Home > McHenry Savings Bank > Securities
McHenry Savings Bank, Securities
| 2024-06-30 | Rank | |
| Total securities | $63,209,000 | 2,237 |
| U.S. Government securities | $31,905,000 | 2,350 |
| U.S. Treasury securities | $4,995,000 | 1,648 |
| U.S. Government agency obligations | $26,910,000 | 2,197 |
| Securities issued by states & political subdivisions | $22,662,000 | 1,636 |
| Other domestic debt securities | $8,562,000 | 1,082 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 551 |
| Structured financial products - Total | $646,000 | 688 |
| Other domestic debt securities - All other | $7,916,000 | 773 |
| 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 | $41,355,000 | 1,609 |
| Mortgage-backed securities | $14,318,000 | 2,298 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $712,000 | 3,293 |
| Privately issued | $0 | 187 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,914,000 | 1,218 |
| Privately issued | $0 | 579 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $804,000 | 1,328 |
| Other commercial mortgage-backed securities | $4,888,000 | 684 |
| Held to maturity securities (book value) | $10,178,000 | 952 |
| Available-for-sale securities (fair market value) | $52,951,000 | 2,248 |
| Total debt securities | $63,124,000 | 2,223 |
| Structured notes | ||
| Amortized cost | $710,000 | 858 |
| Fair value | $646,000 | 857 |
| Trading account assets | $0 | 220 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2024-03-31 | Rank | |
| Total securities | $59,902,000 | 2,337 |
| U.S. Government securities | $28,652,000 | 2,520 |
| U.S. Treasury securities | $0 | 2,737 |
| U.S. Government agency obligations | $28,652,000 | 2,197 |
| Securities issued by states & political subdivisions | $22,642,000 | 1,645 |
| Other domestic debt securities | $8,520,000 | 1,094 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $660,000 | 632 |
| Other domestic debt securities - All other | $7,860,000 | 744 |
| Foreign debt securities | $0 | 306 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,771,000 | 2,073 |
| Mortgage-backed securities | $14,980,000 | 2,269 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $760,000 | 3,293 |
| Privately issued | $0 | 224 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,380,000 | 1,180 |
| Privately issued | $0 | 525 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $817,000 | 1,317 |
| Other commercial mortgage-backed securities | $5,023,000 | 707 |
| Held to maturity securities (book value) | $10,350,000 | 962 |
| Available-for-sale securities (fair market value) | $49,464,000 | 2,369 |
| Total debt securities | $59,814,000 | 2,318 |
| Structured notes | ||
| Amortized cost | $0 | 1,052 |
| Fair value | $0 | 1,052 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-12-31 | Rank | |
| Total securities | $62,741,000 | 2,301 |
| U.S. Government securities | $30,701,000 | 2,454 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $30,701,000 | 2,138 |
| Securities issued by states & political subdivisions | $23,560,000 | 1,630 |
| Other domestic debt securities | $8,397,000 | 1,119 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $672,000 | 613 |
| Other domestic debt securities - All other | $7,725,000 | 757 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,318,000 | 1,978 |
| Mortgage-backed securities | $16,045,000 | 2,221 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $772,000 | 3,276 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,304,000 | 1,084 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,276,000 | 1,152 |
| Other commercial mortgage-backed securities | $4,693,000 | 732 |
| Held to maturity securities (book value) | $10,901,000 | 967 |
| Available-for-sale securities (fair market value) | $51,757,000 | 2,340 |
| Total debt securities | $62,666,000 | 2,287 |
| 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 | $64,671,000 | 2,240 |
| U.S. Government securities | $32,201,000 | 2,381 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $32,201,000 | 2,071 |
| Securities issued by states & political subdivisions | $24,339,000 | 1,568 |
| Other domestic debt securities | $8,067,000 | 1,124 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $666,000 | 609 |
| Other domestic debt securities - All other | $7,401,000 | 772 |
| 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 | $32,707,000 | 1,825 |
| Mortgage-backed securities | $16,365,000 | 2,169 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $780,000 | 3,289 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $10,200,000 | 1,019 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,257,000 | 1,133 |
| Other commercial mortgage-backed securities | $4,128,000 | 745 |
| Held to maturity securities (book value) | $12,560,000 | 938 |
| Available-for-sale securities (fair market value) | $52,047,000 | 2,290 |
| Total debt securities | $64,616,000 | 2,226 |
| Structured notes | ||
| Amortized cost | $750,000 | 924 |
| Fair value | $666,000 | 934 |
| 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 | $67,886,000 | 2,236 |
| U.S. Government securities | $34,601,000 | 2,348 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $34,601,000 | 2,040 |
| Securities issued by states & political subdivisions | $25,193,000 | 1,597 |
| Other domestic debt securities | $8,033,000 | 1,132 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $687,000 | 593 |
| Other domestic debt securities - All other | $7,346,000 | 787 |
| 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 | $23,388,000 | 2,156 |
| Mortgage-backed securities | $17,439,000 | 2,155 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $899,000 | 3,275 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $10,875,000 | 1,004 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,279,000 | 1,127 |
| Other commercial mortgage-backed securities | $4,386,000 | 739 |
| Held to maturity securities (book value) | $12,687,000 | 940 |
| Available-for-sale securities (fair market value) | $55,140,000 | 2,278 |
| Total debt securities | $67,827,000 | 2,217 |
| Structured notes | ||
| Amortized cost | $762,000 | 973 |
| Fair value | $687,000 | 979 |
| 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 | $73,177,000 | 2,216 |
| U.S. Government securities | $37,162,000 | 2,327 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $37,162,000 | 1,973 |
| Securities issued by states & political subdivisions | $25,545,000 | 1,621 |
| Other domestic debt securities | $10,416,000 | 1,053 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $702,000 | 594 |
| Other domestic debt securities - All other | $9,714,000 | 692 |
| 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 | $13,584,000 | 2,577 |
| Mortgage-backed securities | $18,595,000 | 2,156 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $964,000 | 3,304 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $11,706,000 | 1,004 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,317,000 | 1,146 |
| Other commercial mortgage-backed securities | $4,608,000 | 748 |
| Held to maturity securities (book value) | $12,850,000 | 969 |
| Available-for-sale securities (fair market value) | $60,273,000 | 2,250 |
| Total debt securities | $73,123,000 | 2,199 |
| Structured notes | ||
| Amortized cost | $773,000 | 1,003 |
| Fair value | $702,000 | 1,007 |
| 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 | $74,459,000 | 2,206 |
| U.S. Government securities | $39,726,000 | 2,271 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $39,726,000 | 1,891 |
| Securities issued by states & political subdivisions | $25,463,000 | 1,677 |
| Other domestic debt securities | $9,214,000 | 1,141 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $700,000 | 606 |
| Other domestic debt securities - All other | $8,514,000 | 764 |
| 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 | $13,505,000 | 2,483 |
| Mortgage-backed securities | $24,168,000 | 1,955 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $971,000 | 3,328 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $12,550,000 | 978 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $6,357,000 | 613 |
| Other commercial mortgage-backed securities | $4,290,000 | 761 |
| Held to maturity securities (book value) | $13,109,000 | 967 |
| Available-for-sale securities (fair market value) | $61,294,000 | 2,268 |
| Total debt securities | $74,398,000 | 2,190 |
| Structured notes | ||
| Amortized cost | $785,000 | 1,027 |
| Fair value | $700,000 | 1,032 |
| 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 | $73,770,000 | 2,243 |
| U.S. Government securities | $40,255,000 | 2,294 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $40,255,000 | 1,900 |
| Securities issued by states & political subdivisions | $26,411,000 | 1,639 |
| Other domestic debt securities | $7,054,000 | 1,230 |
| 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 | $7,054,000 | 849 |
| 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 | $13,664,000 | 2,425 |
| Mortgage-backed securities | $20,731,000 | 2,092 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,018,000 | 3,340 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $11,994,000 | 1,020 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,818,000 | 805 |
| Other commercial mortgage-backed securities | $3,901,000 | 818 |
| Held to maturity securities (book value) | $13,542,000 | 947 |
| Available-for-sale securities (fair market value) | $60,178,000 | 2,286 |
| Total debt securities | $73,711,000 | 2,228 |
| 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 | $77,263,000 | 2,195 |
| U.S. Government securities | $43,564,000 | 2,214 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $43,564,000 | 1,840 |
| Securities issued by states & political subdivisions | $26,452,000 | 1,683 |
| Other domestic debt securities | $7,198,000 | 1,153 |
| 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 | $7,198,000 | 857 |
| 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 | $15,458,000 | 2,326 |
| Mortgage-backed securities | $22,818,000 | 2,074 |
| Certificates of participation in pools of residential mortgages | $1,084,000 | 3,441 |
| Issued or guaranteed by U.S. | $1,084,000 | 3,348 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $13,265,000 | 1,066 |
| CMOs issued by government agencies or sponsored agencies | $13,265,000 | 989 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $8,469,000 | 942 |
| Commercial mortgage pass-through securities | $4,169,000 | 764 |
| Other commercial mortgage-backed securities | $4,300,000 | 849 |
| Held to maturity securities (book value) | $12,724,000 | 893 |
| Available-for-sale securities (fair market value) | $64,490,000 | 2,260 |
| Total debt securities | $77,212,000 | 2,181 |
| 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 | $78,918,000 | 2,123 |
| U.S. Government securities | $47,785,000 | 2,058 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $47,785,000 | 1,746 |
| Securities issued by states & political subdivisions | $25,531,000 | 1,740 |
| Other domestic debt securities | $5,548,000 | 1,252 |
| 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 | $5,548,000 | 957 |
| 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 | $12,806,000 | 2,451 |
| Mortgage-backed securities | $25,970,000 | 1,979 |
| Certificates of participation in pools of residential mortgages | $1,186,000 | 3,431 |
| Issued or guaranteed by U.S. | $1,186,000 | 3,336 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $15,385,000 | 991 |
| CMOs issued by government agencies or sponsored agencies | $15,385,000 | 919 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $9,399,000 | 911 |
| Commercial mortgage pass-through securities | $4,756,000 | 725 |
| Other commercial mortgage-backed securities | $4,643,000 | 816 |
| Held to maturity securities (book value) | $12,880,000 | 801 |
| Available-for-sale securities (fair market value) | $65,984,000 | 2,218 |
| Total debt securities | $78,862,000 | 2,111 |
| 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 | $77,818,000 | 2,094 |
| U.S. Government securities | $47,345,000 | 1,935 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $47,345,000 | 1,726 |
| Securities issued by states & political subdivisions | $24,787,000 | 1,815 |
| Other domestic debt securities | $5,624,000 | 1,225 |
| 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 | $5,624,000 | 912 |
| 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 | $13,890,000 | 2,372 |
| Mortgage-backed securities | $30,584,000 | 1,844 |
| Certificates of participation in pools of residential mortgages | $1,267,000 | 3,426 |
| Issued or guaranteed by U.S. | $1,267,000 | 3,322 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $17,810,000 | 883 |
| CMOs issued by government agencies or sponsored agencies | $17,810,000 | 831 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $11,507,000 | 830 |
| Commercial mortgage pass-through securities | $6,211,000 | 633 |
| Other commercial mortgage-backed securities | $5,296,000 | 763 |
| Held to maturity securities (book value) | $13,397,000 | 688 |
| Available-for-sale securities (fair market value) | $64,359,000 | 2,213 |
| Total debt securities | $77,758,000 | 2,082 |
| 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 | $63,547,000 | 2,312 |
| U.S. Government securities | $42,901,000 | 1,977 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $42,901,000 | 1,806 |
| Securities issued by states & political subdivisions | $15,121,000 | 2,314 |
| Other domestic debt securities | $5,471,000 | 1,195 |
| 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 | $5,471,000 | 877 |
| 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 | $14,605,000 | 2,290 |
| Mortgage-backed securities | $25,802,000 | 1,983 |
| Certificates of participation in pools of residential mortgages | $868,000 | 3,563 |
| Issued or guaranteed by U.S. | $868,000 | 3,474 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $15,777,000 | 914 |
| CMOs issued by government agencies or sponsored agencies | $15,777,000 | 878 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $9,157,000 | 903 |
| Commercial mortgage pass-through securities | $4,547,000 | 730 |
| Other commercial mortgage-backed securities | $4,610,000 | 808 |
| Held to maturity securities (book value) | $11,893,000 | 692 |
| Available-for-sale securities (fair market value) | $51,600,000 | 2,416 |
| Total debt securities | $63,491,000 | 2,294 |
| 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 | $49,937,000 | 2,562 |
| U.S. Government securities | $35,274,000 | 2,130 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $35,274,000 | 1,974 |
| Securities issued by states & political subdivisions | $13,734,000 | 2,378 |
| Other domestic debt securities | $879,000 | 1,859 |
| 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 | $879,000 | 1,494 |
| 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 | $13,199,000 | 2,378 |
| Mortgage-backed securities | $25,090,000 | 1,974 |
| Certificates of participation in pools of residential mortgages | $969,000 | 3,551 |
| Issued or guaranteed by U.S. | $969,000 | 3,456 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $16,597,000 | 860 |
| CMOs issued by government agencies or sponsored agencies | $16,597,000 | 824 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $7,524,000 | 981 |
| Commercial mortgage pass-through securities | $2,626,000 | 930 |
| Other commercial mortgage-backed securities | $4,898,000 | 772 |
| Held to maturity securities (book value) | $12,010,000 | 662 |
| Available-for-sale securities (fair market value) | $37,877,000 | 2,756 |
| Total debt securities | $49,887,000 | 2,550 |
| 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 | $47,957,000 | 2,503 |
| U.S. Government securities | $31,597,000 | 2,126 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $31,597,000 | 1,998 |
| Securities issued by states & political subdivisions | $15,424,000 | 2,202 |
| Other domestic debt securities | $886,000 | 1,829 |
| 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 | $886,000 | 1,444 |
| 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 | $11,955,000 | 2,453 |
| Mortgage-backed securities | $23,879,000 | 1,927 |
| Certificates of participation in pools of residential mortgages | $1,113,000 | 3,502 |
| Issued or guaranteed by U.S. | $1,113,000 | 3,409 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $15,878,000 | 864 |
| CMOs issued by government agencies or sponsored agencies | $15,878,000 | 829 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $6,888,000 | 983 |
| Commercial mortgage pass-through securities | $2,616,000 | 912 |
| Other commercial mortgage-backed securities | $4,272,000 | 775 |
| Held to maturity securities (book value) | $13,692,000 | 608 |
| Available-for-sale securities (fair market value) | $34,215,000 | 2,757 |
| Total debt securities | $47,907,000 | 2,487 |
| 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 | $43,808,000 | 2,519 |
| U.S. Government securities | $26,839,000 | 2,192 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $26,839,000 | 2,078 |
| Securities issued by states & political subdivisions | $15,289,000 | 2,182 |
| Other domestic debt securities | $1,643,000 | 1,518 |
| 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 | $1,643,000 | 1,152 |
| 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 | $11,138,000 | 2,495 |
| Mortgage-backed securities | $20,414,000 | 1,997 |
| Certificates of participation in pools of residential mortgages | $1,334,000 | 3,417 |
| Issued or guaranteed by U.S. | $1,334,000 | 3,332 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $14,676,000 | 916 |
| CMOs issued by government agencies or sponsored agencies | $14,676,000 | 881 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $4,404,000 | 1,118 |
| Commercial mortgage pass-through securities | $2,225,000 | 915 |
| Other commercial mortgage-backed securities | $2,179,000 | 918 |
| Held to maturity securities (book value) | $13,543,000 | 577 |
| Available-for-sale securities (fair market value) | $30,228,000 | 2,814 |
| Total debt securities | $43,771,000 | 2,498 |
| 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 | $42,969,000 | 2,455 |
| U.S. Government securities | $23,431,000 | 2,296 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $23,431,000 | 2,182 |
| Securities issued by states & political subdivisions | $17,856,000 | 1,907 |
| Other domestic debt securities | $1,650,000 | 1,495 |
| 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 | $1,650,000 | 1,125 |
| 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 | $11,733,000 | 2,443 |
| Mortgage-backed securities | $17,553,000 | 2,134 |
| Certificates of participation in pools of residential mortgages | $1,692,000 | 3,302 |
| Issued or guaranteed by U.S. | $1,692,000 | 3,212 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $10,879,000 | 1,082 |
| CMOs issued by government agencies or sponsored agencies | $10,879,000 | 1,044 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $4,982,000 | 1,034 |
| Commercial mortgage pass-through securities | $2,334,000 | 882 |
| Other commercial mortgage-backed securities | $2,648,000 | 851 |
| Held to maturity securities (book value) | $14,951,000 | 545 |
| Available-for-sale securities (fair market value) | $27,986,000 | 2,809 |
| Total debt securities | $42,937,000 | 2,431 |
| 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 | $47,595,000 | 2,242 |
| U.S. Government securities | $28,159,000 | 2,076 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $28,159,000 | 1,969 |
| Securities issued by states & political subdivisions | $18,136,000 | 1,800 |
| Other domestic debt securities | $1,268,000 | 1,521 |
| 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 | $1,268,000 | 1,163 |
| 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 | $12,822,000 | 2,369 |
| Mortgage-backed securities | $21,982,000 | 1,903 |
| Certificates of participation in pools of residential mortgages | $2,322,000 | 3,157 |
| Issued or guaranteed by U.S. | $2,322,000 | 3,071 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $12,188,000 | 1,047 |
| CMOs issued by government agencies or sponsored agencies | $12,188,000 | 1,011 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $7,472,000 | 857 |
| Commercial mortgage pass-through securities | $2,963,000 | 796 |
| Other commercial mortgage-backed securities | $4,509,000 | 680 |
| Held to maturity securities (book value) | $15,066,000 | 550 |
| Available-for-sale securities (fair market value) | $32,497,000 | 2,602 |
| Total debt securities | $47,563,000 | 2,217 |
| 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 | $42,928,000 | 2,313 |
| U.S. Government securities | $23,349,000 | 2,319 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $23,349,000 | 2,201 |
| Securities issued by states & political subdivisions | $18,277,000 | 1,659 |
| Other domestic debt securities | $1,274,000 | 1,464 |
| 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 | $1,274,000 | 1,089 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $28,000 | 197 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,444,000 | 2,622 |
| Mortgage-backed securities | $18,549,000 | 2,071 |
| Certificates of participation in pools of residential mortgages | $2,329,000 | 3,159 |
| Issued or guaranteed by U.S. | $2,329,000 | 3,063 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $8,196,000 | 1,291 |
| CMOs issued by government agencies or sponsored agencies | $8,196,000 | 1,255 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $8,024,000 | 815 |
| Commercial mortgage pass-through securities | $2,570,000 | 814 |
| Other commercial mortgage-backed securities | $5,454,000 | 625 |
| Held to maturity securities (book value) | $15,484,000 | 556 |
| Available-for-sale securities (fair market value) | $27,444,000 | 2,764 |
| Total debt securities | $42,900,000 | 2,296 |
| 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 | $50,072,000 | 2,099 |
| U.S. Government securities | $32,159,000 | 1,971 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $32,159,000 | 1,864 |
| Securities issued by states & political subdivisions | $16,852,000 | 1,724 |
| Other domestic debt securities | $1,019,000 | 1,493 |
| 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 | $1,019,000 | 1,112 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $42,000 | 228 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,456,000 | 2,190 |
| Mortgage-backed securities | $27,035,000 | 1,651 |
| Certificates of participation in pools of residential mortgages | $6,276,000 | 2,431 |
| Issued or guaranteed by U.S. | $6,276,000 | 2,369 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $8,612,000 | 1,255 |
| CMOs issued by government agencies or sponsored agencies | $8,612,000 | 1,220 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $12,147,000 | 640 |
| Commercial mortgage pass-through securities | $2,672,000 | 802 |
| Other commercial mortgage-backed securities | $9,475,000 | 463 |
| Held to maturity securities (book value) | $12,962,000 | 639 |
| Available-for-sale securities (fair market value) | $37,110,000 | 2,368 |
| Total debt securities | $50,030,000 | 2,080 |
| 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 | $55,271,000 | 1,950 |
| U.S. Government securities | $36,227,000 | 1,841 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $36,227,000 | 1,747 |
| Securities issued by states & political subdivisions | $17,979,000 | 1,645 |
| Other domestic debt securities | $1,024,000 | 1,518 |
| 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 | $1,024,000 | 1,116 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $41,000 | 300 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,951,000 | 2,265 |
| Mortgage-backed securities | $30,668,000 | 1,505 |
| Certificates of participation in pools of residential mortgages | $8,683,000 | 2,100 |
| Issued or guaranteed by U.S. | $8,683,000 | 2,037 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $9,236,000 | 1,217 |
| CMOs issued by government agencies or sponsored agencies | $9,236,000 | 1,184 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $12,749,000 | 611 |
| Commercial mortgage pass-through securities | $2,877,000 | 782 |
| Other commercial mortgage-backed securities | $9,872,000 | 445 |
| Held to maturity securities (book value) | $10,508,000 | 737 |
| Available-for-sale securities (fair market value) | $44,763,000 | 2,104 |
| Total debt securities | $55,230,000 | 1,930 |
| 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 | $57,683,000 | 1,896 |
| U.S. Government securities | $37,540,000 | 1,838 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $37,540,000 | 1,732 |
| Securities issued by states & political subdivisions | $19,081,000 | 1,604 |
| Other domestic debt securities | $1,026,000 | 1,498 |
| 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 | $1,026,000 | 1,132 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $36,000 | 327 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,045,000 | 2,073 |
| Mortgage-backed securities | $31,615,000 | 1,452 |
| Certificates of participation in pools of residential mortgages | $9,739,000 | 1,993 |
| Issued or guaranteed by U.S. | $9,739,000 | 1,955 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $9,795,000 | 1,186 |
| CMOs issued by government agencies or sponsored agencies | $9,795,000 | 1,149 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $12,081,000 | 614 |
| Commercial mortgage pass-through securities | $2,965,000 | 777 |
| Other commercial mortgage-backed securities | $9,116,000 | 440 |
| Held to maturity securities (book value) | $10,613,000 | 768 |
| Available-for-sale securities (fair market value) | $47,070,000 | 2,063 |
| Total debt securities | $57,644,000 | 1,878 |
| 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 | $60,598,000 | 1,861 |
| U.S. Government securities | $40,508,000 | 1,755 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $40,508,000 | 1,652 |
| Securities issued by states & political subdivisions | $19,034,000 | 1,664 |
| Other domestic debt securities | $1,020,000 | 1,497 |
| 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 | $1,020,000 | 1,137 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $36,000 | 347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,450,000 | 2,096 |
| Mortgage-backed securities | $31,197,000 | 1,457 |
| Certificates of participation in pools of residential mortgages | $10,764,000 | 1,907 |
| Issued or guaranteed by U.S. | $10,764,000 | 1,865 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $10,238,000 | 1,152 |
| CMOs issued by government agencies or sponsored agencies | $10,238,000 | 1,112 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $10,195,000 | 630 |
| Commercial mortgage pass-through securities | $3,085,000 | 746 |
| Other commercial mortgage-backed securities | $7,110,000 | 446 |
| Held to maturity securities (book value) | $10,616,000 | 787 |
| Available-for-sale securities (fair market value) | $49,982,000 | 2,000 |
| Total debt securities | $60,561,000 | 1,847 |
| 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 | $46,563,000 | 2,317 |
| U.S. Government securities | $37,702,000 | 1,853 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $37,702,000 | 1,746 |
| Securities issued by states & political subdivisions | $7,820,000 | 2,760 |
| Other domestic debt securities | $1,041,000 | 1,475 |
| 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 | $1,041,000 | 1,129 |
| 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 | $13,135,000 | 2,452 |
| Mortgage-backed securities | $28,190,000 | 1,560 |
| Certificates of participation in pools of residential mortgages | $10,683,000 | 1,933 |
| Issued or guaranteed by U.S. | $10,683,000 | 1,907 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $8,644,000 | 1,251 |
| CMOs issued by government agencies or sponsored agencies | $8,644,000 | 1,211 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $8,863,000 | 668 |
| Commercial mortgage pass-through securities | $2,830,000 | 769 |
| Other commercial mortgage-backed securities | $6,033,000 | 471 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $46,563,000 | 2,127 |
| Total debt securities | $46,564,000 | 2,302 |
| 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 | $35,991,000 | 2,730 |
| U.S. Government securities | $33,304,000 | 2,034 |
| U.S. Treasury securities | $999,000 | 1,148 |
| U.S. Government agency obligations | $32,305,000 | 1,953 |
| Securities issued by states & political subdivisions | $2,687,000 | 3,660 |
| 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 | $15,639,000 | 2,248 |
| Mortgage-backed securities | $26,362,000 | 1,631 |
| Certificates of participation in pools of residential mortgages | $11,242,000 | 1,908 |
| Issued or guaranteed by U.S. | $11,242,000 | 1,896 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $7,175,000 | 1,344 |
| CMOs issued by government agencies or sponsored agencies | $7,175,000 | 1,297 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $7,945,000 | 690 |
| Commercial mortgage pass-through securities | $2,996,000 | 737 |
| Other commercial mortgage-backed securities | $4,949,000 | 498 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $35,991,000 | 2,529 |
| Total debt securities | $35,992,000 | 2,715 |
| 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 | $17,684,000 | 3,790 |
| U.S. Government securities | $15,787,000 | 3,045 |
| U.S. Treasury securities | $3,989,000 | 699 |
| U.S. Government agency obligations | $11,798,000 | 3,287 |
| Securities issued by states & political subdivisions | $1,197,000 | 4,107 |
| Other domestic debt securities | $700,000 | 1,780 |
| Privately issued residential mortgage-backed securities | $700,000 | 549 |
| 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 | $13,854,000 | 2,424 |
| Mortgage-backed securities | $9,598,000 | 2,689 |
| Certificates of participation in pools of residential mortgages | $4,468,000 | 2,814 |
| Issued or guaranteed by U.S. | $3,768,000 | 2,810 |
| Privately issued | $700,000 | 295 |
| Collaterized mortgage obligations | $5,000 | 2,999 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 2,919 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $5,125,000 | 833 |
| Commercial mortgage pass-through securities | $2,110,000 | 812 |
| Other commercial mortgage-backed securities | $3,015,000 | 576 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $17,684,000 | 3,514 |
| Total debt securities | $17,685,000 | 3,769 |
| 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 | $31,271,000 | 3,026 |
| U.S. Government securities | $17,411,000 | 2,976 |
| U.S. Treasury securities | $3,979,000 | 684 |
| U.S. Government agency obligations | $13,432,000 | 3,180 |
| Securities issued by states & political subdivisions | $1,387,000 | 4,089 |
| Other domestic debt securities | $253,000 | 1,840 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $253,000 | 177 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $12,220,000 | 62 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,149,000 | 2,352 |
| Mortgage-backed securities | $8,026,000 | 2,852 |
| Certificates of participation in pools of residential mortgages | $4,801,000 | 2,807 |
| Issued or guaranteed by U.S. | $4,801,000 | 2,803 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $12,000 | 2,984 |
| CMOs issued by government agencies or sponsored agencies | $12,000 | 2,904 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $3,213,000 | 860 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $3,213,000 | 555 |
| Held to maturity securities (book value) | $11,232,000 | 846 |
| Available-for-sale securities (fair market value) | $20,039,000 | 3,382 |
| Total debt securities | $19,050,000 | 3,713 |
| 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 | $34,835,000 | 2,878 |
| U.S. Government securities | $20,856,000 | 2,732 |
| U.S. Treasury securities | $6,980,000 | 477 |
| U.S. Government agency obligations | $13,876,000 | 3,183 |
| Securities issued by states & political subdivisions | $1,389,000 | 4,166 |
| Other domestic debt securities | $255,000 | 1,838 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $255,000 | 186 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $12,335,000 | 121 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,222,000 | 2,207 |
| Mortgage-backed securities | $8,344,000 | 2,865 |
| Certificates of participation in pools of residential mortgages | $5,101,000 | 2,775 |
| Issued or guaranteed by U.S. | $5,101,000 | 2,771 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $22,000 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $22,000 | 2,889 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $3,221,000 | 845 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $3,221,000 | 536 |
| Held to maturity securities (book value) | $11,581,000 | 848 |
| Available-for-sale securities (fair market value) | $23,254,000 | 3,244 |
| Total debt securities | $22,500,000 | 3,542 |
| 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 | $35,982,000 | 2,853 |
| U.S. Government securities | $21,471,000 | 2,718 |
| U.S. Treasury securities | $6,998,000 | 467 |
| U.S. Government agency obligations | $14,473,000 | 3,153 |
| Securities issued by states & political subdivisions | $1,639,000 | 4,131 |
| Other domestic debt securities | $487,000 | 1,763 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $487,000 | 185 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $12,385,000 | 122 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,537,000 | 2,291 |
| Mortgage-backed securities | $8,724,000 | 2,844 |
| Certificates of participation in pools of residential mortgages | $5,461,000 | 2,764 |
| Issued or guaranteed by U.S. | $5,461,000 | 2,762 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $34,000 | 2,980 |
| CMOs issued by government agencies or sponsored agencies | $34,000 | 2,901 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $3,229,000 | 834 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $3,229,000 | 512 |
| Held to maturity securities (book value) | $14,834,000 | 796 |
| Available-for-sale securities (fair market value) | $21,148,000 | 3,406 |
| Total debt securities | $23,599,000 | 3,506 |
| 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 | $45,379,000 | 2,522 |
| U.S. Government securities | $30,839,000 | 2,249 |
| U.S. Treasury securities | $16,009,000 | 295 |
| U.S. Government agency obligations | $14,830,000 | 3,179 |
| Securities issued by states & political subdivisions | $1,638,000 | 4,157 |
| Other domestic debt securities | $491,000 | 1,790 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $491,000 | 188 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $12,411,000 | 121 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,068,000 | 1,592 |
| Mortgage-backed securities | $9,023,000 | 2,845 |
| Certificates of participation in pools of residential mortgages | $5,740,000 | 2,760 |
| Issued or guaranteed by U.S. | $5,740,000 | 2,758 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $47,000 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $47,000 | 2,906 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $3,236,000 | 818 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $3,236,000 | 501 |
| Held to maturity securities (book value) | $15,119,000 | 801 |
| Available-for-sale securities (fair market value) | $30,260,000 | 2,931 |
| Total debt securities | $32,968,000 | 3,033 |
| 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 | $45,019,000 | 2,569 |
| U.S. Government securities | $30,479,000 | 2,295 |
| U.S. Treasury securities | $14,995,000 | 312 |
| U.S. Government agency obligations | $15,484,000 | 3,166 |
| Securities issued by states & political subdivisions | $1,636,000 | 4,207 |
| Other domestic debt securities | $493,000 | 1,855 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $493,000 | 187 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $12,411,000 | 124 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,037,000 | 1,688 |
| Mortgage-backed securities | $9,318,000 | 2,858 |
| Certificates of participation in pools of residential mortgages | $6,011,000 | 2,763 |
| Issued or guaranteed by U.S. | $6,011,000 | 2,760 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $62,000 | 3,022 |
| CMOs issued by government agencies or sponsored agencies | $62,000 | 2,936 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $3,245,000 | 799 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $3,245,000 | 489 |
| Held to maturity securities (book value) | $15,724,000 | 805 |
| Available-for-sale securities (fair market value) | $29,295,000 | 2,996 |
| Total debt securities | $32,608,000 | 3,078 |
| 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 | $55,405,000 | 2,211 |
| U.S. Government securities | $40,884,000 | 1,846 |
| U.S. Treasury securities | $25,004,000 | 228 |
| U.S. Government agency obligations | $15,880,000 | 3,104 |
| Securities issued by states & political subdivisions | $1,635,000 | 4,248 |
| Other domestic debt securities | $503,000 | 1,826 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $503,000 | 189 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $12,383,000 | 123 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,305,000 | 1,358 |
| Mortgage-backed securities | $9,647,000 | 2,814 |
| Certificates of participation in pools of residential mortgages | $6,316,000 | 2,736 |
| Issued or guaranteed by U.S. | $6,316,000 | 2,732 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $78,000 | 3,017 |
| CMOs issued by government agencies or sponsored agencies | $78,000 | 2,919 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $3,253,000 | 772 |
| Commercial mortgage pass-through securities | $3,253,000 | 491 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $20,058,000 | 708 |
| Available-for-sale securities (fair market value) | $35,347,000 | 2,702 |
| Total debt securities | $42,758,000 | 2,610 |
| 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 | $52,090,000 | 2,286 |
| U.S. Government securities | $37,453,000 | 1,962 |
| U.S. Treasury securities | $21,010,000 | 234 |
| U.S. Government agency obligations | $16,443,000 | 3,061 |
| Securities issued by states & political subdivisions | $1,634,000 | 4,263 |
| Other domestic debt securities | $514,000 | 1,823 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $514,000 | 191 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $12,489,000 | 122 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,822,000 | 1,361 |
| Mortgage-backed securities | $10,042,000 | 2,788 |
| Certificates of participation in pools of residential mortgages | $6,686,000 | 2,695 |
| Issued or guaranteed by U.S. | $6,686,000 | 2,694 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $95,000 | 3,037 |
| CMOs issued by government agencies or sponsored agencies | $95,000 | 2,942 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $3,261,000 | 729 |
| Commercial mortgage pass-through securities | $3,261,000 | 452 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $22,904,000 | 669 |
| Available-for-sale securities (fair market value) | $29,186,000 | 2,981 |
| Total debt securities | $39,289,000 | 2,751 |
| 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 | $51,806,000 | 2,345 |
| U.S. Government securities | $37,146,000 | 2,027 |
| U.S. Treasury securities | $11,014,000 | 334 |
| U.S. Government agency obligations | $26,132,000 | 2,464 |
| Securities issued by states & political subdivisions | $1,632,000 | 4,289 |
| Other domestic debt securities | $553,000 | 1,813 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $553,000 | 195 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $12,475,000 | 127 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,305,000 | 1,397 |
| Mortgage-backed securities | $7,113,000 | 3,170 |
| Certificates of participation in pools of residential mortgages | $4,833,000 | 3,066 |
| Issued or guaranteed by U.S. | $4,833,000 | 3,063 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $115,000 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $115,000 | 2,946 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $2,165,000 | 790 |
| Commercial mortgage pass-through securities | $2,165,000 | 484 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $28,040,000 | 613 |
| Available-for-sale securities (fair market value) | $23,766,000 | 3,373 |
| Total debt securities | $39,019,000 | 2,789 |
| 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 | $49,311,000 | 2,471 |
| U.S. Government securities | $36,006,000 | 2,137 |
| U.S. Treasury securities | $5,012,000 | 543 |
| U.S. Government agency obligations | $30,994,000 | 2,282 |
| Securities issued by states & political subdivisions | $380,000 | 4,836 |
| Other domestic debt securities | $556,000 | 1,833 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $556,000 | 194 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $12,369,000 | 128 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,079,000 | 1,440 |
| Mortgage-backed securities | $3,607,000 | 3,755 |
| Certificates of participation in pools of residential mortgages | $3,471,000 | 3,364 |
| Issued or guaranteed by U.S. | $3,471,000 | 3,363 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $136,000 | 3,054 |
| CMOs issued by government agencies or sponsored agencies | $136,000 | 2,960 |
| 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) | $15,517,000 | 866 |
| Available-for-sale securities (fair market value) | $33,794,000 | 2,844 |
| Total debt securities | $36,906,000 | 2,945 |
| 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 | $48,392,000 | 2,515 |
| U.S. Government securities | $35,221,000 | 2,202 |
| U.S. Treasury securities | $4,001,000 | 643 |
| U.S. Government agency obligations | $31,220,000 | 2,295 |
| Securities issued by states & political subdivisions | $377,000 | 4,873 |
| Other domestic debt securities | $560,000 | 1,815 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $560,000 | 195 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $12,234,000 | 130 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,599,000 | 1,444 |
| Mortgage-backed securities | $3,880,000 | 3,714 |
| Certificates of participation in pools of residential mortgages | $3,721,000 | 3,322 |
| Issued or guaranteed by U.S. | $3,721,000 | 3,319 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $159,000 | 3,070 |
| CMOs issued by government agencies or sponsored agencies | $159,000 | 2,982 |
| 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) | $15,507,000 | 873 |
| Available-for-sale securities (fair market value) | $32,885,000 | 2,919 |
| Total debt securities | $36,159,000 | 3,008 |
| 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 | $48,962,000 | 2,528 |
| U.S. Government securities | $35,752,000 | 2,218 |
| U.S. Treasury securities | $4,002,000 | 617 |
| U.S. Government agency obligations | $31,750,000 | 2,309 |
| Securities issued by states & political subdivisions | $374,000 | 4,929 |
| Other domestic debt securities | $513,000 | 1,866 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $513,000 | 195 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $12,323,000 | 130 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,127,000 | 1,433 |
| Mortgage-backed securities | $4,163,000 | 3,704 |
| Certificates of participation in pools of residential mortgages | $3,981,000 | 3,302 |
| Issued or guaranteed by U.S. | $3,981,000 | 3,298 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $182,000 | 3,105 |
| CMOs issued by government agencies or sponsored agencies | $182,000 | 3,014 |
| 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) | $15,699,000 | 874 |
| Available-for-sale securities (fair market value) | $33,263,000 | 2,943 |
| Total debt securities | $36,642,000 | 3,012 |
| 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 | $48,766,000 | 2,585 |
| U.S. Government securities | $35,644,000 | 2,292 |
| U.S. Treasury securities | $4,003,000 | 627 |
| U.S. Government agency obligations | $31,641,000 | 2,381 |
| Securities issued by states & political subdivisions | $370,000 | 4,970 |
| Other domestic debt securities | $480,000 | 1,964 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $480,000 | 202 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $12,272,000 | 126 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,015,000 | 1,451 |
| Mortgage-backed securities | $4,495,000 | 3,720 |
| Certificates of participation in pools of residential mortgages | $4,287,000 | 3,318 |
| Issued or guaranteed by U.S. | $4,287,000 | 3,316 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $208,000 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $208,000 | 3,036 |
| 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) | $15,857,000 | 875 |
| Available-for-sale securities (fair market value) | $32,909,000 | 3,022 |
| Total debt securities | $36,459,000 | 3,075 |
| 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 | $50,040,000 | 2,552 |
| U.S. Government securities | $36,684,000 | 2,283 |
| U.S. Treasury securities | $4,004,000 | 618 |
| U.S. Government agency obligations | $32,680,000 | 2,392 |
| Securities issued by states & political subdivisions | $533,000 | 4,882 |
| Other domestic debt securities | $516,000 | 1,929 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $516,000 | 189 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $12,307,000 | 131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,218,000 | 1,435 |
| Mortgage-backed securities | $4,947,000 | 3,711 |
| Certificates of participation in pools of residential mortgages | $4,640,000 | 3,302 |
| Issued or guaranteed by U.S. | $4,640,000 | 3,300 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $307,000 | 3,092 |
| CMOs issued by government agencies or sponsored agencies | $307,000 | 2,993 |
| 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) | $16,386,000 | 850 |
| Available-for-sale securities (fair market value) | $33,654,000 | 3,028 |
| Total debt securities | $37,733,000 | 3,058 |
| 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 | $53,350,000 | 2,467 |
| U.S. Government securities | $39,845,000 | 2,184 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $39,845,000 | 2,098 |
| Securities issued by states & political subdivisions | $785,000 | 4,843 |
| Other domestic debt securities | $517,000 | 1,949 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $517,000 | 193 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $12,203,000 | 129 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,523,000 | 1,407 |
| Mortgage-backed securities | $5,446,000 | 3,689 |
| Certificates of participation in pools of residential mortgages | $4,915,000 | 3,300 |
| Issued or guaranteed by U.S. | $4,915,000 | 3,296 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $531,000 | 3,015 |
| CMOs issued by government agencies or sponsored agencies | $531,000 | 2,920 |
| 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) | $17,108,000 | 845 |
| Available-for-sale securities (fair market value) | $36,242,000 | 2,926 |
| Total debt securities | $41,146,000 | 2,907 |
| Structured notes | ||
| Amortized cost | $70,000 | 2,164 |
| Fair value | $70,000 | 2,168 |
| 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 | $55,922,000 | 2,437 |
| U.S. Government securities | $42,494,000 | 2,148 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $42,494,000 | 2,056 |
| Securities issued by states & political subdivisions | $784,000 | 4,896 |
| Other domestic debt securities | $522,000 | 2,002 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $522,000 | 200 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $12,122,000 | 132 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,731,000 | 1,421 |
| Mortgage-backed securities | $5,889,000 | 3,693 |
| Certificates of participation in pools of residential mortgages | $5,188,000 | 3,327 |
| Issued or guaranteed by U.S. | $5,188,000 | 3,325 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $701,000 | 2,972 |
| CMOs issued by government agencies or sponsored agencies | $701,000 | 2,866 |
| 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) | $17,448,000 | 838 |
| Available-for-sale securities (fair market value) | $38,474,000 | 2,875 |
| Total debt securities | $43,801,000 | 2,856 |
| Structured notes | ||
| Amortized cost | $74,000 | 2,264 |
| Fair value | $75,000 | 2,267 |
| 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 | $56,625,000 | 2,424 |
| U.S. Government securities | $43,224,000 | 2,124 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $43,224,000 | 2,052 |
| Securities issued by states & political subdivisions | $781,000 | 4,950 |
| Other domestic debt securities | $519,000 | 2,054 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $519,000 | 202 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $12,101,000 | 136 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,038,000 | 1,437 |
| Mortgage-backed securities | $6,372,000 | 3,680 |
| Certificates of participation in pools of residential mortgages | $5,587,000 | 3,308 |
| Issued or guaranteed by U.S. | $5,587,000 | 3,307 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $785,000 | 2,964 |
| CMOs issued by government agencies or sponsored agencies | $785,000 | 2,869 |
| 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) | $17,772,000 | 840 |
| Available-for-sale securities (fair market value) | $38,853,000 | 2,894 |
| Total debt securities | $44,524,000 | 2,870 |
| Structured notes | ||
| Amortized cost | $80,000 | 2,326 |
| Fair value | $82,000 | 2,328 |
| 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 | $56,949,000 | 2,424 |
| U.S. Government securities | $43,674,000 | 2,125 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $43,674,000 | 2,058 |
| Securities issued by states & political subdivisions | $775,000 | 4,995 |
| Other domestic debt securities | $517,000 | 2,108 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $517,000 | 208 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $11,983,000 | 142 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,886,000 | 1,513 |
| Mortgage-backed securities | $6,746,000 | 3,644 |
| Certificates of participation in pools of residential mortgages | $5,881,000 | 3,286 |
| Issued or guaranteed by U.S. | $5,881,000 | 3,284 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $865,000 | 2,952 |
| CMOs issued by government agencies or sponsored agencies | $865,000 | 2,855 |
| 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) | $18,055,000 | 826 |
| Available-for-sale securities (fair market value) | $38,894,000 | 2,904 |
| Total debt securities | $44,966,000 | 2,867 |
| Structured notes | ||
| Amortized cost | $85,000 | 2,378 |
| Fair value | $88,000 | 2,378 |
| 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 | $56,854,000 | 2,410 |
| U.S. Government securities | $43,870,000 | 2,097 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $43,870,000 | 2,034 |
| Securities issued by states & political subdivisions | $622,000 | 5,113 |
| Other domestic debt securities | $501,000 | 2,195 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $501,000 | 222 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $11,861,000 | 142 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,883,000 | 1,551 |
| Mortgage-backed securities | $7,073,000 | 3,596 |
| Certificates of participation in pools of residential mortgages | $6,135,000 | 3,244 |
| Issued or guaranteed by U.S. | $6,135,000 | 3,240 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $938,000 | 2,901 |
| CMOs issued by government agencies or sponsored agencies | $938,000 | 2,796 |
| 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) | $18,279,000 | 810 |
| Available-for-sale securities (fair market value) | $38,575,000 | 2,918 |
| Total debt securities | $44,992,000 | 2,867 |
| Structured notes | ||
| Amortized cost | $91,000 | 2,367 |
| Fair value | $95,000 | 2,363 |
| 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 | $58,155,000 | 2,382 |
| U.S. Government securities | $45,129,000 | 2,069 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $45,129,000 | 2,010 |
| Securities issued by states & political subdivisions | $870,000 | 4,998 |
| Other domestic debt securities | $291,000 | 2,431 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $291,000 | 267 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $11,865,000 | 143 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,904,000 | 1,509 |
| Mortgage-backed securities | $7,527,000 | 3,559 |
| Certificates of participation in pools of residential mortgages | $6,500,000 | 3,195 |
| Issued or guaranteed by U.S. | $6,500,000 | 3,191 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,027,000 | 2,897 |
| CMOs issued by government agencies or sponsored agencies | $1,027,000 | 2,788 |
| 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) | $18,799,000 | 782 |
| Available-for-sale securities (fair market value) | $39,356,000 | 2,912 |
| Total debt securities | $46,290,000 | 2,836 |
| Structured notes | ||
| Amortized cost | $101,000 | 2,354 |
| Fair value | $106,000 | 2,350 |
| 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 | $60,307,000 | 2,310 |
| U.S. Government securities | $47,300,000 | 1,961 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $47,300,000 | 1,906 |
| Securities issued by states & political subdivisions | $868,000 | 5,000 |
| Other domestic debt securities | $292,000 | 2,499 |
| 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 | $292,000 | 265 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $11,847,000 | 140 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,010,000 | 1,520 |
| Mortgage-backed securities | $8,399,000 | 3,437 |
| Certificates of participation in pools of residential mortgages | $7,249,000 | 3,047 |
| Issued or guaranteed by U.S. | $7,249,000 | 3,044 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,150,000 | 2,876 |
| CMOs issued by government agencies or sponsored agencies | $1,150,000 | 2,760 |
| 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) | $19,392,000 | 715 |
| Available-for-sale securities (fair market value) | $40,915,000 | 2,825 |
| Total debt securities | $48,459,000 | 2,718 |
| Structured notes | ||
| Amortized cost | $114,000 | 2,335 |
| Fair value | $120,000 | 2,332 |
| 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 | $44,638,000 | 2,925 |
| U.S. Government securities | $43,478,000 | 2,135 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $43,478,000 | 2,074 |
| Securities issued by states & political subdivisions | $866,000 | 5,024 |
| Other domestic debt securities | $294,000 | 2,495 |
| 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 | $294,000 | 263 |
| 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 | $33,543,000 | 1,560 |
| Mortgage-backed securities | $9,422,000 | 3,340 |
| Certificates of participation in pools of residential mortgages | $8,124,000 | 2,944 |
| Issued or guaranteed by U.S. | $8,124,000 | 2,943 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,298,000 | 2,868 |
| CMOs issued by government agencies or sponsored agencies | $1,298,000 | 2,751 |
| 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) | $21,609,000 | 629 |
| Available-for-sale securities (fair market value) | $23,029,000 | 3,914 |
| Total debt securities | $44,639,000 | 2,898 |
| Structured notes | ||
| Amortized cost | $132,000 | 2,380 |
| Fair value | $139,000 | 2,373 |
| 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 | $60,595,000 | 2,281 |
| U.S. Government securities | $59,014,000 | 1,640 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $59,014,000 | 1,587 |
| Securities issued by states & political subdivisions | $1,285,000 | 4,845 |
| Other domestic debt securities | $296,000 | 2,483 |
| 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 | $296,000 | 264 |
| 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 | $33,064,000 | 1,556 |
| Mortgage-backed securities | $10,446,000 | 3,245 |
| Certificates of participation in pools of residential mortgages | $8,966,000 | 2,809 |
| Issued or guaranteed by U.S. | $8,966,000 | 2,807 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,480,000 | 2,842 |
| CMOs issued by government agencies or sponsored agencies | $1,480,000 | 2,728 |
| 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) | $39,738,000 | 407 |
| Available-for-sale securities (fair market value) | $20,857,000 | 4,056 |
| Total debt securities | $60,594,000 | 2,257 |
| Structured notes | ||
| Amortized cost | $2,145,000 | 1,201 |
| Fair value | $2,164,000 | 1,202 |
| 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 | $51,468,000 | 2,602 |
| U.S. Government securities | $49,386,000 | 1,913 |
| U.S. Treasury securities | $1,000,000 | 825 |
| U.S. Government agency obligations | $48,386,000 | 1,915 |
| Securities issued by states & political subdivisions | $1,794,000 | 4,642 |
| Other domestic debt securities | $288,000 | 2,573 |
| 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 | $288,000 | 267 |
| 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 | $31,685,000 | 1,614 |
| Mortgage-backed securities | $11,534,000 | 3,271 |
| Certificates of participation in pools of residential mortgages | $9,847,000 | 2,804 |
| Issued or guaranteed by U.S. | $9,847,000 | 2,802 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,687,000 | 2,860 |
| CMOs issued by government agencies or sponsored agencies | $1,687,000 | 2,739 |
| 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) | $44,655,000 | 376 |
| Available-for-sale securities (fair market value) | $6,813,000 | 5,646 |
| Total debt securities | $51,468,000 | 2,577 |
| Structured notes | ||
| Amortized cost | $2,160,000 | 1,272 |
| Fair value | $2,185,000 | 1,274 |
| 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 | $52,978,000 | 2,558 |
| U.S. Government securities | $50,871,000 | 1,888 |
| U.S. Treasury securities | $1,001,000 | 804 |
| U.S. Government agency obligations | $49,870,000 | 1,869 |
| Securities issued by states & political subdivisions | $1,790,000 | 4,629 |
| Other domestic debt securities | $317,000 | 2,532 |
| 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 | $317,000 | 254 |
| 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 | $26,396,000 | 1,865 |
| Mortgage-backed securities | $12,649,000 | 3,179 |
| Certificates of participation in pools of residential mortgages | $10,748,000 | 2,732 |
| Issued or guaranteed by U.S. | $10,748,000 | 2,732 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,901,000 | 2,797 |
| CMOs issued by government agencies or sponsored agencies | $1,901,000 | 2,673 |
| 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) | $42,789,000 | 389 |
| Available-for-sale securities (fair market value) | $10,189,000 | 5,276 |
| Total debt securities | $52,978,000 | 2,535 |
| Structured notes | ||
| Amortized cost | $5,171,000 | 865 |
| Fair value | $5,186,000 | 861 |
| 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 | $48,047,000 | 2,753 |
| U.S. Government securities | $45,488,000 | 2,109 |
| U.S. Treasury securities | $1,001,000 | 862 |
| U.S. Government agency obligations | $44,487,000 | 2,089 |
| Securities issued by states & political subdivisions | $2,251,000 | 4,409 |
| Other domestic debt securities | $308,000 | 2,517 |
| 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 | $308,000 | 253 |
| 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 | $21,467,000 | 2,171 |
| Mortgage-backed securities | $15,536,000 | 2,911 |
| Certificates of participation in pools of residential mortgages | $12,452,000 | 2,543 |
| Issued or guaranteed by U.S. | $12,452,000 | 2,537 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,084,000 | 2,509 |
| CMOs issued by government agencies or sponsored agencies | $3,084,000 | 2,394 |
| 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) | $32,662,000 | 486 |
| Available-for-sale securities (fair market value) | $15,385,000 | 4,677 |
| Total debt securities | $48,048,000 | 2,732 |
| Structured notes | ||
| Amortized cost | $7,186,000 | 792 |
| Fair value | $7,155,000 | 789 |
| 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 | $27,851,000 | 3,854 |
| U.S. Government securities | $25,225,000 | 3,156 |
| U.S. Treasury securities | $1,002,000 | 811 |
| U.S. Government agency obligations | $24,223,000 | 3,168 |
| Securities issued by states & political subdivisions | $2,318,000 | 4,360 |
| Other domestic debt securities | $308,000 | 2,512 |
| 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 | $308,000 | 236 |
| 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 | $21,871,000 | 2,028 |
| Mortgage-backed securities | $13,156,000 | 3,046 |
| Certificates of participation in pools of residential mortgages | $9,837,000 | 2,763 |
| Issued or guaranteed by U.S. | $9,837,000 | 2,763 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $3,319,000 | 2,425 |
| CMOs issued by government agencies or sponsored agencies | $3,319,000 | 2,241 |
| 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) | $10,011,000 | 1,005 |
| Available-for-sale securities (fair market value) | $17,840,000 | 4,386 |
| Total debt securities | $27,848,000 | 3,829 |
| Structured notes | ||
| Amortized cost | $2,213,000 | 1,614 |
| Fair value | $2,229,000 | 1,609 |
| 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 | $31,470,000 | 3,505 |
| U.S. Government securities | $28,826,000 | 2,822 |
| U.S. Treasury securities | $6,069,000 | 361 |
| U.S. Government agency obligations | $22,757,000 | 3,217 |
| Securities issued by states & political subdivisions | $2,334,000 | 4,320 |
| Other domestic debt securities | $310,000 | 2,502 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $310,000 | 241 |
| 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 | $21,824,000 | 1,996 |
| Mortgage-backed securities | $14,138,000 | 2,892 |
| Certificates of participation in pools of residential mortgages | $10,479,000 | 2,598 |
| Issued or guaranteed by U.S. | $10,479,000 | 2,593 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $3,659,000 | 2,323 |
| CMOs issued by government agencies or sponsored agencies | $3,659,000 | 2,137 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $10,450,000 | 989 |
| Available-for-sale securities (fair market value) | $21,020,000 | 4,045 |
| Total debt securities | $31,469,000 | 3,469 |
| Structured notes | ||
| Amortized cost | $1,732,000 | 1,938 |
| Fair value | $1,750,000 | 1,935 |
| 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 | $30,503,000 | 3,596 |
| U.S. Government securities | $27,844,000 | 2,955 |
| U.S. Treasury securities | $8,057,000 | 362 |
| U.S. Government agency obligations | $19,787,000 | 3,588 |
| Securities issued by states & political subdivisions | $2,351,000 | 4,302 |
| Other domestic debt securities | $308,000 | 2,457 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $308,000 | 257 |
| 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 | $20,630,000 | 2,117 |
| Mortgage-backed securities | $13,618,000 | 2,906 |
| Certificates of participation in pools of residential mortgages | $10,900,000 | 2,508 |
| Issued or guaranteed by U.S. | $10,900,000 | 2,500 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,718,000 | 2,532 |
| CMOs issued by government agencies or sponsored agencies | $2,718,000 | 2,309 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $12,796,000 | 897 |
| Available-for-sale securities (fair market value) | $17,707,000 | 4,407 |
| Total debt securities | $30,503,000 | 3,571 |
| Structured notes | ||
| Amortized cost | $1,549,000 | 2,170 |
| Fair value | $1,565,000 | 2,166 |
| 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 | $58,061,000 | 2,224 |
| U.S. Government securities | $55,028,000 | 1,718 |
| U.S. Treasury securities | $38,605,000 | 131 |
| U.S. Government agency obligations | $16,423,000 | 3,933 |
| Securities issued by states & political subdivisions | $2,727,000 | 4,126 |
| Other domestic debt securities | $306,000 | 2,504 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $306,000 | 248 |
| 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 | $16,321,000 | 2,457 |
| Mortgage-backed securities | $10,861,000 | 3,137 |
| Certificates of participation in pools of residential mortgages | $9,170,000 | 2,692 |
| Issued or guaranteed by U.S. | $9,170,000 | 2,687 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,691,000 | 2,778 |
| CMOs issued by government agencies or sponsored agencies | $1,691,000 | 2,529 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $15,080,000 | 824 |
| Available-for-sale securities (fair market value) | $42,981,000 | 2,568 |
| Total debt securities | $58,060,000 | 2,197 |
| Structured notes | ||
| Amortized cost | $1,265,000 | 2,385 |
| Fair value | $1,283,000 | 2,376 |
| 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 | $49,507,000 | 2,435 |
| U.S. Government securities | $45,922,000 | 1,903 |
| U.S. Treasury securities | $31,544,000 | 155 |
| U.S. Government agency obligations | $14,378,000 | 4,029 |
| Securities issued by states & political subdivisions | $3,281,000 | 3,928 |
| Other domestic debt securities | $304,000 | 2,659 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $304,000 | 249 |
| 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 | $21,265,000 | 2,043 |
| Mortgage-backed securities | $9,892,000 | 3,171 |
| Certificates of participation in pools of residential mortgages | $8,117,000 | 2,740 |
| Issued or guaranteed by U.S. | $8,117,000 | 2,732 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,775,000 | 2,704 |
| CMOs issued by government agencies or sponsored agencies | $1,775,000 | 2,451 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $18,165,000 | 722 |
| Available-for-sale securities (fair market value) | $31,342,000 | 3,124 |
| Total debt securities | $49,507,000 | 2,408 |
| Structured notes | ||
| Amortized cost | $1,296,000 | 2,232 |
| Fair value | $1,316,000 | 2,218 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $24,100,000 | 3,954 |
| U.S. Government securities | $20,139,000 | 3,410 |
| U.S. Treasury securities | $4,014,000 | 517 |
| U.S. Government agency obligations | $16,125,000 | 3,780 |
| Securities issued by states & political subdivisions | $3,520,000 | 3,779 |
| Other domestic debt securities | $441,000 | 2,647 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $441,000 | 259 |
| 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 | $10,825,000 | 3,084 |
| Mortgage-backed securities | $8,393,000 | 3,372 |
| Certificates of participation in pools of residential mortgages | $6,526,000 | 2,970 |
| Issued or guaranteed by U.S. | $6,526,000 | 2,960 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,867,000 | 2,645 |
| CMOs issued by government agencies or sponsored agencies | $1,867,000 | 2,391 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $24,083,000 | 592 |
| Available-for-sale securities (fair market value) | $17,000 | 7,030 |
| Total debt securities | $24,099,000 | 3,913 |
| Structured notes | ||
| Amortized cost | $3,339,000 | 1,472 |
| Fair value | $3,365,000 | 1,471 |
| 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 | $20,981,000 | 4,276 |
| U.S. Government securities | $16,850,000 | 3,839 |
| U.S. Treasury securities | $4,013,000 | 510 |
| U.S. Government agency obligations | $12,837,000 | 4,319 |
| Securities issued by states & political subdivisions | $3,694,000 | 3,660 |
| Other domestic debt securities | $437,000 | 2,640 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $437,000 | 262 |
| 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 | $10,839,000 | 3,106 |
| Mortgage-backed securities | $4,660,000 | 4,087 |
| Certificates of participation in pools of residential mortgages | $3,852,000 | 3,666 |
| Issued or guaranteed by U.S. | $3,852,000 | 3,658 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $808,000 | 3,014 |
| CMOs issued by government agencies or sponsored agencies | $808,000 | 2,705 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $20,965,000 | 681 |
| Available-for-sale securities (fair market value) | $16,000 | 7,090 |
| Total debt securities | $20,983,000 | 4,239 |
| Structured notes | ||
| Amortized cost | $3,370,000 | 1,547 |
| Fair value | $3,402,000 | 1,549 |
| 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 | $18,729,000 | 4,582 |
| U.S. Government securities | $13,992,000 | 4,297 |
| U.S. Treasury securities | $4,023,000 | 501 |
| U.S. Government agency obligations | $9,969,000 | 4,925 |
| Securities issued by states & political subdivisions | $4,213,000 | 3,498 |
| Other domestic debt securities | $524,000 | 2,565 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $524,000 | 258 |
| 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 | $10,756,000 | 3,193 |
| Mortgage-backed securities | $3,922,000 | 4,360 |
| Certificates of participation in pools of residential mortgages | $3,091,000 | 4,019 |
| Issued or guaranteed by U.S. | $3,091,000 | 4,011 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $831,000 | 2,976 |
| CMOs issued by government agencies or sponsored agencies | $831,000 | 2,650 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $18,712,000 | 742 |
| Available-for-sale securities (fair market value) | $17,000 | 7,185 |
| Total debt securities | $18,729,000 | 4,538 |
| Structured notes | ||
| Amortized cost | $393,000 | 2,861 |
| Fair value | $415,000 | 2,841 |
| 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 | $19,313,000 | 4,477 |
| U.S. Government securities | $14,430,000 | 4,203 |
| U.S. Treasury securities | $4,040,000 | 453 |
| U.S. Government agency obligations | $10,390,000 | 4,805 |
| Securities issued by states & political subdivisions | $4,361,000 | 3,460 |
| Other domestic debt securities | $522,000 | 2,623 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $522,000 | 264 |
| 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 | $12,868,000 | 2,932 |
| Mortgage-backed securities | $4,307,000 | 4,321 |
| Certificates of participation in pools of residential mortgages | $3,454,000 | 3,988 |
| Issued or guaranteed by U.S. | $3,454,000 | 3,980 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $853,000 | 2,965 |
| CMOs issued by government agencies or sponsored agencies | $853,000 | 2,625 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $19,296,000 | 744 |
| Available-for-sale securities (fair market value) | $17,000 | 7,240 |
| Total debt securities | $19,311,000 | 4,441 |
| Structured notes | ||
| Amortized cost | $421,000 | 2,576 |
| Fair value | $443,000 | 2,572 |
| 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 | $18,780,000 | 4,572 |
| U.S. Government securities | $13,745,000 | 4,322 |
| U.S. Treasury securities | $3,519,000 | 438 |
| U.S. Government agency obligations | $10,226,000 | 4,874 |
| Securities issued by states & political subdivisions | $4,516,000 | 3,402 |
| Other domestic debt securities | $519,000 | 2,729 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $519,000 | 282 |
| 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 | $10,950,000 | 3,202 |
| Mortgage-backed securities | $3,682,000 | 4,568 |
| Certificates of participation in pools of residential mortgages | $2,806,000 | 4,302 |
| Issued or guaranteed by U.S. | $2,806,000 | 4,295 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $876,000 | 2,960 |
| CMOs issued by government agencies or sponsored agencies | $876,000 | 2,605 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $18,764,000 | 785 |
| Available-for-sale securities (fair market value) | $16,000 | 7,310 |
| Total debt securities | $18,779,000 | 4,531 |
| Structured notes | ||
| Amortized cost | $446,000 | 2,194 |
| Fair value | $465,000 | 2,187 |
| 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 | $20,242,000 | 4,400 |
| U.S. Government securities | $15,191,000 | 4,078 |
| U.S. Treasury securities | $4,538,000 | 379 |
| U.S. Government agency obligations | $10,653,000 | 4,778 |
| Securities issued by states & political subdivisions | $4,534,000 | 3,366 |
| Other domestic debt securities | $517,000 | 2,772 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $517,000 | 304 |
| 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 | $11,956,000 | 3,062 |
| Mortgage-backed securities | $4,060,000 | 4,516 |
| Certificates of participation in pools of residential mortgages | $3,140,000 | 4,240 |
| Issued or guaranteed by U.S. | $3,140,000 | 4,226 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $920,000 | 2,929 |
| CMOs issued by government agencies or sponsored agencies | $920,000 | 2,568 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $20,226,000 | 740 |
| Available-for-sale securities (fair market value) | $16,000 | 7,380 |
| Total debt securities | $20,243,000 | 4,363 |
| Structured notes | ||
| Amortized cost | $495,000 | 1,680 |
| Fair value | $513,000 | 1,533 |
| 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 | $20,383,000 | 4,392 |
| U.S. Government securities | $16,277,000 | 3,993 |
| U.S. Treasury securities | $4,541,000 | 335 |
| U.S. Government agency obligations | $11,736,000 | 4,659 |
| Securities issued by states & political subdivisions | $3,593,000 | 3,594 |
| Other domestic debt securities | $513,000 | 2,698 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $513,000 | 1,889 |
| 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 | $13,733,000 | 2,863 |
| Mortgage-backed securities | $4,565,000 | 4,467 |
| Certificates of participation in pools of residential mortgages | $3,557,000 | 4,191 |
| Issued or guaranteed by U.S. | $3,557,000 | 4,178 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,008,000 | 2,927 |
| CMOs issued by government agencies or sponsored agencies | $1,008,000 | 2,545 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,367,000 | 740 |
| Available-for-sale securities (fair market value) | $16,000 | 7,441 |
| Total debt securities | $20,382,000 | 4,356 |
| Structured notes | ||
| Amortized cost | $3,571,000 | 358 |
| Fair value | $3,568,000 | 351 |
| 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 | $19,909,000 | 4,460 |
| U.S. Government securities | $15,510,000 | 4,169 |
| U.S. Treasury securities | $4,560,000 | 300 |
| U.S. Government agency obligations | $10,950,000 | 4,864 |
| Securities issued by states & political subdivisions | $3,863,000 | 3,458 |
| Other domestic debt securities | $536,000 | 2,631 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $536,000 | 1,833 |
| 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 | $14,218,000 | 2,828 |
| Mortgage-backed securities | $3,734,000 | 4,647 |
| Certificates of participation in pools of residential mortgages | $2,702,000 | 4,464 |
| Issued or guaranteed by U.S. | $2,702,000 | 4,451 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,032,000 | 2,832 |
| CMOs issued by government agencies or sponsored agencies | $1,032,000 | 2,490 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,867,000 | 755 |
| Available-for-sale securities (fair market value) | $42,000 | 7,462 |
| Total debt securities | $19,908,000 | 4,424 |
| Structured notes | ||
| Amortized cost | $3,617,000 | 394 |
| Fair value | $3,622,000 | 386 |
| 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 | $20,231,000 | 4,367 |
| U.S. Government securities | $16,145,000 | 4,027 |
| U.S. Treasury securities | $5,584,000 | 260 |
| U.S. Government agency obligations | $10,561,000 | 4,890 |
| Securities issued by states & political subdivisions | $3,370,000 | 3,596 |
| Other domestic debt securities | $716,000 | 2,469 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $716,000 | 1,694 |
| 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 | $12,030,000 | 3,129 |
| Mortgage-backed securities | $2,834,000 | 4,843 |
| Certificates of participation in pools of residential mortgages | $2,746,000 | 4,375 |
| Issued or guaranteed by U.S. | $2,746,000 | 4,363 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $88,000 | 3,481 |
| CMOs issued by government agencies or sponsored agencies | $88,000 | 3,125 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,010,000 | 750 |
| Available-for-sale securities (fair market value) | $221,000 | 7,427 |
| Total debt securities | $20,230,000 | 4,334 |
| Structured notes | ||
| Amortized cost | $3,630,000 | 367 |
| Fair value | $3,529,000 | 370 |
| 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 | $19,986,000 | 4,453 |
| U.S. Government securities | $15,723,000 | 4,120 |
| U.S. Treasury securities | $5,608,000 | 251 |
| U.S. Government agency obligations | $10,115,000 | 5,016 |
| Securities issued by states & political subdivisions | $3,434,000 | 3,599 |
| Other domestic debt securities | $829,000 | 2,388 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $829,000 | 1,670 |
| 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 | $12,870,000 | 2,965 |
| Mortgage-backed securities | $1,372,000 | 5,404 |
| Certificates of participation in pools of residential mortgages | $1,284,000 | 5,013 |
| Issued or guaranteed by U.S. | $1,284,000 | 4,994 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $88,000 | 3,487 |
| CMOs issued by government agencies or sponsored agencies | $88,000 | 3,155 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,654,000 | 753 |
| Available-for-sale securities (fair market value) | $332,000 | 7,453 |
| Total debt securities | $19,986,000 | 4,404 |
| Structured notes | ||
| Amortized cost | $3,648,000 | 395 |
| Fair value | $3,590,000 | 393 |
| 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 | $17,084,000 | 4,805 |
| U.S. Government securities | $12,730,000 | 4,609 |
| U.S. Treasury securities | $5,547,000 | 271 |
| U.S. Government agency obligations | $7,183,000 | 5,746 |
| Securities issued by states & political subdivisions | $3,449,000 | 3,610 |
| Other domestic debt securities | $905,000 | 2,276 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $905,000 | 1,593 |
| 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 | $13,647,000 | 2,819 |
| Mortgage-backed securities | $406,000 | 5,930 |
| Certificates of participation in pools of residential mortgages | $318,000 | 5,643 |
| Issued or guaranteed by U.S. | $318,000 | 5,613 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $88,000 | 3,478 |
| CMOs issued by government agencies or sponsored agencies | $88,000 | 3,137 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,668,000 | 913 |
| Available-for-sale securities (fair market value) | $2,416,000 | 6,981 |
| Total debt securities | $17,085,000 | 4,747 |
| Structured notes | ||
| Amortized cost | $673,000 | 1,387 |
| Fair value | $674,000 | 1,393 |
| 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 | $18,182,000 | 4,694 |
| U.S. Government securities | $13,735,000 | 4,532 |
| U.S. Treasury securities | $5,481,000 | 291 |
| U.S. Government agency obligations | $8,254,000 | 5,563 |
| Securities issued by states & political subdivisions | $3,503,000 | 3,583 |
| Other domestic debt securities | $944,000 | 2,073 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $944,000 | 1,457 |
| 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 | $12,770,000 | 2,957 |
| Mortgage-backed securities | $451,000 | 5,767 |
| Certificates of participation in pools of residential mortgages | $363,000 | 5,460 |
| Issued or guaranteed by U.S. | $363,000 | 5,439 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $88,000 | 3,394 |
| CMOs issued by government agencies or sponsored agencies | $88,000 | 3,072 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,721,000 | 912 |
| Available-for-sale securities (fair market value) | $2,461,000 | 7,018 |
| Total debt securities | $18,182,000 | 4,643 |
| Structured notes | ||
| Amortized cost | $1,694,000 | 1,209 |
| Fair value | $1,686,000 | 1,214 |
| 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 | $19,266,000 | 4,584 |
| U.S. Government securities | $14,771,000 | 4,416 |
| U.S. Treasury securities | $5,968,000 | 302 |
| U.S. Government agency obligations | $8,803,000 | 5,523 |
| Securities issued by states & political subdivisions | $3,516,000 | 3,575 |
| Other domestic debt securities | $979,000 | 2,006 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $979,000 | 1,411 |
| 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 | $14,245,000 | 2,749 |
| Mortgage-backed securities | $484,000 | 5,686 |
| Certificates of participation in pools of residential mortgages | $396,000 | 5,349 |
| Issued or guaranteed by U.S. | $396,000 | 5,330 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $88,000 | 3,363 |
| CMOs issued by government agencies or sponsored agencies | $88,000 | 3,036 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,771,000 | 898 |
| Available-for-sale securities (fair market value) | $2,495,000 | 7,038 |
| Total debt securities | $19,266,000 | 4,533 |
| Structured notes | ||
| Amortized cost | $1,711,000 | 1,385 |
| Fair value | $1,694,000 | 1,387 |
| 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 | $20,932,000 | 4,359 |
| U.S. Government securities | $16,348,000 | 4,175 |
| U.S. Treasury securities | $5,957,000 | 334 |
| U.S. Government agency obligations | $10,391,000 | 5,196 |
| Securities issued by states & political subdivisions | $3,581,000 | 3,553 |
| Other domestic debt securities | $1,003,000 | 1,887 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,003,000 | 1,310 |
| 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 | $14,209,000 | 2,756 |
| Mortgage-backed securities | $567,000 | 5,609 |
| Certificates of participation in pools of residential mortgages | $457,000 | 5,303 |
| Issued or guaranteed by U.S. | $457,000 | 5,285 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $110,000 | 3,311 |
| CMOs issued by government agencies or sponsored agencies | $110,000 | 2,993 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,434,000 | 851 |
| Available-for-sale securities (fair market value) | $2,498,000 | 7,068 |
| Total debt securities | $20,932,000 | 4,313 |
| Structured notes | ||
| Amortized cost | $1,736,000 | 1,462 |
| Fair value | $1,697,000 | 1,464 |
| 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 | $20,006,000 | 4,502 |
| U.S. Government securities | $15,409,000 | 4,366 |
| U.S. Treasury securities | $5,994,000 | 365 |
| U.S. Government agency obligations | $9,415,000 | 5,444 |
| Securities issued by states & political subdivisions | $3,594,000 | 3,569 |
| Other domestic debt securities | $1,003,000 | 1,907 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,003,000 | 1,348 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,881,000 | 2,969 |
| Mortgage-backed securities | $651,000 | 5,549 |
| Certificates of participation in pools of residential mortgages | $516,000 | 5,248 |
| Issued or guaranteed by U.S. | $516,000 | 5,227 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $135,000 | 3,248 |
| CMOs issued by government agencies or sponsored agencies | $135,000 | 2,955 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,492,000 | 899 |
| Available-for-sale securities (fair market value) | $2,514,000 | 7,087 |
| Total debt securities | $20,005,000 | 4,459 |
| Structured notes | ||
| Amortized cost | $1,759,000 | 1,516 |
| Fair value | $1,739,000 | 1,521 |
| 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 | $20,655,000 | 4,444 |
| U.S. Government securities | $15,508,000 | 4,401 |
| U.S. Treasury securities | $5,983,000 | 392 |
| U.S. Government agency obligations | $9,525,000 | 5,463 |
| Securities issued by states & political subdivisions | $4,147,000 | 3,384 |
| Other domestic debt securities | $1,000,000 | 1,918 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 1,374 |
| 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 | $13,183,000 | 2,922 |
| Mortgage-backed securities | $733,000 | 5,494 |
| Certificates of participation in pools of residential mortgages | $585,000 | 5,185 |
| Issued or guaranteed by U.S. | $585,000 | 5,166 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $148,000 | 3,236 |
| CMOs issued by government agencies or sponsored agencies | $148,000 | 2,948 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,140,000 | 893 |
| Available-for-sale securities (fair market value) | $2,515,000 | 7,117 |
| Total debt securities | $20,656,000 | 4,395 |
| Structured notes | ||
| Amortized cost | $1,783,000 | 1,614 |
| Fair value | $1,757,000 | 1,614 |
| 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 | $21,342,000 | 4,395 |
| U.S. Government securities | $15,612,000 | 4,420 |
| U.S. Treasury securities | $5,990,000 | 406 |
| U.S. Government agency obligations | $9,622,000 | 5,480 |
| Securities issued by states & political subdivisions | $4,731,000 | 3,167 |
| Other domestic debt securities | $999,000 | 1,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $999,000 | 1,418 |
| 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 | $11,860,000 | 3,104 |
| Mortgage-backed securities | $806,000 | 5,435 |
| Certificates of participation in pools of residential mortgages | $658,000 | 5,131 |
| Issued or guaranteed by U.S. | $658,000 | 5,107 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $148,000 | 3,208 |
| CMOs issued by government agencies or sponsored agencies | $148,000 | 2,921 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,827,000 | 908 |
| Available-for-sale securities (fair market value) | $2,515,000 | 7,176 |
| Total debt securities | $21,342,000 | 4,339 |
| Structured notes | ||
| Amortized cost | $1,807,000 | 1,682 |
| Fair value | $1,772,000 | 1,688 |
| 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 | $22,951,000 | 4,191 |
| U.S. Government securities | $16,705,000 | 4,246 |
| U.S. Treasury securities | $8,961,000 | 335 |
| U.S. Government agency obligations | $7,744,000 | 5,950 |
| Securities issued by states & political subdivisions | $4,746,000 | 3,147 |
| Other domestic debt securities | $1,500,000 | 1,717 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,500,000 | 1,223 |
| 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 | $12,143,000 | 3,061 |
| Mortgage-backed securities | $925,000 | 5,380 |
| Certificates of participation in pools of residential mortgages | $739,000 | 5,082 |
| Issued or guaranteed by U.S. | $739,000 | 5,060 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $186,000 | 3,163 |
| CMOs issued by government agencies or sponsored agencies | $186,000 | 2,860 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,962,000 | 885 |
| Available-for-sale securities (fair market value) | $2,989,000 | 7,093 |
| Total debt securities | $22,951,000 | 4,130 |
| Structured notes | ||
| Amortized cost | $1,834,000 | 1,727 |
| Fair value | $1,772,000 | 1,732 |
| 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 | $18,979,000 | 4,754 |
| U.S. Government securities | $13,020,000 | 4,940 |
| U.S. Treasury securities | $6,979,000 | 419 |
| U.S. Government agency obligations | $6,041,000 | 6,469 |
| Securities issued by states & political subdivisions | $4,596,000 | 3,219 |
| Other domestic debt securities | $1,363,000 | 1,831 |
| Privately issued residential mortgage-backed securities | $863,000 | 888 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 1,896 |
| 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 | $9,662,000 | 3,457 |
| Mortgage-backed securities | $1,908,000 | 4,806 |
| Certificates of participation in pools of residential mortgages | $821,000 | 5,039 |
| Issued or guaranteed by U.S. | $821,000 | 5,020 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,087,000 | 2,423 |
| CMOs issued by government agencies or sponsored agencies | $224,000 | 2,819 |
| Privately issued | $863,000 | 832 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,979,000 | 939 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $18,979,000 | 4,698 |
| Structured notes | ||
| Amortized cost | $2,863,000 | 1,344 |
| Fair value | $2,817,000 | 1,339 |
| 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 | $19,549,000 | 4,686 |
| U.S. Government securities | $13,147,000 | 4,907 |
| U.S. Treasury securities | $6,958,000 | 436 |
| U.S. Government agency obligations | $6,189,000 | 6,444 |
| Securities issued by states & political subdivisions | $5,006,000 | 3,074 |
| Other domestic debt securities | $1,396,000 | 1,879 |
| Privately issued residential mortgage-backed securities | $896,000 | 846 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 2,023 |
| 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 | $9,887,000 | 3,396 |
| Mortgage-backed securities | $2,089,000 | 4,751 |
| Certificates of participation in pools of residential mortgages | $925,000 | 4,995 |
| Issued or guaranteed by U.S. | $925,000 | 4,976 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,164,000 | 2,395 |
| CMOs issued by government agencies or sponsored agencies | $268,000 | 2,787 |
| Privately issued | $896,000 | 793 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,549,000 | 944 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $19,548,000 | 4,623 |
| Structured notes | ||
| Amortized cost | $2,896,000 | 1,349 |
| Fair value | $2,855,000 | 1,347 |
| 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 | $18,387,000 | 4,847 |
| U.S. Government securities | $11,347,000 | 5,248 |
| U.S. Treasury securities | $5,966,000 | 469 |
| U.S. Government agency obligations | $5,381,000 | 6,703 |
| Securities issued by states & political subdivisions | $5,596,000 | 2,883 |
| Other domestic debt securities | $1,444,000 | 1,890 |
| Privately issued residential mortgage-backed securities | $944,000 | 816 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 2,111 |
| 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 | $9,347,000 | 3,504 |
| Mortgage-backed securities | $2,329,000 | 4,674 |
| Certificates of participation in pools of residential mortgages | $1,073,000 | 4,905 |
| Issued or guaranteed by U.S. | $1,073,000 | 4,887 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,256,000 | 2,360 |
| CMOs issued by government agencies or sponsored agencies | $312,000 | 2,765 |
| Privately issued | $944,000 | 763 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,387,000 | 975 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $18,387,000 | 4,793 |
| Structured notes | ||
| Amortized cost | $2,944,000 | 1,306 |
| Fair value | $2,931,000 | 1,299 |
| 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 | $15,032,000 | 5,414 |
| U.S. Government securities | $9,415,000 | 5,739 |
| U.S. Treasury securities | $5,976,000 | 494 |
| U.S. Government agency obligations | $3,439,000 | 7,371 |
| Securities issued by states & political subdivisions | $5,617,000 | 2,833 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,940,000 | 3,582 |
| Mortgage-backed securities | $443,000 | 5,982 |
| Certificates of participation in pools of residential mortgages | $106,000 | 6,100 |
| Issued or guaranteed by U.S. | $106,000 | 6,074 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $337,000 | 3,074 |
| CMOs issued by government agencies or sponsored agencies | $337,000 | 2,791 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,032,000 | 1,148 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $15,032,000 | 5,347 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $15,083,000 | 5,454 |
| U.S. Government securities | $9,450,000 | 5,814 |
| U.S. Treasury securities | $5,981,000 | 539 |
| U.S. Government agency obligations | $3,469,000 | 7,422 |
| Securities issued by states & political subdivisions | $5,633,000 | 2,842 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,592,000 | 3,659 |
| Mortgage-backed securities | $473,000 | 6,022 |
| Certificates of participation in pools of residential mortgages | $113,000 | 6,161 |
| Issued or guaranteed by U.S. | $113,000 | 6,138 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $360,000 | 3,102 |
| CMOs issued by government agencies or sponsored agencies | $360,000 | 2,828 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,083,000 | 1,156 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $15,083,000 | 5,392 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $15,124,000 | 5,478 |
| U.S. Government securities | $9,533,000 | 5,796 |
| U.S. Treasury securities | $6,030,000 | 538 |
| U.S. Government agency obligations | $3,503,000 | 7,409 |
| Securities issued by states & political subdivisions | $5,591,000 | 2,884 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,840,000 | 3,594 |
| Mortgage-backed securities | $507,000 | 6,022 |
| Certificates of participation in pools of residential mortgages | $125,000 | 6,175 |
| Issued or guaranteed by U.S. | $125,000 | 6,157 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $382,000 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $382,000 | 2,849 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,124,000 | 1,141 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $15,124,000 | 5,409 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,982 |
| Fair value | $1,000,000 | 2,005 |
| 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 | $15,687,000 | 5,400 |
| U.S. Government securities | $9,848,000 | 5,738 |
| U.S. Treasury securities | $6,035,000 | 526 |
| U.S. Government agency obligations | $3,813,000 | 7,359 |
| Securities issued by states & political subdivisions | $5,839,000 | 2,814 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,625,000 | 3,619 |
| Mortgage-backed securities | $543,000 | 6,026 |
| Certificates of participation in pools of residential mortgages | $141,000 | 6,172 |
| Issued or guaranteed by U.S. | $141,000 | 6,156 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $402,000 | 3,123 |
| CMOs issued by government agencies or sponsored agencies | $402,000 | 2,854 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,687,000 | 1,112 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $15,687,000 | 5,327 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,975 |
| Fair value | $1,001,000 | 2,039 |
| 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 | $15,687,000 | 5,441 |
| U.S. Government securities | $9,917,000 | 5,805 |
| U.S. Treasury securities | $6,071,000 | 546 |
| U.S. Government agency obligations | $3,846,000 | 7,416 |
| Securities issued by states & political subdivisions | $5,770,000 | 2,822 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,736,000 | 3,803 |
| Mortgage-backed securities | $577,000 | 6,068 |
| Certificates of participation in pools of residential mortgages | $155,000 | 6,216 |
| Issued or guaranteed by U.S. | $155,000 | 6,198 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $422,000 | 3,169 |
| CMOs issued by government agencies or sponsored agencies | $422,000 | 2,910 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,687,000 | 1,123 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $15,687,000 | 5,373 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,333 |
| Fair value | $2,490,000 | 1,331 |
| 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 | $15,606,000 | 5,447 |
| U.S. Government securities | $9,986,000 | 5,741 |
| U.S. Treasury securities | $6,102,000 | 534 |
| U.S. Government agency obligations | $3,884,000 | 7,368 |
| Securities issued by states & political subdivisions | $5,620,000 | 2,889 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,415,000 | 4,065 |
| Mortgage-backed securities | $615,000 | 6,082 |
| Certificates of participation in pools of residential mortgages | $177,000 | 6,188 |
| Issued or guaranteed by U.S. | $177,000 | 6,165 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $438,000 | 3,223 |
| CMOs issued by government agencies or sponsored agencies | $438,000 | 2,952 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,606,000 | 1,114 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $15,606,000 | 5,363 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,176 |
| Fair value | $2,516,000 | 1,190 |
| 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 | $15,225,000 | 5,582 |
| U.S. Government securities | $9,963,000 | 5,788 |
| U.S. Treasury securities | $6,055,000 | 582 |
| U.S. Government agency obligations | $3,908,000 | 7,417 |
| Securities issued by states & political subdivisions | $5,262,000 | 3,024 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,415,000 | 4,011 |
| Mortgage-backed securities | $639,000 | 6,073 |
| Certificates of participation in pools of residential mortgages | $189,000 | 6,217 |
| Issued or guaranteed by U.S. | $189,000 | 6,193 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $450,000 | 3,243 |
| CMOs issued by government agencies or sponsored agencies | $450,000 | 3,094 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,225,000 | 1,147 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $15,225,000 | 5,491 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,067 |
| Fair value | $2,530,000 | 1,058 |
| 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 | $18,026,000 | 5,026 |
| U.S. Government securities | $10,971,000 | 5,392 |
| U.S. Treasury securities | $6,041,000 | 577 |
| U.S. Government agency obligations | $4,930,000 | 6,999 |
| Securities issued by states & political subdivisions | $7,055,000 | 2,526 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,400,000 | 3,954 |
| Mortgage-backed securities | $661,000 | 6,107 |
| Certificates of participation in pools of residential mortgages | $200,000 | 6,243 |
| Issued or guaranteed by U.S. | $200,000 | 6,215 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $461,000 | 3,296 |
| CMOs issued by government agencies or sponsored agencies | $461,000 | 3,132 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,026,000 | 1,008 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $18,026,000 | 4,937 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 698 |
| Fair value | $3,548,000 | 693 |
| 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 | $23,719,000 | 4,197 |
| U.S. Government securities | $14,637,000 | 4,569 |
| U.S. Treasury securities | $6,073,000 | 574 |
| U.S. Government agency obligations | $8,564,000 | 5,758 |
| Securities issued by states & political subdivisions | $9,082,000 | 2,079 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,400,000 | 4,233 |
| Mortgage-backed securities | $3,295,000 | 4,697 |
| Certificates of participation in pools of residential mortgages | $220,000 | 6,228 |
| Issued or guaranteed by U.S. | $220,000 | 6,207 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $3,075,000 | 2,131 |
| CMOs issued by government agencies or sponsored agencies | $3,075,000 | 2,019 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,719,000 | 783 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $23,719,000 | 4,106 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 436 |
| Fair value | $4,557,000 | 441 |
| 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 | $25,996,000 | 3,901 |
| U.S. Government securities | $17,361,000 | 4,085 |
| U.S. Treasury securities | $6,079,000 | 584 |
| U.S. Government agency obligations | $11,282,000 | 5,115 |
| Securities issued by states & political subdivisions | $8,582,000 | 2,102 |
| Other domestic debt securities | $53,000 | 3,915 |
| Privately issued residential mortgage-backed securities | $53,000 | 1,159 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,400,000 | 4,286 |
| Mortgage-backed securities | $3,066,000 | 4,853 |
| Certificates of participation in pools of residential mortgages | $248,000 | 6,187 |
| Issued or guaranteed by U.S. | $248,000 | 6,168 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,818,000 | 2,295 |
| CMOs issued by government agencies or sponsored agencies | $2,765,000 | 2,190 |
| Privately issued | $53,000 | 1,022 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,996,000 | 737 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $25,996,000 | 3,819 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 315 |
| Fair value | $4,556,000 | 317 |
| 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 | $27,140,000 | 3,768 |
| U.S. Government securities | $19,422,000 | 3,782 |
| U.S. Treasury securities | $6,049,000 | 610 |
| U.S. Government agency obligations | $13,373,000 | 4,621 |
| Securities issued by states & political subdivisions | $7,562,000 | 2,277 |
| Other domestic debt securities | $156,000 | 3,797 |
| Privately issued residential mortgage-backed securities | $156,000 | 1,087 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,400,000 | 4,271 |
| Mortgage-backed securities | $2,710,000 | 5,006 |
| Certificates of participation in pools of residential mortgages | $271,000 | 6,122 |
| Issued or guaranteed by U.S. | $271,000 | 6,104 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,439,000 | 2,461 |
| CMOs issued by government agencies or sponsored agencies | $2,283,000 | 2,402 |
| Privately issued | $156,000 | 973 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,140,000 | 727 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $27,140,000 | 3,689 |
| Structured notes | ||
| Amortized cost | $6,500,000 | 153 |
| Fair value | $6,551,000 | 154 |
| 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 | $18,748,000 | 4,721 |
| U.S. Government securities | $14,613,000 | 4,449 |
| U.S. Treasury securities | $11,100,000 | 432 |
| U.S. Government agency obligations | $3,513,000 | 7,609 |
| Securities issued by states & political subdivisions | $2,912,000 | 3,793 |
| Other domestic debt securities | $1,223,000 | 2,717 |
| Privately issued residential mortgage-backed securities | $1,223,000 | 756 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,300,000 | 4,300 |
| Mortgage-backed securities | $1,740,000 | 5,432 |
| Certificates of participation in pools of residential mortgages | $384,000 | 5,875 |
| Issued or guaranteed by U.S. | $384,000 | 5,850 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,356,000 | 3,062 |
| CMOs issued by government agencies or sponsored agencies | $133,000 | 4,028 |
| Privately issued | $1,223,000 | 682 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,748,000 | 963 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $18,748,000 | 4,630 |
| 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 | $21,002,000 | 4,486 |
| U.S. Government securities | $16,843,000 | 4,147 |
| U.S. Treasury securities | $13,983,000 | 483 |
| U.S. Government agency obligations | $2,860,000 | 8,330 |
| Securities issued by states & political subdivisions | $1,760,000 | 4,568 |
| Other domestic debt securities | $1,861,000 | 1,996 |
| Privately issued residential mortgage-backed securities | $1,861,000 | 596 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $538,000 | 3,685 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,500,000 | 3,775 |
| Mortgage-backed securities | $3,220,000 | 4,064 |
| Certificates of participation in pools of residential mortgages | $933,000 | 4,863 |
| Issued or guaranteed by U.S. | $933,000 | 4,849 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,287,000 | 2,182 |
| CMOs issued by government agencies or sponsored agencies | $426,000 | 3,275 |
| Privately issued | $1,861,000 | 526 |
| 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) | $20,464,000 | 1,117 |
| Available-for-sale securities (fair market value) | $538,000 | 8,716 |
| Total debt securities | $20,464,000 | 4,441 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $14,644,000 | 5,877 |
| U.S. Government securities | $10,262,000 | 6,016 |
| U.S. Treasury securities | $6,989,000 | 1,186 |
| U.S. Government agency obligations | $3,273,000 | 8,331 |
| Securities issued by states & political subdivisions | $1,843,000 | 4,756 |
| Other domestic debt securities | $2,091,000 | 1,797 |
| Privately issued residential mortgage-backed securities | $1,589,000 | 654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $502,000 | 2,363 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $448,000 | 3,960 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,300,000 | 4,151 |
| Mortgage-backed securities | $3,360,000 | 4,308 |
| Certificates of participation in pools of residential mortgages | $588,000 | 5,602 |
| Issued or guaranteed by U.S. | $588,000 | 5,589 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $2,772,000 | 2,160 |
| CMOs issued by government agencies or sponsored agencies | $1,183,000 | 2,732 |
| Privately issued | $1,589,000 | 580 |
| 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) | $14,196,000 | 1,659 |
| Available-for-sale securities (fair market value) | $448,000 | 9,040 |
| Total debt securities | $14,196,000 | 5,870 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $16,426,000 | 5,499 |
| U.S. Government securities | $11,951,000 | 5,533 |
| U.S. Treasury securities | $7,129,000 | 1,721 |
| U.S. Government agency obligations | $4,822,000 | 7,309 |
| Securities issued by states & political subdivisions | $1,676,000 | 5,030 |
| Other domestic debt securities | $2,154,000 | 1,653 |
| Privately issued residential mortgage-backed securities | $2,154,000 | 530 |
| 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 | $645,000 | 3,078 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,300,000 | 3,790 |
| Mortgage-backed securities | $5,976,000 | 3,533 |
| Certificates of participation in pools of residential mortgages | $2,894,000 | 3,875 |
| Issued or guaranteed by U.S. | $2,730,000 | 3,932 |
| Privately issued | $164,000 | 255 |
| Collaterized mortgage obligations | $3,082,000 | 2,191 |
| CMOs issued by government agencies or sponsored agencies | $1,092,000 | 3,017 |
| Privately issued | $1,990,000 | 477 |
| 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) | $15,781,000 | 1,679 |
| Available-for-sale securities (fair market value) | $645,000 | 9,037 |
| Total debt securities | $15,781,000 | 5,506 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $14,253,000 | 6,170 |
| U.S. Government securities | $12,225,000 | 5,749 |
| U.S. Treasury securities | $7,598,000 | 2,318 |
| U.S. Government agency obligations | $4,627,000 | 7,492 |
| Securities issued by states & political subdivisions | $606,000 | 6,523 |
| Other domestic debt securities | $697,000 | 2,091 |
| Privately issued residential mortgage-backed securities | $697,000 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $725,000 | 2,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,400,000 | 3,591 |
| Mortgage-backed securities | $1,958,000 | 5,451 |
| Certificates of participation in pools of residential mortgages | $1,958,000 | 4,425 |
| Issued or guaranteed by U.S. | $1,261,000 | 5,027 |
| Privately issued | $697,000 | 227 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,528,000 | 2,264 |
| Available-for-sale securities (fair market value) | $725,000 | 9,349 |
| Total debt securities | $13,528,000 | 6,241 |
| Structured notes | ||
| Amortized cost | $1,368,000 | 1,031 |
| Fair value | $1,368,000 | 1,027 |
| 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 | $12,820,000 | 7,046 |
| U.S. Government securities | $11,104,000 | 6,626 |
| U.S. Treasury securities | $8,107,000 | 2,651 |
| U.S. Government agency obligations | $2,997,000 | 8,823 |
| Securities issued by states & political subdivisions | $308,000 | 7,557 |
| Other domestic debt securities | $922,000 | 2,162 |
| Privately issued residential mortgage-backed securities | $922,000 | 773 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $486,000 | 3,589 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,000,000 | 3,186 |
| Mortgage-backed securities | $2,499,000 | 5,537 |
| Certificates of participation in pools of residential mortgages | $1,518,000 | 5,185 |
| Issued or guaranteed by U.S. | $1,518,000 | 5,169 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $981,000 | 3,862 |
| CMOs issued by government agencies or sponsored agencies | $59,000 | 5,102 |
| Privately issued | $922,000 | 587 |
| 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) | $12,334,000 | 2,753 |
| Available-for-sale securities (fair market value) | $486,000 | 9,839 |
| Total debt securities | $12,334,000 | 7,036 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,681 |
| Fair value | $985,000 | 1,890 |
| 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 | $13,604,000 | 7,090 |
| U.S. Government securities | $11,582,000 | 6,731 |
| U.S. Treasury securities | $8,112,000 | 3,187 |
| U.S. Government agency obligations | $3,470,000 | 8,683 |
| Securities issued by states & political subdivisions | $284,000 | 7,922 |
| Other domestic debt securities | $1,255,000 | 2,230 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,255,000 | 1,733 |
| Foreign debt securities | NA | NA |
| Equity securities | $483,000 | 3,376 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,500,000 | 3,625 |
| Mortgage-backed securities | $1,470,000 | 6,768 |
| Certificates of participation in pools of residential mortgages | $1,208,000 | 5,791 |
| Issued or guaranteed by U.S. | $1,208,000 | 5,759 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $262,000 | 5,310 |
| CMOs issued by government agencies or sponsored agencies | $262,000 | 5,097 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,868,000 | 2,837 |
| Available-for-sale securities (fair market value) | $736,000 | 10,123 |
| Total debt securities | $13,120,000 | 7,097 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,530 |
| Fair value | $980,000 | 2,777 |
| 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 | $13,639,000 | 7,505 |
| U.S. Government securities | $10,554,000 | 7,519 |
| U.S. Treasury securities | $6,085,000 | 4,874 |
| U.S. Government agency obligations | $4,469,000 | 8,039 |
| Securities issued by states & political subdivisions | $616,000 | 7,396 |
| Other domestic debt securities | $2,073,000 | 1,990 |
| Privately issued residential mortgage-backed securities | $312,000 | 1,560 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,761,000 | 1,708 |
| Foreign debt securities | NA | NA |
| Equity securities | $396,000 | 3,501 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,600,000 | 4,012 |
| Mortgage-backed securities | $2,781,000 | 6,006 |
| Certificates of participation in pools of residential mortgages | $1,442,000 | 5,808 |
| Issued or guaranteed by U.S. | $1,442,000 | 5,782 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,339,000 | 4,181 |
| CMOs issued by government agencies or sponsored agencies | $1,027,000 | 4,265 |
| Privately issued | $312,000 | 1,287 |
| 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) | $12,989,000 | 4,792 |
| Available-for-sale securities (fair market value) | $650,000 | 9,979 |
| Total debt securities | $13,249,000 | 7,508 |
| 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 | $19,068,000 | 6,355 |
| U.S. Government securities | $13,805,000 | 6,600 |
| U.S. Treasury securities | $7,164,000 | 4,488 |
| U.S. Government agency obligations | $6,641,000 | 6,996 |
| Securities issued by states & political subdivisions | $398,000 | 8,177 |
| Other domestic debt securities | $1,787,000 | 2,529 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,787,000 | 1,920 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,078,000 | 1,057 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,950,000 | 3,688 |
| Mortgage-backed securities | $6,641,000 | 4,572 |
| Certificates of participation in pools of residential mortgages | $1,395,000 | 6,472 |
| Issued or guaranteed by U.S. | $1,395,000 | 6,424 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $5,246,000 | 2,548 |
| CMOs issued by government agencies or sponsored agencies | $5,246,000 | 2,394 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $15,990,000 | 6,972 |
| 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 | $17,190,000 | 6,758 |
| U.S. Government securities | $14,515,000 | 6,410 |
| U.S. Treasury securities | $9,098,000 | 3,757 |
| U.S. Government agency obligations | $5,417,000 | 7,729 |
| Securities issued by states & political subdivisions | $1,126,000 | 6,339 |
| Other domestic debt securities | $1,532,000 | 3,375 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,532,000 | 2,368 |
| Foreign debt securities | NA | NA |
| Equity securities | $17,000 | 7,775 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $0 | 574 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,417,000 | 5,268 |
| Certificates of participation in pools of residential mortgages | $1,983,000 | 6,147 |
| Issued or guaranteed by U.S. | $1,983,000 | 6,074 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $3,434,000 | 3,246 |
| CMOs issued by government agencies or sponsored agencies | $3,434,000 | 2,941 |
| Privately issued | NA | NA |
| 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 | $17,173,000 | 6,645 |
| 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 |