Home > McClain Bank > Securities
McClain Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $24,503,000 | 3,407 |
| U.S. Government securities | $18,654,000 | 3,045 |
| U.S. Treasury securities | $17,339,000 | 1,004 |
| U.S. Government agency obligations | $1,315,000 | 4,034 |
| Securities issued by states & political subdivisions | $4,898,000 | 2,929 |
| Other domestic debt securities | $951,000 | 2,003 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $951,000 | 1,583 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,100,000 | 2,559 |
| Mortgage-backed securities | $329,000 | 3,637 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,683 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $329,000 | 2,427 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $24,503,000 | 3,160 |
| Total debt securities | $24,503,000 | 3,384 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $32,129,000 | 3,119 |
| U.S. Government securities | $26,341,000 | 2,625 |
| U.S. Treasury securities | $23,457,000 | 857 |
| U.S. Government agency obligations | $2,884,000 | 3,897 |
| Securities issued by states & political subdivisions | $4,844,000 | 2,955 |
| Other domestic debt securities | $944,000 | 2,005 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $944,000 | 1,587 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,747,000 | 2,353 |
| Mortgage-backed securities | $331,000 | 3,651 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,701 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $331,000 | 2,415 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $32,129,000 | 2,874 |
| Total debt securities | $32,129,000 | 3,096 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $36,037,000 | 3,044 |
| U.S. Government securities | $29,268,000 | 2,545 |
| U.S. Treasury securities | $26,387,000 | 797 |
| U.S. Government agency obligations | $2,881,000 | 3,930 |
| Securities issued by states & political subdivisions | $5,827,000 | 2,896 |
| Other domestic debt securities | $942,000 | 2,017 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $942,000 | 1,593 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,693,000 | 2,351 |
| Mortgage-backed securities | $349,000 | 3,670 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,723 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $349,000 | 2,406 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $36,037,000 | 2,802 |
| Total debt securities | $36,037,000 | 3,021 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $39,474,000 | 3,025 |
| U.S. Government securities | $31,926,000 | 2,524 |
| U.S. Treasury securities | $29,024,000 | 797 |
| U.S. Government agency obligations | $2,902,000 | 3,944 |
| Securities issued by states & political subdivisions | $6,604,000 | 2,863 |
| Other domestic debt securities | $944,000 | 2,079 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $944,000 | 1,642 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,405,000 | 2,062 |
| Mortgage-backed securities | $370,000 | 3,717 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,775 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $370,000 | 2,431 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $39,474,000 | 2,776 |
| Total debt securities | $39,474,000 | 3,003 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $46,496,000 | 2,847 |
| U.S. Government securities | $38,523,000 | 2,308 |
| U.S. Treasury securities | $35,639,000 | 729 |
| U.S. Government agency obligations | $2,884,000 | 3,958 |
| Securities issued by states & political subdivisions | $7,042,000 | 2,855 |
| Other domestic debt securities | $931,000 | 2,114 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $931,000 | 1,660 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,122,000 | 2,045 |
| Mortgage-backed securities | $380,000 | 3,744 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,815 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $380,000 | 2,446 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $46,496,000 | 2,607 |
| Total debt securities | $46,496,000 | 2,827 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $54,653,000 | 2,652 |
| U.S. Government securities | $44,856,000 | 2,164 |
| U.S. Treasury securities | $41,950,000 | 647 |
| U.S. Government agency obligations | $2,906,000 | 3,974 |
| Securities issued by states & political subdivisions | $8,864,000 | 2,703 |
| Other domestic debt securities | $933,000 | 2,076 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $933,000 | 1,665 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,262,000 | 1,895 |
| Mortgage-backed securities | $404,000 | 3,762 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,845 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $404,000 | 2,458 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $54,653,000 | 2,414 |
| Total debt securities | $54,652,000 | 2,632 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $53,990,000 | 2,687 |
| U.S. Government securities | $44,441,000 | 2,197 |
| U.S. Treasury securities | $41,468,000 | 633 |
| U.S. Government agency obligations | $2,973,000 | 3,997 |
| Securities issued by states & political subdivisions | $8,598,000 | 2,781 |
| Other domestic debt securities | $951,000 | 1,950 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $951,000 | 1,665 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,576,000 | 1,880 |
| Mortgage-backed securities | $439,000 | 3,802 |
| Certificates of participation in pools of residential mortgages | $0 | 3,938 |
| Issued or guaranteed by U.S. | $0 | 3,877 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $439,000 | 2,535 |
| CMOs issued by government agencies or sponsored agencies | $439,000 | 2,464 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $53,990,000 | 2,481 |
| Total debt securities | $53,990,000 | 2,674 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $45,667,000 | 2,884 |
| U.S. Government securities | $34,010,000 | 2,460 |
| U.S. Treasury securities | $31,975,000 | 686 |
| U.S. Government agency obligations | $2,035,000 | 4,079 |
| Securities issued by states & political subdivisions | $10,683,000 | 2,603 |
| Other domestic debt securities | $974,000 | 1,925 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $974,000 | 1,634 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,945,000 | 1,854 |
| Mortgage-backed securities | $486,000 | 3,805 |
| Certificates of participation in pools of residential mortgages | $0 | 3,954 |
| Issued or guaranteed by U.S. | $0 | 3,898 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $486,000 | 2,510 |
| CMOs issued by government agencies or sponsored agencies | $486,000 | 2,439 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $45,667,000 | 2,686 |
| Total debt securities | $45,667,000 | 2,869 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $22,378,000 | 3,592 |
| U.S. Government securities | $10,524,000 | 3,558 |
| U.S. Treasury securities | $8,065,000 | 1,135 |
| U.S. Government agency obligations | $2,459,000 | 4,035 |
| Securities issued by states & political subdivisions | $10,842,000 | 2,628 |
| Other domestic debt securities | $1,012,000 | 1,844 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $1,012,000 | 1,524 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,463,000 | 2,267 |
| Mortgage-backed securities | $874,000 | 3,740 |
| Certificates of participation in pools of residential mortgages | $161,000 | 3,775 |
| Issued or guaranteed by U.S. | $161,000 | 3,695 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $713,000 | 2,405 |
| CMOs issued by government agencies or sponsored agencies | $713,000 | 2,349 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $22,378,000 | 3,379 |
| Total debt securities | $22,378,000 | 3,571 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $17,624,000 | 3,757 |
| U.S. Government securities | $7,720,000 | 3,723 |
| U.S. Treasury securities | $5,168,000 | 1,136 |
| U.S. Government agency obligations | $2,552,000 | 4,061 |
| Securities issued by states & political subdivisions | $9,366,000 | 2,748 |
| Other domestic debt securities | $538,000 | 1,938 |
| 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 | $538,000 | 1,611 |
| 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 | $10,663,000 | 2,602 |
| Mortgage-backed securities | $955,000 | 3,777 |
| Certificates of participation in pools of residential mortgages | $180,000 | 3,810 |
| Issued or guaranteed by U.S. | $180,000 | 3,737 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $775,000 | 2,419 |
| CMOs issued by government agencies or sponsored agencies | $775,000 | 2,363 |
| 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) | $17,624,000 | 3,536 |
| Total debt securities | $17,624,000 | 3,731 |
| 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 | $11,317,000 | 4,056 |
| U.S. Government securities | $2,926,000 | 4,214 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $2,926,000 | 4,026 |
| Securities issued by states & political subdivisions | $8,391,000 | 2,826 |
| 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 | $10,656,000 | 2,570 |
| Mortgage-backed securities | $1,330,000 | 3,713 |
| Certificates of participation in pools of residential mortgages | $197,000 | 3,822 |
| Issued or guaranteed by U.S. | $197,000 | 3,743 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $1,133,000 | 2,251 |
| CMOs issued by government agencies or sponsored agencies | $1,133,000 | 2,206 |
| 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) | $11,317,000 | 3,830 |
| Total debt securities | $11,317,000 | 4,033 |
| 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 | $11,382,000 | 3,991 |
| U.S. Government securities | $3,046,000 | 4,137 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $3,046,000 | 3,970 |
| Securities issued by states & political subdivisions | $8,336,000 | 2,797 |
| 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 | $10,786,000 | 2,550 |
| Mortgage-backed securities | $1,448,000 | 3,678 |
| Certificates of participation in pools of residential mortgages | $220,000 | 3,802 |
| Issued or guaranteed by U.S. | $220,000 | 3,715 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,228,000 | 2,185 |
| CMOs issued by government agencies or sponsored agencies | $1,228,000 | 2,143 |
| 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) | $11,382,000 | 3,766 |
| Total debt securities | $11,382,000 | 3,966 |
| 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 | $12,054,000 | 3,887 |
| U.S. Government securities | $4,564,000 | 3,844 |
| U.S. Treasury securities | $3,004,000 | 722 |
| U.S. Government agency obligations | $1,560,000 | 4,151 |
| Securities issued by states & political subdivisions | $7,490,000 | 2,877 |
| 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 | $11,364,000 | 2,474 |
| Mortgage-backed securities | $1,560,000 | 3,660 |
| Certificates of participation in pools of residential mortgages | $231,000 | 3,794 |
| Issued or guaranteed by U.S. | $231,000 | 3,716 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,329,000 | 2,194 |
| CMOs issued by government agencies or sponsored agencies | $1,329,000 | 2,150 |
| 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) | $12,054,000 | 3,662 |
| Total debt securities | $12,048,000 | 3,861 |
| 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 | $12,183,000 | 3,843 |
| U.S. Government securities | $5,709,000 | 3,728 |
| U.S. Treasury securities | $4,022,000 | 644 |
| U.S. Government agency obligations | $1,687,000 | 4,160 |
| Securities issued by states & political subdivisions | $6,474,000 | 2,908 |
| 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 | $10,820,000 | 2,513 |
| Mortgage-backed securities | $1,687,000 | 3,649 |
| Certificates of participation in pools of residential mortgages | $261,000 | 3,784 |
| Issued or guaranteed by U.S. | $261,000 | 3,707 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,426,000 | 2,190 |
| CMOs issued by government agencies or sponsored agencies | $1,426,000 | 2,144 |
| 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) | $12,183,000 | 3,606 |
| Total debt securities | $12,183,000 | 3,820 |
| 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 | $11,341,000 | 3,888 |
| U.S. Government securities | $6,897,000 | 3,595 |
| U.S. Treasury securities | $4,040,000 | 669 |
| U.S. Government agency obligations | $2,857,000 | 3,987 |
| Securities issued by states & political subdivisions | $4,444,000 | 3,137 |
| 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 | $10,681,000 | 2,544 |
| Mortgage-backed securities | $1,855,000 | 3,631 |
| Certificates of participation in pools of residential mortgages | $291,000 | 3,775 |
| Issued or guaranteed by U.S. | $291,000 | 3,700 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,564,000 | 2,184 |
| CMOs issued by government agencies or sponsored agencies | $1,564,000 | 2,137 |
| 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) | $11,341,000 | 3,655 |
| Total debt securities | $11,340,000 | 3,867 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $12,189,000 | 3,834 |
| U.S. Government securities | $8,458,000 | 3,479 |
| U.S. Treasury securities | $5,058,000 | 604 |
| U.S. Government agency obligations | $3,400,000 | 3,945 |
| Securities issued by states & political subdivisions | $3,731,000 | 3,211 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,539,000 | 2,504 |
| Mortgage-backed securities | $2,394,000 | 3,550 |
| Certificates of participation in pools of residential mortgages | $303,000 | 3,798 |
| Issued or guaranteed by U.S. | $303,000 | 3,710 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $2,091,000 | 2,072 |
| CMOs issued by government agencies or sponsored agencies | $2,091,000 | 2,022 |
| 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) | $12,189,000 | 3,600 |
| Total debt securities | $12,189,000 | 3,811 |
| 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 | $12,209,000 | 3,897 |
| U.S. Government securities | $7,479,000 | 3,669 |
| U.S. Treasury securities | $3,007,000 | 811 |
| U.S. Government agency obligations | $4,472,000 | 3,869 |
| Securities issued by states & political subdivisions | $4,730,000 | 3,038 |
| 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 | $10,364,000 | 2,567 |
| Mortgage-backed securities | $2,475,000 | 3,520 |
| Certificates of participation in pools of residential mortgages | $315,000 | 3,802 |
| Issued or guaranteed by U.S. | $315,000 | 3,730 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $2,160,000 | 2,068 |
| CMOs issued by government agencies or sponsored agencies | $2,160,000 | 2,016 |
| 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) | $12,209,000 | 3,649 |
| Total debt securities | $12,207,000 | 3,875 |
| 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 | $12,371,000 | 3,939 |
| U.S. Government securities | $7,637,000 | 3,715 |
| U.S. Treasury securities | $3,003,000 | 825 |
| U.S. Government agency obligations | $4,634,000 | 3,927 |
| Securities issued by states & political subdivisions | $4,734,000 | 3,060 |
| 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 | $11,641,000 | 2,480 |
| Mortgage-backed securities | $2,643,000 | 3,514 |
| Certificates of participation in pools of residential mortgages | $342,000 | 3,828 |
| Issued or guaranteed by U.S. | $342,000 | 3,750 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $2,301,000 | 2,054 |
| CMOs issued by government agencies or sponsored agencies | $2,301,000 | 2,011 |
| 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) | $12,371,000 | 3,681 |
| Total debt securities | $12,370,000 | 3,917 |
| 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 | $14,838,000 | 3,807 |
| U.S. Government securities | $8,800,000 | 3,643 |
| U.S. Treasury securities | $3,998,000 | 759 |
| U.S. Government agency obligations | $4,802,000 | 3,979 |
| Securities issued by states & political subdivisions | $6,038,000 | 2,910 |
| 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 | $11,799,000 | 2,520 |
| Mortgage-backed securities | $2,815,000 | 3,492 |
| Certificates of participation in pools of residential mortgages | $371,000 | 3,832 |
| Issued or guaranteed by U.S. | $371,000 | 3,762 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $2,444,000 | 2,002 |
| CMOs issued by government agencies or sponsored agencies | $2,444,000 | 1,953 |
| 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) | $14,838,000 | 3,546 |
| Total debt securities | $14,840,000 | 3,786 |
| 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 | $14,393,000 | 3,900 |
| U.S. Government securities | $9,640,000 | 3,580 |
| U.S. Treasury securities | $3,973,000 | 779 |
| U.S. Government agency obligations | $5,667,000 | 3,920 |
| Securities issued by states & political subdivisions | $4,753,000 | 3,170 |
| 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 | $11,429,000 | 2,589 |
| Mortgage-backed securities | $3,699,000 | 3,347 |
| Certificates of participation in pools of residential mortgages | $686,000 | 3,721 |
| Issued or guaranteed by U.S. | $686,000 | 3,640 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,013,000 | 1,900 |
| CMOs issued by government agencies or sponsored agencies | $3,013,000 | 1,851 |
| 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) | $14,393,000 | 3,628 |
| Total debt securities | $14,393,000 | 3,878 |
| 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 | $13,882,000 | 3,973 |
| U.S. Government securities | $9,773,000 | 3,602 |
| U.S. Treasury securities | $3,958,000 | 786 |
| U.S. Government agency obligations | $5,815,000 | 3,951 |
| Securities issued by states & political subdivisions | $4,109,000 | 3,342 |
| 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 | $12,409,000 | 2,518 |
| Mortgage-backed securities | $3,857,000 | 3,338 |
| Certificates of participation in pools of residential mortgages | $721,000 | 3,740 |
| Issued or guaranteed by U.S. | $721,000 | 3,672 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,136,000 | 1,875 |
| CMOs issued by government agencies or sponsored agencies | $3,136,000 | 1,824 |
| 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) | $13,882,000 | 3,706 |
| Total debt securities | $13,881,000 | 3,951 |
| 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 | $15,843,000 | 3,861 |
| U.S. Government securities | $9,938,000 | 3,631 |
| U.S. Treasury securities | $3,940,000 | 758 |
| U.S. Government agency obligations | $5,998,000 | 3,977 |
| Securities issued by states & political subdivisions | $5,905,000 | 3,069 |
| 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 | $12,338,000 | 2,507 |
| Mortgage-backed securities | $4,002,000 | 3,345 |
| Certificates of participation in pools of residential mortgages | $741,000 | 3,780 |
| Issued or guaranteed by U.S. | $741,000 | 3,755 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,261,000 | 1,829 |
| CMOs issued by government agencies or sponsored agencies | $3,261,000 | 1,781 |
| 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) | $15,843,000 | 3,585 |
| Total debt securities | $15,844,000 | 3,839 |
| 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 | $16,767,000 | 3,857 |
| U.S. Government securities | $10,406,000 | 3,583 |
| U.S. Treasury securities | $3,939,000 | 722 |
| U.S. Government agency obligations | $6,467,000 | 3,924 |
| Securities issued by states & political subdivisions | $6,361,000 | 3,052 |
| 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 | $12,250,000 | 2,559 |
| Mortgage-backed securities | $4,476,000 | 3,310 |
| Certificates of participation in pools of residential mortgages | $791,000 | 3,809 |
| Issued or guaranteed by U.S. | $791,000 | 3,641 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $3,685,000 | 1,778 |
| CMOs issued by government agencies or sponsored agencies | $3,685,000 | 1,727 |
| 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) | $16,767,000 | 3,578 |
| Total debt securities | $16,767,000 | 3,837 |
| 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 | $16,575,000 | 3,907 |
| U.S. Government securities | $10,673,000 | 3,629 |
| U.S. Treasury securities | $3,939,000 | 701 |
| U.S. Government agency obligations | $6,734,000 | 3,963 |
| Securities issued by states & political subdivisions | $5,902,000 | 3,175 |
| 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 | $15,141,000 | 2,353 |
| Mortgage-backed securities | $4,748,000 | 3,295 |
| Certificates of participation in pools of residential mortgages | $850,000 | 3,832 |
| Issued or guaranteed by U.S. | $850,000 | 3,824 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,898,000 | 1,732 |
| CMOs issued by government agencies or sponsored agencies | $3,898,000 | 1,677 |
| 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) | $16,575,000 | 3,627 |
| Total debt securities | $16,566,000 | 3,886 |
| 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 | $16,942,000 | 3,945 |
| U.S. Government securities | $11,022,000 | 3,609 |
| U.S. Treasury securities | $2,969,000 | 757 |
| U.S. Government agency obligations | $8,053,000 | 3,837 |
| Securities issued by states & political subdivisions | $5,920,000 | 3,242 |
| 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 | $15,228,000 | 2,384 |
| Mortgage-backed securities | $5,065,000 | 3,274 |
| Certificates of participation in pools of residential mortgages | $916,000 | 3,849 |
| Issued or guaranteed by U.S. | $916,000 | 3,842 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $4,149,000 | 1,684 |
| CMOs issued by government agencies or sponsored agencies | $4,149,000 | 1,631 |
| 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) | $16,942,000 | 3,664 |
| Total debt securities | $16,942,000 | 3,921 |
| 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 | $19,423,000 | 3,803 |
| U.S. Government securities | $13,428,000 | 3,376 |
| U.S. Treasury securities | $1,993,000 | 867 |
| U.S. Government agency obligations | $11,435,000 | 3,440 |
| Securities issued by states & political subdivisions | $5,995,000 | 3,260 |
| 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 | $15,514,000 | 2,374 |
| Mortgage-backed securities | $5,444,000 | 3,262 |
| Certificates of participation in pools of residential mortgages | $991,000 | 3,856 |
| Issued or guaranteed by U.S. | $991,000 | 3,850 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $4,453,000 | 1,646 |
| CMOs issued by government agencies or sponsored agencies | $4,453,000 | 1,590 |
| 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) | $19,423,000 | 3,512 |
| Total debt securities | $19,423,000 | 3,778 |
| 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 | $18,747,000 | 3,907 |
| U.S. Government securities | $13,770,000 | 3,398 |
| U.S. Treasury securities | $1,995,000 | 885 |
| U.S. Government agency obligations | $11,775,000 | 3,470 |
| Securities issued by states & political subdivisions | $4,977,000 | 3,465 |
| 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 | $15,782,000 | 2,379 |
| Mortgage-backed securities | $5,785,000 | 3,245 |
| Certificates of participation in pools of residential mortgages | $1,029,000 | 3,882 |
| Issued or guaranteed by U.S. | $1,029,000 | 3,875 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,756,000 | 1,629 |
| CMOs issued by government agencies or sponsored agencies | $4,756,000 | 1,574 |
| 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) | $18,747,000 | 3,611 |
| Total debt securities | $18,747,000 | 3,880 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $19,781,000 | 3,877 |
| U.S. Government securities | $14,101,000 | 3,404 |
| U.S. Treasury securities | $1,995,000 | 914 |
| U.S. Government agency obligations | $12,106,000 | 3,476 |
| Securities issued by states & political subdivisions | $5,680,000 | 3,366 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,783,000 | 2,401 |
| Mortgage-backed securities | $6,113,000 | 3,242 |
| Certificates of participation in pools of residential mortgages | $1,100,000 | 3,925 |
| Issued or guaranteed by U.S. | $1,100,000 | 3,921 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,013,000 | 1,596 |
| CMOs issued by government agencies or sponsored agencies | $5,013,000 | 1,538 |
| 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) | $19,781,000 | 3,569 |
| Total debt securities | $19,781,000 | 3,852 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $20,073,000 | 3,859 |
| U.S. Government securities | $14,401,000 | 3,351 |
| U.S. Treasury securities | $1,993,000 | 901 |
| U.S. Government agency obligations | $12,408,000 | 3,431 |
| Securities issued by states & political subdivisions | $5,672,000 | 3,398 |
| 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 | $19,592,000 | 2,119 |
| Mortgage-backed securities | $6,420,000 | 3,208 |
| Certificates of participation in pools of residential mortgages | $1,138,000 | 3,944 |
| Issued or guaranteed by U.S. | $1,138,000 | 3,936 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $5,282,000 | 1,533 |
| CMOs issued by government agencies or sponsored agencies | $5,282,000 | 1,473 |
| 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) | $20,073,000 | 3,548 |
| Total debt securities | $20,073,000 | 3,831 |
| 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 | $22,116,000 | 3,710 |
| U.S. Government securities | $15,317,000 | 3,269 |
| U.S. Treasury securities | $2,018,000 | 755 |
| U.S. Government agency obligations | $13,299,000 | 3,346 |
| Securities issued by states & political subdivisions | $6,799,000 | 3,241 |
| 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 | $20,168,000 | 2,083 |
| Mortgage-backed securities | $7,282,000 | 3,098 |
| Certificates of participation in pools of residential mortgages | $1,262,000 | 3,940 |
| Issued or guaranteed by U.S. | $1,262,000 | 3,937 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,020,000 | 1,461 |
| CMOs issued by government agencies or sponsored agencies | $6,020,000 | 1,403 |
| 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) | $22,116,000 | 3,414 |
| Total debt securities | $22,116,000 | 3,682 |
| 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 | $24,778,000 | 3,594 |
| U.S. Government securities | $17,995,000 | 3,120 |
| U.S. Treasury securities | $2,017,000 | 790 |
| U.S. Government agency obligations | $15,978,000 | 3,183 |
| Securities issued by states & political subdivisions | $6,783,000 | 3,254 |
| 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 | $22,829,000 | 1,965 |
| Mortgage-backed securities | $5,963,000 | 3,341 |
| Certificates of participation in pools of residential mortgages | $1,336,000 | 3,952 |
| Issued or guaranteed by U.S. | $1,336,000 | 3,947 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $4,627,000 | 1,677 |
| CMOs issued by government agencies or sponsored agencies | $4,627,000 | 1,606 |
| 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) | $24,778,000 | 3,305 |
| Total debt securities | $24,778,000 | 3,569 |
| 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 | $25,945,000 | 3,576 |
| U.S. Government securities | $18,394,000 | 3,171 |
| U.S. Treasury securities | $2,010,000 | 800 |
| U.S. Government agency obligations | $16,384,000 | 3,234 |
| Securities issued by states & political subdivisions | $7,551,000 | 3,115 |
| 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 | $24,055,000 | 1,907 |
| Mortgage-backed securities | $6,388,000 | 3,271 |
| Certificates of participation in pools of residential mortgages | $1,424,000 | 3,950 |
| Issued or guaranteed by U.S. | $1,424,000 | 3,946 |
| 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) | $25,945,000 | 3,283 |
| Total debt securities | $25,945,000 | 3,552 |
| 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 | $29,907,000 | 3,367 |
| U.S. Government securities | $19,596,000 | 3,109 |
| U.S. Treasury securities | $1,985,000 | 889 |
| U.S. Government agency obligations | $17,611,000 | 3,169 |
| Securities issued by states & political subdivisions | $10,311,000 | 2,774 |
| 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 | $28,063,000 | 1,725 |
| Mortgage-backed securities | $6,653,000 | 3,261 |
| Certificates of participation in pools of residential mortgages | $1,458,000 | 3,962 |
| Issued or guaranteed by U.S. | $1,458,000 | 3,958 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,195,000 | 1,618 |
| CMOs issued by government agencies or sponsored agencies | $5,195,000 | 1,555 |
| 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) | $29,907,000 | 3,082 |
| Total debt securities | $29,907,000 | 3,340 |
| 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 | $30,418,000 | 3,387 |
| U.S. Government securities | $20,102,000 | 3,122 |
| U.S. Treasury securities | $2,002,000 | 821 |
| U.S. Government agency obligations | $18,100,000 | 3,196 |
| Securities issued by states & political subdivisions | $10,316,000 | 2,798 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,017,000 | 1,700 |
| Mortgage-backed securities | $7,110,000 | 3,239 |
| Certificates of participation in pools of residential mortgages | $1,548,000 | 3,987 |
| Issued or guaranteed by U.S. | $1,548,000 | 3,982 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $5,562,000 | 1,584 |
| CMOs issued by government agencies or sponsored agencies | $5,562,000 | 1,519 |
| 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) | $30,418,000 | 3,097 |
| Total debt securities | $30,418,000 | 3,361 |
| 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 | $32,119,000 | 3,355 |
| U.S. Government securities | $22,290,000 | 3,048 |
| U.S. Treasury securities | $1,986,000 | 860 |
| U.S. Government agency obligations | $20,304,000 | 3,093 |
| Securities issued by states & political subdivisions | $9,829,000 | 2,863 |
| 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 | $27,615,000 | 1,775 |
| Mortgage-backed securities | $8,398,000 | 3,146 |
| Certificates of participation in pools of residential mortgages | $1,612,000 | 4,055 |
| Issued or guaranteed by U.S. | $1,612,000 | 4,050 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,786,000 | 1,507 |
| CMOs issued by government agencies or sponsored agencies | $6,786,000 | 1,444 |
| 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) | $32,119,000 | 3,069 |
| Total debt securities | $32,119,000 | 3,324 |
| 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 | $32,979,000 | 3,353 |
| U.S. Government securities | $23,046,000 | 3,040 |
| U.S. Treasury securities | $2,000,000 | 823 |
| U.S. Government agency obligations | $21,046,000 | 3,102 |
| Securities issued by states & political subdivisions | $9,933,000 | 2,841 |
| 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 | $28,251,000 | 1,758 |
| Mortgage-backed securities | $9,074,000 | 3,112 |
| Certificates of participation in pools of residential mortgages | $1,720,000 | 4,087 |
| Issued or guaranteed by U.S. | $1,720,000 | 4,080 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $7,354,000 | 1,504 |
| CMOs issued by government agencies or sponsored agencies | $7,354,000 | 1,440 |
| 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) | $32,979,000 | 3,061 |
| Total debt securities | $32,979,000 | 3,324 |
| 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 | $36,058,000 | 3,207 |
| U.S. Government securities | $25,007,000 | 2,944 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $25,007,000 | 2,850 |
| Securities issued by states & political subdivisions | $11,051,000 | 2,700 |
| 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 | $29,334,000 | 1,725 |
| Mortgage-backed securities | $9,563,000 | 3,106 |
| Certificates of participation in pools of residential mortgages | $1,785,000 | 4,129 |
| Issued or guaranteed by U.S. | $1,785,000 | 4,123 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $7,778,000 | 1,484 |
| CMOs issued by government agencies or sponsored agencies | $7,778,000 | 1,420 |
| 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) | $36,058,000 | 2,929 |
| Total debt securities | $36,058,000 | 3,182 |
| Structured notes | ||
| Amortized cost | $3,646,000 | 789 |
| Fair value | $3,617,000 | 790 |
| 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 | $37,527,000 | 3,204 |
| U.S. Government securities | $25,367,000 | 2,998 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $25,367,000 | 2,898 |
| Securities issued by states & political subdivisions | $12,160,000 | 2,590 |
| 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 | $31,385,000 | 1,627 |
| Mortgage-backed securities | $10,057,000 | 3,114 |
| Certificates of participation in pools of residential mortgages | $1,843,000 | 4,207 |
| Issued or guaranteed by U.S. | $1,843,000 | 4,203 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $8,214,000 | 1,483 |
| CMOs issued by government agencies or sponsored agencies | $8,214,000 | 1,409 |
| 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) | $37,527,000 | 2,923 |
| Total debt securities | $37,527,000 | 3,181 |
| Structured notes | ||
| Amortized cost | $9,645,000 | 415 |
| Fair value | $9,438,000 | 412 |
| 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 | $41,068,000 | 3,052 |
| U.S. Government securities | $28,275,000 | 2,844 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $28,275,000 | 2,756 |
| Securities issued by states & political subdivisions | $12,793,000 | 2,514 |
| 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 | $31,184,000 | 1,649 |
| Mortgage-backed securities | $9,042,000 | 3,307 |
| Certificates of participation in pools of residential mortgages | $2,856,000 | 3,959 |
| Issued or guaranteed by U.S. | $2,856,000 | 3,957 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $6,186,000 | 1,681 |
| CMOs issued by government agencies or sponsored agencies | $6,186,000 | 1,610 |
| 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) | $41,068,000 | 2,773 |
| Total debt securities | $41,068,000 | 3,029 |
| Structured notes | ||
| Amortized cost | $13,644,000 | 308 |
| Fair value | $13,354,000 | 309 |
| 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 | $43,909,000 | 2,937 |
| U.S. Government securities | $31,287,000 | 2,686 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $31,287,000 | 2,610 |
| Securities issued by states & political subdivisions | $12,622,000 | 2,547 |
| 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 | $30,695,000 | 1,673 |
| Mortgage-backed securities | $9,771,000 | 3,226 |
| Certificates of participation in pools of residential mortgages | $2,962,000 | 3,966 |
| Issued or guaranteed by U.S. | $2,962,000 | 3,964 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $6,809,000 | 1,626 |
| CMOs issued by government agencies or sponsored agencies | $6,809,000 | 1,556 |
| 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) | $43,909,000 | 2,677 |
| Total debt securities | $43,909,000 | 2,908 |
| Structured notes | ||
| Amortized cost | $16,326,000 | 278 |
| Fair value | $15,698,000 | 280 |
| 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 | $41,289,000 | 3,056 |
| U.S. Government securities | $28,822,000 | 2,811 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $28,822,000 | 2,737 |
| Securities issued by states & political subdivisions | $12,467,000 | 2,560 |
| 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 | $30,297,000 | 1,670 |
| Mortgage-backed securities | $10,541,000 | 3,133 |
| Certificates of participation in pools of residential mortgages | $3,116,000 | 3,941 |
| Issued or guaranteed by U.S. | $3,116,000 | 3,935 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $7,425,000 | 1,565 |
| CMOs issued by government agencies or sponsored agencies | $7,425,000 | 1,488 |
| 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) | $41,289,000 | 2,787 |
| Total debt securities | $41,289,000 | 3,022 |
| Structured notes | ||
| Amortized cost | $16,355,000 | 268 |
| Fair value | $15,457,000 | 267 |
| 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 | $52,442,000 | 2,605 |
| U.S. Government securities | $39,953,000 | 2,262 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $39,953,000 | 2,204 |
| Securities issued by states & political subdivisions | $12,489,000 | 2,544 |
| 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 | $30,162,000 | 1,669 |
| Mortgage-backed securities | $11,266,000 | 3,074 |
| Certificates of participation in pools of residential mortgages | $3,326,000 | 3,903 |
| Issued or guaranteed by U.S. | $3,326,000 | 3,896 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $7,940,000 | 1,532 |
| CMOs issued by government agencies or sponsored agencies | $7,940,000 | 1,459 |
| 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) | $52,442,000 | 2,363 |
| Total debt securities | $52,442,000 | 2,582 |
| Structured notes | ||
| Amortized cost | $21,150,000 | 205 |
| Fair value | $20,274,000 | 206 |
| 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 | $49,281,000 | 2,708 |
| U.S. Government securities | $37,526,000 | 2,363 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $37,526,000 | 2,289 |
| Securities issued by states & political subdivisions | $11,755,000 | 2,637 |
| 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 | $25,143,000 | 1,892 |
| Mortgage-backed securities | $12,359,000 | 2,973 |
| Certificates of participation in pools of residential mortgages | $3,568,000 | 3,826 |
| Issued or guaranteed by U.S. | $3,568,000 | 3,820 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $8,791,000 | 1,484 |
| CMOs issued by government agencies or sponsored agencies | $8,791,000 | 1,405 |
| 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) | $49,281,000 | 2,471 |
| Total debt securities | $49,281,000 | 2,679 |
| Structured notes | ||
| Amortized cost | $20,234,000 | 213 |
| Fair value | $19,655,000 | 214 |
| 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 | $53,414,000 | 2,566 |
| U.S. Government securities | $40,865,000 | 2,248 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $40,865,000 | 2,183 |
| Securities issued by states & political subdivisions | $12,549,000 | 2,527 |
| 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 | $25,214,000 | 1,933 |
| Mortgage-backed securities | $11,515,000 | 3,108 |
| Certificates of participation in pools of residential mortgages | $3,883,000 | 3,795 |
| Issued or guaranteed by U.S. | $3,883,000 | 3,790 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $7,632,000 | 1,655 |
| CMOs issued by government agencies or sponsored agencies | $7,632,000 | 1,563 |
| 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) | $53,414,000 | 2,362 |
| Total debt securities | $53,414,000 | 2,542 |
| Structured notes | ||
| Amortized cost | $23,165,000 | 182 |
| Fair value | $23,174,000 | 181 |
| 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 | $46,253,000 | 2,805 |
| U.S. Government securities | $34,622,000 | 2,506 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $34,622,000 | 2,445 |
| Securities issued by states & political subdivisions | $11,631,000 | 2,613 |
| 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 | $25,659,000 | 1,874 |
| Mortgage-backed securities | $11,513,000 | 3,125 |
| Certificates of participation in pools of residential mortgages | $4,141,000 | 3,732 |
| Issued or guaranteed by U.S. | $4,141,000 | 3,729 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $7,372,000 | 1,719 |
| CMOs issued by government agencies or sponsored agencies | $7,372,000 | 1,617 |
| 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) | $46,253,000 | 2,584 |
| Total debt securities | $46,253,000 | 2,775 |
| Structured notes | ||
| Amortized cost | $15,770,000 | 284 |
| Fair value | $15,810,000 | 284 |
| 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 | $52,030,000 | 2,583 |
| U.S. Government securities | $40,927,000 | 2,233 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $40,927,000 | 2,182 |
| Securities issued by states & political subdivisions | $11,103,000 | 2,640 |
| 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 | $28,190,000 | 1,756 |
| Mortgage-backed securities | $14,246,000 | 2,985 |
| Certificates of participation in pools of residential mortgages | $4,417,000 | 3,816 |
| Issued or guaranteed by U.S. | $4,417,000 | 3,814 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $9,829,000 | 1,601 |
| CMOs issued by government agencies or sponsored agencies | $9,829,000 | 1,501 |
| 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) | $52,030,000 | 2,367 |
| Total debt securities | $52,030,000 | 2,558 |
| Structured notes | ||
| Amortized cost | $19,328,000 | 238 |
| Fair value | $19,359,000 | 238 |
| 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 | $54,985,000 | 2,478 |
| U.S. Government securities | $40,300,000 | 2,296 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $40,300,000 | 2,243 |
| Securities issued by states & political subdivisions | $14,685,000 | 2,165 |
| 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 | $28,486,000 | 1,769 |
| Mortgage-backed securities | $15,120,000 | 2,939 |
| Certificates of participation in pools of residential mortgages | $4,557,000 | 3,803 |
| Issued or guaranteed by U.S. | $4,557,000 | 3,801 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $10,563,000 | 1,558 |
| CMOs issued by government agencies or sponsored agencies | $10,563,000 | 1,454 |
| 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) | $54,985,000 | 2,265 |
| Total debt securities | $54,985,000 | 2,455 |
| Structured notes | ||
| Amortized cost | $16,844,000 | 297 |
| Fair value | $16,892,000 | 297 |
| 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 | $55,905,000 | 2,461 |
| U.S. Government securities | $41,079,000 | 2,281 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $41,079,000 | 2,225 |
| Securities issued by states & political subdivisions | $14,826,000 | 2,095 |
| 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 | $29,998,000 | 1,716 |
| Mortgage-backed securities | $15,460,000 | 2,915 |
| Certificates of participation in pools of residential mortgages | $3,919,000 | 3,962 |
| Issued or guaranteed by U.S. | $3,919,000 | 3,958 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $11,541,000 | 1,520 |
| CMOs issued by government agencies or sponsored agencies | $11,541,000 | 1,412 |
| 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) | $55,905,000 | 2,251 |
| Total debt securities | $55,904,000 | 2,444 |
| Structured notes | ||
| Amortized cost | $14,418,000 | 408 |
| Fair value | $14,341,000 | 413 |
| 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 | $48,206,000 | 2,670 |
| U.S. Government securities | $40,710,000 | 2,203 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $40,710,000 | 2,151 |
| Securities issued by states & political subdivisions | $7,496,000 | 3,043 |
| 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 | $28,531,000 | 1,669 |
| Mortgage-backed securities | $15,459,000 | 2,833 |
| Certificates of participation in pools of residential mortgages | $4,222,000 | 3,781 |
| Issued or guaranteed by U.S. | $4,222,000 | 3,775 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $11,237,000 | 1,501 |
| CMOs issued by government agencies or sponsored agencies | $11,237,000 | 1,343 |
| 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) | $48,206,000 | 2,427 |
| Total debt securities | $48,205,000 | 2,644 |
| Structured notes | ||
| Amortized cost | $13,936,000 | 420 |
| Fair value | $13,969,000 | 420 |
| 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 | $48,767,000 | 2,578 |
| U.S. Government securities | $44,089,000 | 2,024 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $44,089,000 | 1,972 |
| Securities issued by states & political subdivisions | $4,677,000 | 3,616 |
| Other domestic debt securities | $1,000 | 2,848 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,285 |
| 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 | $29,194,000 | 1,619 |
| Mortgage-backed securities | $14,947,000 | 2,825 |
| Certificates of participation in pools of residential mortgages | $2,616,000 | 4,197 |
| Issued or guaranteed by U.S. | $2,616,000 | 4,182 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $12,331,000 | 1,429 |
| CMOs issued by government agencies or sponsored agencies | $12,330,000 | 1,267 |
| Privately issued | $1,000 | 1,215 |
| 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) | $48,767,000 | 2,342 |
| Total debt securities | $48,767,000 | 2,550 |
| Structured notes | ||
| Amortized cost | $12,970,000 | 448 |
| Fair value | $13,002,000 | 448 |
| 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 | $52,491,000 | 2,450 |
| U.S. Government securities | $49,171,000 | 1,883 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $49,171,000 | 1,829 |
| Securities issued by states & political subdivisions | $3,319,000 | 3,955 |
| Other domestic debt securities | $1,000 | 2,810 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,306 |
| 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 | $32,046,000 | 1,515 |
| Mortgage-backed securities | $7,871,000 | 3,632 |
| Certificates of participation in pools of residential mortgages | $821,000 | 4,913 |
| Issued or guaranteed by U.S. | $821,000 | 4,905 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $7,050,000 | 1,821 |
| CMOs issued by government agencies or sponsored agencies | $7,049,000 | 1,648 |
| Privately issued | $1,000 | 1,244 |
| 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) | $52,491,000 | 2,218 |
| Total debt securities | $52,491,000 | 2,426 |
| Structured notes | ||
| Amortized cost | $23,411,000 | 262 |
| Fair value | $23,377,000 | 261 |
| 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 | $54,336,000 | 2,362 |
| U.S. Government securities | $51,049,000 | 1,834 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $51,049,000 | 1,778 |
| Securities issued by states & political subdivisions | $3,286,000 | 3,920 |
| Other domestic debt securities | $1,000 | 2,865 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,342 |
| 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 | $28,734,000 | 1,659 |
| Mortgage-backed securities | $6,970,000 | 3,730 |
| Certificates of participation in pools of residential mortgages | $1,412,000 | 4,593 |
| Issued or guaranteed by U.S. | $1,412,000 | 4,585 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $5,558,000 | 1,934 |
| CMOs issued by government agencies or sponsored agencies | $5,557,000 | 1,740 |
| Privately issued | $1,000 | 1,277 |
| 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) | $54,336,000 | 2,141 |
| Total debt securities | $54,335,000 | 2,338 |
| Structured notes | ||
| Amortized cost | $29,941,000 | 214 |
| Fair value | $29,336,000 | 215 |
| 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 | $47,294,000 | 2,526 |
| U.S. Government securities | $44,011,000 | 1,959 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $44,011,000 | 1,886 |
| Securities issued by states & political subdivisions | $3,282,000 | 3,927 |
| Other domestic debt securities | $1,000 | 3,046 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,398 |
| 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 | $28,898,000 | 1,640 |
| Mortgage-backed securities | $6,681,000 | 3,691 |
| Certificates of participation in pools of residential mortgages | $1,575,000 | 4,432 |
| Issued or guaranteed by U.S. | $1,575,000 | 4,427 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $5,106,000 | 1,971 |
| CMOs issued by government agencies or sponsored agencies | $5,105,000 | 1,763 |
| Privately issued | $1,000 | 1,330 |
| 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) | $47,294,000 | 2,271 |
| Total debt securities | $47,293,000 | 2,499 |
| Structured notes | ||
| Amortized cost | $25,565,000 | 232 |
| Fair value | $24,954,000 | 242 |
| 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 | $40,668,000 | 2,828 |
| U.S. Government securities | $37,332,000 | 2,209 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $37,332,000 | 2,133 |
| Securities issued by states & political subdivisions | $3,335,000 | 3,851 |
| Other domestic debt securities | $1,000 | 3,131 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,471 |
| 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 | $27,184,000 | 1,723 |
| Mortgage-backed securities | $7,261,000 | 3,575 |
| Certificates of participation in pools of residential mortgages | $1,837,000 | 4,301 |
| Issued or guaranteed by U.S. | $1,837,000 | 4,294 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $5,424,000 | 1,903 |
| CMOs issued by government agencies or sponsored agencies | $5,423,000 | 1,691 |
| Privately issued | $1,000 | 1,400 |
| 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) | $40,668,000 | 2,545 |
| Total debt securities | $40,667,000 | 2,795 |
| Structured notes | ||
| Amortized cost | $17,597,000 | 341 |
| Fair value | $17,654,000 | 342 |
| 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 | $44,324,000 | 2,634 |
| U.S. Government securities | $41,918,000 | 2,049 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $41,918,000 | 1,979 |
| Securities issued by states & political subdivisions | $2,404,000 | 4,134 |
| Other domestic debt securities | $2,000 | 3,123 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,487 |
| 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 | $30,398,000 | 1,598 |
| Mortgage-backed securities | $5,086,000 | 3,987 |
| Certificates of participation in pools of residential mortgages | $2,080,000 | 4,266 |
| Issued or guaranteed by U.S. | $2,080,000 | 4,257 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $3,006,000 | 2,252 |
| CMOs issued by government agencies or sponsored agencies | $3,004,000 | 1,996 |
| Privately issued | $2,000 | 1,415 |
| 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) | $44,324,000 | 2,349 |
| Total debt securities | $44,324,000 | 2,603 |
| Structured notes | ||
| Amortized cost | $22,297,000 | 285 |
| Fair value | $22,445,000 | 286 |
| 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 | $39,286,000 | 2,900 |
| U.S. Government securities | $36,156,000 | 2,346 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $36,156,000 | 2,286 |
| Securities issued by states & political subdivisions | $2,477,000 | 4,079 |
| Other domestic debt securities | $653,000 | 2,466 |
| Privately issued residential mortgage-backed securities | $653,000 | 1,184 |
| 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 | $29,600,000 | 1,680 |
| Mortgage-backed securities | $8,524,000 | 3,421 |
| Certificates of participation in pools of residential mortgages | $3,677,000 | 3,831 |
| Issued or guaranteed by U.S. | $3,677,000 | 3,824 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,847,000 | 1,891 |
| CMOs issued by government agencies or sponsored agencies | $4,194,000 | 1,721 |
| Privately issued | $653,000 | 1,132 |
| 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) | $39,286,000 | 2,598 |
| Total debt securities | $39,286,000 | 2,877 |
| Structured notes | ||
| Amortized cost | $16,546,000 | 330 |
| Fair value | $16,504,000 | 332 |
| 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 | $40,069,000 | 2,856 |
| U.S. Government securities | $36,971,000 | 2,261 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $36,971,000 | 2,195 |
| Securities issued by states & political subdivisions | $2,451,000 | 4,113 |
| Other domestic debt securities | $647,000 | 2,533 |
| Privately issued residential mortgage-backed securities | $647,000 | 1,218 |
| 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 | $28,973,000 | 1,710 |
| Mortgage-backed securities | $8,998,000 | 3,407 |
| Certificates of participation in pools of residential mortgages | $4,015,000 | 3,794 |
| Issued or guaranteed by U.S. | $4,015,000 | 3,787 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $4,983,000 | 1,857 |
| CMOs issued by government agencies or sponsored agencies | $4,336,000 | 1,674 |
| Privately issued | $647,000 | 1,166 |
| 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) | $40,069,000 | 2,542 |
| Total debt securities | $40,069,000 | 2,837 |
| Structured notes | ||
| Amortized cost | $13,043,000 | 314 |
| Fair value | $12,901,000 | 319 |
| 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 | $39,061,000 | 2,917 |
| U.S. Government securities | $35,934,000 | 2,310 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $35,934,000 | 2,249 |
| Securities issued by states & political subdivisions | $2,461,000 | 4,145 |
| Other domestic debt securities | $666,000 | 2,627 |
| Privately issued residential mortgage-backed securities | $666,000 | 1,270 |
| 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 | $30,300,000 | 1,641 |
| Mortgage-backed securities | $9,390,000 | 3,426 |
| Certificates of participation in pools of residential mortgages | $4,284,000 | 3,816 |
| Issued or guaranteed by U.S. | $4,284,000 | 3,806 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $5,106,000 | 1,827 |
| CMOs issued by government agencies or sponsored agencies | $4,440,000 | 1,622 |
| Privately issued | $666,000 | 1,215 |
| 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) | $39,061,000 | 2,591 |
| Total debt securities | $39,061,000 | 2,890 |
| Structured notes | ||
| Amortized cost | $8,793,000 | 299 |
| Fair value | $8,752,000 | 299 |
| 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 | $35,023,000 | 3,090 |
| U.S. Government securities | $31,979,000 | 2,480 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $31,979,000 | 2,424 |
| Securities issued by states & political subdivisions | $2,388,000 | 4,158 |
| Other domestic debt securities | $656,000 | 2,678 |
| Privately issued residential mortgage-backed securities | $656,000 | 1,297 |
| 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 | $30,913,000 | 1,615 |
| Mortgage-backed securities | $9,787,000 | 3,400 |
| Certificates of participation in pools of residential mortgages | $4,587,000 | 3,789 |
| Issued or guaranteed by U.S. | $4,587,000 | 3,776 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $5,200,000 | 1,805 |
| CMOs issued by government agencies or sponsored agencies | $4,544,000 | 1,589 |
| Privately issued | $656,000 | 1,233 |
| 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) | $35,023,000 | 2,765 |
| Total debt securities | $35,023,000 | 3,060 |
| Structured notes | ||
| Amortized cost | $995,000 | 1,307 |
| Fair value | $983,000 | 1,271 |
| 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 | $38,617,000 | 2,876 |
| U.S. Government securities | $34,751,000 | 2,334 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $34,751,000 | 2,287 |
| Securities issued by states & political subdivisions | $3,431,000 | 3,645 |
| Other domestic debt securities | $435,000 | 2,831 |
| Privately issued residential mortgage-backed securities | $435,000 | 1,393 |
| 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 | $32,890,000 | 1,569 |
| Mortgage-backed securities | $10,245,000 | 3,392 |
| Certificates of participation in pools of residential mortgages | $5,069,000 | 3,746 |
| Issued or guaranteed by U.S. | $5,069,000 | 3,733 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $5,176,000 | 1,816 |
| CMOs issued by government agencies or sponsored agencies | $4,741,000 | 1,563 |
| Privately issued | $435,000 | 1,333 |
| 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) | $38,617,000 | 2,564 |
| Total debt securities | $38,617,000 | 2,847 |
| Structured notes | ||
| Amortized cost | $2,491,000 | 513 |
| Fair value | $2,476,000 | 511 |
| 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 | $34,241,000 | 3,139 |
| U.S. Government securities | $30,362,000 | 2,645 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $30,362,000 | 2,593 |
| Securities issued by states & political subdivisions | $3,348,000 | 3,629 |
| Other domestic debt securities | $531,000 | 2,632 |
| Privately issued residential mortgage-backed securities | $531,000 | 1,301 |
| 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 | $30,366,000 | 1,679 |
| Mortgage-backed securities | $8,274,000 | 3,641 |
| Certificates of participation in pools of residential mortgages | $4,301,000 | 3,922 |
| Issued or guaranteed by U.S. | $4,301,000 | 3,909 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $3,973,000 | 1,962 |
| CMOs issued by government agencies or sponsored agencies | $3,442,000 | 1,753 |
| Privately issued | $531,000 | 1,244 |
| 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) | $34,241,000 | 2,785 |
| Total debt securities | $34,241,000 | 3,098 |
| Structured notes | ||
| Amortized cost | $2,490,000 | 546 |
| Fair value | $2,514,000 | 529 |
| 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 | $31,557,000 | 3,274 |
| U.S. Government securities | $27,426,000 | 2,776 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $27,426,000 | 2,723 |
| Securities issued by states & political subdivisions | $3,322,000 | 3,621 |
| Other domestic debt securities | $809,000 | 2,386 |
| Privately issued residential mortgage-backed securities | $809,000 | 1,198 |
| 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 | $29,764,000 | 1,674 |
| Mortgage-backed securities | $8,511,000 | 3,495 |
| Certificates of participation in pools of residential mortgages | $4,339,000 | 3,829 |
| Issued or guaranteed by U.S. | $4,339,000 | 3,819 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $4,172,000 | 1,841 |
| CMOs issued by government agencies or sponsored agencies | $3,363,000 | 1,690 |
| Privately issued | $809,000 | 1,145 |
| 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) | $31,557,000 | 2,915 |
| Total debt securities | $31,557,000 | 3,244 |
| Structured notes | ||
| Amortized cost | $2,488,000 | 544 |
| Fair value | $2,412,000 | 543 |
| 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 | $32,500,000 | 3,237 |
| U.S. Government securities | $28,135,000 | 2,760 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $28,135,000 | 2,716 |
| Securities issued by states & political subdivisions | $3,371,000 | 3,621 |
| Other domestic debt securities | $994,000 | 2,269 |
| Privately issued residential mortgage-backed securities | $994,000 | 1,132 |
| 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 | $29,223,000 | 1,664 |
| Mortgage-backed securities | $8,840,000 | 3,429 |
| Certificates of participation in pools of residential mortgages | $4,466,000 | 3,797 |
| Issued or guaranteed by U.S. | $4,466,000 | 3,786 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $4,374,000 | 1,811 |
| CMOs issued by government agencies or sponsored agencies | $3,380,000 | 1,697 |
| Privately issued | $994,000 | 1,072 |
| 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) | $32,500,000 | 2,897 |
| Total debt securities | $32,500,000 | 3,202 |
| Structured notes | ||
| Amortized cost | $2,487,000 | 574 |
| Fair value | $2,423,000 | 573 |
| 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 | $27,518,000 | 3,651 |
| U.S. Government securities | $23,868,000 | 3,115 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $23,868,000 | 3,060 |
| Securities issued by states & political subdivisions | $3,647,000 | 3,545 |
| Other domestic debt securities | $3,000 | 3,132 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,540 |
| 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 | $22,378,000 | 2,048 |
| Mortgage-backed securities | $6,929,000 | 3,674 |
| Certificates of participation in pools of residential mortgages | $4,408,000 | 3,708 |
| Issued or guaranteed by U.S. | $4,408,000 | 3,693 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,521,000 | 2,179 |
| CMOs issued by government agencies or sponsored agencies | $2,518,000 | 1,853 |
| Privately issued | $3,000 | 1,446 |
| 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) | $27,518,000 | 3,262 |
| Total debt securities | $27,518,000 | 3,592 |
| Structured notes | ||
| Amortized cost | $992,000 | 1,229 |
| Fair value | $994,000 | 1,236 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $23,924,000 | 3,993 |
| U.S. Government securities | $20,926,000 | 3,466 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $20,926,000 | 3,393 |
| Securities issued by states & political subdivisions | $2,995,000 | 3,794 |
| Other domestic debt securities | $3,000 | 2,975 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,442 |
| 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 | $23,406,000 | 1,970 |
| Mortgage-backed securities | $6,037,000 | 3,602 |
| Certificates of participation in pools of residential mortgages | $3,534,000 | 3,702 |
| Issued or guaranteed by U.S. | $3,534,000 | 3,687 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,503,000 | 2,086 |
| CMOs issued by government agencies or sponsored agencies | $2,500,000 | 1,788 |
| Privately issued | $3,000 | 1,356 |
| 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) | $23,924,000 | 3,545 |
| Total debt securities | $23,924,000 | 3,944 |
| 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 | $22,412,000 | 4,182 |
| U.S. Government securities | $19,450,000 | 3,708 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $19,450,000 | 3,633 |
| Securities issued by states & political subdivisions | $2,958,000 | 3,811 |
| Other domestic debt securities | $4,000 | 2,940 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,407 |
| 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 | $20,391,000 | 2,151 |
| Mortgage-backed securities | $6,145,000 | 3,416 |
| Certificates of participation in pools of residential mortgages | $3,630,000 | 3,501 |
| Issued or guaranteed by U.S. | $3,630,000 | 3,486 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,515,000 | 2,025 |
| CMOs issued by government agencies or sponsored agencies | $2,511,000 | 1,736 |
| Privately issued | $4,000 | 1,320 |
| 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) | $22,412,000 | 3,697 |
| Total debt securities | $22,412,000 | 4,129 |
| Structured notes | ||
| Amortized cost | $125,000 | 2,611 |
| Fair value | $125,000 | 2,612 |
| 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 | $20,980,000 | 4,350 |
| U.S. Government securities | $17,920,000 | 3,943 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $17,920,000 | 3,843 |
| Securities issued by states & political subdivisions | $3,056,000 | 3,765 |
| Other domestic debt securities | $4,000 | 2,901 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,373 |
| 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 | $20,945,000 | 2,102 |
| Mortgage-backed securities | $6,276,000 | 3,325 |
| Certificates of participation in pools of residential mortgages | $3,740,000 | 3,421 |
| Issued or guaranteed by U.S. | $3,740,000 | 3,408 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,536,000 | 1,992 |
| CMOs issued by government agencies or sponsored agencies | $2,532,000 | 1,718 |
| Privately issued | $4,000 | 1,283 |
| 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) | $20,980,000 | 3,829 |
| Total debt securities | $20,980,000 | 4,306 |
| Structured notes | ||
| Amortized cost | $625,000 | 2,198 |
| Fair value | $624,000 | 2,191 |
| 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 | $22,680,000 | 4,156 |
| U.S. Government securities | $19,862,000 | 3,681 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $19,862,000 | 3,588 |
| Securities issued by states & political subdivisions | $2,814,000 | 3,886 |
| Other domestic debt securities | $4,000 | 2,929 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,342 |
| 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 | $22,676,000 | 1,979 |
| Mortgage-backed securities | $6,630,000 | 3,240 |
| Certificates of participation in pools of residential mortgages | $3,989,000 | 3,314 |
| Issued or guaranteed by U.S. | $3,989,000 | 3,297 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $2,641,000 | 1,950 |
| CMOs issued by government agencies or sponsored agencies | $2,637,000 | 1,683 |
| Privately issued | $4,000 | 1,239 |
| 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) | $22,680,000 | 3,652 |
| Total debt securities | $22,680,000 | 4,100 |
| Structured notes | ||
| Amortized cost | $1,125,000 | 1,804 |
| Fair value | $1,122,000 | 1,805 |
| 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 | $24,555,000 | 3,979 |
| U.S. Government securities | $21,732,000 | 3,513 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $21,732,000 | 3,413 |
| Securities issued by states & political subdivisions | $2,818,000 | 3,895 |
| Other domestic debt securities | $5,000 | 2,974 |
| Privately issued residential mortgage-backed securities | $5,000 | 1,329 |
| 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 | $24,551,000 | 1,864 |
| Mortgage-backed securities | $6,831,000 | 3,182 |
| Certificates of participation in pools of residential mortgages | $4,148,000 | 3,259 |
| Issued or guaranteed by U.S. | $4,148,000 | 3,245 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,683,000 | 1,939 |
| CMOs issued by government agencies or sponsored agencies | $2,678,000 | 1,688 |
| Privately issued | $5,000 | 1,235 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $24,555,000 | 3,485 |
| Total debt securities | $24,555,000 | 3,926 |
| Structured notes | ||
| Amortized cost | $2,150,000 | 1,378 |
| Fair value | $2,140,000 | 1,376 |
| 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 | $25,189,000 | 3,956 |
| U.S. Government securities | $22,376,000 | 3,465 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $22,376,000 | 3,361 |
| Securities issued by states & political subdivisions | $2,808,000 | 3,880 |
| Other domestic debt securities | $5,000 | 3,029 |
| Privately issued residential mortgage-backed securities | $5,000 | 1,322 |
| 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 | $25,185,000 | 1,801 |
| Mortgage-backed securities | $7,021,000 | 3,138 |
| Certificates of participation in pools of residential mortgages | $4,297,000 | 3,222 |
| Issued or guaranteed by U.S. | $4,297,000 | 3,207 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $2,724,000 | 1,898 |
| CMOs issued by government agencies or sponsored agencies | $2,719,000 | 1,658 |
| Privately issued | $5,000 | 1,216 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $25,189,000 | 3,442 |
| Total debt securities | $25,189,000 | 3,895 |
| Structured notes | ||
| Amortized cost | $2,650,000 | 1,313 |
| Fair value | $2,629,000 | 1,306 |
| 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 | $23,716,000 | 4,105 |
| U.S. Government securities | $20,812,000 | 3,662 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $20,812,000 | 3,547 |
| Securities issued by states & political subdivisions | $2,899,000 | 3,816 |
| Other domestic debt securities | $5,000 | 3,105 |
| Privately issued residential mortgage-backed securities | $5,000 | 1,313 |
| 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 | $23,581,000 | 1,901 |
| Mortgage-backed securities | $5,682,000 | 3,444 |
| Certificates of participation in pools of residential mortgages | $4,392,000 | 3,207 |
| Issued or guaranteed by U.S. | $4,392,000 | 3,195 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,290,000 | 2,332 |
| CMOs issued by government agencies or sponsored agencies | $1,285,000 | 2,060 |
| Privately issued | $5,000 | 1,214 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $23,716,000 | 3,572 |
| Total debt securities | $23,716,000 | 4,052 |
| Structured notes | ||
| Amortized cost | $2,650,000 | 1,358 |
| Fair value | $2,594,000 | 1,357 |
| 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 | $24,728,000 | 4,057 |
| U.S. Government securities | $20,869,000 | 3,683 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $20,869,000 | 3,570 |
| Securities issued by states & political subdivisions | $3,854,000 | 3,470 |
| Other domestic debt securities | $5,000 | 3,173 |
| Privately issued residential mortgage-backed securities | $5,000 | 1,294 |
| 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 | $24,723,000 | 1,821 |
| Mortgage-backed securities | $3,636,000 | 4,058 |
| Certificates of participation in pools of residential mortgages | $2,051,000 | 4,187 |
| Issued or guaranteed by U.S. | $2,051,000 | 4,173 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,585,000 | 2,222 |
| CMOs issued by government agencies or sponsored agencies | $1,580,000 | 1,956 |
| Privately issued | $5,000 | 1,200 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $24,728,000 | 3,527 |
| Total debt securities | $24,728,000 | 3,995 |
| Structured notes | ||
| Amortized cost | $3,650,000 | 1,124 |
| Fair value | $3,602,000 | 1,125 |
| 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 | $25,084,000 | 4,037 |
| U.S. Government securities | $21,229,000 | 3,623 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $21,229,000 | 3,493 |
| Securities issued by states & political subdivisions | $3,849,000 | 3,490 |
| Other domestic debt securities | $6,000 | 3,272 |
| Privately issued residential mortgage-backed securities | $6,000 | 1,283 |
| 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 | $24,955,000 | 1,789 |
| Mortgage-backed securities | $4,049,000 | 3,949 |
| Certificates of participation in pools of residential mortgages | $2,164,000 | 4,146 |
| Issued or guaranteed by U.S. | $2,164,000 | 4,131 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,885,000 | 2,103 |
| CMOs issued by government agencies or sponsored agencies | $1,879,000 | 1,859 |
| Privately issued | $6,000 | 1,180 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $25,084,000 | 3,496 |
| Total debt securities | $25,084,000 | 3,977 |
| Structured notes | ||
| Amortized cost | $3,650,000 | 1,124 |
| Fair value | $3,602,000 | 1,123 |
| 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 | $25,848,000 | 3,914 |
| U.S. Government securities | $21,953,000 | 3,509 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $21,953,000 | 3,375 |
| Securities issued by states & political subdivisions | $3,889,000 | 3,461 |
| Other domestic debt securities | $6,000 | 3,332 |
| Privately issued residential mortgage-backed securities | $6,000 | 1,271 |
| 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 | $25,718,000 | 1,689 |
| Mortgage-backed securities | $4,627,000 | 3,819 |
| Certificates of participation in pools of residential mortgages | $2,314,000 | 4,118 |
| Issued or guaranteed by U.S. | $2,314,000 | 4,105 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,313,000 | 1,994 |
| CMOs issued by government agencies or sponsored agencies | $2,307,000 | 1,757 |
| Privately issued | $6,000 | 1,163 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $25,848,000 | 3,389 |
| Total debt securities | $25,847,000 | 3,859 |
| Structured notes | ||
| Amortized cost | $3,650,000 | 1,090 |
| Fair value | $3,619,000 | 1,090 |
| 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 | $26,501,000 | 3,891 |
| U.S. Government securities | $22,470,000 | 3,504 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $22,470,000 | 3,377 |
| Securities issued by states & political subdivisions | $4,024,000 | 3,394 |
| Other domestic debt securities | $7,000 | 3,376 |
| Privately issued residential mortgage-backed securities | $7,000 | 1,234 |
| 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 | $24,424,000 | 1,748 |
| Mortgage-backed securities | $5,070,000 | 3,772 |
| Certificates of participation in pools of residential mortgages | $2,480,000 | 4,123 |
| Issued or guaranteed by U.S. | $2,480,000 | 4,107 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,590,000 | 1,959 |
| CMOs issued by government agencies or sponsored agencies | $2,583,000 | 1,735 |
| Privately issued | $7,000 | 1,123 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $26,501,000 | 3,374 |
| Total debt securities | $26,501,000 | 3,830 |
| Structured notes | ||
| Amortized cost | $3,650,000 | 1,096 |
| Fair value | $3,631,000 | 1,096 |
| 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 | $28,798,000 | 3,730 |
| U.S. Government securities | $25,906,000 | 3,182 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $25,906,000 | 3,062 |
| Securities issued by states & political subdivisions | $2,885,000 | 3,843 |
| Other domestic debt securities | $7,000 | 3,426 |
| Privately issued residential mortgage-backed securities | $7,000 | 1,225 |
| 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 | $22,234,000 | 1,921 |
| Mortgage-backed securities | $5,206,000 | 3,833 |
| Certificates of participation in pools of residential mortgages | $2,574,000 | 4,145 |
| Issued or guaranteed by U.S. | $2,574,000 | 4,133 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,632,000 | 1,978 |
| CMOs issued by government agencies or sponsored agencies | $2,625,000 | 1,764 |
| Privately issued | $7,000 | 1,120 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $28,798,000 | 3,226 |
| Total debt securities | $28,798,000 | 3,675 |
| Structured notes | ||
| Amortized cost | $4,150,000 | 982 |
| Fair value | $4,104,000 | 978 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $27,365,000 | 3,865 |
| U.S. Government securities | $24,463,000 | 3,340 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $24,463,000 | 3,210 |
| Securities issued by states & political subdivisions | $2,895,000 | 3,875 |
| Other domestic debt securities | $7,000 | 3,480 |
| Privately issued residential mortgage-backed securities | $7,000 | 1,214 |
| 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 | $25,703,000 | 1,683 |
| Mortgage-backed securities | $3,886,000 | 4,294 |
| Certificates of participation in pools of residential mortgages | $2,731,000 | 4,126 |
| Issued or guaranteed by U.S. | $2,731,000 | 4,114 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,155,000 | 2,574 |
| CMOs issued by government agencies or sponsored agencies | $1,148,000 | 2,326 |
| Privately issued | $7,000 | 1,113 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $27,365,000 | 3,336 |
| Total debt securities | $27,365,000 | 3,805 |
| Structured notes | ||
| Amortized cost | $3,626,000 | 1,075 |
| Fair value | $3,612,000 | 1,076 |
| 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 | $29,670,000 | 3,650 |
| U.S. Government securities | $26,749,000 | 3,108 |
| U.S. Treasury securities | $2,001,000 | 1,021 |
| U.S. Government agency obligations | $24,748,000 | 3,168 |
| Securities issued by states & political subdivisions | $2,912,000 | 3,870 |
| Other domestic debt securities | $9,000 | 3,544 |
| Privately issued residential mortgage-backed securities | $9,000 | 1,184 |
| 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 | $23,921,000 | 1,745 |
| Mortgage-backed securities | $4,043,000 | 4,259 |
| Certificates of participation in pools of residential mortgages | $2,873,000 | 4,071 |
| Issued or guaranteed by U.S. | $2,873,000 | 4,061 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,170,000 | 2,569 |
| CMOs issued by government agencies or sponsored agencies | $1,161,000 | 2,329 |
| Privately issued | $9,000 | 1,074 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $29,670,000 | 3,162 |
| Total debt securities | $29,670,000 | 3,586 |
| Structured notes | ||
| Amortized cost | $4,647,000 | 889 |
| Fair value | $4,647,000 | 888 |
| 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 | $30,296,000 | 3,633 |
| U.S. Government securities | $25,766,000 | 3,244 |
| U.S. Treasury securities | $2,004,000 | 1,064 |
| U.S. Government agency obligations | $23,762,000 | 3,363 |
| Securities issued by states & political subdivisions | $3,006,000 | 3,813 |
| Other domestic debt securities | $1,524,000 | 2,107 |
| Privately issued residential mortgage-backed securities | $9,000 | 1,177 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,515,000 | 1,759 |
| 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 | $23,714,000 | 1,758 |
| Mortgage-backed securities | $4,041,000 | 4,341 |
| Certificates of participation in pools of residential mortgages | $2,891,000 | 4,122 |
| Issued or guaranteed by U.S. | $2,891,000 | 4,113 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,150,000 | 2,622 |
| CMOs issued by government agencies or sponsored agencies | $1,141,000 | 2,384 |
| Privately issued | $9,000 | 1,073 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $30,296,000 | 3,133 |
| Total debt securities | $30,296,000 | 3,561 |
| Structured notes | ||
| Amortized cost | $4,648,000 | 884 |
| Fair value | $4,597,000 | 877 |
| 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 | $29,264,000 | 3,731 |
| U.S. Government securities | $21,835,000 | 3,619 |
| U.S. Treasury securities | $2,013,000 | 1,052 |
| U.S. Government agency obligations | $19,822,000 | 3,743 |
| Securities issued by states & political subdivisions | $3,118,000 | 3,764 |
| Other domestic debt securities | $4,311,000 | 1,374 |
| Privately issued residential mortgage-backed securities | $10,000 | 1,238 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,301,000 | 1,046 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,436,000 | 1,694 |
| Mortgage-backed securities | $2,280,000 | 5,056 |
| Certificates of participation in pools of residential mortgages | $2,074,000 | 4,565 |
| Issued or guaranteed by U.S. | $2,074,000 | 4,546 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $206,000 | 3,474 |
| CMOs issued by government agencies or sponsored agencies | $196,000 | 3,179 |
| Privately issued | $10,000 | 1,124 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $29,264,000 | 3,226 |
| Total debt securities | $29,264,000 | 3,652 |
| Structured notes | ||
| Amortized cost | $2,504,000 | 1,174 |
| Fair value | $2,523,000 | 1,183 |
| 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 | $33,254,000 | 3,446 |
| U.S. Government securities | $23,550,000 | 3,498 |
| U.S. Treasury securities | $2,016,000 | 1,106 |
| U.S. Government agency obligations | $21,534,000 | 3,579 |
| Securities issued by states & political subdivisions | $3,833,000 | 3,489 |
| Other domestic debt securities | $5,871,000 | 1,164 |
| Privately issued residential mortgage-backed securities | $11,000 | 1,099 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,860,000 | 938 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,524,000 | 1,662 |
| Mortgage-backed securities | $2,346,000 | 4,999 |
| Certificates of participation in pools of residential mortgages | $2,123,000 | 4,528 |
| Issued or guaranteed by U.S. | $2,123,000 | 4,507 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $223,000 | 3,498 |
| CMOs issued by government agencies or sponsored agencies | $212,000 | 3,346 |
| Privately issued | $11,000 | 948 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $33,254,000 | 2,962 |
| Total debt securities | $33,254,000 | 3,388 |
| Structured notes | ||
| Amortized cost | $2,505,000 | 1,063 |
| Fair value | $2,512,000 | 1,065 |
| 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 | $29,836,000 | 3,662 |
| U.S. Government securities | $19,761,000 | 3,824 |
| U.S. Treasury securities | $2,020,000 | 1,122 |
| U.S. Government agency obligations | $17,741,000 | 3,956 |
| Securities issued by states & political subdivisions | $3,852,000 | 3,479 |
| Other domestic debt securities | $6,223,000 | 1,188 |
| Privately issued residential mortgage-backed securities | $295,000 | 875 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,928,000 | 995 |
| 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 | $21,420,000 | 1,775 |
| Mortgage-backed securities | $2,767,000 | 4,827 |
| Certificates of participation in pools of residential mortgages | $2,212,000 | 4,471 |
| Issued or guaranteed by U.S. | $2,212,000 | 4,449 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $555,000 | 3,163 |
| CMOs issued by government agencies or sponsored agencies | $260,000 | 3,358 |
| Privately issued | $295,000 | 764 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $29,836,000 | 3,172 |
| Total debt securities | $29,836,000 | 3,585 |
| Structured notes | ||
| Amortized cost | $1,506,000 | 1,191 |
| Fair value | $1,515,000 | 1,198 |
| 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 | $31,662,000 | 3,411 |
| U.S. Government securities | $21,409,000 | 3,531 |
| U.S. Treasury securities | $2,031,000 | 1,132 |
| U.S. Government agency obligations | $19,378,000 | 3,631 |
| Securities issued by states & political subdivisions | $3,931,000 | 3,440 |
| Other domestic debt securities | $6,322,000 | 1,208 |
| Privately issued residential mortgage-backed securities | $296,000 | 919 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,026,000 | 989 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,189,000 | 1,839 |
| Mortgage-backed securities | $8,612,000 | 3,283 |
| Certificates of participation in pools of residential mortgages | $7,894,000 | 2,727 |
| Issued or guaranteed by U.S. | $7,894,000 | 2,715 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $718,000 | 3,254 |
| CMOs issued by government agencies or sponsored agencies | $422,000 | 3,369 |
| Privately issued | $296,000 | 810 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $31,662,000 | 2,957 |
| Total debt securities | $31,662,000 | 3,335 |
| Structured notes | ||
| Amortized cost | $1,507,000 | 1,003 |
| Fair value | $1,528,000 | 1,015 |
| 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 | $29,583,000 | 3,553 |
| U.S. Government securities | $20,223,000 | 3,675 |
| U.S. Treasury securities | $2,018,000 | 1,190 |
| U.S. Government agency obligations | $18,205,000 | 3,793 |
| Securities issued by states & political subdivisions | $3,024,000 | 3,756 |
| Other domestic debt securities | $6,336,000 | 1,218 |
| Privately issued residential mortgage-backed securities | $297,000 | 952 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,039,000 | 1,015 |
| 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 | $21,119,000 | 1,773 |
| Mortgage-backed securities | $9,076,000 | 3,214 |
| Certificates of participation in pools of residential mortgages | $8,197,000 | 2,658 |
| Issued or guaranteed by U.S. | $8,197,000 | 2,643 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $879,000 | 3,228 |
| CMOs issued by government agencies or sponsored agencies | $582,000 | 3,277 |
| Privately issued | $297,000 | 844 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $29,583,000 | 3,065 |
| Total debt securities | $29,583,000 | 3,470 |
| Structured notes | ||
| Amortized cost | $1,008,000 | 890 |
| Fair value | $1,017,000 | 946 |
| 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 | $29,245,000 | 3,580 |
| U.S. Government securities | $19,652,000 | 3,758 |
| U.S. Treasury securities | $2,016,000 | 1,259 |
| U.S. Government agency obligations | $17,636,000 | 3,862 |
| Securities issued by states & political subdivisions | $3,239,000 | 3,641 |
| Other domestic debt securities | $6,354,000 | 1,214 |
| Privately issued residential mortgage-backed securities | $300,000 | 991 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,054,000 | 1,027 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,368,000 | 1,746 |
| Mortgage-backed securities | $12,914,000 | 2,628 |
| Certificates of participation in pools of residential mortgages | $10,969,000 | 2,219 |
| Issued or guaranteed by U.S. | $10,969,000 | 2,205 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,945,000 | 2,647 |
| CMOs issued by government agencies or sponsored agencies | $1,645,000 | 2,664 |
| Privately issued | $300,000 | 887 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $29,245,000 | 3,065 |
| Total debt securities | $29,245,000 | 3,509 |
| 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 | $38,561,000 | 2,746 |
| U.S. Government securities | $29,325,000 | 2,589 |
| U.S. Treasury securities | $504,000 | 2,547 |
| U.S. Government agency obligations | $28,821,000 | 2,489 |
| Securities issued by states & political subdivisions | $2,945,000 | 3,771 |
| Other domestic debt securities | $6,291,000 | 1,237 |
| Privately issued residential mortgage-backed securities | $310,000 | 1,069 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,981,000 | 1,020 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,012,000 | 1,536 |
| Mortgage-backed securities | $21,245,000 | 1,760 |
| Certificates of participation in pools of residential mortgages | $16,482,000 | 1,509 |
| Issued or guaranteed by U.S. | $16,482,000 | 1,501 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $4,763,000 | 1,924 |
| CMOs issued by government agencies or sponsored agencies | $4,453,000 | 1,864 |
| Privately issued | $310,000 | 962 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $38,561,000 | 2,276 |
| Total debt securities | $38,561,000 | 2,674 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $36,553,000 | 2,907 |
| U.S. Government securities | $26,125,000 | 2,960 |
| U.S. Treasury securities | $2,471,000 | 1,747 |
| U.S. Government agency obligations | $23,654,000 | 2,979 |
| Securities issued by states & political subdivisions | $3,684,000 | 3,346 |
| Other domestic debt securities | $5,999,000 | 1,092 |
| Privately issued residential mortgage-backed securities | $298,000 | 1,026 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,701,000 | 932 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $745,000 | 3,040 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,257,000 | 1,742 |
| Mortgage-backed securities | $12,287,000 | 2,055 |
| Certificates of participation in pools of residential mortgages | $6,899,000 | 2,205 |
| Issued or guaranteed by U.S. | $6,899,000 | 2,193 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $5,388,000 | 1,446 |
| CMOs issued by government agencies or sponsored agencies | $5,090,000 | 1,363 |
| Privately issued | $298,000 | 893 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $36,553,000 | 2,310 |
| Total debt securities | $35,808,000 | 2,867 |
| Structured notes | ||
| Amortized cost | $500,000 | 526 |
| Fair value | $460,000 | 636 |
| 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 | $44,646,000 | 2,531 |
| U.S. Government securities | $34,432,000 | 2,424 |
| U.S. Treasury securities | $9,118,000 | 946 |
| U.S. Government agency obligations | $25,314,000 | 2,859 |
| Securities issued by states & political subdivisions | $3,720,000 | 3,497 |
| Other domestic debt securities | $5,876,000 | 1,099 |
| Privately issued residential mortgage-backed securities | $326,000 | 1,032 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,550,000 | 915 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $618,000 | 3,291 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,434,000 | 1,876 |
| Mortgage-backed securities | $11,715,000 | 2,287 |
| Certificates of participation in pools of residential mortgages | $5,522,000 | 2,641 |
| Issued or guaranteed by U.S. | $5,522,000 | 2,629 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $6,193,000 | 1,447 |
| CMOs issued by government agencies or sponsored agencies | $5,867,000 | 1,353 |
| Privately issued | $326,000 | 905 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $44,646,000 | 1,943 |
| Total debt securities | $44,028,000 | 2,480 |
| Structured notes | ||
| Amortized cost | $500,000 | 744 |
| Fair value | $450,000 | 956 |
| 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 | $36,431,000 | 3,067 |
| U.S. Government securities | $31,620,000 | 2,687 |
| U.S. Treasury securities | $7,147,000 | 1,714 |
| U.S. Government agency obligations | $24,473,000 | 2,834 |
| Securities issued by states & political subdivisions | $3,412,000 | 3,729 |
| Other domestic debt securities | $1,031,000 | 2,139 |
| Privately issued residential mortgage-backed securities | $1,031,000 | 697 |
| 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 | $0 | 363 |
| Equity securities | $368,000 | 4,207 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,119,000 | 1,347 |
| Mortgage-backed securities | $14,182,000 | 2,149 |
| Certificates of participation in pools of residential mortgages | $6,172,000 | 2,647 |
| Issued or guaranteed by U.S. | $6,172,000 | 2,633 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $8,010,000 | 1,375 |
| CMOs issued by government agencies or sponsored agencies | $6,979,000 | 1,375 |
| Privately issued | $1,031,000 | 588 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $36,431,000 | 2,317 |
| Total debt securities | $36,063,000 | 3,008 |
| Structured notes | ||
| Amortized cost | $500,000 | 941 |
| Fair value | $500,000 | 981 |
| 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 | $37,281,000 | 3,023 |
| U.S. Government securities | $30,738,000 | 2,857 |
| U.S. Treasury securities | $8,048,000 | 2,220 |
| U.S. Government agency obligations | $22,690,000 | 2,905 |
| Securities issued by states & political subdivisions | $3,183,000 | 3,704 |
| Other domestic debt securities | $2,894,000 | 1,134 |
| Privately issued residential mortgage-backed securities | $1,365,000 | 536 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,529,000 | 1,205 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $466,000 | 3,780 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,857,000 | 1,601 |
| Mortgage-backed securities | $12,976,000 | 2,232 |
| Certificates of participation in pools of residential mortgages | $5,638,000 | 2,735 |
| Issued or guaranteed by U.S. | $5,638,000 | 2,723 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $7,338,000 | 1,389 |
| CMOs issued by government agencies or sponsored agencies | $5,973,000 | 1,493 |
| Privately issued | $1,365,000 | 406 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $37,281,000 | 2,145 |
| Total debt securities | $36,815,000 | 2,974 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 916 |
| Fair value | $1,504,000 | 906 |
| 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 | $38,836,000 | 3,128 |
| U.S. Government securities | $29,310,000 | 3,273 |
| U.S. Treasury securities | $4,009,000 | 4,344 |
| U.S. Government agency obligations | $25,301,000 | 2,761 |
| Securities issued by states & political subdivisions | $3,822,000 | 3,377 |
| Other domestic debt securities | $5,268,000 | 863 |
| Privately issued residential mortgage-backed securities | $2,073,000 | 537 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,195,000 | 835 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $436,000 | 3,789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,261,000 | 1,836 |
| Mortgage-backed securities | $14,528,000 | 2,320 |
| Certificates of participation in pools of residential mortgages | $4,823,000 | 3,269 |
| Issued or guaranteed by U.S. | $4,823,000 | 3,250 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $9,705,000 | 1,295 |
| CMOs issued by government agencies or sponsored agencies | $7,632,000 | 1,424 |
| Privately issued | $2,073,000 | 390 |
| 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 | 8,064 |
| Available-for-sale securities (fair market value) | $38,836,000 | 2,132 |
| Total debt securities | $38,400,000 | 3,052 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,681 |
| Fair value | $997,000 | 1,765 |
| 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 | $39,241,000 | 3,221 |
| U.S. Government securities | $29,427,000 | 3,392 |
| U.S. Treasury securities | $1,208,000 | 8,125 |
| U.S. Government agency obligations | $28,219,000 | 2,482 |
| Securities issued by states & political subdivisions | $3,246,000 | 3,790 |
| Other domestic debt securities | $6,157,000 | 944 |
| Privately issued residential mortgage-backed securities | $2,884,000 | 511 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,273,000 | 1,028 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $411,000 | 3,670 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,960,000 | 1,532 |
| Mortgage-backed securities | $23,197,000 | 1,752 |
| Certificates of participation in pools of residential mortgages | $6,773,000 | 2,766 |
| Issued or guaranteed by U.S. | $6,773,000 | 2,741 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $16,424,000 | 964 |
| CMOs issued by government agencies or sponsored agencies | $13,540,000 | 1,058 |
| Privately issued | $2,884,000 | 359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $39,241,000 | 2,182 |
| Total debt securities | $38,830,000 | 3,166 |
| Structured notes | ||
| Amortized cost | $4,928,000 | 741 |
| Fair value | $4,887,000 | 723 |
| 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 | $50,288,000 | 2,604 |
| U.S. Government securities | $35,375,000 | 2,947 |
| U.S. Treasury securities | $1,398,000 | 9,080 |
| U.S. Government agency obligations | $33,977,000 | 2,006 |
| Securities issued by states & political subdivisions | $3,956,000 | 3,494 |
| Other domestic debt securities | $10,552,000 | 723 |
| Privately issued residential mortgage-backed securities | $2,702,000 | 559 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,850,000 | 645 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $405,000 | 3,457 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,963,000 | 1,385 |
| Mortgage-backed securities | $23,205,000 | 1,828 |
| Certificates of participation in pools of residential mortgages | $6,724,000 | 2,878 |
| Issued or guaranteed by U.S. | $6,724,000 | 2,868 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $16,481,000 | 1,039 |
| CMOs issued by government agencies or sponsored agencies | $13,779,000 | 1,112 |
| Privately issued | $2,702,000 | 406 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $49,883,000 | 1,487 |
| Available-for-sale securities (fair market value) | $405,000 | 10,236 |
| Total debt securities | $49,883,000 | 2,565 |
| 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 | $50,221,000 | 2,759 |
| U.S. Government securities | $32,634,000 | 3,329 |
| U.S. Treasury securities | $399,000 | 11,104 |
| U.S. Government agency obligations | $32,235,000 | 2,151 |
| Securities issued by states & political subdivisions | $3,826,000 | 3,673 |
| Other domestic debt securities | $13,731,000 | 702 |
| Privately issued residential mortgage-backed securities | $6,502,000 | 442 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,229,000 | 788 |
| Foreign debt securities | NA | NA |
| Equity securities | $30,000 | 7,311 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,541,000 | 1,992 |
| Mortgage-backed securities | $31,153,000 | 1,613 |
| Certificates of participation in pools of residential mortgages | $8,557,000 | 2,725 |
| Issued or guaranteed by U.S. | $8,557,000 | 2,696 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $22,596,000 | 952 |
| CMOs issued by government agencies or sponsored agencies | $16,094,000 | 1,123 |
| Privately issued | $6,502,000 | 284 |
| 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 | $50,191,000 | 2,674 |
| 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 | $54,742,000 | 2,486 |
| U.S. Government securities | $34,401,000 | 3,123 |
| U.S. Treasury securities | $1,252,000 | 9,910 |
| U.S. Government agency obligations | $33,149,000 | 2,052 |
| Securities issued by states & political subdivisions | $4,852,000 | 2,823 |
| Other domestic debt securities | $15,459,000 | 753 |
| Privately issued residential mortgage-backed securities | $7,628,000 | 516 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,831,000 | 854 |
| Foreign debt securities | NA | NA |
| Equity securities | $30,000 | 7,071 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,221,000 | 3,133 |
| Mortgage-backed securities | $34,131,000 | 1,535 |
| Certificates of participation in pools of residential mortgages | $9,088,000 | 2,714 |
| Issued or guaranteed by U.S. | $9,088,000 | 2,667 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $25,043,000 | 845 |
| CMOs issued by government agencies or sponsored agencies | $17,415,000 | 1,007 |
| Privately issued | $7,628,000 | 329 |
| 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 | $54,712,000 | 2,431 |
| 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 |