Home > Hancock Bank & Trust Company > Securities
Hancock Bank & Trust Company, Securities
| 2021-09-30 | Rank | |
| Total securities | $48,244,000 | 2,673 |
| U.S. Government securities | $37,359,000 | 2,119 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $37,359,000 | 1,962 |
| Securities issued by states & political subdivisions | $10,885,000 | 2,610 |
| 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 | $18,923,000 | 2,040 |
| Mortgage-backed securities | $24,707,000 | 2,016 |
| Certificates of participation in pools of residential mortgages | $24,069,000 | 1,525 |
| Issued or guaranteed by U.S. | $24,069,000 | 1,489 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $638,000 | 2,465 |
| CMOs issued by government agencies or sponsored agencies | $638,000 | 2,406 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $48,244,000 | 2,512 |
| Total debt securities | $48,245,000 | 2,654 |
| 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 | $50,703,000 | 2,535 |
| U.S. Government securities | $39,607,000 | 2,011 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $39,607,000 | 1,858 |
| Securities issued by states & political subdivisions | $11,096,000 | 2,562 |
| 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 | $16,350,000 | 2,163 |
| Mortgage-backed securities | $23,311,000 | 2,028 |
| Certificates of participation in pools of residential mortgages | $22,609,000 | 1,532 |
| Issued or guaranteed by U.S. | $22,609,000 | 1,497 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $702,000 | 2,423 |
| CMOs issued by government agencies or sponsored agencies | $702,000 | 2,370 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $50,703,000 | 2,387 |
| Total debt securities | $50,703,000 | 2,519 |
| 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 | $30,610,000 | 3,075 |
| U.S. Government securities | $21,130,000 | 2,604 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $21,130,000 | 2,444 |
| Securities issued by states & political subdivisions | $9,480,000 | 2,691 |
| 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 | $16,461,000 | 2,135 |
| Mortgage-backed securities | $9,750,000 | 2,753 |
| Certificates of participation in pools of residential mortgages | $8,970,000 | 2,295 |
| Issued or guaranteed by U.S. | $8,970,000 | 2,226 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $780,000 | 2,359 |
| CMOs issued by government agencies or sponsored agencies | $780,000 | 2,308 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $30,610,000 | 2,890 |
| Total debt securities | $30,610,000 | 3,055 |
| 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 | $23,697,000 | 3,245 |
| U.S. Government securities | $15,263,000 | 2,836 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $15,263,000 | 2,704 |
| Securities issued by states & political subdivisions | $8,434,000 | 2,766 |
| 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 | $17,171,000 | 2,075 |
| Mortgage-backed securities | $9,689,000 | 2,678 |
| Certificates of participation in pools of residential mortgages | $8,795,000 | 2,202 |
| Issued or guaranteed by U.S. | $8,795,000 | 2,141 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $894,000 | 2,336 |
| CMOs issued by government agencies or sponsored agencies | $894,000 | 2,283 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $23,697,000 | 3,052 |
| Total debt securities | $23,696,000 | 3,225 |
| 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 | $22,412,000 | 3,230 |
| U.S. Government securities | $14,148,000 | 2,879 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $14,148,000 | 2,740 |
| Securities issued by states & political subdivisions | $8,264,000 | 2,667 |
| 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 | $15,831,000 | 2,131 |
| Mortgage-backed securities | $8,551,000 | 2,770 |
| Certificates of participation in pools of residential mortgages | $7,542,000 | 2,339 |
| Issued or guaranteed by U.S. | $7,542,000 | 2,266 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,009,000 | 2,321 |
| CMOs issued by government agencies or sponsored agencies | $1,009,000 | 2,271 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $22,412,000 | 3,022 |
| Total debt securities | $22,413,000 | 3,211 |
| 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 | $21,076,000 | 3,257 |
| U.S. Government securities | $14,838,000 | 2,837 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $14,838,000 | 2,703 |
| Securities issued by states & political subdivisions | $6,238,000 | 2,881 |
| 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 | $15,456,000 | 2,164 |
| Mortgage-backed securities | $9,416,000 | 2,687 |
| Certificates of participation in pools of residential mortgages | $8,262,000 | 2,217 |
| Issued or guaranteed by U.S. | $8,262,000 | 2,158 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,154,000 | 2,289 |
| CMOs issued by government agencies or sponsored agencies | $1,154,000 | 2,244 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $21,076,000 | 3,053 |
| Total debt securities | $21,076,000 | 3,235 |
| 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 | $16,672,000 | 3,517 |
| U.S. Government securities | $11,392,000 | 3,170 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $11,392,000 | 3,028 |
| Securities issued by states & political subdivisions | $5,280,000 | 2,951 |
| 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 | $12,254,000 | 2,346 |
| Mortgage-backed securities | $9,037,000 | 2,738 |
| Certificates of participation in pools of residential mortgages | $7,809,000 | 2,280 |
| Issued or guaranteed by U.S. | $7,809,000 | 2,208 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,228,000 | 2,274 |
| CMOs issued by government agencies or sponsored agencies | $1,228,000 | 2,226 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $16,672,000 | 3,288 |
| Total debt securities | $16,672,000 | 3,492 |
| 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 | $18,170,000 | 3,472 |
| U.S. Government securities | $12,751,000 | 3,125 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $12,751,000 | 2,969 |
| Securities issued by states & political subdivisions | $5,419,000 | 2,920 |
| 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 | $11,564,000 | 2,449 |
| Mortgage-backed securities | $9,406,000 | 2,675 |
| Certificates of participation in pools of residential mortgages | $8,054,000 | 2,188 |
| Issued or guaranteed by U.S. | $8,054,000 | 2,130 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,352,000 | 2,251 |
| CMOs issued by government agencies or sponsored agencies | $1,352,000 | 2,202 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $18,170,000 | 3,238 |
| Total debt securities | $18,170,000 | 3,448 |
| 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 | $18,924,000 | 3,476 |
| U.S. Government securities | $13,465,000 | 3,095 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $13,465,000 | 2,939 |
| Securities issued by states & political subdivisions | $5,459,000 | 2,947 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,483,000 | 2,311 |
| Mortgage-backed securities | $10,100,000 | 2,586 |
| Certificates of participation in pools of residential mortgages | $8,618,000 | 2,105 |
| Issued or guaranteed by U.S. | $8,618,000 | 2,042 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,482,000 | 2,241 |
| CMOs issued by government agencies or sponsored agencies | $1,482,000 | 2,195 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $18,924,000 | 3,236 |
| Total debt securities | $18,923,000 | 3,453 |
| 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 | $20,764,000 | 3,410 |
| U.S. Government securities | $15,357,000 | 2,980 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $15,357,000 | 2,819 |
| Securities issued by states & political subdivisions | $5,407,000 | 3,012 |
| 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 | $16,194,000 | 2,145 |
| Mortgage-backed securities | $10,944,000 | 2,530 |
| Certificates of participation in pools of residential mortgages | $9,144,000 | 2,044 |
| Issued or guaranteed by U.S. | $9,144,000 | 2,003 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,800,000 | 2,138 |
| CMOs issued by government agencies or sponsored agencies | $1,800,000 | 2,091 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $20,764,000 | 3,170 |
| Total debt securities | $20,765,000 | 3,386 |
| 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 | $22,135,000 | 3,364 |
| U.S. Government securities | $15,809,000 | 2,982 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $15,809,000 | 2,815 |
| Securities issued by states & political subdivisions | $6,326,000 | 2,908 |
| 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 | $16,042,000 | 2,202 |
| Mortgage-backed securities | $11,429,000 | 2,479 |
| Certificates of participation in pools of residential mortgages | $9,537,000 | 2,030 |
| Issued or guaranteed by U.S. | $9,537,000 | 1,984 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,892,000 | 2,117 |
| CMOs issued by government agencies or sponsored agencies | $1,892,000 | 2,064 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $22,135,000 | 3,122 |
| Total debt securities | $22,136,000 | 3,344 |
| 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 | $23,337,000 | 3,341 |
| U.S. Government securities | $17,083,000 | 2,890 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $17,083,000 | 2,734 |
| Securities issued by states & political subdivisions | $6,254,000 | 2,976 |
| 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 | $14,376,000 | 2,346 |
| Mortgage-backed securities | $11,761,000 | 2,455 |
| Certificates of participation in pools of residential mortgages | $9,810,000 | 2,011 |
| Issued or guaranteed by U.S. | $9,810,000 | 1,981 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,951,000 | 2,102 |
| CMOs issued by government agencies or sponsored agencies | $1,951,000 | 2,048 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $23,337,000 | 3,090 |
| Total debt securities | $23,337,000 | 3,320 |
| 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 | $23,570,000 | 3,353 |
| U.S. Government securities | $17,382,000 | 2,896 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $17,382,000 | 2,746 |
| Securities issued by states & political subdivisions | $6,188,000 | 3,022 |
| 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 | $14,391,000 | 2,349 |
| Mortgage-backed securities | $12,184,000 | 2,438 |
| Certificates of participation in pools of residential mortgages | $10,156,000 | 2,007 |
| Issued or guaranteed by U.S. | $10,156,000 | 1,994 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,028,000 | 2,067 |
| CMOs issued by government agencies or sponsored agencies | $2,028,000 | 2,010 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $23,570,000 | 3,099 |
| Total debt securities | $23,571,000 | 3,332 |
| 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 | $22,591,000 | 3,466 |
| U.S. Government securities | $16,335,000 | 2,985 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $16,335,000 | 2,836 |
| Securities issued by states & political subdivisions | $6,256,000 | 3,068 |
| 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 | $11,753,000 | 2,609 |
| Mortgage-backed securities | $12,994,000 | 2,410 |
| Certificates of participation in pools of residential mortgages | $10,834,000 | 1,993 |
| Issued or guaranteed by U.S. | $10,834,000 | 1,909 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $2,160,000 | 2,054 |
| CMOs issued by government agencies or sponsored agencies | $2,160,000 | 1,999 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $22,591,000 | 3,195 |
| Total debt securities | $22,590,000 | 3,445 |
| 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 | $22,347,000 | 3,521 |
| U.S. Government securities | $16,093,000 | 3,090 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $16,093,000 | 2,949 |
| Securities issued by states & political subdivisions | $6,254,000 | 3,106 |
| 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 | $10,951,000 | 2,728 |
| Mortgage-backed securities | $13,223,000 | 2,391 |
| Certificates of participation in pools of residential mortgages | $11,451,000 | 1,972 |
| Issued or guaranteed by U.S. | $11,451,000 | 1,970 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,772,000 | 2,153 |
| CMOs issued by government agencies or sponsored agencies | $1,772,000 | 2,094 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $22,347,000 | 3,242 |
| Total debt securities | $22,348,000 | 3,498 |
| 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 | $23,373,000 | 3,510 |
| U.S. Government securities | $17,014,000 | 3,020 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $17,014,000 | 2,883 |
| Securities issued by states & political subdivisions | $6,359,000 | 3,158 |
| 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 | $12,506,000 | 2,610 |
| Mortgage-backed securities | $14,052,000 | 2,353 |
| Certificates of participation in pools of residential mortgages | $12,148,000 | 1,932 |
| Issued or guaranteed by U.S. | $12,148,000 | 1,931 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,904,000 | 2,096 |
| CMOs issued by government agencies or sponsored agencies | $1,904,000 | 2,031 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $23,373,000 | 3,235 |
| Total debt securities | $23,373,000 | 3,485 |
| 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 | $24,745,000 | 3,452 |
| U.S. Government securities | $17,978,000 | 2,964 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $17,978,000 | 2,847 |
| Securities issued by states & political subdivisions | $6,767,000 | 3,138 |
| 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 | $11,691,000 | 2,726 |
| Mortgage-backed securities | $14,979,000 | 2,309 |
| Certificates of participation in pools of residential mortgages | $12,915,000 | 1,904 |
| Issued or guaranteed by U.S. | $12,915,000 | 1,903 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $2,064,000 | 2,069 |
| CMOs issued by government agencies or sponsored agencies | $2,064,000 | 2,010 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $24,745,000 | 3,183 |
| Total debt securities | $24,745,000 | 3,427 |
| 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 | $25,528,000 | 3,460 |
| U.S. Government securities | $18,737,000 | 2,966 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $18,737,000 | 2,847 |
| Securities issued by states & political subdivisions | $6,791,000 | 3,160 |
| 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 | $11,033,000 | 2,797 |
| Mortgage-backed securities | $15,731,000 | 2,268 |
| Certificates of participation in pools of residential mortgages | $13,516,000 | 1,894 |
| Issued or guaranteed by U.S. | $13,516,000 | 1,893 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,215,000 | 2,065 |
| CMOs issued by government agencies or sponsored agencies | $2,215,000 | 2,001 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $25,528,000 | 3,179 |
| Total debt securities | $25,527,000 | 3,435 |
| 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 | $26,442,000 | 3,436 |
| U.S. Government securities | $19,437,000 | 2,962 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $19,437,000 | 2,834 |
| Securities issued by states & political subdivisions | $7,005,000 | 3,174 |
| 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 | $10,415,000 | 2,897 |
| Mortgage-backed securities | $16,430,000 | 2,252 |
| Certificates of participation in pools of residential mortgages | $14,039,000 | 1,884 |
| Issued or guaranteed by U.S. | $14,039,000 | 1,884 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,391,000 | 2,043 |
| CMOs issued by government agencies or sponsored agencies | $2,391,000 | 1,975 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $26,442,000 | 3,161 |
| Total debt securities | $26,442,000 | 3,406 |
| 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 | $19,435,000 | 3,903 |
| U.S. Government securities | $15,065,000 | 3,288 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $15,065,000 | 3,167 |
| Securities issued by states & political subdivisions | $4,370,000 | 3,639 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,329,000 | 3,039 |
| Mortgage-backed securities | $14,090,000 | 2,408 |
| Certificates of participation in pools of residential mortgages | $11,453,000 | 2,111 |
| Issued or guaranteed by U.S. | $11,453,000 | 2,110 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,637,000 | 1,979 |
| CMOs issued by government agencies or sponsored agencies | $2,637,000 | 1,911 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $19,435,000 | 3,590 |
| Total debt securities | $19,435,000 | 3,877 |
| 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 | $13,650,000 | 4,363 |
| U.S. Government securities | $9,623,000 | 3,899 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $9,623,000 | 3,777 |
| Securities issued by states & political subdivisions | $4,027,000 | 3,719 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,542,000 | 3,044 |
| Mortgage-backed securities | $9,623,000 | 2,835 |
| Certificates of participation in pools of residential mortgages | $6,603,000 | 2,705 |
| Issued or guaranteed by U.S. | $6,603,000 | 2,704 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,020,000 | 1,915 |
| CMOs issued by government agencies or sponsored agencies | $3,020,000 | 1,852 |
| 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) | $13,650,000 | 4,050 |
| Total debt securities | $13,649,000 | 4,338 |
| 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 | $11,998,000 | 4,587 |
| U.S. Government securities | $7,404,000 | 4,329 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $7,404,000 | 4,206 |
| Securities issued by states & political subdivisions | $4,594,000 | 3,635 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,659,000 | 3,083 |
| Mortgage-backed securities | $7,404,000 | 3,134 |
| Certificates of participation in pools of residential mortgages | $4,038,000 | 3,213 |
| Issued or guaranteed by U.S. | $4,038,000 | 3,209 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,366,000 | 1,881 |
| CMOs issued by government agencies or sponsored agencies | $3,366,000 | 1,811 |
| 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) | $11,998,000 | 4,250 |
| Total debt securities | $11,998,000 | 4,561 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $14,422,000 | 4,420 |
| U.S. Government securities | $10,953,000 | 3,939 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $10,953,000 | 3,810 |
| Securities issued by states & political subdivisions | $3,469,000 | 3,863 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,467,000 | 3,137 |
| Mortgage-backed securities | $10,953,000 | 2,762 |
| Certificates of participation in pools of residential mortgages | $5,989,000 | 2,891 |
| Issued or guaranteed by U.S. | $5,989,000 | 2,891 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,964,000 | 1,634 |
| CMOs issued by government agencies or sponsored agencies | $4,964,000 | 1,561 |
| 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) | $14,422,000 | 4,080 |
| Total debt securities | $14,422,000 | 4,401 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $17,004,000 | 4,257 |
| U.S. Government securities | $13,560,000 | 3,673 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $13,560,000 | 3,543 |
| Securities issued by states & political subdivisions | $3,444,000 | 3,904 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,933,000 | 3,257 |
| Mortgage-backed securities | $13,560,000 | 2,515 |
| Certificates of participation in pools of residential mortgages | $6,870,000 | 2,733 |
| Issued or guaranteed by U.S. | $6,870,000 | 2,729 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,690,000 | 1,459 |
| CMOs issued by government agencies or sponsored agencies | $6,690,000 | 1,393 |
| 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) | $17,004,000 | 3,914 |
| Total debt securities | $17,003,000 | 4,232 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $22,086,000 | 3,953 |
| U.S. Government securities | $18,623,000 | 3,246 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $18,623,000 | 3,140 |
| Securities issued by states & political subdivisions | $3,463,000 | 3,943 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,291,000 | 2,852 |
| Mortgage-backed securities | $18,623,000 | 2,179 |
| Certificates of participation in pools of residential mortgages | $8,189,000 | 2,593 |
| Issued or guaranteed by U.S. | $8,189,000 | 2,590 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $10,434,000 | 1,164 |
| CMOs issued by government agencies or sponsored agencies | $10,434,000 | 1,110 |
| 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) | $22,086,000 | 3,611 |
| Total debt securities | $22,086,000 | 3,930 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $23,323,000 | 3,941 |
| U.S. Government securities | $19,872,000 | 3,243 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $19,872,000 | 3,137 |
| Securities issued by states & political subdivisions | $3,451,000 | 3,964 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,680,000 | 2,822 |
| Mortgage-backed securities | $19,872,000 | 2,169 |
| Certificates of participation in pools of residential mortgages | $8,685,000 | 2,586 |
| Issued or guaranteed by U.S. | $8,685,000 | 2,582 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $11,187,000 | 1,165 |
| CMOs issued by government agencies or sponsored agencies | $11,187,000 | 1,112 |
| 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) | $23,323,000 | 3,608 |
| Total debt securities | $23,322,000 | 3,917 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $24,883,000 | 3,867 |
| U.S. Government securities | $21,369,000 | 3,173 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $21,369,000 | 3,075 |
| Securities issued by states & political subdivisions | $3,514,000 | 3,946 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,073,000 | 2,940 |
| Mortgage-backed securities | $21,369,000 | 2,133 |
| Certificates of participation in pools of residential mortgages | $9,280,000 | 2,562 |
| Issued or guaranteed by U.S. | $9,280,000 | 2,559 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $12,089,000 | 1,158 |
| CMOs issued by government agencies or sponsored agencies | $12,089,000 | 1,105 |
| 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) | $24,883,000 | 3,521 |
| Total debt securities | $24,882,000 | 3,843 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $30,475,000 | 3,532 |
| U.S. Government securities | $26,988,000 | 2,788 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $26,988,000 | 2,697 |
| Securities issued by states & political subdivisions | $3,487,000 | 3,989 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,510,000 | 3,023 |
| Mortgage-backed securities | $24,022,000 | 2,012 |
| Certificates of participation in pools of residential mortgages | $11,362,000 | 2,348 |
| Issued or guaranteed by U.S. | $11,362,000 | 2,346 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $12,660,000 | 1,160 |
| CMOs issued by government agencies or sponsored agencies | $12,660,000 | 1,103 |
| 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) | $30,475,000 | 3,218 |
| Total debt securities | $30,476,000 | 3,506 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 861 |
| Fair value | $2,967,000 | 896 |
| 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 | $31,653,000 | 3,537 |
| U.S. Government securities | $28,178,000 | 2,806 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $28,178,000 | 2,718 |
| Securities issued by states & political subdivisions | $3,475,000 | 4,040 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,817,000 | 3,016 |
| Mortgage-backed securities | $25,232,000 | 1,994 |
| Certificates of participation in pools of residential mortgages | $11,897,000 | 2,367 |
| Issued or guaranteed by U.S. | $11,897,000 | 2,364 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $13,335,000 | 1,147 |
| CMOs issued by government agencies or sponsored agencies | $13,335,000 | 1,090 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $31,653,000 | 3,231 |
| Total debt securities | $31,653,000 | 3,511 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 944 |
| Fair value | $2,946,000 | 975 |
| 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 | $33,714,000 | 3,457 |
| U.S. Government securities | $29,692,000 | 2,763 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $29,692,000 | 2,675 |
| Securities issued by states & political subdivisions | $4,022,000 | 3,938 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,900,000 | 3,014 |
| Mortgage-backed securities | $26,794,000 | 1,971 |
| Certificates of participation in pools of residential mortgages | $12,634,000 | 2,335 |
| Issued or guaranteed by U.S. | $12,634,000 | 2,334 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $14,160,000 | 1,119 |
| CMOs issued by government agencies or sponsored agencies | $14,160,000 | 1,065 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $33,714,000 | 3,150 |
| Total debt securities | $33,714,000 | 3,430 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 987 |
| Fair value | $2,898,000 | 1,038 |
| 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 | $34,758,000 | 3,409 |
| U.S. Government securities | $30,783,000 | 2,714 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $30,783,000 | 2,639 |
| Securities issued by states & political subdivisions | $3,975,000 | 3,979 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,253,000 | 3,252 |
| Mortgage-backed securities | $27,937,000 | 1,952 |
| Certificates of participation in pools of residential mortgages | $13,098,000 | 2,310 |
| Issued or guaranteed by U.S. | $13,098,000 | 2,309 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $14,839,000 | 1,096 |
| CMOs issued by government agencies or sponsored agencies | $14,839,000 | 1,038 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $34,758,000 | 3,115 |
| Total debt securities | $34,759,000 | 3,382 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 998 |
| Fair value | $2,846,000 | 1,055 |
| 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 | $32,138,000 | 3,561 |
| U.S. Government securities | $28,252,000 | 2,849 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $28,252,000 | 2,775 |
| Securities issued by states & political subdivisions | $3,886,000 | 4,033 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,725,000 | 3,323 |
| Mortgage-backed securities | $25,467,000 | 2,050 |
| Certificates of participation in pools of residential mortgages | $10,135,000 | 2,649 |
| Issued or guaranteed by U.S. | $10,135,000 | 2,649 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $15,332,000 | 1,079 |
| CMOs issued by government agencies or sponsored agencies | $15,332,000 | 1,018 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $32,138,000 | 3,263 |
| Total debt securities | $32,139,000 | 3,530 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 977 |
| Fair value | $2,785,000 | 1,028 |
| 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 | $33,807,000 | 3,468 |
| U.S. Government securities | $29,895,000 | 2,782 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $29,895,000 | 2,709 |
| Securities issued by states & political subdivisions | $3,912,000 | 4,027 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,324,000 | 3,386 |
| Mortgage-backed securities | $27,022,000 | 1,989 |
| Certificates of participation in pools of residential mortgages | $10,674,000 | 2,581 |
| Issued or guaranteed by U.S. | $10,674,000 | 2,579 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $16,348,000 | 1,064 |
| CMOs issued by government agencies or sponsored agencies | $16,348,000 | 998 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $33,807,000 | 3,186 |
| Total debt securities | $33,807,000 | 3,435 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 972 |
| Fair value | $2,873,000 | 1,002 |
| 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 | $35,256,000 | 3,371 |
| U.S. Government securities | $31,300,000 | 2,683 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $31,300,000 | 2,616 |
| Securities issued by states & political subdivisions | $3,956,000 | 4,018 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,893,000 | 3,007 |
| Mortgage-backed securities | $28,409,000 | 1,916 |
| Certificates of participation in pools of residential mortgages | $11,155,000 | 2,499 |
| Issued or guaranteed by U.S. | $11,155,000 | 2,497 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $17,254,000 | 1,045 |
| CMOs issued by government agencies or sponsored agencies | $17,254,000 | 977 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $35,256,000 | 3,101 |
| Total debt securities | $35,255,000 | 3,342 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 952 |
| Fair value | $2,891,000 | 989 |
| 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 | $38,709,000 | 3,213 |
| U.S. Government securities | $34,578,000 | 2,544 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $34,578,000 | 2,481 |
| Securities issued by states & political subdivisions | $4,131,000 | 3,966 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,232,000 | 2,999 |
| Mortgage-backed securities | $30,571,000 | 1,869 |
| Certificates of participation in pools of residential mortgages | $12,134,000 | 2,403 |
| Issued or guaranteed by U.S. | $12,134,000 | 2,402 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $18,437,000 | 1,052 |
| CMOs issued by government agencies or sponsored agencies | $18,437,000 | 988 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $38,709,000 | 2,967 |
| Total debt securities | $38,708,000 | 3,184 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 805 |
| Fair value | $4,007,000 | 808 |
| 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 | $32,927,000 | 3,497 |
| U.S. Government securities | $28,779,000 | 2,814 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $28,779,000 | 2,744 |
| Securities issued by states & political subdivisions | $4,148,000 | 3,963 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,309,000 | 2,734 |
| Mortgage-backed securities | $26,775,000 | 2,023 |
| Certificates of participation in pools of residential mortgages | $7,537,000 | 3,029 |
| Issued or guaranteed by U.S. | $7,537,000 | 3,028 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $19,238,000 | 1,039 |
| CMOs issued by government agencies or sponsored agencies | $19,238,000 | 966 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $32,927,000 | 3,236 |
| Total debt securities | $32,927,000 | 3,464 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 1,311 |
| Fair value | $2,004,000 | 1,256 |
| 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 | $34,566,000 | 3,433 |
| U.S. Government securities | $30,366,000 | 2,783 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $30,366,000 | 2,726 |
| Securities issued by states & political subdivisions | $4,200,000 | 3,926 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,496,000 | 2,850 |
| Mortgage-backed securities | $28,362,000 | 2,061 |
| Certificates of participation in pools of residential mortgages | $15,535,000 | 2,196 |
| Issued or guaranteed by U.S. | $15,535,000 | 2,195 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $12,827,000 | 1,379 |
| CMOs issued by government agencies or sponsored agencies | $12,827,000 | 1,288 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $34,566,000 | 3,166 |
| Total debt securities | $34,566,000 | 3,408 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 1,412 |
| Fair value | $2,004,000 | 1,363 |
| 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 | $40,157,000 | 3,131 |
| U.S. Government securities | $36,003,000 | 2,511 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $36,003,000 | 2,461 |
| Securities issued by states & political subdivisions | $4,154,000 | 3,889 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,874,000 | 2,365 |
| Mortgage-backed securities | $23,491,000 | 2,307 |
| Certificates of participation in pools of residential mortgages | $12,844,000 | 2,492 |
| Issued or guaranteed by U.S. | $12,844,000 | 2,490 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $10,647,000 | 1,550 |
| CMOs issued by government agencies or sponsored agencies | $10,647,000 | 1,443 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $40,157,000 | 2,889 |
| Total debt securities | $40,157,000 | 3,104 |
| Structured notes | ||
| Amortized cost | $6,995,000 | 693 |
| Fair value | $7,006,000 | 691 |
| 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 | $44,932,000 | 2,922 |
| U.S. Government securities | $40,877,000 | 2,290 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $40,877,000 | 2,233 |
| Securities issued by states & political subdivisions | $4,055,000 | 3,858 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,059,000 | 2,267 |
| Mortgage-backed securities | $24,365,000 | 2,286 |
| Certificates of participation in pools of residential mortgages | $13,402,000 | 2,422 |
| Issued or guaranteed by U.S. | $13,402,000 | 2,418 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $10,963,000 | 1,562 |
| CMOs issued by government agencies or sponsored agencies | $10,963,000 | 1,456 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $44,932,000 | 2,678 |
| Total debt securities | $44,932,000 | 2,900 |
| Structured notes | ||
| Amortized cost | $12,993,000 | 471 |
| Fair value | $12,998,000 | 469 |
| 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 | $48,370,000 | 2,661 |
| U.S. Government securities | $44,595,000 | 2,066 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $44,595,000 | 2,020 |
| Securities issued by states & political subdivisions | $3,775,000 | 3,904 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,148,000 | 2,145 |
| Mortgage-backed securities | $22,081,000 | 2,319 |
| Certificates of participation in pools of residential mortgages | $10,843,000 | 2,636 |
| Issued or guaranteed by U.S. | $10,843,000 | 2,634 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $11,238,000 | 1,500 |
| CMOs issued by government agencies or sponsored agencies | $11,238,000 | 1,342 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $48,370,000 | 2,416 |
| Total debt securities | $48,370,000 | 2,636 |
| Structured notes | ||
| Amortized cost | $16,493,000 | 343 |
| Fair value | $16,501,000 | 342 |
| 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 | $49,018,000 | 2,568 |
| U.S. Government securities | $45,235,000 | 1,986 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $45,235,000 | 1,934 |
| Securities issued by states & political subdivisions | $3,783,000 | 3,855 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,644,000 | 2,217 |
| Mortgage-backed securities | $16,697,000 | 2,686 |
| Certificates of participation in pools of residential mortgages | $6,129,000 | 3,306 |
| Issued or guaranteed by U.S. | $6,129,000 | 3,303 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $10,568,000 | 1,536 |
| CMOs issued by government agencies or sponsored agencies | $10,568,000 | 1,373 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $49,018,000 | 2,333 |
| Total debt securities | $49,018,000 | 2,544 |
| Structured notes | ||
| Amortized cost | $19,995,000 | 264 |
| Fair value | $20,010,000 | 266 |
| 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 | $34,778,000 | 3,323 |
| U.S. Government securities | $31,462,000 | 2,698 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $31,462,000 | 2,619 |
| Securities issued by states & political subdivisions | $3,316,000 | 3,958 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,032,000 | 2,235 |
| Mortgage-backed securities | $11,713,000 | 3,096 |
| Certificates of participation in pools of residential mortgages | $1,011,000 | 4,812 |
| Issued or guaranteed by U.S. | $1,011,000 | 4,804 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $10,702,000 | 1,510 |
| CMOs issued by government agencies or sponsored agencies | $10,702,000 | 1,332 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $34,778,000 | 3,036 |
| Total debt securities | $34,778,000 | 3,297 |
| Structured notes | ||
| Amortized cost | $16,697,000 | 423 |
| Fair value | $16,729,000 | 426 |
| 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 | $37,079,000 | 3,137 |
| U.S. Government securities | $33,925,000 | 2,521 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $33,925,000 | 2,450 |
| Securities issued by states & political subdivisions | $3,154,000 | 3,963 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,946,000 | 1,919 |
| Mortgage-backed securities | $10,584,000 | 3,175 |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $10,584,000 | 1,484 |
| CMOs issued by government agencies or sponsored agencies | $10,584,000 | 1,294 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $37,079,000 | 2,861 |
| Total debt securities | $37,079,000 | 3,109 |
| Structured notes | ||
| Amortized cost | $16,490,000 | 451 |
| Fair value | $16,340,000 | 454 |
| 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 | $43,664,000 | 2,715 |
| U.S. Government securities | $40,521,000 | 2,075 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $40,521,000 | 2,005 |
| Securities issued by states & political subdivisions | $3,143,000 | 3,978 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,025,000 | 1,878 |
| Mortgage-backed securities | $10,719,000 | 3,075 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $10,719,000 | 1,439 |
| CMOs issued by government agencies or sponsored agencies | $10,719,000 | 1,258 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $43,664,000 | 2,436 |
| Total debt securities | $43,664,000 | 2,687 |
| Structured notes | ||
| Amortized cost | $13,990,000 | 483 |
| Fair value | $13,803,000 | 481 |
| 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 | $30,255,000 | 3,451 |
| U.S. Government securities | $28,948,000 | 2,704 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $28,948,000 | 2,619 |
| Securities issued by states & political subdivisions | $1,307,000 | 4,662 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,608,000 | 1,862 |
| Mortgage-backed securities | $5,252,000 | 3,956 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $5,252,000 | 1,924 |
| CMOs issued by government agencies or sponsored agencies | $5,252,000 | 1,707 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $30,255,000 | 3,150 |
| Total debt securities | $30,255,000 | 3,420 |
| Structured notes | ||
| Amortized cost | $15,487,000 | 397 |
| Fair value | $15,594,000 | 398 |
| 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 | $31,689,000 | 3,355 |
| U.S. Government securities | $30,816,000 | 2,629 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $30,816,000 | 2,548 |
| Securities issued by states & political subdivisions | $873,000 | 4,933 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,281,000 | 1,689 |
| Mortgage-backed securities | $0 | 6,235 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $31,689,000 | 3,045 |
| Total debt securities | $31,689,000 | 3,321 |
| Structured notes | ||
| Amortized cost | $20,894,000 | 310 |
| Fair value | $20,987,000 | 311 |
| 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 | $33,333,000 | 3,278 |
| U.S. Government securities | $32,477,000 | 2,551 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $32,477,000 | 2,484 |
| Securities issued by states & political subdivisions | $856,000 | 4,950 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,733,000 | 1,673 |
| Mortgage-backed securities | $0 | 6,328 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $33,333,000 | 2,951 |
| Total debt securities | $33,333,000 | 3,247 |
| Structured notes | ||
| Amortized cost | $22,952,000 | 218 |
| Fair value | $22,926,000 | 219 |
| 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 | $34,374,000 | 3,177 |
| U.S. Government securities | $33,521,000 | 2,460 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $33,521,000 | 2,393 |
| Securities issued by states & political subdivisions | $853,000 | 4,984 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,070,000 | 1,757 |
| Mortgage-backed securities | $0 | 6,385 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $34,374,000 | 2,855 |
| Total debt securities | $34,374,000 | 3,146 |
| Structured notes | ||
| Amortized cost | $16,970,000 | 230 |
| Fair value | $16,858,000 | 231 |
| 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 | $44,172,000 | 2,645 |
| U.S. Government securities | $43,312,000 | 1,958 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $43,312,000 | 1,900 |
| Securities issued by states & political subdivisions | $860,000 | 5,021 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,125,000 | 1,605 |
| Mortgage-backed securities | $0 | 6,466 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $44,172,000 | 2,339 |
| Total debt securities | $44,172,000 | 2,614 |
| Structured notes | ||
| Amortized cost | $14,487,000 | 173 |
| Fair value | $14,504,000 | 173 |
| 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 | $41,367,000 | 2,714 |
| U.S. Government securities | $41,030,000 | 2,010 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $41,030,000 | 1,965 |
| Securities issued by states & political subdivisions | $337,000 | 5,505 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,508,000 | 1,636 |
| Mortgage-backed securities | $0 | 6,522 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $41,367,000 | 2,404 |
| Total debt securities | $41,367,000 | 2,689 |
| Structured notes | ||
| Amortized cost | $14,487,000 | 100 |
| Fair value | $14,376,000 | 99 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $49,202,000 | 2,371 |
| U.S. Government securities | $48,739,000 | 1,717 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $48,739,000 | 1,679 |
| Securities issued by states & political subdivisions | $463,000 | 5,321 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,633,000 | 1,613 |
| Mortgage-backed securities | $21,647,000 | 2,280 |
| Certificates of participation in pools of residential mortgages | $21,647,000 | 1,712 |
| Issued or guaranteed by U.S. | $21,647,000 | 1,702 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $49,202,000 | 2,086 |
| Total debt securities | $49,202,000 | 2,340 |
| Structured notes | ||
| Amortized cost | $6,995,000 | 166 |
| Fair value | $6,996,000 | 163 |
| 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 | $55,119,000 | 2,131 |
| U.S. Government securities | $54,668,000 | 1,563 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $54,668,000 | 1,538 |
| Securities issued by states & political subdivisions | $451,000 | 5,302 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,066,000 | 1,480 |
| Mortgage-backed securities | $29,807,000 | 1,778 |
| Certificates of participation in pools of residential mortgages | $29,807,000 | 1,283 |
| Issued or guaranteed by U.S. | $29,807,000 | 1,274 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $55,119,000 | 1,867 |
| Total debt securities | $55,119,000 | 2,100 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $50,290,000 | 2,234 |
| U.S. Government securities | $49,853,000 | 1,646 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $49,853,000 | 1,622 |
| Securities issued by states & political subdivisions | $437,000 | 5,303 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,574,000 | 1,400 |
| Mortgage-backed securities | $28,495,000 | 1,755 |
| Certificates of participation in pools of residential mortgages | $28,495,000 | 1,279 |
| Issued or guaranteed by U.S. | $28,495,000 | 1,267 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $50,290,000 | 1,957 |
| Total debt securities | $50,290,000 | 2,210 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $51,057,000 | 2,271 |
| U.S. Government securities | $50,587,000 | 1,644 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $50,587,000 | 1,619 |
| Securities issued by states & political subdivisions | $470,000 | 5,319 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,788,000 | 1,420 |
| Mortgage-backed securities | $30,233,000 | 1,670 |
| Certificates of participation in pools of residential mortgages | $30,225,000 | 1,210 |
| Issued or guaranteed by U.S. | $30,225,000 | 1,196 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $8,000 | 3,671 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 3,320 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $51,057,000 | 2,001 |
| Total debt securities | $51,057,000 | 2,218 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $70,431,000 | 1,676 |
| U.S. Government securities | $69,962,000 | 1,201 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $69,962,000 | 1,174 |
| Securities issued by states & political subdivisions | $469,000 | 5,335 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,386,000 | 1,639 |
| Mortgage-backed securities | $38,981,000 | 1,309 |
| Certificates of participation in pools of residential mortgages | $38,971,000 | 941 |
| Issued or guaranteed by U.S. | $38,971,000 | 932 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $10,000 | 3,658 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 3,301 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $70,431,000 | 1,474 |
| Total debt securities | $70,431,000 | 1,635 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $69,781,000 | 1,687 |
| U.S. Government securities | $69,262,000 | 1,218 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $69,262,000 | 1,193 |
| Securities issued by states & political subdivisions | $519,000 | 5,287 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,074,000 | 1,639 |
| Mortgage-backed securities | $26,514,000 | 1,571 |
| Certificates of participation in pools of residential mortgages | $26,503,000 | 1,133 |
| Issued or guaranteed by U.S. | $26,503,000 | 1,125 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $11,000 | 3,589 |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 3,252 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $69,781,000 | 1,471 |
| Total debt securities | $69,781,000 | 1,646 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $77,152,000 | 1,546 |
| U.S. Government securities | $76,920,000 | 1,114 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $76,920,000 | 1,084 |
| Securities issued by states & political subdivisions | $232,000 | 5,689 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,947,000 | 1,725 |
| Mortgage-backed securities | $22,379,000 | 1,666 |
| Certificates of participation in pools of residential mortgages | $22,379,000 | 1,204 |
| Issued or guaranteed by U.S. | $22,379,000 | 1,198 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $77,152,000 | 1,332 |
| Total debt securities | $77,152,000 | 1,510 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,697 |
| Fair value | $1,001,000 | 1,715 |
| 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 | $75,391,000 | 1,566 |
| U.S. Government securities | $75,160,000 | 1,170 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $75,160,000 | 1,141 |
| Securities issued by states & political subdivisions | $231,000 | 5,727 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,650,000 | 1,721 |
| Mortgage-backed securities | $28,282,000 | 1,380 |
| Certificates of participation in pools of residential mortgages | $28,282,000 | 995 |
| Issued or guaranteed by U.S. | $28,282,000 | 990 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $75,391,000 | 1,353 |
| Total debt securities | $75,391,000 | 1,533 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,776 |
| Fair value | $994,000 | 1,845 |
| 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 | $80,702,000 | 1,476 |
| U.S. Government securities | $79,872,000 | 1,100 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $79,872,000 | 1,070 |
| Securities issued by states & political subdivisions | $830,000 | 5,110 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,406,000 | 1,699 |
| Mortgage-backed securities | $15,316,000 | 2,088 |
| Certificates of participation in pools of residential mortgages | $15,316,000 | 1,570 |
| Issued or guaranteed by U.S. | $15,316,000 | 1,565 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $80,702,000 | 1,277 |
| Total debt securities | $80,702,000 | 1,448 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,848 |
| Fair value | $1,000,000 | 1,857 |
| 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 | $84,327,000 | 1,442 |
| U.S. Government securities | $65,558,000 | 1,353 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $65,558,000 | 1,320 |
| Securities issued by states & political subdivisions | $18,769,000 | 1,082 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,677,000 | 1,161 |
| Mortgage-backed securities | $15,423,000 | 2,075 |
| Certificates of participation in pools of residential mortgages | $15,423,000 | 1,576 |
| Issued or guaranteed by U.S. | $15,423,000 | 1,568 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,052,000 | 666 |
| Available-for-sale securities (fair market value) | $57,275,000 | 1,768 |
| Total debt securities | $84,327,000 | 1,411 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,406 |
| Fair value | $1,995,000 | 1,420 |
| 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 | $80,784,000 | 1,509 |
| U.S. Government securities | $61,012,000 | 1,464 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $61,012,000 | 1,430 |
| Securities issued by states & political subdivisions | $19,772,000 | 1,019 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,954,000 | 1,146 |
| Mortgage-backed securities | $15,918,000 | 2,023 |
| Certificates of participation in pools of residential mortgages | $15,918,000 | 1,553 |
| Issued or guaranteed by U.S. | $15,918,000 | 1,542 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,684,000 | 681 |
| Available-for-sale securities (fair market value) | $53,100,000 | 1,901 |
| Total debt securities | $80,784,000 | 1,482 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,480 |
| Fair value | $1,991,000 | 1,506 |
| 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 | $80,864,000 | 1,509 |
| U.S. Government securities | $60,574,000 | 1,481 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $60,574,000 | 1,442 |
| Securities issued by states & political subdivisions | $20,290,000 | 968 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,094,000 | 1,329 |
| Mortgage-backed securities | $16,284,000 | 2,012 |
| Certificates of participation in pools of residential mortgages | $16,284,000 | 1,553 |
| Issued or guaranteed by U.S. | $16,284,000 | 1,544 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $28,486,000 | 669 |
| Available-for-sale securities (fair market value) | $52,378,000 | 1,916 |
| Total debt securities | $80,864,000 | 1,474 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,533 |
| Fair value | $1,973,000 | 1,559 |
| 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 | $84,613,000 | 1,457 |
| U.S. Government securities | $63,673,000 | 1,442 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $63,673,000 | 1,397 |
| Securities issued by states & political subdivisions | $20,940,000 | 924 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,892,000 | 1,337 |
| Mortgage-backed securities | $19,092,000 | 1,846 |
| Certificates of participation in pools of residential mortgages | $19,092,000 | 1,392 |
| Issued or guaranteed by U.S. | $19,092,000 | 1,385 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $31,046,000 | 642 |
| Available-for-sale securities (fair market value) | $53,567,000 | 1,892 |
| Total debt securities | $84,613,000 | 1,421 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,539 |
| Fair value | $1,979,000 | 1,565 |
| 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 | $83,078,000 | 1,475 |
| U.S. Government securities | $62,087,000 | 1,475 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $62,087,000 | 1,423 |
| Securities issued by states & political subdivisions | $20,991,000 | 927 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,387,000 | 1,301 |
| Mortgage-backed securities | $20,164,000 | 1,791 |
| Certificates of participation in pools of residential mortgages | $20,164,000 | 1,370 |
| Issued or guaranteed by U.S. | $20,164,000 | 1,360 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $31,598,000 | 647 |
| Available-for-sale securities (fair market value) | $51,480,000 | 1,950 |
| Total debt securities | $83,078,000 | 1,440 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,536 |
| Fair value | $1,984,000 | 1,566 |
| 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 | $83,141,000 | 1,468 |
| U.S. Government securities | $61,890,000 | 1,462 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $61,890,000 | 1,408 |
| Securities issued by states & political subdivisions | $21,251,000 | 910 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,268,000 | 1,317 |
| Mortgage-backed securities | $20,412,000 | 1,794 |
| Certificates of participation in pools of residential mortgages | $20,412,000 | 1,378 |
| Issued or guaranteed by U.S. | $20,412,000 | 1,368 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $34,032,000 | 628 |
| Available-for-sale securities (fair market value) | $49,109,000 | 2,019 |
| Total debt securities | $83,141,000 | 1,436 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,512 |
| Fair value | $1,993,000 | 1,524 |
| 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 | $81,750,000 | 1,500 |
| U.S. Government securities | $60,039,000 | 1,515 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $60,039,000 | 1,455 |
| Securities issued by states & political subdivisions | $21,711,000 | 879 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,071,000 | 1,279 |
| Mortgage-backed securities | $22,262,000 | 1,732 |
| Certificates of participation in pools of residential mortgages | $22,262,000 | 1,331 |
| Issued or guaranteed by U.S. | $22,262,000 | 1,319 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $35,361,000 | 621 |
| Available-for-sale securities (fair market value) | $46,389,000 | 2,135 |
| Total debt securities | $81,750,000 | 1,466 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,508 |
| Fair value | $2,002,000 | 1,506 |
| 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 | $88,718,000 | 1,415 |
| U.S. Government securities | $66,735,000 | 1,407 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $66,735,000 | 1,347 |
| Securities issued by states & political subdivisions | $21,983,000 | 853 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,401,000 | 1,289 |
| Mortgage-backed securities | $22,219,000 | 1,784 |
| Certificates of participation in pools of residential mortgages | $22,219,000 | 1,359 |
| Issued or guaranteed by U.S. | $22,219,000 | 1,348 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $39,123,000 | 573 |
| Available-for-sale securities (fair market value) | $49,595,000 | 2,025 |
| Total debt securities | $88,718,000 | 1,381 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $66,842,000 | 1,868 |
| U.S. Government securities | $49,646,000 | 1,850 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $49,646,000 | 1,778 |
| Securities issued by states & political subdivisions | $17,196,000 | 1,106 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,607,000 | 1,370 |
| Mortgage-backed securities | $17,878,000 | 2,071 |
| Certificates of participation in pools of residential mortgages | $17,878,000 | 1,615 |
| Issued or guaranteed by U.S. | $17,878,000 | 1,606 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,959,000 | 791 |
| Available-for-sale securities (fair market value) | $40,883,000 | 2,445 |
| Total debt securities | $66,842,000 | 1,815 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $63,201,000 | 1,953 |
| U.S. Government securities | $45,907,000 | 1,961 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $45,907,000 | 1,892 |
| Securities issued by states & political subdivisions | $17,294,000 | 1,121 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,373,000 | 1,321 |
| Mortgage-backed securities | $18,012,000 | 2,070 |
| Certificates of participation in pools of residential mortgages | $18,012,000 | 1,612 |
| Issued or guaranteed by U.S. | $18,012,000 | 1,602 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $26,679,000 | 776 |
| Available-for-sale securities (fair market value) | $36,522,000 | 2,673 |
| Total debt securities | $63,201,000 | 1,896 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $66,031,000 | 1,885 |
| U.S. Government securities | $48,328,000 | 1,908 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $48,328,000 | 1,840 |
| Securities issued by states & political subdivisions | $17,703,000 | 1,067 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,518,000 | 1,302 |
| Mortgage-backed securities | $18,950,000 | 2,045 |
| Certificates of participation in pools of residential mortgages | $18,950,000 | 1,572 |
| Issued or guaranteed by U.S. | $18,950,000 | 1,562 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $37,840,000 | 603 |
| Available-for-sale securities (fair market value) | $28,191,000 | 3,302 |
| Total debt securities | $66,031,000 | 1,830 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $56,201,000 | 2,199 |
| U.S. Government securities | $38,023,000 | 2,331 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $38,023,000 | 2,260 |
| Securities issued by states & political subdivisions | $18,178,000 | 1,059 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,964,000 | 2,282 |
| Mortgage-backed securities | $20,069,000 | 2,012 |
| Certificates of participation in pools of residential mortgages | $20,069,000 | 1,536 |
| Issued or guaranteed by U.S. | $20,069,000 | 1,525 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $29,373,000 | 712 |
| Available-for-sale securities (fair market value) | $26,828,000 | 3,441 |
| Total debt securities | $56,201,000 | 2,132 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $58,275,000 | 2,188 |
| U.S. Government securities | $39,730,000 | 2,312 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $39,730,000 | 2,229 |
| Securities issued by states & political subdivisions | $18,545,000 | 1,048 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,366,000 | 2,182 |
| Mortgage-backed securities | $19,412,000 | 2,054 |
| Certificates of participation in pools of residential mortgages | $19,412,000 | 1,593 |
| Issued or guaranteed by U.S. | $19,412,000 | 1,579 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $30,587,000 | 695 |
| Available-for-sale securities (fair market value) | $27,688,000 | 3,393 |
| Total debt securities | $58,275,000 | 2,126 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $59,153,000 | 2,134 |
| U.S. Government securities | $40,706,000 | 2,217 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $40,706,000 | 2,140 |
| Securities issued by states & political subdivisions | $18,447,000 | 1,063 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,849,000 | 2,476 |
| Mortgage-backed securities | $20,346,000 | 1,993 |
| Certificates of participation in pools of residential mortgages | $20,313,000 | 1,504 |
| Issued or guaranteed by U.S. | $20,313,000 | 1,497 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $33,000 | 3,971 |
| CMOs issued by government agencies or sponsored agencies | $33,000 | 3,770 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $31,736,000 | 658 |
| Available-for-sale securities (fair market value) | $27,417,000 | 3,367 |
| Total debt securities | $59,153,000 | 2,074 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $61,547,000 | 2,018 |
| U.S. Government securities | $43,097,000 | 2,034 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $43,097,000 | 1,969 |
| Securities issued by states & political subdivisions | $18,450,000 | 1,040 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,143,000 | 2,536 |
| Mortgage-backed securities | $21,437,000 | 1,950 |
| Certificates of participation in pools of residential mortgages | $21,298,000 | 1,461 |
| Issued or guaranteed by U.S. | $21,298,000 | 1,454 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $139,000 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $139,000 | 3,705 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $33,355,000 | 619 |
| Available-for-sale securities (fair market value) | $28,192,000 | 3,206 |
| Total debt securities | $61,547,000 | 1,946 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $59,668,000 | 2,028 |
| U.S. Government securities | $40,739,000 | 2,114 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $40,739,000 | 2,039 |
| Securities issued by states & political subdivisions | $18,929,000 | 964 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,387,000 | 2,388 |
| Mortgage-backed securities | $21,233,000 | 1,958 |
| Certificates of participation in pools of residential mortgages | $21,032,000 | 1,446 |
| Issued or guaranteed by U.S. | $21,032,000 | 1,441 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $201,000 | 3,908 |
| CMOs issued by government agencies or sponsored agencies | $201,000 | 3,725 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $34,630,000 | 588 |
| Available-for-sale securities (fair market value) | $25,038,000 | 3,455 |
| Total debt securities | $59,668,000 | 1,960 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $57,735,000 | 2,066 |
| U.S. Government securities | $37,528,000 | 2,257 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $37,528,000 | 2,165 |
| Securities issued by states & political subdivisions | $18,428,000 | 976 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $1,779,000 | 1,154 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,939,000 | 2,188 |
| Mortgage-backed securities | $25,013,000 | 1,711 |
| Certificates of participation in pools of residential mortgages | $24,783,000 | 1,246 |
| Issued or guaranteed by U.S. | $24,783,000 | 1,239 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $230,000 | 3,911 |
| CMOs issued by government agencies or sponsored agencies | $230,000 | 3,743 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $36,878,000 | 556 |
| Available-for-sale securities (fair market value) | $20,857,000 | 3,883 |
| Total debt securities | $55,956,000 | 2,042 |
| 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 | $51,963,000 | 2,125 |
| U.S. Government securities | $34,059,000 | 2,290 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $34,059,000 | 2,160 |
| Securities issued by states & political subdivisions | $16,169,000 | 1,050 |
| 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 | $1,735,000 | 1,100 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,261,000 | 2,085 |
| Mortgage-backed securities | $28,032,000 | 1,458 |
| Certificates of participation in pools of residential mortgages | $27,161,000 | 1,023 |
| Issued or guaranteed by U.S. | $27,161,000 | 1,018 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $871,000 | 3,426 |
| CMOs issued by government agencies or sponsored agencies | $871,000 | 3,258 |
| 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) | $39,752,000 | 517 |
| Available-for-sale securities (fair market value) | $12,211,000 | 5,108 |
| Total debt securities | $50,228,000 | 2,129 |
| 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 | $50,782,000 | 2,142 |
| U.S. Government securities | $34,142,000 | 2,358 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $34,142,000 | 2,162 |
| Securities issued by states & political subdivisions | $14,595,000 | 1,136 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,045,000 | 1,556 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,977,000 | 2,241 |
| Mortgage-backed securities | $21,327,000 | 1,415 |
| Certificates of participation in pools of residential mortgages | $20,148,000 | 1,062 |
| Issued or guaranteed by U.S. | $20,148,000 | 1,053 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,179,000 | 2,704 |
| CMOs issued by government agencies or sponsored agencies | $1,179,000 | 2,551 |
| 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) | $35,634,000 | 704 |
| Available-for-sale securities (fair market value) | $15,148,000 | 4,572 |
| Total debt securities | $48,737,000 | 2,143 |
| 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 | $44,299,000 | 2,551 |
| U.S. Government securities | $28,059,000 | 2,923 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $28,059,000 | 2,614 |
| Securities issued by states & political subdivisions | $14,295,000 | 1,172 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,945,000 | 1,561 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,267,000 | 2,070 |
| Mortgage-backed securities | $19,124,000 | 1,657 |
| Certificates of participation in pools of residential mortgages | $17,695,000 | 1,262 |
| Issued or guaranteed by U.S. | $17,695,000 | 1,252 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,429,000 | 2,728 |
| CMOs issued by government agencies or sponsored agencies | $1,429,000 | 2,579 |
| 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) | $29,621,000 | 888 |
| Available-for-sale securities (fair market value) | $14,678,000 | 4,816 |
| Total debt securities | $42,354,000 | 2,582 |
| 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 | $52,124,000 | 2,218 |
| U.S. Government securities | $36,946,000 | 2,332 |
| U.S. Treasury securities | $1,005,000 | 5,134 |
| U.S. Government agency obligations | $35,941,000 | 2,006 |
| Securities issued by states & political subdivisions | $13,151,000 | 1,262 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,027,000 | 1,507 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,687,000 | 2,208 |
| Mortgage-backed securities | $14,748,000 | 2,091 |
| Certificates of participation in pools of residential mortgages | $11,083,000 | 1,832 |
| Issued or guaranteed by U.S. | $11,083,000 | 1,820 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $3,665,000 | 2,023 |
| CMOs issued by government agencies or sponsored agencies | $3,665,000 | 1,909 |
| 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) | $21,685,000 | 1,278 |
| Available-for-sale securities (fair market value) | $30,439,000 | 2,755 |
| Total debt securities | $50,097,000 | 2,214 |
| 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 | $48,378,000 | 2,366 |
| U.S. Government securities | $37,335,000 | 2,400 |
| U.S. Treasury securities | $1,498,000 | 5,785 |
| U.S. Government agency obligations | $35,837,000 | 1,946 |
| Securities issued by states & political subdivisions | $9,280,000 | 1,588 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,763,000 | 1,614 |
| 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 | 2,584 |
| Mortgage-backed securities | $17,841,000 | 1,805 |
| Certificates of participation in pools of residential mortgages | $13,700,000 | 1,585 |
| Issued or guaranteed by U.S. | $13,700,000 | 1,573 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $4,141,000 | 1,906 |
| CMOs issued by government agencies or sponsored agencies | $4,141,000 | 1,827 |
| 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) | $19,482,000 | 1,700 |
| Available-for-sale securities (fair market value) | $28,896,000 | 2,716 |
| Total debt securities | $46,615,000 | 2,381 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,189 |
| Fair value | $998,000 | 1,275 |
| 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 | $44,532,000 | 2,711 |
| U.S. Government securities | $35,173,000 | 2,747 |
| U.S. Treasury securities | $1,995,000 | 6,062 |
| U.S. Government agency obligations | $33,178,000 | 2,171 |
| Securities issued by states & political subdivisions | $7,627,000 | 1,944 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,732,000 | 1,649 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,044,000 | 2,922 |
| Mortgage-backed securities | $20,281,000 | 1,841 |
| Certificates of participation in pools of residential mortgages | $15,528,000 | 1,602 |
| Issued or guaranteed by U.S. | $15,528,000 | 1,589 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $4,753,000 | 2,012 |
| CMOs issued by government agencies or sponsored agencies | $4,753,000 | 1,910 |
| 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) | $18,982,000 | 1,975 |
| Available-for-sale securities (fair market value) | $25,550,000 | 3,139 |
| Total debt securities | $42,800,000 | 2,730 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,681 |
| Fair value | $980,000 | 1,915 |
| 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 | $50,700,000 | 2,479 |
| U.S. Government securities | $42,188,000 | 2,386 |
| U.S. Treasury securities | $4,544,000 | 4,867 |
| U.S. Government agency obligations | $37,644,000 | 1,873 |
| Securities issued by states & political subdivisions | $6,716,000 | 2,184 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,796,000 | 1,529 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,477,000 | 3,637 |
| Mortgage-backed securities | $22,942,000 | 1,767 |
| Certificates of participation in pools of residential mortgages | $17,852,000 | 1,440 |
| Issued or guaranteed by U.S. | $17,852,000 | 1,426 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $5,090,000 | 2,156 |
| CMOs issued by government agencies or sponsored agencies | $5,090,000 | 2,040 |
| 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) | $22,345,000 | 1,828 |
| Available-for-sale securities (fair market value) | $28,355,000 | 2,966 |
| Total debt securities | $48,904,000 | 2,490 |
| Structured notes | ||
| Amortized cost | $1,001,000 | 2,517 |
| Fair value | $976,000 | 2,808 |
| 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 | $50,563,000 | 2,590 |
| U.S. Government securities | $42,891,000 | 2,436 |
| U.S. Treasury securities | $5,919,000 | 5,000 |
| U.S. Government agency obligations | $36,972,000 | 1,833 |
| Securities issued by states & political subdivisions | $6,028,000 | 2,503 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,644,000 | 1,489 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,671,000 | 3,609 |
| Mortgage-backed securities | $24,937,000 | 1,731 |
| Certificates of participation in pools of residential mortgages | $18,349,000 | 1,468 |
| Issued or guaranteed by U.S. | $18,349,000 | 1,450 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $6,588,000 | 1,928 |
| CMOs issued by government agencies or sponsored agencies | $6,588,000 | 1,831 |
| 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) | $35,631,000 | 2,077 |
| Available-for-sale securities (fair market value) | $14,932,000 | 3,590 |
| Total debt securities | $48,919,000 | 2,615 |
| 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 | $49,000,000 | 2,829 |
| U.S. Government securities | $41,595,000 | 2,638 |
| U.S. Treasury securities | $5,068,000 | 5,637 |
| U.S. Government agency obligations | $36,527,000 | 1,912 |
| Securities issued by states & political subdivisions | $5,576,000 | 2,742 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,829,000 | 1,510 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,253,000 | 3,243 |
| Mortgage-backed securities | $26,910,000 | 1,821 |
| Certificates of participation in pools of residential mortgages | $21,440,000 | 1,407 |
| Issued or guaranteed by U.S. | $21,440,000 | 1,387 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $5,470,000 | 2,480 |
| CMOs issued by government agencies or sponsored agencies | $5,470,000 | 2,334 |
| 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 | $47,171,000 | 2,870 |
| 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 | $48,992,000 | 2,792 |
| U.S. Government securities | $42,443,000 | 2,535 |
| U.S. Treasury securities | $5,070,000 | 5,724 |
| U.S. Government agency obligations | $37,373,000 | 1,812 |
| Securities issued by states & political subdivisions | $4,701,000 | 2,899 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,848,000 | 1,344 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,972,000 | 3,565 |
| Mortgage-backed securities | $28,674,000 | 1,763 |
| Certificates of participation in pools of residential mortgages | $25,651,000 | 1,239 |
| Issued or guaranteed by U.S. | $25,651,000 | 1,206 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $3,023,000 | 3,420 |
| CMOs issued by government agencies or sponsored agencies | $3,023,000 | 3,128 |
| 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 | $47,144,000 | 2,820 |
| 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 |