000 | 3,741 |
| 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 | $19,797,000 | 3,876 |
| U.S. Government securities | $9,517,000 | 3,898 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $9,517,000 | 3,758 |
| Securities issued by states & political subdivisions | $10,280,000 | 2,738 |
| 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 | $15,831,000 | 2,398 |
| Mortgage-backed securities | $3,992,000 | 3,582 |
| Certificates of participation in pools of residential mortgages | $3,180,000 | 3,318 |
| Issued or guaranteed by U.S. | $3,180,000 | 3,315 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $578,000 | 2,672 |
| CMOs issued by government agencies or sponsored agencies | $578,000 | 2,600 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $234,000 | 1,350 |
| Commercial mortgage pass-through securities | $234,000 | 934 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $19,797,000 | 3,568 |
| Total debt securities | $19,797,000 | 3,851 |
| 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 | $20,675,000 | 3,824 |
| U.S. Government securities | $8,647,000 | 4,025 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $8,647,000 | 3,890 |
| Securities issued by states & political subdivisions | $11,945,000 | 2,561 |
| Other domestic debt securities | $83,000 | 2,097 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $83,000 | 341 |
| 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 | $13,375,000 | 2,608 |
| Mortgage-backed securities | $4,293,000 | 3,533 |
| Certificates of participation in pools of residential mortgages | $3,417,000 | 3,289 |
| Issued or guaranteed by U.S. | $3,417,000 | 3,285 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $642,000 | 2,654 |
| CMOs issued by government agencies or sponsored agencies | $642,000 | 2,571 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $234,000 | 1,305 |
| Commercial mortgage pass-through securities | $234,000 | 905 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $20,675,000 | 3,512 |
| Total debt securities | $20,675,000 | 3,796 |
| 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 | $23,166,000 | 3,648 |
| U.S. Government securities | $10,562,000 | 3,781 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $10,562,000 | 3,648 |
| Securities issued by states & political subdivisions | $12,524,000 | 2,497 |
| Other domestic debt securities | $80,000 | 2,108 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $80,000 | 342 |
| 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 | $15,808,000 | 2,401 |
| Mortgage-backed securities | $4,743,000 | 3,485 |
| Certificates of participation in pools of residential mortgages | $4,017,000 | 3,192 |
| Issued or guaranteed by U.S. | $4,017,000 | 3,191 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $726,000 | 2,639 |
| CMOs issued by government agencies or sponsored agencies | $726,000 | 2,564 |
| 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) | $23,166,000 | 3,358 |
| Total debt securities | $23,166,000 | 3,621 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $23,910,000 | 3,660 |
| U.S. Government securities | $10,812,000 | 3,858 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $10,812,000 | 3,734 |
| Securities issued by states & political subdivisions | $13,021,000 | 2,452 |
| Other domestic debt securities | $77,000 | 2,147 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $77,000 | 348 |
| 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 | $16,419,000 | 2,396 |
| Mortgage-backed securities | $4,914,000 | 3,498 |
| Certificates of participation in pools of residential mortgages | $4,052,000 | 3,211 |
| Issued or guaranteed by U.S. | $4,052,000 | 3,207 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $862,000 | 2,605 |
| CMOs issued by government agencies or sponsored agencies | $862,000 | 2,526 |
| 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) | $23,910,000 | 3,367 |
| Total debt securities | $23,910,000 | 3,633 |
| Structured notes | ||
| Amortized cost | $1,324,000 | 668 |
| Fair value | $1,351,000 | 663 |
| 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 | $27,839,000 | 3,456 |
| U.S. Government securities | $14,513,000 | 3,534 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $14,513,000 | 3,410 |
| Securities issued by states & political subdivisions | $13,253,000 | 2,421 |
| Other domestic debt securities | $73,000 | 2,171 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $73,000 | 348 |
| 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 | $19,985,000 | 2,165 |
| Mortgage-backed securities | $5,369,000 | 3,435 |
| Certificates of participation in pools of residential mortgages | $4,375,000 | 3,164 |
| Issued or guaranteed by U.S. | $4,375,000 | 3,163 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $994,000 | 2,561 |
| CMOs issued by government agencies or sponsored agencies | $994,000 | 2,487 |
| 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) | $27,839,000 | 3,167 |
| Total debt securities | $27,839,000 | 3,432 |
| Structured notes | ||
| Amortized cost | $3,320,000 | 475 |
| Fair value | $3,335,000 | 475 |
| 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 | $32,452,000 | 3,236 |
| U.S. Government securities | $17,717,000 | 3,266 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $17,717,000 | 3,155 |
| Securities issued by states & political subdivisions | $10,106,000 | 2,801 |
| Other domestic debt securities | $4,629,000 | 906 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $79,000 | 355 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $4,550,000 | 682 |
| 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 | $24,572,000 | 1,887 |
| Mortgage-backed securities | $5,758,000 | 3,372 |
| Certificates of participation in pools of residential mortgages | $4,642,000 | 3,106 |
| Issued or guaranteed by U.S. | $4,642,000 | 3,104 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,116,000 | 2,541 |
| CMOs issued by government agencies or sponsored agencies | $1,116,000 | 2,470 |
| 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) | $32,452,000 | 2,946 |
| Total debt securities | $32,452,000 | 3,209 |
| Structured notes | ||
| Amortized cost | $3,318,000 | 536 |
| Fair value | $3,291,000 | 536 |
| 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 | $32,893,000 | 3,239 |
| U.S. Government securities | $17,205,000 | 3,387 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $17,205,000 | 3,288 |
| Securities issued by states & political subdivisions | $10,611,000 | 2,754 |
| Other domestic debt securities | $5,077,000 | 863 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $100,000 | 365 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $4,977,000 | 650 |
| 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 | $22,512,000 | 2,015 |
| Mortgage-backed securities | $6,147,000 | 3,366 |
| Certificates of participation in pools of residential mortgages | $4,883,000 | 3,090 |
| Issued or guaranteed by U.S. | $4,883,000 | 3,087 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,264,000 | 2,500 |
| CMOs issued by government agencies or sponsored agencies | $1,264,000 | 2,437 |
| 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) | $32,893,000 | 2,965 |
| Total debt securities | $32,893,000 | 3,217 |
| Structured notes | ||
| Amortized cost | $3,815,000 | 589 |
| Fair value | $3,806,000 | 590 |
| 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 | $33,625,000 | 3,269 |
| U.S. Government securities | $17,811,000 | 3,411 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $17,811,000 | 3,306 |
| Securities issued by states & political subdivisions | $15,710,000 | 2,195 |
| Other domestic debt securities | $104,000 | 2,206 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $104,000 | 364 |
| 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 | $22,823,000 | 2,021 |
| Mortgage-backed securities | $6,714,000 | 3,369 |
| Certificates of participation in pools of residential mortgages | $5,279,000 | 3,104 |
| Issued or guaranteed by U.S. | $5,279,000 | 3,102 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,435,000 | 2,515 |
| CMOs issued by government agencies or sponsored agencies | $1,435,000 | 2,450 |
| 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) | $33,625,000 | 2,985 |
| Total debt securities | $33,625,000 | 3,241 |
| Structured notes | ||
| Amortized cost | $4,313,000 | 605 |
| Fair value | $4,211,000 | 608 |
| 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 | $34,550,000 | 3,264 |
| U.S. Government securities | $18,219,000 | 3,440 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $18,219,000 | 3,331 |
| Securities issued by states & political subdivisions | $16,224,000 | 2,134 |
| Other domestic debt securities | $107,000 | 2,270 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $107,000 | 376 |
| 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 | $22,118,000 | 2,101 |
| Mortgage-backed securities | $8,082,000 | 3,241 |
| Certificates of participation in pools of residential mortgages | $6,450,000 | 2,973 |
| Issued or guaranteed by U.S. | $6,450,000 | 2,971 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,632,000 | 2,485 |
| CMOs issued by government agencies or sponsored agencies | $1,632,000 | 2,409 |
| 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) | $34,550,000 | 2,974 |
| Total debt securities | $34,550,000 | 3,239 |
| Structured notes | ||
| Amortized cost | $4,550,000 | 623 |
| Fair value | $4,549,000 | 625 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $33,395,000 | 3,343 |
| U.S. Government securities | $16,717,000 | 3,647 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $16,717,000 | 3,527 |
| Securities issued by states & political subdivisions | $16,568,000 | 2,112 |
| Other domestic debt securities | $110,000 | 2,288 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $110,000 | 375 |
| 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 | $21,709,000 | 2,120 |
| Mortgage-backed securities | $8,574,000 | 3,216 |
| Certificates of participation in pools of residential mortgages | $6,757,000 | 2,981 |
| Issued or guaranteed by U.S. | $6,757,000 | 2,980 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,817,000 | 2,467 |
| CMOs issued by government agencies or sponsored agencies | $1,817,000 | 2,390 |
| 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) | $33,395,000 | 3,059 |
| Total debt securities | $33,395,000 | 3,320 |
| Structured notes | ||
| Amortized cost | $4,546,000 | 679 |
| Fair value | $4,457,000 | 688 |
| 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 | $35,040,000 | 3,348 |
| U.S. Government securities | $17,463,000 | 3,657 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $17,463,000 | 3,542 |
| Securities issued by states & political subdivisions | $17,446,000 | 2,049 |
| Other domestic debt securities | $131,000 | 2,336 |
| Privately issued residential mortgage-backed securities | $16,000 | 801 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $115,000 | 381 |
| 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 | $22,360,000 | 2,077 |
| Mortgage-backed securities | $9,070,000 | 3,247 |
| Certificates of participation in pools of residential mortgages | $7,051,000 | 3,012 |
| Issued or guaranteed by U.S. | $7,051,000 | 3,010 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $2,019,000 | 2,459 |
| CMOs issued by government agencies or sponsored agencies | $2,003,000 | 2,374 |
| Privately issued | $16,000 | 762 |
| 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) | $35,040,000 | 3,049 |
| Total debt securities | $35,040,000 | 3,324 |
| Structured notes | ||
| Amortized cost | $5,043,000 | 685 |
| Fair value | $4,800,000 | 722 |
| 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 | $36,373,000 | 3,306 |
| U.S. Government securities | $18,446,000 | 3,610 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $18,446,000 | 3,502 |
| Securities issued by states & political subdivisions | $17,792,000 | 2,035 |
| Other domestic debt securities | $135,000 | 2,395 |
| Privately issued residential mortgage-backed securities | $19,000 | 821 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $116,000 | 401 |
| 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 | $23,107,000 | 2,038 |
| Mortgage-backed securities | $9,663,000 | 3,226 |
| Certificates of participation in pools of residential mortgages | $7,452,000 | 3,003 |
| Issued or guaranteed by U.S. | $7,452,000 | 3,003 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,211,000 | 2,424 |
| CMOs issued by government agencies or sponsored agencies | $2,192,000 | 2,352 |
| Privately issued | $19,000 | 785 |
| 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) | $36,373,000 | 3,018 |
| Total debt securities | $36,373,000 | 3,281 |
| Structured notes | ||
| Amortized cost | $5,039,000 | 712 |
| Fair value | $4,734,000 | 754 |
| 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 | $36,982,000 | 3,292 |
| U.S. Government securities | $19,243,000 | 3,565 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $19,243,000 | 3,465 |
| Securities issued by states & political subdivisions | $17,598,000 | 2,057 |
| Other domestic debt securities | $141,000 | 2,457 |
| Privately issued residential mortgage-backed securities | $22,000 | 848 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $119,000 | 416 |
| 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 | $24,161,000 | 2,005 |
| Mortgage-backed securities | $10,282,000 | 3,170 |
| Certificates of participation in pools of residential mortgages | $7,892,000 | 2,965 |
| Issued or guaranteed by U.S. | $7,892,000 | 2,965 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $2,390,000 | 2,378 |
| CMOs issued by government agencies or sponsored agencies | $2,368,000 | 2,310 |
| Privately issued | $22,000 | 809 |
| 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) | $36,982,000 | 3,003 |
| Total debt securities | $36,982,000 | 3,265 |
| Structured notes | ||
| Amortized cost | $5,036,000 | 720 |
| Fair value | $4,625,000 | 768 |
| 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 | $37,744,000 | 3,244 |
| U.S. Government securities | $19,407,000 | 3,544 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $19,407,000 | 3,446 |
| Securities issued by states & political subdivisions | $17,961,000 | 2,009 |
| Other domestic debt securities | $376,000 | 2,319 |
| Privately issued residential mortgage-backed securities | $25,000 | 879 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $102,000 | 424 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $249,000 | 1,942 |
| 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 | $24,271,000 | 1,983 |
| Mortgage-backed securities | $10,858,000 | 3,103 |
| Certificates of participation in pools of residential mortgages | $8,324,000 | 2,896 |
| Issued or guaranteed by U.S. | $8,324,000 | 2,895 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $2,534,000 | 2,316 |
| CMOs issued by government agencies or sponsored agencies | $2,509,000 | 2,240 |
| Privately issued | $25,000 | 837 |
| 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) | $37,744,000 | 2,957 |
| Total debt securities | $37,744,000 | 3,211 |
| Structured notes | ||
| Amortized cost | $5,533,000 | 676 |
| Fair value | $4,947,000 | 712 |
| 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 | $38,118,000 | 3,243 |
| U.S. Government securities | $20,033,000 | 3,508 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $20,033,000 | 3,419 |
| Securities issued by states & political subdivisions | $17,705,000 | 2,039 |
| Other domestic debt securities | $380,000 | 2,372 |
| Privately issued residential mortgage-backed securities | $27,000 | 906 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $104,000 | 431 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $249,000 | 1,983 |
| 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 | $36,087,000 | 1,472 |
| Mortgage-backed securities | $11,627,000 | 3,038 |
| Certificates of participation in pools of residential mortgages | $8,901,000 | 2,805 |
| Issued or guaranteed by U.S. | $8,901,000 | 2,802 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $2,726,000 | 2,298 |
| CMOs issued by government agencies or sponsored agencies | $2,699,000 | 2,215 |
| Privately issued | $27,000 | 867 |
| 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) | $38,118,000 | 2,972 |
| Total debt securities | $38,118,000 | 3,211 |
| Structured notes | ||
| Amortized cost | $5,297,000 | 688 |
| Fair value | $4,814,000 | 721 |
| 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 | $39,657,000 | 3,143 |
| U.S. Government securities | $20,579,000 | 3,455 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $20,579,000 | 3,367 |
| Securities issued by states & political subdivisions | $18,292,000 | 1,992 |
| Other domestic debt securities | $786,000 | 2,131 |
| Privately issued residential mortgage-backed securities | $32,000 | 920 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $115,000 | 440 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $639,000 | 1,737 |
| 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 | $25,549,000 | 1,864 |
| Mortgage-backed securities | $12,960,000 | 2,911 |
| Certificates of participation in pools of residential mortgages | $9,886,000 | 2,657 |
| Issued or guaranteed by U.S. | $9,886,000 | 2,655 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,074,000 | 2,262 |
| CMOs issued by government agencies or sponsored agencies | $3,042,000 | 2,179 |
| Privately issued | $32,000 | 880 |
| 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) | $39,657,000 | 2,884 |
| Total debt securities | $39,657,000 | 3,111 |
| Structured notes | ||
| Amortized cost | $5,383,000 | 677 |
| Fair value | $5,151,000 | 685 |
| 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 | $39,091,000 | 3,186 |
| U.S. Government securities | $20,051,000 | 3,535 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $20,051,000 | 3,445 |
| Securities issued by states & political subdivisions | $17,737,000 | 2,012 |
| Other domestic debt securities | $1,303,000 | 1,838 |
| Privately issued residential mortgage-backed securities | $38,000 | 958 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $117,000 | 434 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,148,000 | 1,439 |
| 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 | $24,200,000 | 1,985 |
| Mortgage-backed securities | $14,610,000 | 2,801 |
| Certificates of participation in pools of residential mortgages | $11,078,000 | 2,532 |
| Issued or guaranteed by U.S. | $11,078,000 | 2,531 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,532,000 | 2,206 |
| CMOs issued by government agencies or sponsored agencies | $3,494,000 | 2,120 |
| Privately issued | $38,000 | 917 |
| 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) | $39,091,000 | 2,947 |
| Total debt securities | $39,091,000 | 3,156 |
| Structured notes | ||
| Amortized cost | $3,890,000 | 860 |
| Fair value | $3,884,000 | 859 |
| 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 | $44,958,000 | 2,857 |
| U.S. Government securities | $25,765,000 | 3,016 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $25,765,000 | 2,948 |
| Securities issued by states & political subdivisions | $17,270,000 | 2,032 |
| Other domestic debt securities | $1,923,000 | 1,614 |
| Privately issued residential mortgage-backed securities | $45,000 | 976 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $116,000 | 409 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $1,762,000 | 1,236 |
| 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 | $25,319,000 | 1,889 |
| Mortgage-backed securities | $15,822,000 | 2,711 |
| Certificates of participation in pools of residential mortgages | $11,750,000 | 2,453 |
| Issued or guaranteed by U.S. | $11,750,000 | 2,451 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $4,072,000 | 2,186 |
| CMOs issued by government agencies or sponsored agencies | $4,027,000 | 2,096 |
| Privately issued | $45,000 | 938 |
| 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) | $44,958,000 | 2,638 |
| Total debt securities | $44,958,000 | 2,830 |
| Structured notes | ||
| Amortized cost | $8,605,000 | 478 |
| Fair value | $8,628,000 | 479 |
| 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 | $40,148,000 | 3,128 |
| U.S. Government securities | $21,967,000 | 3,384 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $21,967,000 | 3,315 |
| Securities issued by states & political subdivisions | $16,233,000 | 2,086 |
| Other domestic debt securities | $1,948,000 | 1,655 |
| Privately issued residential mortgage-backed securities | $51,000 | 1,017 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $113,000 | 401 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $1,784,000 | 1,278 |
| 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 | $25,146,000 | 1,914 |
| Mortgage-backed securities | $13,525,000 | 3,060 |
| Certificates of participation in pools of residential mortgages | $7,947,000 | 3,118 |
| Issued or guaranteed by U.S. | $7,947,000 | 3,117 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $5,578,000 | 2,029 |
| CMOs issued by government agencies or sponsored agencies | $5,527,000 | 1,951 |
| Privately issued | $51,000 | 976 |
| 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) | $40,148,000 | 2,899 |
| Total debt securities | $40,148,000 | 3,099 |
| Structured notes | ||
| Amortized cost | $7,105,000 | 576 |
| Fair value | $7,127,000 | 577 |
| 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 | $41,945,000 | 3,046 |
| U.S. Government securities | $22,887,000 | 3,364 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $22,887,000 | 3,292 |
| Securities issued by states & political subdivisions | $16,165,000 | 2,042 |
| Other domestic debt securities | $2,893,000 | 1,385 |
| Privately issued residential mortgage-backed securities | $68,000 | 1,056 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $115,000 | 355 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $2,710,000 | 1,055 |
| 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 | $27,262,000 | 1,821 |
| Mortgage-backed securities | $11,922,000 | 3,257 |
| Certificates of participation in pools of residential mortgages | $7,986,000 | 3,117 |
| Issued or guaranteed by U.S. | $7,986,000 | 3,117 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,936,000 | 2,315 |
| CMOs issued by government agencies or sponsored agencies | $3,868,000 | 2,225 |
| Privately issued | $68,000 | 1,015 |
| 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) | $41,945,000 | 2,809 |
| Total debt securities | $41,945,000 | 3,019 |
| Structured notes | ||
| Amortized cost | $9,073,000 | 529 |
| Fair value | $9,134,000 | 529 |
| 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 | $45,829,000 | 2,871 |
| U.S. Government securities | $28,071,000 | 3,014 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $28,071,000 | 2,957 |
| Securities issued by states & political subdivisions | $14,900,000 | 2,090 |
| Other domestic debt securities | $2,858,000 | 1,381 |
| Privately issued residential mortgage-backed securities | $77,000 | 1,080 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $119,000 | 305 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $2,662,000 | 1,035 |
| 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 | $32,694,000 | 1,589 |
| Mortgage-backed securities | $12,732,000 | 3,175 |
| Certificates of participation in pools of residential mortgages | $8,514,000 | 3,036 |
| Issued or guaranteed by U.S. | $8,514,000 | 3,034 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,218,000 | 2,275 |
| CMOs issued by government agencies or sponsored agencies | $4,141,000 | 2,186 |
| Privately issued | $77,000 | 1,040 |
| 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) | $45,829,000 | 2,626 |
| Total debt securities | $45,829,000 | 2,848 |
| Structured notes | ||
| Amortized cost | $12,604,000 | 479 |
| Fair value | $12,513,000 | 481 |
| 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 | $39,778,000 | 3,086 |
| U.S. Government securities | $22,145,000 | 3,424 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $22,145,000 | 3,346 |
| Securities issued by states & political subdivisions | $14,433,000 | 2,094 |
| Other domestic debt securities | $3,200,000 | 1,291 |
| Privately issued residential mortgage-backed securities | $88,000 | 1,161 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $125,000 | 232 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $2,987,000 | 925 |
| 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 | $26,253,000 | 1,781 |
| Mortgage-backed securities | $7,991,000 | 3,704 |
| Certificates of participation in pools of residential mortgages | $4,059,000 | 3,826 |
| Issued or guaranteed by U.S. | $4,059,000 | 3,821 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $3,932,000 | 2,293 |
| CMOs issued by government agencies or sponsored agencies | $3,844,000 | 2,133 |
| Privately issued | $88,000 | 1,101 |
| 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) | $39,778,000 | 2,831 |
| Total debt securities | $39,778,000 | 3,064 |
| Structured notes | ||
| Amortized cost | $7,573,000 | 706 |
| Fair value | $7,556,000 | 707 |
| 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 | $37,330,000 | 3,147 |
| U.S. Government securities | $19,854,000 | 3,600 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $19,854,000 | 3,518 |
| Securities issued by states & political subdivisions | $14,239,000 | 2,044 |
| Other domestic debt securities | $3,237,000 | 1,301 |
| Privately issued residential mortgage-backed securities | $99,000 | 1,174 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $128,000 | 216 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $3,010,000 | 897 |
| 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 | $22,386,000 | 1,943 |
| Mortgage-backed securities | $9,181,000 | 3,484 |
| Certificates of participation in pools of residential mortgages | $5,560,000 | 3,424 |
| Issued or guaranteed by U.S. | $5,560,000 | 3,419 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $3,621,000 | 2,328 |
| CMOs issued by government agencies or sponsored agencies | $3,522,000 | 2,168 |
| Privately issued | $99,000 | 1,110 |
| 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) | $37,330,000 | 2,879 |
| Total debt securities | $37,330,000 | 3,125 |
| Structured notes | ||
| Amortized cost | $6,551,000 | 836 |
| Fair value | $6,575,000 | 837 |
| 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 | $40,998,000 | 2,952 |
| U.S. Government securities | $25,310,000 | 3,148 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $25,310,000 | 3,067 |
| Securities issued by states & political subdivisions | $12,295,000 | 2,211 |
| Other domestic debt securities | $3,393,000 | 1,226 |
| Privately issued residential mortgage-backed securities | $109,000 | 1,190 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $126,000 | 215 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $3,158,000 | 801 |
| 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 | $28,101,000 | 1,690 |
| Mortgage-backed securities | $7,444,000 | 3,705 |
| Certificates of participation in pools of residential mortgages | $4,927,000 | 3,552 |
| Issued or guaranteed by U.S. | $4,927,000 | 3,540 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,517,000 | 2,582 |
| CMOs issued by government agencies or sponsored agencies | $2,408,000 | 2,387 |
| Privately issued | $109,000 | 1,134 |
| 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) | $40,998,000 | 2,684 |
| Total debt securities | $40,998,000 | 2,930 |
| Structured notes | ||
| Amortized cost | $12,298,000 | 575 |
| Fair value | $12,338,000 | 575 |
| 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 | $42,971,000 | 2,827 |
| U.S. Government securities | $26,803,000 | 3,024 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $26,803,000 | 2,929 |
| Securities issued by states & political subdivisions | $10,963,000 | 2,351 |
| Other domestic debt securities | $5,205,000 | 1,029 |
| Privately issued residential mortgage-backed securities | $118,000 | 1,212 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $127,000 | 213 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $4,960,000 | 622 |
| 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 | $31,374,000 | 1,545 |
| Mortgage-backed securities | $7,405,000 | 3,648 |
| Certificates of participation in pools of residential mortgages | $4,769,000 | 3,502 |
| Issued or guaranteed by U.S. | $4,769,000 | 3,493 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,636,000 | 2,487 |
| CMOs issued by government agencies or sponsored agencies | $2,518,000 | 2,295 |
| Privately issued | $118,000 | 1,156 |
| 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) | $42,971,000 | 2,569 |
| Total debt securities | $42,971,000 | 2,804 |
| Structured notes | ||
| Amortized cost | $16,047,000 | 462 |
| Fair value | $15,781,000 | 467 |
| 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 | $34,410,000 | 3,194 |
| U.S. Government securities | $18,363,000 | 3,649 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $18,363,000 | 3,546 |
| Securities issued by states & political subdivisions | $10,899,000 | 2,334 |
| Other domestic debt securities | $5,148,000 | 1,096 |
| Privately issued residential mortgage-backed securities | $134,000 | 1,261 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $127,000 | 199 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $4,887,000 | 623 |
| 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 | $19,570,000 | 2,157 |
| Mortgage-backed securities | $7,033,000 | 3,644 |
| Certificates of participation in pools of residential mortgages | $4,204,000 | 3,555 |
| Issued or guaranteed by U.S. | $4,204,000 | 3,546 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,829,000 | 2,390 |
| CMOs issued by government agencies or sponsored agencies | $2,695,000 | 2,195 |
| Privately issued | $134,000 | 1,202 |
| 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) | $34,410,000 | 2,915 |
| Total debt securities | $34,401,000 | 3,167 |
| Structured notes | ||
| Amortized cost | $10,819,000 | 618 |
| Fair value | $10,566,000 | 623 |
| 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 | $33,877,000 | 3,214 |
| U.S. Government securities | $17,877,000 | 3,673 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $17,877,000 | 3,566 |
| Securities issued by states & political subdivisions | $10,349,000 | 2,326 |
| Other domestic debt securities | $5,651,000 | 1,073 |
| Privately issued residential mortgage-backed securities | $160,000 | 1,319 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $97,000 | 196 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $5,394,000 | 577 |
| 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 | $19,450,000 | 2,167 |
| Mortgage-backed securities | $7,924,000 | 3,451 |
| Certificates of participation in pools of residential mortgages | $4,843,000 | 3,360 |
| Issued or guaranteed by U.S. | $4,843,000 | 3,354 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,081,000 | 2,303 |
| CMOs issued by government agencies or sponsored agencies | $2,921,000 | 2,094 |
| Privately issued | $160,000 | 1,259 |
| 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) | $33,877,000 | 2,920 |
| Total debt securities | $33,877,000 | 3,185 |
| Structured notes | ||
| Amortized cost | $8,069,000 | 754 |
| Fair value | $8,015,000 | 777 |
| 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 | $32,507,000 | 3,298 |
| U.S. Government securities | $15,530,000 | 4,021 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $15,530,000 | 3,919 |
| Securities issued by states & political subdivisions | $10,144,000 | 2,251 |
| Other domestic debt securities | $6,833,000 | 972 |
| Privately issued residential mortgage-backed securities | $170,000 | 1,346 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $117,000 | 188 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $6,546,000 | 476 |
| 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 | $20,482,000 | 2,130 |
| Mortgage-backed securities | $8,440,000 | 3,378 |
| Certificates of participation in pools of residential mortgages | $5,199,000 | 3,308 |
| Issued or guaranteed by U.S. | $5,199,000 | 3,301 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $3,241,000 | 2,190 |
| CMOs issued by government agencies or sponsored agencies | $3,071,000 | 1,975 |
| Privately issued | $170,000 | 1,288 |
| 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) | $32,507,000 | 2,989 |
| Total debt securities | $32,507,000 | 3,264 |
| Structured notes | ||
| Amortized cost | $7,684,000 | 850 |
| Fair value | $7,624,000 | 854 |
| 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 | $32,090,000 | 3,353 |
| U.S. Government securities | $13,892,000 | 4,310 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $13,892,000 | 4,199 |
| Securities issued by states & political subdivisions | $9,804,000 | 2,257 |
| Other domestic debt securities | $8,240,000 | 908 |
| Privately issued residential mortgage-backed securities | $181,000 | 1,374 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $115,000 | 194 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $7,944,000 | 421 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $154,000 | 1,071 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,391,000 | 2,191 |
| Mortgage-backed securities | $4,483,000 | 4,218 |
| Certificates of participation in pools of residential mortgages | $3,184,000 | 3,991 |
| Issued or guaranteed by U.S. | $3,184,000 | 3,982 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,299,000 | 2,735 |
| CMOs issued by government agencies or sponsored agencies | $1,118,000 | 2,495 |
| Privately issued | $181,000 | 1,318 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $32,090,000 | 3,026 |
| Total debt securities | $31,936,000 | 3,326 |
| Structured notes | ||
| Amortized cost | $11,362,000 | 478 |
| Fair value | $11,120,000 | 485 |
| 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 | $26,732,000 | 3,720 |
| U.S. Government securities | $8,695,000 | 5,233 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $8,695,000 | 5,132 |
| Securities issued by states & political subdivisions | $9,784,000 | 2,270 |
| Other domestic debt securities | $8,099,000 | 958 |
| Privately issued residential mortgage-backed securities | $435,000 | 1,300 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $99,000 | 219 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $7,565,000 | 446 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $154,000 | 1,095 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,581,000 | 3,097 |
| Mortgage-backed securities | $2,866,000 | 4,718 |
| Certificates of participation in pools of residential mortgages | $1,173,000 | 4,870 |
| Issued or guaranteed by U.S. | $1,173,000 | 4,860 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,693,000 | 2,588 |
| CMOs issued by government agencies or sponsored agencies | $1,258,000 | 2,422 |
| Privately issued | $435,000 | 1,245 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $26,732,000 | 3,369 |
| Total debt securities | $26,578,000 | 3,702 |
| Structured notes | ||
| Amortized cost | $8,227,000 | 510 |
| Fair value | $7,816,000 | 547 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $27,056,000 | 3,736 |
| U.S. Government securities | $9,800,000 | 5,047 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $9,800,000 | 4,950 |
| Securities issued by states & political subdivisions | $9,331,000 | 2,366 |
| Other domestic debt securities | $7,925,000 | 1,034 |
| Privately issued residential mortgage-backed securities | $954,000 | 1,180 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $98,000 | 233 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $6,873,000 | 507 |
| 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 | $14,441,000 | 2,725 |
| Mortgage-backed securities | $8,252,000 | 3,583 |
| Certificates of participation in pools of residential mortgages | $5,960,000 | 3,368 |
| Issued or guaranteed by U.S. | $5,960,000 | 3,358 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,292,000 | 2,379 |
| CMOs issued by government agencies or sponsored agencies | $1,338,000 | 2,374 |
| Privately issued | $954,000 | 1,131 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $27,056,000 | 3,374 |
| Total debt securities | $27,056,000 | 3,699 |
| Structured notes | ||
| Amortized cost | $3,141,000 | 808 |
| Fair value | $2,714,000 | 931 |
| 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 | $31,203,000 | 3,356 |
| U.S. Government securities | $12,686,000 | 4,491 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $12,686,000 | 4,399 |
| Securities issued by states & political subdivisions | $8,690,000 | 2,418 |
| Other domestic debt securities | $9,827,000 | 924 |
| Privately issued residential mortgage-backed securities | $2,759,000 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $96,000 | 259 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $6,972,000 | 518 |
| 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 | $17,861,000 | 2,418 |
| Mortgage-backed securities | $10,945,000 | 3,219 |
| Certificates of participation in pools of residential mortgages | $6,727,000 | 3,260 |
| Issued or guaranteed by U.S. | $6,727,000 | 3,249 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $4,218,000 | 1,945 |
| CMOs issued by government agencies or sponsored agencies | $1,459,000 | 2,321 |
| Privately issued | $2,759,000 | 845 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $31,203,000 | 3,003 |
| Total debt securities | $31,203,000 | 3,323 |
| Structured notes | ||
| Amortized cost | $3,141,000 | 528 |
| Fair value | $2,569,000 | 643 |
| 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 | $37,581,000 | 2,937 |
| U.S. Government securities | $19,255,000 | 3,623 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $19,255,000 | 3,548 |
| Securities issued by states & political subdivisions | $9,210,000 | 2,265 |
| Other domestic debt securities | $9,116,000 | 924 |
| Privately issued residential mortgage-backed securities | $3,774,000 | 801 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $100,000 | 318 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,242,000 | 633 |
| 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 | $26,660,000 | 1,852 |
| Mortgage-backed securities | $21,522,000 | 2,286 |
| Certificates of participation in pools of residential mortgages | $11,428,000 | 2,577 |
| Issued or guaranteed by U.S. | $11,428,000 | 2,562 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $10,094,000 | 1,359 |
| CMOs issued by government agencies or sponsored agencies | $6,320,000 | 1,358 |
| Privately issued | $3,774,000 | 769 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $37,581,000 | 2,620 |
| Total debt securities | $37,581,000 | 2,904 |
| Structured notes | ||
| Amortized cost | $3,140,000 | 393 |
| Fair value | $2,169,000 | 552 |
| 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 | $48,768,000 | 2,350 |
| U.S. Government securities | $32,544,000 | 2,498 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $32,544,000 | 2,443 |
| Securities issued by states & political subdivisions | $9,190,000 | 2,211 |
| Other domestic debt securities | $7,034,000 | 1,024 |
| Privately issued residential mortgage-backed securities | $314,000 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $104,000 | 299 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,616,000 | 538 |
| 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 | $35,021,000 | 1,483 |
| Mortgage-backed securities | $30,091,000 | 1,770 |
| Certificates of participation in pools of residential mortgages | $13,130,000 | 2,347 |
| Issued or guaranteed by U.S. | $13,130,000 | 2,335 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $16,961,000 | 958 |
| CMOs issued by government agencies or sponsored agencies | $16,647,000 | 754 |
| Privately issued | $314,000 | 1,324 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $48,768,000 | 2,067 |
| Total debt securities | $48,768,000 | 2,326 |
| Structured notes | ||
| Amortized cost | $8,024,000 | 154 |
| Fair value | $7,179,000 | 179 |
| 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 | $32,775,000 | 3,177 |
| U.S. Government securities | $15,286,000 | 4,158 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $15,286,000 | 4,078 |
| Securities issued by states & political subdivisions | $9,670,000 | 2,096 |
| Other domestic debt securities | $7,773,000 | 943 |
| Privately issued residential mortgage-backed securities | $323,000 | 1,358 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $133,000 | 281 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,317,000 | 472 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $46,000 | 1,535 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,527,000 | 1,972 |
| Mortgage-backed securities | $11,146,000 | 3,111 |
| Certificates of participation in pools of residential mortgages | $7,966,000 | 2,972 |
| Issued or guaranteed by U.S. | $7,966,000 | 2,961 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $3,180,000 | 2,054 |
| CMOs issued by government agencies or sponsored agencies | $2,857,000 | 1,784 |
| Privately issued | $323,000 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $32,775,000 | 2,824 |
| Total debt securities | $32,729,000 | 3,151 |
| Structured notes | ||
| Amortized cost | $4,150,000 | 301 |
| Fair value | $3,729,000 | 352 |
| 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 | $38,097,000 | 2,883 |
| U.S. Government securities | $18,557,000 | 3,724 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $18,557,000 | 3,654 |
| Securities issued by states & political subdivisions | $10,067,000 | 2,060 |
| Other domestic debt securities | $9,116,000 | 899 |
| Privately issued residential mortgage-backed securities | $338,000 | 1,335 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $145,000 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,633,000 | 486 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $357,000 | 1,379 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,569,000 | 2,422 |
| Mortgage-backed securities | $13,959,000 | 2,744 |
| Certificates of participation in pools of residential mortgages | $9,054,000 | 2,794 |
| Issued or guaranteed by U.S. | $9,054,000 | 2,779 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $4,905,000 | 1,735 |
| CMOs issued by government agencies or sponsored agencies | $4,567,000 | 1,480 |
| Privately issued | $338,000 | 1,269 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $38,097,000 | 2,558 |
| Total debt securities | $37,740,000 | 2,877 |
| Structured notes | ||
| Amortized cost | $4,149,000 | 332 |
| Fair value | $3,868,000 | 369 |
| 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 | $44,671,000 | 2,527 |
| U.S. Government securities | $25,002,000 | 3,018 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $25,002,000 | 2,963 |
| Securities issued by states & political subdivisions | $10,416,000 | 1,990 |
| Other domestic debt securities | $8,886,000 | 899 |
| Privately issued residential mortgage-backed securities | $360,000 | 1,308 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $153,000 | 262 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,373,000 | 489 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $367,000 | 1,391 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,864,000 | 2,139 |
| Mortgage-backed securities | $11,215,000 | 3,015 |
| Certificates of participation in pools of residential mortgages | $9,658,000 | 2,599 |
| Issued or guaranteed by U.S. | $9,658,000 | 2,587 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,557,000 | 2,509 |
| CMOs issued by government agencies or sponsored agencies | $1,197,000 | 2,322 |
| Privately issued | $360,000 | 1,241 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $44,671,000 | 2,246 |
| Total debt securities | $44,304,000 | 2,502 |
| Structured notes | ||
| Amortized cost | $6,449,000 | 217 |
| Fair value | $6,088,000 | 232 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $50,223,000 | 2,288 |
| U.S. Government securities | $28,808,000 | 2,757 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $28,808,000 | 2,696 |
| Securities issued by states & political subdivisions | $10,907,000 | 1,926 |
| Other domestic debt securities | $10,508,000 | 771 |
| Privately issued residential mortgage-backed securities | $384,000 | 1,193 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $161,000 | 243 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,963,000 | 419 |
| 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 | $26,880,000 | 1,757 |
| Mortgage-backed securities | $754,000 | 5,532 |
| Certificates of participation in pools of residential mortgages | $211,000 | 5,680 |
| Issued or guaranteed by U.S. | $211,000 | 5,660 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $543,000 | 2,945 |
| CMOs issued by government agencies or sponsored agencies | $159,000 | 2,991 |
| Privately issued | $384,000 | 1,135 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $50,223,000 | 1,989 |
| Total debt securities | $50,223,000 | 2,240 |
| Structured notes | ||
| Amortized cost | $7,387,000 | 333 |
| Fair value | $6,924,000 | 365 |
| 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 | $45,569,000 | 2,490 |
| U.S. Government securities | $24,346,000 | 3,167 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $24,346,000 | 3,097 |
| Securities issued by states & political subdivisions | $10,479,000 | 1,936 |
| Other domestic debt securities | $10,744,000 | 710 |
| Privately issued residential mortgage-backed securities | $397,000 | 1,152 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $163,000 | 240 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,184,000 | 409 |
| 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 | $24,755,000 | 1,844 |
| Mortgage-backed securities | $781,000 | 5,434 |
| Certificates of participation in pools of residential mortgages | $218,000 | 5,607 |
| Issued or guaranteed by U.S. | $218,000 | 5,585 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $563,000 | 2,888 |
| CMOs issued by government agencies or sponsored agencies | $166,000 | 2,939 |
| Privately issued | $397,000 | 1,095 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $45,569,000 | 2,164 |
| Total debt securities | $45,569,000 | 2,444 |
| Structured notes | ||
| Amortized cost | $11,972,000 | 228 |
| Fair value | $10,364,000 | 269 |
| 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 | $43,644,000 | 2,565 |
| U.S. Government securities | $23,959,000 | 3,190 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $23,959,000 | 3,112 |
| Securities issued by states & political subdivisions | $8,493,000 | 2,278 |
| Other domestic debt securities | $11,192,000 | 659 |
| Privately issued residential mortgage-backed securities | $413,000 | 1,100 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $151,000 | 233 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,628,000 | 371 |
| 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 | $24,875,000 | 1,819 |
| Mortgage-backed securities | $808,000 | 5,420 |
| Certificates of participation in pools of residential mortgages | $223,000 | 5,613 |
| Issued or guaranteed by U.S. | $223,000 | 5,592 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $585,000 | 2,855 |
| CMOs issued by government agencies or sponsored agencies | $172,000 | 2,907 |
| Privately issued | $413,000 | 1,037 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $43,644,000 | 2,229 |
| Total debt securities | $43,644,000 | 2,521 |
| Structured notes | ||
| Amortized cost | $12,099,000 | 245 |
| Fair value | $10,807,000 | 272 |
| 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 | $44,906,000 | 2,519 |
| U.S. Government securities | $24,297,000 | 3,187 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $24,297,000 | 3,091 |
| Securities issued by states & political subdivisions | $7,951,000 | 2,392 |
| Other domestic debt securities | $12,658,000 | 636 |
| Privately issued residential mortgage-backed securities | $447,000 | 1,059 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $158,000 | 247 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,053,000 | 348 |
| 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 | $25,203,000 | 1,813 |
| Mortgage-backed securities | $868,000 | 5,394 |
| Certificates of participation in pools of residential mortgages | $238,000 | 5,609 |
| Issued or guaranteed by U.S. | $238,000 | 5,585 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $630,000 | 2,785 |
| CMOs issued by government agencies or sponsored agencies | $183,000 | 2,902 |
| Privately issued | $447,000 | 993 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $44,906,000 | 2,195 |
| Total debt securities | $44,906,000 | 2,475 |
| Structured notes | ||
| Amortized cost | $11,035,000 | 294 |
| Fair value | $10,495,000 | 310 |
| 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 | $45,248,000 | 2,532 |
| U.S. Government securities | $23,999,000 | 3,261 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $23,999,000 | 3,166 |
| Securities issued by states & political subdivisions | $8,403,000 | 2,293 |
| Other domestic debt securities | $12,846,000 | 612 |
| Privately issued residential mortgage-backed securities | $462,000 | 1,033 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $157,000 | 237 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,227,000 | 351 |
| 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 | $25,754,000 | 1,791 |
| Mortgage-backed securities | $892,000 | 5,382 |
| Certificates of participation in pools of residential mortgages | $245,000 | 5,605 |
| Issued or guaranteed by U.S. | $245,000 | 5,581 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $647,000 | 2,763 |
| CMOs issued by government agencies or sponsored agencies | $185,000 | 2,903 |
| Privately issued | $462,000 | 972 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $45,248,000 | 2,200 |
| Total debt securities | $45,248,000 | 2,490 |
| Structured notes | ||
| Amortized cost | $11,035,000 | 325 |
| Fair value | $10,461,000 | 339 |
| 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 | $45,002,000 | 2,565 |
| U.S. Government securities | $24,469,000 | 3,248 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $24,469,000 | 3,157 |
| Securities issued by states & political subdivisions | $6,856,000 | 2,597 |
| Other domestic debt securities | $13,677,000 | 596 |
| Privately issued residential mortgage-backed securities | $474,000 | 1,004 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $154,000 | 250 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,049,000 | 333 |
| 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 | $25,419,000 | 1,781 |
| Mortgage-backed securities | $1,046,000 | 5,255 |
| Certificates of participation in pools of residential mortgages | $376,000 | 5,420 |
| Issued or guaranteed by U.S. | $376,000 | 5,394 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $670,000 | 2,715 |
| CMOs issued by government agencies or sponsored agencies | $196,000 | 2,861 |
| Privately issued | $474,000 | 935 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $45,002,000 | 2,201 |
| Total debt securities | $45,002,000 | 2,522 |
| Structured notes | ||
| Amortized cost | $11,334,000 | 352 |
| Fair value | $10,746,000 | 361 |
| 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 | $45,473,000 | 2,528 |
| U.S. Government securities | $24,945,000 | 3,195 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $24,945,000 | 3,093 |
| Securities issued by states & political subdivisions | $5,728,000 | 2,862 |
| Other domestic debt securities | $14,800,000 | 577 |
| Privately issued residential mortgage-backed securities | $482,000 | 980 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $171,000 | 247 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,147,000 | 322 |
| 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 | $24,839,000 | 1,805 |
| Mortgage-backed securities | $1,621,000 | 4,926 |
| Certificates of participation in pools of residential mortgages | $927,000 | 4,919 |
| Issued or guaranteed by U.S. | $927,000 | 4,898 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $694,000 | 2,688 |
| CMOs issued by government agencies or sponsored agencies | $212,000 | 2,828 |
| Privately issued | $482,000 | 917 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $45,473,000 | 2,175 |
| Total debt securities | $45,473,000 | 2,484 |
| Structured notes | ||
| Amortized cost | $12,184,000 | 341 |
| Fair value | $11,289,000 | 364 |
| 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 | $53,998,000 | 2,198 |
| U.S. Government securities | $33,652,000 | 2,548 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $33,652,000 | 2,482 |
| Securities issued by states & political subdivisions | $5,248,000 | 2,995 |
| Other domestic debt securities | $15,098,000 | 576 |
| Privately issued residential mortgage-backed securities | $508,000 | 957 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $179,000 | 257 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,411,000 | 331 |
| 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 | $32,894,000 | 1,418 |
| Mortgage-backed securities | $1,730,000 | 4,911 |
| Certificates of participation in pools of residential mortgages | $987,000 | 4,900 |
| Issued or guaranteed by U.S. | $987,000 | 4,881 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $743,000 | 2,664 |
| CMOs issued by government agencies or sponsored agencies | $235,000 | 2,804 |
| Privately issued | $508,000 | 897 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $53,998,000 | 1,876 |
| Total debt securities | $53,998,000 | 2,158 |
| Structured notes | ||
| Amortized cost | $12,383,000 | 350 |
| Fair value | $11,567,000 | 364 |
| 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 | $58,399,000 | 2,062 |
| U.S. Government securities | $35,934,000 | 2,392 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $35,934,000 | 2,319 |
| Securities issued by states & political subdivisions | $4,859,000 | 3,132 |
| Other domestic debt securities | $17,606,000 | 550 |
| Privately issued residential mortgage-backed securities | $540,000 | 909 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $170,000 | 264 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,896,000 | 308 |
| 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 | $35,250,000 | 1,305 |
| Mortgage-backed securities | $1,851,000 | 4,886 |
| Certificates of participation in pools of residential mortgages | $1,059,000 | 4,878 |
| Issued or guaranteed by U.S. | $1,059,000 | 4,860 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $792,000 | 2,633 |
| CMOs issued by government agencies or sponsored agencies | $252,000 | 2,810 |
| Privately issued | $540,000 | 847 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $58,399,000 | 1,746 |
| Total debt securities | $58,399,000 | 2,019 |
| Structured notes | ||
| Amortized cost | $15,032,000 | 275 |
| Fair value | $14,112,000 | 301 |
| 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 | $64,006,000 | 1,875 |
| U.S. Government securities | $41,603,000 | 2,094 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $41,603,000 | 2,027 |
| Securities issued by states & political subdivisions | $4,229,000 | 3,318 |
| Other domestic debt securities | $17,561,000 | 551 |
| Privately issued residential mortgage-backed securities | $586,000 | 885 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $201,000 | 263 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,774,000 | 318 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $613,000 | 1,306 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,640,000 | 1,052 |
| Mortgage-backed securities | $2,033,000 | 4,818 |
| Certificates of participation in pools of residential mortgages | $1,146,000 | 4,849 |
| Issued or guaranteed by U.S. | $1,146,000 | 4,831 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $887,000 | 2,601 |
| CMOs issued by government agencies or sponsored agencies | $301,000 | 2,775 |
| Privately issued | $586,000 | 824 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $64,006,000 | 1,583 |
| Total debt securities | $63,386,000 | 1,850 |
| Structured notes | ||
| Amortized cost | $19,930,000 | 187 |
| Fair value | $19,223,000 | 190 |
| 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 | $69,869,000 | 1,750 |
| U.S. Government securities | $47,206,000 | 1,894 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $47,206,000 | 1,827 |
| Securities issued by states & political subdivisions | $3,317,000 | 3,667 |
| Other domestic debt securities | $18,692,000 | 549 |
| Privately issued residential mortgage-backed securities | $638,000 | 858 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $206,000 | 278 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,848,000 | 320 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $654,000 | 1,301 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,999,000 | 1,155 |
| Mortgage-backed securities | $2,257,000 | 4,797 |
| Certificates of participation in pools of residential mortgages | $1,256,000 | 4,835 |
| Issued or guaranteed by U.S. | $1,256,000 | 4,815 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,001,000 | 2,579 |
| CMOs issued by government agencies or sponsored agencies | $363,000 | 2,771 |
| Privately issued | $638,000 | 795 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $69,869,000 | 1,481 |
| Total debt securities | $69,215,000 | 1,723 |
| Structured notes | ||
| Amortized cost | $25,279,000 | 129 |
| Fair value | $24,645,000 | 132 |
| 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 | $78,360,000 | 1,587 |
| U.S. Government securities | $51,039,000 | 1,805 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $51,039,000 | 1,738 |
| Securities issued by states & political subdivisions | $6,825,000 | 2,532 |
| Other domestic debt securities | $19,816,000 | 541 |
| Privately issued residential mortgage-backed securities | $666,000 | 845 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $239,000 | 261 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,911,000 | 313 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $680,000 | 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 | $39,947,000 | 1,142 |
| Mortgage-backed securities | $2,435,000 | 4,783 |
| Certificates of participation in pools of residential mortgages | $1,357,000 | 4,843 |
| Issued or guaranteed by U.S. | $1,357,000 | 4,830 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,078,000 | 2,570 |
| CMOs issued by government agencies or sponsored agencies | $412,000 | 2,782 |
| Privately issued | $666,000 | 787 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $78,360,000 | 1,349 |
| Total debt securities | $77,680,000 | 1,554 |
| Structured notes | ||
| Amortized cost | $28,226,000 | 112 |
| Fair value | $27,057,000 | 116 |
| 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 | $80,060,000 | 1,583 |
| U.S. Government securities | $51,957,000 | 1,774 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $51,957,000 | 1,703 |
| Securities issued by states & political subdivisions | $6,817,000 | 2,548 |
| Other domestic debt securities | $20,254,000 | 544 |
| Privately issued residential mortgage-backed securities | $705,000 | 825 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $237,000 | 270 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,312,000 | 318 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $1,032,000 | 1,179 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,395,000 | 1,273 |
| Mortgage-backed securities | $2,666,000 | 4,747 |
| Certificates of participation in pools of residential mortgages | $1,454,000 | 4,809 |
| Issued or guaranteed by U.S. | $1,454,000 | 4,795 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,212,000 | 2,542 |
| CMOs issued by government agencies or sponsored agencies | $507,000 | 2,726 |
| Privately issued | $705,000 | 764 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $80,060,000 | 1,349 |
| Total debt securities | $79,028,000 | 1,554 |
| Structured notes | ||
| Amortized cost | $29,029,000 | 104 |
| Fair value | $28,414,000 | 106 |
| 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 | $84,019,000 | 1,515 |
| U.S. Government securities | $55,110,000 | 1,677 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $55,110,000 | 1,619 |
| Securities issued by states & political subdivisions | $6,584,000 | 2,632 |
| Other domestic debt securities | $21,000,000 | 530 |
| Privately issued residential mortgage-backed securities | $748,000 | 760 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $239,000 | 293 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,013,000 | 320 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $1,325,000 | 1,087 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,990,000 | 1,173 |
| Mortgage-backed securities | $3,718,000 | 4,372 |
| Certificates of participation in pools of residential mortgages | $1,555,000 | 4,779 |
| Issued or guaranteed by U.S. | $1,555,000 | 4,768 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,163,000 | 2,117 |
| CMOs issued by government agencies or sponsored agencies | $1,415,000 | 2,207 |
| Privately issued | $748,000 | 705 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $84,019,000 | 1,290 |
| Total debt securities | $82,694,000 | 1,486 |
| Structured notes | ||
| Amortized cost | $28,437,000 | 111 |
| Fair value | $27,996,000 | 114 |
| 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 | $84,766,000 | 1,529 |
| U.S. Government securities | $59,744,000 | 1,586 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $59,744,000 | 1,522 |
| Securities issued by states & political subdivisions | $5,029,000 | 3,064 |
| Other domestic debt securities | $19,156,000 | 557 |
| Privately issued residential mortgage-backed securities | $355,000 | 866 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $246,000 | 301 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,555,000 | 353 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $837,000 | 1,334 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,359,000 | 1,213 |
| Mortgage-backed securities | $8,762,000 | 3,175 |
| Certificates of participation in pools of residential mortgages | $1,661,000 | 4,765 |
| Issued or guaranteed by U.S. | $1,661,000 | 4,752 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $7,101,000 | 1,335 |
| CMOs issued by government agencies or sponsored agencies | $6,746,000 | 1,191 |
| Privately issued | $355,000 | 804 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $84,766,000 | 1,303 |
| Total debt securities | $83,929,000 | 1,493 |
| Structured notes | ||
| Amortized cost | $27,236,000 | 112 |
| Fair value | $25,710,000 | 117 |
| 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 | $83,650,000 | 1,549 |
| U.S. Government securities | $62,365,000 | 1,513 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $62,365,000 | 1,456 |
| Securities issued by states & political subdivisions | $4,785,000 | 3,158 |
| Other domestic debt securities | $14,555,000 | 711 |
| Privately issued residential mortgage-backed securities | $433,000 | 879 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $225,000 | 323 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,897,000 | 489 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $1,945,000 | 1,063 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,144,000 | 1,151 |
| Mortgage-backed securities | $4,427,000 | 4,247 |
| Certificates of participation in pools of residential mortgages | $1,422,000 | 4,963 |
| Issued or guaranteed by U.S. | $1,422,000 | 4,948 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $3,005,000 | 1,975 |
| CMOs issued by government agencies or sponsored agencies | $2,572,000 | 1,876 |
| Privately issued | $433,000 | 810 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $83,650,000 | 1,330 |
| Total debt securities | $81,705,000 | 1,539 |
| Structured notes | ||
| Amortized cost | $23,887,000 | 107 |
| Fair value | $23,726,000 | 110 |
| 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 | $79,340,000 | 1,677 |
| U.S. Government securities | $59,807,000 | 1,620 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $59,807,000 | 1,561 |
| Securities issued by states & political subdivisions | $5,444,000 | 2,967 |
| Other domestic debt securities | $13,288,000 | 717 |
| Privately issued residential mortgage-backed securities | $440,000 | 755 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $280,000 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,568,000 | 552 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $801,000 | 1,432 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,074,000 | 1,228 |
| Mortgage-backed securities | $3,383,000 | 4,594 |
| Certificates of participation in pools of residential mortgages | $625,000 | 5,623 |
| Issued or guaranteed by U.S. | $625,000 | 5,603 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,758,000 | 2,053 |
| CMOs issued by government agencies or sponsored agencies | $2,318,000 | 2,046 |
| Privately issued | $440,000 | 655 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $79,340,000 | 1,440 |
| Total debt securities | $78,539,000 | 1,639 |
| Structured notes | ||
| Amortized cost | $25,287,000 | 90 |
| Fair value | $24,503,000 | 94 |
| 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 | $86,046,000 | 1,527 |
| U.S. Government securities | $61,460,000 | 1,540 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $61,460,000 | 1,482 |
| Securities issued by states & political subdivisions | $6,007,000 | 2,778 |
| Other domestic debt securities | $17,353,000 | 630 |
| Privately issued residential mortgage-backed securities | $791,000 | 702 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $285,000 | 350 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,277,000 | 484 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $1,226,000 | 1,264 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,815,000 | 1,123 |
| Mortgage-backed securities | $3,600,000 | 4,496 |
| Certificates of participation in pools of residential mortgages | $447,000 | 5,866 |
| Issued or guaranteed by U.S. | $447,000 | 5,840 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $3,153,000 | 1,987 |
| CMOs issued by government agencies or sponsored agencies | $2,362,000 | 2,071 |
| Privately issued | $791,000 | 621 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $86,046,000 | 1,304 |
| Total debt securities | $84,820,000 | 1,502 |
| Structured notes | ||
| Amortized cost | $25,385,000 | 72 |
| Fair value | $24,904,000 | 75 |
| 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 | $83,812,000 | 1,508 |
| U.S. Government securities | $51,759,000 | 1,743 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $51,759,000 | 1,674 |
| Securities issued by states & political subdivisions | $6,734,000 | 2,555 |
| Other domestic debt securities | $24,122,000 | 521 |
| Privately issued residential mortgage-backed securities | $8,537,000 | 320 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $288,000 | 368 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,297,000 | 524 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $1,197,000 | 1,280 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,797,000 | 1,718 |
| Mortgage-backed securities | $11,168,000 | 2,904 |
| Certificates of participation in pools of residential mortgages | $61,000 | 6,614 |
| Issued or guaranteed by U.S. | $61,000 | 6,595 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $11,107,000 | 1,149 |
| CMOs issued by government agencies or sponsored agencies | $2,570,000 | 2,172 |
| Privately issued | $8,537,000 | 286 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $83,812,000 | 1,294 |
| Total debt securities | $82,615,000 | 1,482 |
| Structured notes | ||
| Amortized cost | $15,441,000 | 106 |
| Fair value | $15,417,000 | 107 |
| 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 | $83,012,000 | 1,505 |
| U.S. Government securities | $36,738,000 | 2,321 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $36,738,000 | 2,225 |
| Securities issued by states & political subdivisions | $10,396,000 | 1,765 |
| Other domestic debt securities | $35,878,000 | 389 |
| Privately issued residential mortgage-backed securities | $11,212,000 | 291 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $294,000 | 376 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,372,000 | 361 |
| 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 | $19,894,000 | 1,880 |
| Mortgage-backed securities | $15,357,000 | 2,401 |
| Certificates of participation in pools of residential mortgages | $83,000 | 6,549 |
| Issued or guaranteed by U.S. | $83,000 | 6,530 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $15,274,000 | 982 |
| CMOs issued by government agencies or sponsored agencies | $4,062,000 | 1,843 |
| Privately issued | $11,212,000 | 259 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $83,012,000 | 1,279 |
| Total debt securities | $83,012,000 | 1,469 |
| Structured notes | ||
| Amortized cost | $1,498,000 | 800 |
| Fair value | $1,498,000 | 797 |
| 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 | $77,664,000 | 1,583 |
| U.S. Government securities | $35,784,000 | 2,350 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $35,784,000 | 2,257 |
| Securities issued by states & political subdivisions | $17,311,000 | 1,032 |
| Other domestic debt securities | $24,569,000 | 512 |
| Privately issued residential mortgage-backed securities | $3,174,000 | 466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,395,000 | 410 |
| 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 | $21,969,000 | 1,703 |
| Mortgage-backed securities | $7,761,000 | 3,428 |
| Certificates of participation in pools of residential mortgages | $88,000 | 6,525 |
| Issued or guaranteed by U.S. | $88,000 | 6,505 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $7,673,000 | 1,457 |
| CMOs issued by government agencies or sponsored agencies | $4,499,000 | 1,820 |
| Privately issued | $3,174,000 | 415 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $77,664,000 | 1,332 |
| Total debt securities | $77,664,000 | 1,534 |
| 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 | $56,766,000 | 1,970 |
| U.S. Government securities | $15,091,000 | 4,358 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $15,091,000 | 4,151 |
| Securities issued by states & political subdivisions | $25,395,000 | 604 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $16,280,000 | 264 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,975,000 | 3,693 |
| Mortgage-backed securities | $792,000 | 6,065 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $792,000 | 3,483 |
| CMOs issued by government agencies or sponsored agencies | $792,000 | 3,315 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $56,766,000 | 1,634 |
| Total debt securities | $40,486,000 | 2,554 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $36,704,000 | 2,897 |
| U.S. Government securities | $15,670,000 | 4,387 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $15,670,000 | 4,086 |
| Securities issued by states & political subdivisions | $20,207,000 | 768 |
| Other domestic debt securities | $714,000 | 2,721 |
| 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 | $714,000 | 2,389 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $113,000 | 6,673 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,858,000 | 4,322 |
| Mortgage-backed securities | $287,000 | 6,449 |
| Certificates of participation in pools of residential mortgages | $287,000 | 5,857 |
| Issued or guaranteed by U.S. | $287,000 | 5,836 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $36,704,000 | 2,300 |
| Total debt securities | $36,591,000 | 2,813 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $25,805,000 | 4,041 |
| U.S. Government securities | $11,845,000 | 5,549 |
| U.S. Treasury securities | $990,000 | 3,852 |
| U.S. Government agency obligations | $10,855,000 | 5,321 |
| Securities issued by states & political subdivisions | $13,643,000 | 1,239 |
| Other domestic debt securities | $204,000 | 3,319 |
| 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 | $204,000 | 2,823 |
| Foreign debt securities | NA | NA |
| Equity securities | $113,000 | 6,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,581,000 | 4,061 |
| Mortgage-backed securities | $387,000 | 6,633 |
| Certificates of participation in pools of residential mortgages | $356,000 | 6,017 |
| Issued or guaranteed by U.S. | $356,000 | 6,004 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $31,000 | 4,397 |
| CMOs issued by government agencies or sponsored agencies | $31,000 | 4,174 |
| 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) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $25,805,000 | 3,181 |
| Total debt securities | $25,692,000 | 3,942 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $18,388,000 | 5,117 |
| U.S. Government securities | $4,761,000 | 8,154 |
| U.S. Treasury securities | $1,000,000 | 5,224 |
| U.S. Government agency obligations | $3,761,000 | 7,820 |
| Securities issued by states & political subdivisions | $13,156,000 | 1,261 |
| Other domestic debt securities | $418,000 | 2,864 |
| 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 | $418,000 | 2,382 |
| Foreign debt securities | NA | NA |
| Equity securities | $53,000 | 7,080 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,689,000 | 4,969 |
| Mortgage-backed securities | $624,000 | 6,517 |
| Certificates of participation in pools of residential mortgages | $537,000 | 5,912 |
| Issued or guaranteed by U.S. | $537,000 | 5,898 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $87,000 | 4,504 |
| CMOs issued by government agencies or sponsored agencies | $87,000 | 4,314 |
| 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) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $18,388,000 | 4,056 |
| Total debt securities | $18,335,000 | 5,009 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $17,777,000 | 5,353 |
| U.S. Government securities | $9,440,000 | 6,671 |
| U.S. Treasury securities | $1,000,000 | 6,435 |
| U.S. Government agency obligations | $8,440,000 | 5,796 |
| Securities issued by states & political subdivisions | $7,716,000 | 1,923 |
| Other domestic debt securities | $568,000 | 2,217 |
| 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 | $568,000 | 1,753 |
| Foreign debt securities | NA | NA |
| Equity securities | $53,000 | 6,994 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,925,000 | 6,575 |
| Mortgage-backed securities | $795,000 | 6,577 |
| Certificates of participation in pools of residential mortgages | $695,000 | 5,829 |
| Issued or guaranteed by U.S. | $695,000 | 5,810 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $100,000 | 4,769 |
| CMOs issued by government agencies or sponsored agencies | $100,000 | 4,570 |
| 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) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $17,777,000 | 3,942 |
| Total debt securities | $17,724,000 | 5,242 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $13,846,000 | 6,752 |
| U.S. Government securities | $7,278,000 | 8,140 |
| U.S. Treasury securities | $941,000 | 7,472 |
| U.S. Government agency obligations | $6,337,000 | 6,964 |
| Securities issued by states & political subdivisions | $5,486,000 | 2,634 |
| Other domestic debt securities | $1,029,000 | 2,008 |
| 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 | $1,029,000 | 1,512 |
| Foreign debt securities | NA | NA |
| Equity securities | $53,000 | 7,023 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,335,000 | 7,447 |
| Mortgage-backed securities | $979,000 | 6,876 |
| Certificates of participation in pools of residential mortgages | $878,000 | 6,010 |
| Issued or guaranteed by U.S. | $878,000 | 5,995 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $101,000 | 5,232 |
| CMOs issued by government agencies or sponsored agencies | $101,000 | 4,998 |
| 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) | $13,793,000 | 2,526 |
| Available-for-sale securities (fair market value) | $53,000 | 10,336 |
| Total debt securities | $13,793,000 | 6,623 |
| Structured notes | ||
| Amortized cost | $101,000 | 3,528 |
| Fair value | $98,000 | 3,605 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $10,762,000 | 8,007 |
| U.S. Government securities | $4,749,000 | 9,687 |
| U.S. Treasury securities | $923,000 | 8,782 |
| U.S. Government agency obligations | $3,826,000 | 8,436 |
| Securities issued by states & political subdivisions | $4,432,000 | 3,094 |
| Other domestic debt securities | $1,528,000 | 2,039 |
| 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 | $1,528,000 | 1,565 |
| Foreign debt securities | NA | NA |
| Equity securities | $53,000 | 6,945 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,200,000 | 7,823 |
| Mortgage-backed securities | $3,634,000 | 5,151 |
| Certificates of participation in pools of residential mortgages | $3,634,000 | 3,853 |
| Issued or guaranteed by U.S. | $3,634,000 | 3,824 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| 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) | $10,709,000 | 3,246 |
| Available-for-sale securities (fair market value) | $53,000 | 10,799 |
| Total debt securities | $10,709,000 | 7,896 |
| Structured notes | ||
| Amortized cost | $100,000 | 4,437 |
| Fair value | $100,000 | 4,449 |
| 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 | $9,514,000 | 8,916 |
| U.S. Government securities | $4,410,000 | 10,476 |
| U.S. Treasury securities | $905,000 | 9,903 |
| U.S. Government agency obligations | $3,505,000 | 8,718 |
| Securities issued by states & political subdivisions | $3,170,000 | 4,044 |
| Other domestic debt securities | $1,881,000 | 2,111 |
| 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 | $1,881,000 | 1,665 |
| Foreign debt securities | NA | NA |
| Equity securities | $53,000 | 6,848 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,320,000 | 6,719 |
| Mortgage-backed securities | $3,281,000 | 5,661 |
| Certificates of participation in pools of residential mortgages | $3,281,000 | 4,188 |
| Issued or guaranteed by U.S. | $3,281,000 | 4,161 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| 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) | $9,461,000 | 5,890 |
| Available-for-sale securities (fair market value) | $53,000 | 10,894 |
| Total debt securities | $9,461,000 | 8,831 |
| 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 | $5,162,000 | 11,189 |
| U.S. Government securities | $2,544,000 | 11,895 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $2,544,000 | 9,771 |
| Securities issued by states & political subdivisions | $1,564,000 | 5,901 |
| Other domestic debt securities | $1,001,000 | 3,342 |
| 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 | $1,001,000 | 2,565 |
| Foreign debt securities | NA | NA |
| Equity securities | $53,000 | 6,649 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 9,505 |
| Mortgage-backed securities | $2,144,000 | 7,133 |
| Certificates of participation in pools of residential mortgages | $689,000 | 7,654 |
| Issued or guaranteed by U.S. | $689,000 | 7,605 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,455,000 | 4,505 |
| CMOs issued by government agencies or sponsored agencies | $1,455,000 | 4,301 |
| 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 | $5,109,000 | 11,083 |
| 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 | $3,759,000 | 12,243 |
| U.S. Government securities | $2,184,000 | 12,596 |
| U.S. Treasury securities | $500,000 | 11,335 |
| U.S. Government agency obligations | $1,684,000 | 10,851 |
| Securities issued by states & political subdivisions | $920,000 | 6,742 |
| Other domestic debt securities | $402,000 | 5,403 |
| 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 | $402,000 | 4,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $253,000 | 3,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $655,000 | 9,399 |
| Mortgage-backed securities | $1,684,000 | 8,015 |
| Certificates of participation in pools of residential mortgages | $1,077,000 | 7,381 |
| Issued or guaranteed by U.S. | $1,077,000 | 7,323 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $607,000 | 5,626 |
| CMOs issued by government agencies or sponsored agencies | $607,000 | 5,213 |
| 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 | $3,506,000 | 12,231 |
| 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 |