Home > Shell Lake State Bank > Securities
Shell Lake State Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $100,140,000 | 1,709 |
| U.S. Government securities | $54,871,000 | 1,755 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $54,871,000 | 1,516 |
| Securities issued by states & political subdivisions | $42,196,000 | 1,035 |
| Other domestic debt securities | $2,999,000 | 1,580 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $2,999,000 | 1,175 |
| 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 | $26,241,000 | 2,093 |
| Mortgage-backed securities | $43,100,000 | 1,383 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $30,905,000 | 1,159 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $12,195,000 | 968 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $2,250,000 | 1,365 |
| Available-for-sale securities (fair market value) | $97,816,000 | 1,536 |
| Total debt securities | $100,066,000 | 1,695 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 247 |
| Fair value | $5,164,000 | 264 |
| 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 | $96,599,000 | 1,731 |
| U.S. Government securities | $53,761,000 | 1,773 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $53,761,000 | 1,511 |
| Securities issued by states & political subdivisions | $39,801,000 | 1,072 |
| Other domestic debt securities | $2,977,000 | 1,568 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $2,977,000 | 1,173 |
| 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 | $24,549,000 | 2,117 |
| Mortgage-backed securities | $42,516,000 | 1,385 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $30,309,000 | 1,155 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $12,207,000 | 953 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $2,250,000 | 1,392 |
| Available-for-sale securities (fair market value) | $94,289,000 | 1,556 |
| Total debt securities | $96,539,000 | 1,718 |
| Structured notes | ||
| Amortized cost | $7,000,000 | 230 |
| Fair value | $5,766,000 | 244 |
| 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 | $103,395,000 | 1,695 |
| U.S. Government securities | $57,682,000 | 1,736 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $57,682,000 | 1,481 |
| Securities issued by states & political subdivisions | $42,682,000 | 1,046 |
| Other domestic debt securities | $2,976,000 | 1,583 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $2,976,000 | 1,191 |
| 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 | $25,695,000 | 2,062 |
| Mortgage-backed securities | $46,265,000 | 1,346 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $33,084,000 | 1,128 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $13,181,000 | 930 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $2,250,000 | 1,407 |
| Available-for-sale securities (fair market value) | $101,090,000 | 1,516 |
| Total debt securities | $103,340,000 | 1,679 |
| Structured notes | ||
| Amortized cost | $9,000,000 | 205 |
| Fair value | $7,785,000 | 212 |
| 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 | $106,497,000 | 1,723 |
| U.S. Government securities | $60,014,000 | 1,768 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $60,014,000 | 1,457 |
| Securities issued by states & political subdivisions | $43,470,000 | 1,071 |
| Other domestic debt securities | $2,970,000 | 1,625 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $2,970,000 | 1,220 |
| 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 | $13,655,000 | 2,571 |
| Mortgage-backed securities | $48,536,000 | 1,360 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $34,538,000 | 1,137 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $13,998,000 | 929 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $2,250,000 | 1,448 |
| Available-for-sale securities (fair market value) | $104,204,000 | 1,545 |
| Total debt securities | $106,455,000 | 1,709 |
| Structured notes | ||
| Amortized cost | $9,000,000 | 224 |
| Fair value | $7,823,000 | 236 |
| 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 | $111,980,000 | 1,694 |
| U.S. Government securities | $61,067,000 | 1,773 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $61,067,000 | 1,436 |
| Securities issued by states & political subdivisions | $47,897,000 | 1,008 |
| Other domestic debt securities | $2,973,000 | 1,648 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $2,973,000 | 1,230 |
| 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 | $13,649,000 | 2,471 |
| Mortgage-backed securities | $49,736,000 | 1,349 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $35,330,000 | 1,137 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $14,406,000 | 924 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $2,250,000 | 1,455 |
| Available-for-sale securities (fair market value) | $109,687,000 | 1,512 |
| Total debt securities | $111,938,000 | 1,680 |
| Structured notes | ||
| Amortized cost | $9,000,000 | 240 |
| Fair value | $7,695,000 | 258 |
| 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 | $112,140,000 | 1,695 |
| U.S. Government securities | $63,280,000 | 1,753 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $63,280,000 | 1,413 |
| Securities issued by states & political subdivisions | $45,847,000 | 1,053 |
| Other domestic debt securities | $2,974,000 | 1,619 |
| 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 | $2,974,000 | 1,232 |
| 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 | $13,419,000 | 2,436 |
| Mortgage-backed securities | $51,998,000 | 1,331 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $36,657,000 | 1,118 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $15,341,000 | 903 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $2,250,000 | 1,438 |
| Available-for-sale securities (fair market value) | $109,851,000 | 1,513 |
| Total debt securities | $112,103,000 | 1,680 |
| Structured notes | ||
| Amortized cost | $9,000,000 | 232 |
| Fair value | $7,660,000 | 251 |
| 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 | $109,900,000 | 1,745 |
| U.S. Government securities | $63,216,000 | 1,751 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $63,216,000 | 1,451 |
| Securities issued by states & political subdivisions | $43,660,000 | 1,149 |
| Other domestic debt securities | $2,985,000 | 1,538 |
| 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 | $2,985,000 | 1,241 |
| 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 | $13,533,000 | 2,442 |
| Mortgage-backed securities | $51,332,000 | 1,376 |
| Certificates of participation in pools of residential mortgages | $36,302,000 | 1,177 |
| Issued or guaranteed by U.S. | $36,302,000 | 1,155 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $15,030,000 | 1,003 |
| CMOs issued by government agencies or sponsored agencies | $15,030,000 | 925 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $2,250,000 | 1,369 |
| Available-for-sale securities (fair market value) | $107,611,000 | 1,594 |
| Total debt securities | $109,861,000 | 1,735 |
| Structured notes | ||
| Amortized cost | $9,000,000 | 216 |
| Fair value | $8,100,000 | 228 |
| 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 | $118,585,000 | 1,629 |
| U.S. Government securities | $69,657,000 | 1,614 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $69,657,000 | 1,372 |
| Securities issued by states & political subdivisions | $45,865,000 | 1,115 |
| Other domestic debt securities | $3,019,000 | 1,516 |
| 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 | $3,019,000 | 1,211 |
| 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 | $13,080,000 | 2,428 |
| Mortgage-backed securities | $57,336,000 | 1,312 |
| Certificates of participation in pools of residential mortgages | $40,128,000 | 1,123 |
| Issued or guaranteed by U.S. | $40,128,000 | 1,108 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $17,208,000 | 940 |
| CMOs issued by government agencies or sponsored agencies | $17,208,000 | 869 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $2,250,000 | 1,266 |
| Available-for-sale securities (fair market value) | $116,291,000 | 1,507 |
| Total debt securities | $118,542,000 | 1,617 |
| Structured notes | ||
| Amortized cost | $9,000,000 | 186 |
| Fair value | $8,415,000 | 193 |
| 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 | $120,383,000 | 1,546 |
| U.S. Government securities | $70,809,000 | 1,513 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $70,809,000 | 1,340 |
| Securities issued by states & political subdivisions | $46,476,000 | 1,149 |
| Other domestic debt securities | $3,049,000 | 1,465 |
| 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 | $3,049,000 | 1,145 |
| 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 | $13,978,000 | 2,365 |
| Mortgage-backed securities | $62,800,000 | 1,219 |
| Certificates of participation in pools of residential mortgages | $43,919,000 | 1,039 |
| Issued or guaranteed by U.S. | $43,919,000 | 1,022 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $18,881,000 | 851 |
| CMOs issued by government agencies or sponsored agencies | $18,881,000 | 798 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $2,250,000 | 1,171 |
| Available-for-sale securities (fair market value) | $118,084,000 | 1,450 |
| Total debt securities | $120,332,000 | 1,530 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 226 |
| Fair value | $5,867,000 | 240 |
| 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 | $124,972,000 | 1,451 |
| U.S. Government securities | $75,786,000 | 1,382 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $75,786,000 | 1,240 |
| Securities issued by states & political subdivisions | $46,592,000 | 1,109 |
| Other domestic debt securities | $2,550,000 | 1,479 |
| 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 | $2,550,000 | 1,155 |
| 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 | $14,276,000 | 2,316 |
| Mortgage-backed securities | $68,700,000 | 1,135 |
| Certificates of participation in pools of residential mortgages | $47,687,000 | 955 |
| Issued or guaranteed by U.S. | $47,687,000 | 937 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $21,013,000 | 783 |
| CMOs issued by government agencies or sponsored agencies | $21,013,000 | 742 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $2,250,000 | 1,160 |
| Available-for-sale securities (fair market value) | $122,678,000 | 1,351 |
| Total debt securities | $124,928,000 | 1,431 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 221 |
| Fair value | $4,911,000 | 237 |
| 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 | $111,605,000 | 1,517 |
| U.S. Government securities | $63,939,000 | 1,480 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $63,939,000 | 1,344 |
| Securities issued by states & political subdivisions | $45,078,000 | 1,105 |
| Other domestic debt securities | $2,550,000 | 1,440 |
| 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 | $2,550,000 | 1,101 |
| 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 | $14,631,000 | 2,281 |
| Mortgage-backed securities | $58,793,000 | 1,202 |
| Certificates of participation in pools of residential mortgages | $45,886,000 | 954 |
| Issued or guaranteed by U.S. | $45,886,000 | 933 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $12,907,000 | 985 |
| CMOs issued by government agencies or sponsored agencies | $12,907,000 | 952 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $2,250,000 | 1,148 |
| Available-for-sale securities (fair market value) | $109,317,000 | 1,432 |
| Total debt securities | $111,567,000 | 1,503 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 191 |
| Fair value | $4,949,000 | 203 |
| 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 | $111,846,000 | 1,418 |
| U.S. Government securities | $66,542,000 | 1,336 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $66,542,000 | 1,243 |
| Securities issued by states & political subdivisions | $43,425,000 | 1,094 |
| Other domestic debt securities | $1,850,000 | 1,539 |
| 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 | $1,850,000 | 1,172 |
| 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 | $13,016,000 | 2,363 |
| Mortgage-backed securities | $61,412,000 | 1,113 |
| Certificates of participation in pools of residential mortgages | $47,557,000 | 881 |
| Issued or guaranteed by U.S. | $47,557,000 | 859 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $13,855,000 | 936 |
| CMOs issued by government agencies or sponsored agencies | $13,855,000 | 903 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $1,550,000 | 1,210 |
| Available-for-sale securities (fair market value) | $110,267,000 | 1,329 |
| Total debt securities | $111,817,000 | 1,398 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 110 |
| Fair value | $4,933,000 | 120 |
| 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 | $98,117,000 | 1,442 |
| U.S. Government securities | $58,267,000 | 1,341 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $58,267,000 | 1,261 |
| Securities issued by states & political subdivisions | $38,471,000 | 1,175 |
| Other domestic debt securities | $1,350,000 | 1,601 |
| 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 | $1,350,000 | 1,234 |
| 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 | $13,400,000 | 2,330 |
| Mortgage-backed securities | $58,042,000 | 1,078 |
| Certificates of participation in pools of residential mortgages | $43,370,000 | 862 |
| Issued or guaranteed by U.S. | $43,370,000 | 846 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $14,672,000 | 917 |
| CMOs issued by government agencies or sponsored agencies | $14,672,000 | 882 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $1,050,000 | 1,297 |
| Available-for-sale securities (fair market value) | $97,038,000 | 1,359 |
| Total debt securities | $98,088,000 | 1,432 |
| 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 | $97,325,000 | 1,378 |
| U.S. Government securities | $61,125,000 | 1,243 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $61,125,000 | 1,171 |
| Securities issued by states & political subdivisions | $35,876,000 | 1,144 |
| Other domestic debt securities | $300,000 | 1,952 |
| 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 | $300,000 | 1,547 |
| 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 | $20,154,000 | 1,885 |
| Mortgage-backed securities | $60,899,000 | 1,019 |
| Certificates of participation in pools of residential mortgages | $45,028,000 | 793 |
| Issued or guaranteed by U.S. | $45,028,000 | 776 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $15,871,000 | 880 |
| CMOs issued by government agencies or sponsored agencies | $15,871,000 | 844 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $97,301,000 | 1,281 |
| Total debt securities | $97,301,000 | 1,364 |
| 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 | $82,089,000 | 1,515 |
| U.S. Government securities | $45,255,000 | 1,545 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $45,255,000 | 1,460 |
| Securities issued by states & political subdivisions | $36,510,000 | 1,046 |
| Other domestic debt securities | $300,000 | 1,894 |
| 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 | $300,000 | 1,504 |
| 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 | $20,787,000 | 1,861 |
| Mortgage-backed securities | $45,006,000 | 1,240 |
| Certificates of participation in pools of residential mortgages | $32,049,000 | 985 |
| Issued or guaranteed by U.S. | $32,049,000 | 960 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $12,957,000 | 1,009 |
| CMOs issued by government agencies or sponsored agencies | $12,957,000 | 976 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $82,065,000 | 1,409 |
| Total debt securities | $82,066,000 | 1,501 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $77,644,000 | 1,528 |
| U.S. Government securities | $41,926,000 | 1,634 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $41,926,000 | 1,557 |
| Securities issued by states & political subdivisions | $35,396,000 | 977 |
| Other domestic debt securities | $300,000 | 1,825 |
| 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 | $300,000 | 1,414 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,245,000 | 1,790 |
| Mortgage-backed securities | $41,681,000 | 1,295 |
| Certificates of participation in pools of residential mortgages | $27,991,000 | 1,084 |
| Issued or guaranteed by U.S. | $27,991,000 | 1,054 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $13,690,000 | 983 |
| CMOs issued by government agencies or sponsored agencies | $13,690,000 | 956 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $77,622,000 | 1,417 |
| Total debt securities | $77,623,000 | 1,516 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $81,414,000 | 1,481 |
| U.S. Government securities | $44,126,000 | 1,594 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $44,126,000 | 1,503 |
| Securities issued by states & political subdivisions | $36,958,000 | 901 |
| Other domestic debt securities | $300,000 | 1,792 |
| 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 | $300,000 | 1,386 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,733,000 | 1,544 |
| Mortgage-backed securities | $43,854,000 | 1,221 |
| Certificates of participation in pools of residential mortgages | $27,687,000 | 1,071 |
| Issued or guaranteed by U.S. | $27,687,000 | 1,047 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $16,167,000 | 901 |
| CMOs issued by government agencies or sponsored agencies | $16,167,000 | 872 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $81,384,000 | 1,368 |
| Total debt securities | $81,385,000 | 1,468 |
| 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 | $84,801,000 | 1,432 |
| U.S. Government securities | $46,514,000 | 1,544 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $46,514,000 | 1,445 |
| Securities issued by states & political subdivisions | $37,957,000 | 857 |
| Other domestic debt securities | $300,000 | 1,829 |
| 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 | $300,000 | 1,384 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,625,000 | 1,510 |
| Mortgage-backed securities | $46,239,000 | 1,161 |
| Certificates of participation in pools of residential mortgages | $29,012,000 | 996 |
| Issued or guaranteed by U.S. | $29,012,000 | 969 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $17,227,000 | 874 |
| CMOs issued by government agencies or sponsored agencies | $17,227,000 | 847 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $84,771,000 | 1,321 |
| Total debt securities | $84,771,000 | 1,420 |
| 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 | $84,913,000 | 1,454 |
| U.S. Government securities | $48,439,000 | 1,503 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $48,439,000 | 1,409 |
| Securities issued by states & political subdivisions | $36,174,000 | 918 |
| Other domestic debt securities | $300,000 | 1,823 |
| 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 | $300,000 | 1,416 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,967,000 | 1,540 |
| Mortgage-backed securities | $48,142,000 | 1,104 |
| Certificates of participation in pools of residential mortgages | $30,130,000 | 964 |
| Issued or guaranteed by U.S. | $30,130,000 | 955 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $18,012,000 | 829 |
| CMOs issued by government agencies or sponsored agencies | $18,012,000 | 796 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $84,913,000 | 1,335 |
| Total debt securities | $84,913,000 | 1,443 |
| 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 | $93,998,000 | 1,357 |
| U.S. Government securities | $53,535,000 | 1,394 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $53,535,000 | 1,326 |
| Securities issued by states & political subdivisions | $40,163,000 | 859 |
| Other domestic debt securities | $300,000 | 1,828 |
| 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 | $300,000 | 1,420 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,280,000 | 1,590 |
| Mortgage-backed securities | $53,238,000 | 1,020 |
| Certificates of participation in pools of residential mortgages | $32,287,000 | 927 |
| Issued or guaranteed by U.S. | $32,287,000 | 918 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $20,951,000 | 753 |
| CMOs issued by government agencies or sponsored agencies | $20,951,000 | 714 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $93,998,000 | 1,232 |
| Total debt securities | $93,998,000 | 1,342 |
| 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 | $96,260,000 | 1,335 |
| U.S. Government securities | $54,772,000 | 1,377 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $54,772,000 | 1,315 |
| Securities issued by states & political subdivisions | $41,188,000 | 856 |
| Other domestic debt securities | $300,000 | 1,822 |
| 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 | $300,000 | 1,423 |
| 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 | $43,550,000 | 1,116 |
| Mortgage-backed securities | $54,458,000 | 995 |
| Certificates of participation in pools of residential mortgages | $33,050,000 | 915 |
| Issued or guaranteed by U.S. | $33,050,000 | 908 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $21,408,000 | 737 |
| CMOs issued by government agencies or sponsored agencies | $21,408,000 | 701 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $96,260,000 | 1,220 |
| Total debt securities | $96,260,000 | 1,320 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $107,398,000 | 1,208 |
| U.S. Government securities | $61,039,000 | 1,266 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $61,039,000 | 1,200 |
| Securities issued by states & political subdivisions | $45,809,000 | 779 |
| Other domestic debt securities | $550,000 | 1,637 |
| 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 | $550,000 | 1,297 |
| 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 | $43,402,000 | 1,125 |
| Mortgage-backed securities | $60,731,000 | 911 |
| Certificates of participation in pools of residential mortgages | $37,331,000 | 841 |
| Issued or guaranteed by U.S. | $37,331,000 | 836 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $23,400,000 | 678 |
| CMOs issued by government agencies or sponsored agencies | $23,400,000 | 647 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $107,398,000 | 1,083 |
| Total debt securities | $107,398,000 | 1,184 |
| Structured notes | ||
| Amortized cost | $250,000 | 869 |
| Fair value | $250,000 | 870 |
| 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 | $103,789,000 | 1,261 |
| U.S. Government securities | $57,942,000 | 1,319 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $57,942,000 | 1,256 |
| Securities issued by states & political subdivisions | $45,297,000 | 815 |
| Other domestic debt securities | $550,000 | 1,824 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $550,000 | 1,302 |
| 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 | $44,695,000 | 1,117 |
| Mortgage-backed securities | $57,611,000 | 963 |
| Certificates of participation in pools of residential mortgages | $38,511,000 | 852 |
| Issued or guaranteed by U.S. | $38,511,000 | 836 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $19,100,000 | 774 |
| CMOs issued by government agencies or sponsored agencies | $19,100,000 | 739 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $103,789,000 | 1,141 |
| Total debt securities | $103,789,000 | 1,239 |
| Structured notes | ||
| Amortized cost | $250,000 | 872 |
| Fair value | $250,000 | 873 |
| 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 | $99,875,000 | 1,321 |
| U.S. Government securities | $53,709,000 | 1,434 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $53,709,000 | 1,374 |
| Securities issued by states & political subdivisions | $45,616,000 | 829 |
| Other domestic debt securities | $550,000 | 1,651 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $550,000 | 1,335 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,811,000 | 1,385 |
| Mortgage-backed securities | $53,376,000 | 1,021 |
| Certificates of participation in pools of residential mortgages | $36,263,000 | 905 |
| Issued or guaranteed by U.S. | $36,263,000 | 904 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $17,113,000 | 821 |
| CMOs issued by government agencies or sponsored agencies | $17,113,000 | 780 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $99,875,000 | 1,190 |
| Total debt securities | $99,874,000 | 1,299 |
| Structured notes | ||
| Amortized cost | $250,000 | 838 |
| Fair value | $250,000 | 840 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $94,537,000 | 1,391 |
| U.S. Government securities | $48,709,000 | 1,581 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $48,709,000 | 1,515 |
| Securities issued by states & political subdivisions | $45,278,000 | 883 |
| Other domestic debt securities | $550,000 | 1,661 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $550,000 | 1,354 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,419,000 | 1,776 |
| Mortgage-backed securities | $48,344,000 | 1,097 |
| Certificates of participation in pools of residential mortgages | $34,141,000 | 972 |
| Issued or guaranteed by U.S. | $34,141,000 | 972 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $14,203,000 | 919 |
| CMOs issued by government agencies or sponsored agencies | $14,203,000 | 873 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $94,537,000 | 1,253 |
| Total debt securities | $94,536,000 | 1,369 |
| Structured notes | ||
| Amortized cost | $250,000 | 851 |
| Fair value | $250,000 | 854 |
| 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 | $95,779,000 | 1,395 |
| U.S. Government securities | $49,641,000 | 1,566 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $49,641,000 | 1,502 |
| Securities issued by states & political subdivisions | $45,588,000 | 889 |
| Other domestic debt securities | $550,000 | 1,681 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $550,000 | 1,387 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,153,000 | 1,765 |
| Mortgage-backed securities | $49,273,000 | 1,101 |
| Certificates of participation in pools of residential mortgages | $35,013,000 | 972 |
| Issued or guaranteed by U.S. | $35,013,000 | 972 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $14,260,000 | 929 |
| CMOs issued by government agencies or sponsored agencies | $14,260,000 | 890 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $95,779,000 | 1,254 |
| Total debt securities | $95,778,000 | 1,377 |
| Structured notes | ||
| Amortized cost | $250,000 | 880 |
| Fair value | $250,000 | 883 |
| 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 | $91,998,000 | 1,482 |
| U.S. Government securities | $46,867,000 | 1,672 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $46,867,000 | 1,587 |
| Securities issued by states & political subdivisions | $44,581,000 | 920 |
| Other domestic debt securities | $550,000 | 1,707 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $550,000 | 1,413 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,810,000 | 1,765 |
| Mortgage-backed securities | $46,470,000 | 1,169 |
| Certificates of participation in pools of residential mortgages | $32,497,000 | 1,041 |
| Issued or guaranteed by U.S. | $32,497,000 | 1,041 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $13,973,000 | 932 |
| CMOs issued by government agencies or sponsored agencies | $13,973,000 | 890 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $91,998,000 | 1,327 |
| Total debt securities | $91,999,000 | 1,461 |
| Structured notes | ||
| Amortized cost | $250,000 | 947 |
| Fair value | $250,000 | 951 |
| 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 | $90,696,000 | 1,524 |
| U.S. Government securities | $47,468,000 | 1,680 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $47,468,000 | 1,598 |
| Securities issued by states & political subdivisions | $42,678,000 | 969 |
| Other domestic debt securities | $550,000 | 1,764 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $550,000 | 1,449 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,308,000 | 1,798 |
| Mortgage-backed securities | $47,074,000 | 1,178 |
| Certificates of participation in pools of residential mortgages | $33,390,000 | 1,053 |
| Issued or guaranteed by U.S. | $33,390,000 | 1,052 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $13,684,000 | 949 |
| CMOs issued by government agencies or sponsored agencies | $13,684,000 | 910 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $90,696,000 | 1,362 |
| Total debt securities | $90,697,000 | 1,500 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,009 |
| Fair value | $250,000 | 1,012 |
| 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 | $83,708,000 | 1,608 |
| U.S. Government securities | $38,328,000 | 1,939 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $38,328,000 | 1,839 |
| Securities issued by states & political subdivisions | $44,830,000 | 923 |
| Other domestic debt securities | $550,000 | 1,777 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $550,000 | 1,451 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,246,000 | 1,740 |
| Mortgage-backed securities | $37,891,000 | 1,334 |
| Certificates of participation in pools of residential mortgages | $28,675,000 | 1,179 |
| Issued or guaranteed by U.S. | $28,675,000 | 1,178 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $9,216,000 | 1,185 |
| CMOs issued by government agencies or sponsored agencies | $9,216,000 | 1,129 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $83,708,000 | 1,447 |
| Total debt securities | $83,708,000 | 1,583 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,000 |
| Fair value | $250,000 | 1,003 |
| 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 | $89,401,000 | 1,517 |
| U.S. Government securities | $41,392,000 | 1,831 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $41,392,000 | 1,750 |
| Securities issued by states & political subdivisions | $47,459,000 | 868 |
| Other domestic debt securities | $550,000 | 1,788 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $550,000 | 1,456 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,914,000 | 1,730 |
| Mortgage-backed securities | $40,942,000 | 1,276 |
| Certificates of participation in pools of residential mortgages | $30,946,000 | 1,110 |
| Issued or guaranteed by U.S. | $30,946,000 | 1,109 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $9,996,000 | 1,153 |
| CMOs issued by government agencies or sponsored agencies | $9,996,000 | 1,101 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $89,401,000 | 1,357 |
| Total debt securities | $89,402,000 | 1,498 |
| Structured notes | ||
| Amortized cost | $250,000 | 987 |
| Fair value | $250,000 | 994 |
| 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 | $88,707,000 | 1,545 |
| U.S. Government securities | $38,137,000 | 1,978 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $38,137,000 | 1,897 |
| Securities issued by states & political subdivisions | $50,020,000 | 813 |
| Other domestic debt securities | $550,000 | 1,816 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $550,000 | 1,462 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,749,000 | 1,733 |
| Mortgage-backed securities | $37,624,000 | 1,367 |
| Certificates of participation in pools of residential mortgages | $28,040,000 | 1,217 |
| Issued or guaranteed by U.S. | $28,040,000 | 1,213 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $9,584,000 | 1,193 |
| CMOs issued by government agencies or sponsored agencies | $9,584,000 | 1,135 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $88,707,000 | 1,379 |
| Total debt securities | $88,706,000 | 1,520 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,134 |
| Fair value | $250,000 | 1,144 |
| 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 | $91,359,000 | 1,521 |
| U.S. Government securities | $40,045,000 | 1,993 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $40,045,000 | 1,898 |
| Securities issued by states & political subdivisions | $50,764,000 | 785 |
| Other domestic debt securities | $550,000 | 1,837 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $550,000 | 1,477 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,522,000 | 1,991 |
| Mortgage-backed securities | $39,536,000 | 1,333 |
| Certificates of participation in pools of residential mortgages | $29,591,000 | 1,172 |
| Issued or guaranteed by U.S. | $29,591,000 | 1,171 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $9,945,000 | 1,174 |
| CMOs issued by government agencies or sponsored agencies | $9,945,000 | 1,117 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $91,359,000 | 1,350 |
| Total debt securities | $91,359,000 | 1,498 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,326 |
| Fair value | $250,000 | 1,329 |
| 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 | $89,398,000 | 1,555 |
| U.S. Government securities | $38,186,000 | 2,081 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $38,186,000 | 1,993 |
| Securities issued by states & political subdivisions | $50,662,000 | 786 |
| Other domestic debt securities | $550,000 | 1,825 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $550,000 | 1,467 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,308,000 | 2,076 |
| Mortgage-backed securities | $38,186,000 | 1,378 |
| Certificates of participation in pools of residential mortgages | $28,401,000 | 1,215 |
| Issued or guaranteed by U.S. | $28,401,000 | 1,213 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $9,785,000 | 1,184 |
| CMOs issued by government agencies or sponsored agencies | $9,785,000 | 1,126 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $89,398,000 | 1,385 |
| Total debt securities | $89,397,000 | 1,539 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,470 |
| Fair value | $250,000 | 1,478 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $92,027,000 | 1,520 |
| U.S. Government securities | $40,265,000 | 2,016 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $40,265,000 | 1,934 |
| Securities issued by states & political subdivisions | $51,212,000 | 773 |
| Other domestic debt securities | $550,000 | 1,840 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $550,000 | 1,471 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,726,000 | 2,065 |
| Mortgage-backed securities | $40,265,000 | 1,325 |
| Certificates of participation in pools of residential mortgages | $29,776,000 | 1,173 |
| Issued or guaranteed by U.S. | $29,776,000 | 1,172 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $10,489,000 | 1,155 |
| CMOs issued by government agencies or sponsored agencies | $10,489,000 | 1,102 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $92,027,000 | 1,350 |
| Total debt securities | $92,032,000 | 1,502 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,650 |
| Fair value | $250,000 | 1,659 |
| 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 | $88,634,000 | 1,598 |
| U.S. Government securities | $36,564,000 | 2,243 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $36,564,000 | 2,160 |
| Securities issued by states & political subdivisions | $51,520,000 | 750 |
| Other domestic debt securities | $550,000 | 1,848 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $550,000 | 1,478 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,118,000 | 2,077 |
| Mortgage-backed securities | $36,564,000 | 1,467 |
| Certificates of participation in pools of residential mortgages | $27,258,000 | 1,292 |
| Issued or guaranteed by U.S. | $27,258,000 | 1,292 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $9,306,000 | 1,308 |
| CMOs issued by government agencies or sponsored agencies | $9,306,000 | 1,248 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $88,634,000 | 1,423 |
| Total debt securities | $88,635,000 | 1,582 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,794 |
| Fair value | $250,000 | 1,805 |
| 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 | $88,960,000 | 1,599 |
| U.S. Government securities | $35,998,000 | 2,316 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $35,998,000 | 2,233 |
| Securities issued by states & political subdivisions | $52,412,000 | 712 |
| Other domestic debt securities | $550,000 | 1,904 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $550,000 | 1,512 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,892,000 | 2,055 |
| Mortgage-backed securities | $35,998,000 | 1,505 |
| Certificates of participation in pools of residential mortgages | $26,019,000 | 1,363 |
| Issued or guaranteed by U.S. | $26,019,000 | 1,363 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $9,979,000 | 1,294 |
| CMOs issued by government agencies or sponsored agencies | $9,979,000 | 1,232 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $88,960,000 | 1,425 |
| Total debt securities | $88,960,000 | 1,581 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,907 |
| Fair value | $250,000 | 1,917 |
| 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 | $88,212,000 | 1,625 |
| U.S. Government securities | $35,510,000 | 2,372 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $35,510,000 | 2,285 |
| Securities issued by states & political subdivisions | $52,152,000 | 706 |
| Other domestic debt securities | $550,000 | 1,920 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $550,000 | 1,529 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,044,000 | 2,100 |
| Mortgage-backed securities | $35,510,000 | 1,564 |
| Certificates of participation in pools of residential mortgages | $25,074,000 | 1,425 |
| Issued or guaranteed by U.S. | $25,074,000 | 1,423 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $10,436,000 | 1,289 |
| CMOs issued by government agencies or sponsored agencies | $10,436,000 | 1,230 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $88,212,000 | 1,435 |
| Total debt securities | $88,213,000 | 1,601 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,001 |
| Fair value | $250,000 | 2,010 |
| 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 | $91,186,000 | 1,610 |
| U.S. Government securities | $37,135,000 | 2,343 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $37,135,000 | 2,260 |
| Securities issued by states & political subdivisions | $53,501,000 | 689 |
| Other domestic debt securities | $550,000 | 1,989 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $550,000 | 1,572 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,446,000 | 2,074 |
| Mortgage-backed securities | $37,135,000 | 1,560 |
| Certificates of participation in pools of residential mortgages | $26,156,000 | 1,403 |
| Issued or guaranteed by U.S. | $26,156,000 | 1,403 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $10,979,000 | 1,277 |
| CMOs issued by government agencies or sponsored agencies | $10,979,000 | 1,214 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $91,186,000 | 1,429 |
| Total debt securities | $91,187,000 | 1,590 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,105 |
| Fair value | $250,000 | 2,111 |
| 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 | $86,388,000 | 1,703 |
| U.S. Government securities | $33,966,000 | 2,529 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $33,966,000 | 2,449 |
| Securities issued by states & political subdivisions | $51,872,000 | 714 |
| Other domestic debt securities | $550,000 | 2,037 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $550,000 | 1,619 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,426,000 | 2,162 |
| Mortgage-backed securities | $33,966,000 | 1,687 |
| Certificates of participation in pools of residential mortgages | $24,063,000 | 1,535 |
| Issued or guaranteed by U.S. | $24,063,000 | 1,535 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $9,903,000 | 1,363 |
| CMOs issued by government agencies or sponsored agencies | $9,903,000 | 1,297 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $86,388,000 | 1,517 |
| Total debt securities | $86,389,000 | 1,682 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,180 |
| Fair value | $250,000 | 2,190 |
| 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 | $81,099,000 | 1,812 |
| U.S. Government securities | $30,587,000 | 2,723 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $30,587,000 | 2,647 |
| Securities issued by states & political subdivisions | $49,712,000 | 762 |
| Other domestic debt securities | $800,000 | 1,956 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $800,000 | 1,554 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,083,000 | 2,490 |
| Mortgage-backed securities | $30,587,000 | 1,836 |
| Certificates of participation in pools of residential mortgages | $21,614,000 | 1,688 |
| Issued or guaranteed by U.S. | $21,614,000 | 1,688 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $8,973,000 | 1,437 |
| CMOs issued by government agencies or sponsored agencies | $8,973,000 | 1,371 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $81,099,000 | 1,623 |
| Total debt securities | $81,098,000 | 1,788 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,951 |
| Fair value | $500,000 | 1,971 |
| 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 | $77,065,000 | 1,893 |
| U.S. Government securities | $27,175,000 | 2,911 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $27,175,000 | 2,836 |
| Securities issued by states & political subdivisions | $49,090,000 | 768 |
| Other domestic debt securities | $800,000 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $800,000 | 1,589 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,806,000 | 2,607 |
| Mortgage-backed securities | $27,175,000 | 1,978 |
| Certificates of participation in pools of residential mortgages | $20,435,000 | 1,735 |
| Issued or guaranteed by U.S. | $20,435,000 | 1,734 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $6,740,000 | 1,651 |
| CMOs issued by government agencies or sponsored agencies | $6,740,000 | 1,566 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $77,065,000 | 1,693 |
| Total debt securities | $77,065,000 | 1,870 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,949 |
| Fair value | $500,000 | 1,960 |
| 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 | $77,020,000 | 1,916 |
| U.S. Government securities | $27,889,000 | 2,900 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $27,889,000 | 2,833 |
| Securities issued by states & political subdivisions | $48,331,000 | 782 |
| Other domestic debt securities | $800,000 | 2,067 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $800,000 | 1,626 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,232,000 | 2,521 |
| Mortgage-backed securities | $27,889,000 | 1,954 |
| Certificates of participation in pools of residential mortgages | $20,561,000 | 1,747 |
| Issued or guaranteed by U.S. | $20,561,000 | 1,744 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $7,328,000 | 1,601 |
| CMOs issued by government agencies or sponsored agencies | $7,328,000 | 1,517 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $77,020,000 | 1,732 |
| Total debt securities | $77,020,000 | 1,890 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,948 |
| Fair value | $500,000 | 1,965 |
| 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 | $76,240,000 | 1,913 |
| U.S. Government securities | $28,788,000 | 2,845 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $28,788,000 | 2,779 |
| Securities issued by states & political subdivisions | $46,652,000 | 806 |
| Other domestic debt securities | $800,000 | 2,124 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $800,000 | 1,667 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,433,000 | 2,590 |
| Mortgage-backed securities | $28,788,000 | 1,897 |
| Certificates of participation in pools of residential mortgages | $20,989,000 | 1,722 |
| Issued or guaranteed by U.S. | $20,989,000 | 1,720 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $7,799,000 | 1,580 |
| CMOs issued by government agencies or sponsored agencies | $7,799,000 | 1,496 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $76,240,000 | 1,729 |
| Total debt securities | $76,238,000 | 1,887 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,931 |
| Fair value | $500,000 | 1,952 |
| 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 | $79,506,000 | 1,856 |
| U.S. Government securities | $30,388,000 | 2,793 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $30,388,000 | 2,727 |
| Securities issued by states & political subdivisions | $48,318,000 | 758 |
| Other domestic debt securities | $800,000 | 2,119 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $800,000 | 1,642 |
| 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 | $16,092,000 | 2,559 |
| Mortgage-backed securities | $30,388,000 | 1,874 |
| Certificates of participation in pools of residential mortgages | $21,980,000 | 1,710 |
| Issued or guaranteed by U.S. | $21,980,000 | 1,709 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $8,408,000 | 1,578 |
| CMOs issued by government agencies or sponsored agencies | $8,408,000 | 1,488 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $79,506,000 | 1,686 |
| Total debt securities | $79,506,000 | 1,838 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,980 |
| Fair value | $500,000 | 2,030 |
| 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 | $70,043,000 | 2,039 |
| U.S. Government securities | $21,059,000 | 3,391 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $21,059,000 | 3,312 |
| Securities issued by states & political subdivisions | $48,184,000 | 740 |
| Other domestic debt securities | $800,000 | 2,126 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $800,000 | 1,619 |
| 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 | $10,314,000 | 3,252 |
| Mortgage-backed securities | $21,059,000 | 2,333 |
| Certificates of participation in pools of residential mortgages | $15,469,000 | 2,109 |
| Issued or guaranteed by U.S. | $15,469,000 | 2,107 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $5,590,000 | 1,955 |
| CMOs issued by government agencies or sponsored agencies | $5,590,000 | 1,862 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $70,043,000 | 1,854 |
| Total debt securities | $70,042,000 | 2,018 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,008 |
| Fair value | $500,000 | 2,083 |
| 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 | $70,229,000 | 2,038 |
| U.S. Government securities | $20,971,000 | 3,484 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $20,971,000 | 3,407 |
| Securities issued by states & political subdivisions | $48,458,000 | 712 |
| Other domestic debt securities | $800,000 | 2,189 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $800,000 | 1,675 |
| 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 | $11,908,000 | 3,033 |
| Mortgage-backed securities | $20,971,000 | 2,450 |
| Certificates of participation in pools of residential mortgages | $14,982,000 | 2,243 |
| Issued or guaranteed by U.S. | $14,982,000 | 2,242 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $5,989,000 | 1,964 |
| CMOs issued by government agencies or sponsored agencies | $5,989,000 | 1,870 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $70,229,000 | 1,847 |
| Total debt securities | $69,929,000 | 2,019 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,199 |
| Fair value | $500,000 | 2,285 |
| 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 | $69,733,000 | 2,042 |
| U.S. Government securities | $21,313,000 | 3,504 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $21,313,000 | 3,430 |
| Securities issued by states & political subdivisions | $47,620,000 | 700 |
| Other domestic debt securities | $800,000 | 2,189 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $800,000 | 1,669 |
| 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 | $11,768,000 | 3,103 |
| Mortgage-backed securities | $21,313,000 | 2,436 |
| Certificates of participation in pools of residential mortgages | $13,106,000 | 2,457 |
| Issued or guaranteed by U.S. | $13,106,000 | 2,456 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $8,207,000 | 1,742 |
| CMOs issued by government agencies or sponsored agencies | $8,207,000 | 1,650 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $69,733,000 | 1,859 |
| Total debt securities | $69,432,000 | 2,033 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,450 |
| Fair value | $500,000 | 2,527 |
| 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 | $70,570,000 | 2,028 |
| U.S. Government securities | $21,983,000 | 3,522 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $21,983,000 | 3,449 |
| Securities issued by states & political subdivisions | $47,787,000 | 662 |
| Other domestic debt securities | $800,000 | 2,161 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $800,000 | 1,659 |
| 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 | $11,549,000 | 3,140 |
| Mortgage-backed securities | $21,983,000 | 2,413 |
| Certificates of participation in pools of residential mortgages | $13,003,000 | 2,473 |
| Issued or guaranteed by U.S. | $13,003,000 | 2,467 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $8,980,000 | 1,687 |
| CMOs issued by government agencies or sponsored agencies | $8,980,000 | 1,591 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $70,570,000 | 1,847 |
| Total debt securities | $70,268,000 | 2,020 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,683 |
| Fair value | $500,000 | 2,745 |
| 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 | $69,856,000 | 1,988 |
| U.S. Government securities | $21,189,000 | 3,519 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $21,189,000 | 3,439 |
| Securities issued by states & political subdivisions | $47,867,000 | 639 |
| Other domestic debt securities | $800,000 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $800,000 | 1,575 |
| 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 | $12,041,000 | 2,920 |
| Mortgage-backed securities | $21,189,000 | 2,388 |
| Certificates of participation in pools of residential mortgages | $12,280,000 | 2,450 |
| Issued or guaranteed by U.S. | $12,280,000 | 2,446 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $8,909,000 | 1,673 |
| CMOs issued by government agencies or sponsored agencies | $8,909,000 | 1,522 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $69,856,000 | 1,801 |
| Total debt securities | $69,855,000 | 1,967 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,578 |
| Fair value | $500,000 | 2,666 |
| 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 | $68,787,000 | 1,955 |
| U.S. Government securities | $21,434,000 | 3,419 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $21,434,000 | 3,339 |
| Securities issued by states & political subdivisions | $46,553,000 | 616 |
| Other domestic debt securities | $800,000 | 2,130 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $800,000 | 1,536 |
| 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 | $12,131,000 | 2,873 |
| Mortgage-backed securities | $21,434,000 | 2,309 |
| Certificates of participation in pools of residential mortgages | $12,116,000 | 2,411 |
| Issued or guaranteed by U.S. | $12,116,000 | 2,406 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $9,318,000 | 1,638 |
| CMOs issued by government agencies or sponsored agencies | $9,318,000 | 1,480 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $68,787,000 | 1,775 |
| Total debt securities | $68,487,000 | 1,943 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| 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 | $64,391,000 | 2,057 |
| U.S. Government securities | $18,398,000 | 3,846 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $18,398,000 | 3,753 |
| Securities issued by states & political subdivisions | $45,193,000 | 592 |
| Other domestic debt securities | $800,000 | 2,066 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $800,000 | 1,456 |
| 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 | $12,399,000 | 2,860 |
| Mortgage-backed securities | $18,398,000 | 2,474 |
| Certificates of participation in pools of residential mortgages | $10,957,000 | 2,501 |
| Issued or guaranteed by U.S. | $10,957,000 | 2,493 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $7,441,000 | 1,782 |
| CMOs issued by government agencies or sponsored agencies | $7,441,000 | 1,602 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $64,391,000 | 1,851 |
| Total debt securities | $64,390,000 | 2,037 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| 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 | $61,125,000 | 2,149 |
| U.S. Government securities | $15,999,000 | 4,107 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $15,999,000 | 3,983 |
| Securities issued by states & political subdivisions | $43,840,000 | 595 |
| Other domestic debt securities | $1,286,000 | 1,835 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $1,286,000 | 1,245 |
| 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 | $10,703,000 | 3,087 |
| Mortgage-backed securities | $15,999,000 | 2,613 |
| Certificates of participation in pools of residential mortgages | $10,017,000 | 2,560 |
| Issued or guaranteed by U.S. | $10,017,000 | 2,556 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $5,982,000 | 1,878 |
| CMOs issued by government agencies or sponsored agencies | $5,982,000 | 1,693 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $61,125,000 | 1,943 |
| Total debt securities | $61,126,000 | 2,128 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| 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 | $57,928,000 | 2,151 |
| U.S. Government securities | $14,225,000 | 4,170 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $14,225,000 | 4,052 |
| Securities issued by states & political subdivisions | $42,452,000 | 587 |
| Other domestic debt securities | $1,251,000 | 1,962 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $1,251,000 | 1,260 |
| 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 | $11,286,000 | 2,984 |
| Mortgage-backed securities | $14,225,000 | 2,670 |
| Certificates of participation in pools of residential mortgages | $7,441,000 | 2,848 |
| Issued or guaranteed by U.S. | $7,441,000 | 2,841 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $6,784,000 | 1,767 |
| CMOs issued by government agencies or sponsored agencies | $6,784,000 | 1,578 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $57,928,000 | 1,945 |
| Total debt securities | $57,929,000 | 2,124 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| 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 | $59,823,000 | 2,059 |
| U.S. Government securities | $13,732,000 | 4,212 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $13,732,000 | 4,100 |
| Securities issued by states & political subdivisions | $44,861,000 | 530 |
| Other domestic debt securities | $1,230,000 | 2,027 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $1,230,000 | 1,266 |
| 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 | $11,638,000 | 2,961 |
| Mortgage-backed securities | $13,232,000 | 2,767 |
| Certificates of participation in pools of residential mortgages | $8,273,000 | 2,672 |
| Issued or guaranteed by U.S. | $8,273,000 | 2,664 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $4,959,000 | 1,983 |
| CMOs issued by government agencies or sponsored agencies | $4,959,000 | 1,754 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $59,823,000 | 1,835 |
| Total debt securities | $59,824,000 | 2,035 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| 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 | $56,600,000 | 2,143 |
| U.S. Government securities | $13,337,000 | 4,342 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $13,337,000 | 4,231 |
| Securities issued by states & political subdivisions | $42,035,000 | 542 |
| Other domestic debt securities | $1,228,000 | 2,027 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $1,228,000 | 1,228 |
| 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 | $9,392,000 | 3,338 |
| Mortgage-backed securities | $12,831,000 | 2,800 |
| Certificates of participation in pools of residential mortgages | $7,780,000 | 2,780 |
| Issued or guaranteed by U.S. | $7,780,000 | 2,771 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $5,051,000 | 1,909 |
| CMOs issued by government agencies or sponsored agencies | $5,051,000 | 1,663 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $56,600,000 | 1,916 |
| Total debt securities | $56,598,000 | 2,124 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| 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 | $52,439,000 | 2,300 |
| U.S. Government securities | $10,019,000 | 5,004 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $10,019,000 | 4,904 |
| Securities issued by states & political subdivisions | $41,175,000 | 549 |
| Other domestic debt securities | $1,245,000 | 2,076 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $1,245,000 | 1,241 |
| 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 | $8,821,000 | 3,533 |
| Mortgage-backed securities | $8,023,000 | 3,501 |
| Certificates of participation in pools of residential mortgages | $3,321,000 | 3,951 |
| Issued or guaranteed by U.S. | $3,321,000 | 3,942 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,702,000 | 1,904 |
| CMOs issued by government agencies or sponsored agencies | $4,702,000 | 1,648 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $52,439,000 | 2,054 |
| Total debt securities | $52,439,000 | 2,272 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,246 |
| Fair value | $991,000 | 2,426 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $54,292,000 | 2,218 |
| U.S. Government securities | $11,357,000 | 4,724 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $11,357,000 | 4,620 |
| Securities issued by states & political subdivisions | $41,994,000 | 536 |
| Other domestic debt securities | $941,000 | 2,348 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $941,000 | 1,463 |
| 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 | $7,597,000 | 3,782 |
| Mortgage-backed securities | $9,388,000 | 3,343 |
| Certificates of participation in pools of residential mortgages | $3,850,000 | 3,857 |
| Issued or guaranteed by U.S. | $3,850,000 | 3,848 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $5,538,000 | 1,773 |
| CMOs issued by government agencies or sponsored agencies | $5,538,000 | 1,508 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $54,292,000 | 1,980 |
| Total debt securities | $54,293,000 | 2,194 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,971 |
| Fair value | $969,000 | 2,194 |
| 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 | $54,750,000 | 2,204 |
| U.S. Government securities | $12,333,000 | 4,552 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $12,333,000 | 4,460 |
| Securities issued by states & political subdivisions | $41,525,000 | 534 |
| Other domestic debt securities | $892,000 | 2,484 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $892,000 | 1,579 |
| 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 | $9,693,000 | 3,394 |
| Mortgage-backed securities | $10,325,000 | 3,290 |
| Certificates of participation in pools of residential mortgages | $4,196,000 | 3,834 |
| Issued or guaranteed by U.S. | $4,196,000 | 3,824 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $6,129,000 | 1,701 |
| CMOs issued by government agencies or sponsored agencies | $6,129,000 | 1,409 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $54,750,000 | 1,952 |
| Total debt securities | $54,749,000 | 2,177 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,528 |
| Fair value | $992,000 | 1,729 |
| 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 | $53,483,000 | 2,197 |
| U.S. Government securities | $15,021,000 | 4,105 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $15,021,000 | 4,016 |
| Securities issued by states & political subdivisions | $37,560,000 | 574 |
| Other domestic debt securities | $902,000 | 2,521 |
| 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 | $300,000 | 340 |
| Other domestic debt securities - All other | $602,000 | 1,758 |
| 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 | $10,250,000 | 3,314 |
| Mortgage-backed securities | $13,016,000 | 2,975 |
| Certificates of participation in pools of residential mortgages | $5,710,000 | 3,511 |
| Issued or guaranteed by U.S. | $5,710,000 | 3,498 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $7,306,000 | 1,581 |
| CMOs issued by government agencies or sponsored agencies | $7,306,000 | 1,285 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $53,483,000 | 1,930 |
| Total debt securities | $53,485,000 | 2,164 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,123 |
| Fair value | $988,000 | 1,249 |
| 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 | $48,300,000 | 2,407 |
| U.S. Government securities | $16,440,000 | 3,970 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $16,440,000 | 3,897 |
| Securities issued by states & political subdivisions | $31,355,000 | 677 |
| Other domestic debt securities | $505,000 | 2,708 |
| 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 | $505,000 | 1,900 |
| 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 | $11,034,000 | 3,243 |
| Mortgage-backed securities | $13,124,000 | 3,011 |
| Certificates of participation in pools of residential mortgages | $6,428,000 | 3,418 |
| Issued or guaranteed by U.S. | $6,428,000 | 3,407 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $6,696,000 | 1,641 |
| CMOs issued by government agencies or sponsored agencies | $6,696,000 | 1,315 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $48,300,000 | 2,117 |
| Total debt securities | $48,301,000 | 2,375 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,280 |
| Fair value | $501,000 | 1,316 |
| 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 | $49,717,000 | 2,318 |
| U.S. Government securities | $20,528,000 | 3,490 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $20,528,000 | 3,419 |
| Securities issued by states & political subdivisions | $28,637,000 | 736 |
| Other domestic debt securities | $552,000 | 2,618 |
| 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 | $552,000 | 1,822 |
| 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 | $9,250,000 | 3,571 |
| Mortgage-backed securities | $15,522,000 | 2,725 |
| Certificates of participation in pools of residential mortgages | $9,205,000 | 2,842 |
| Issued or guaranteed by U.S. | $9,205,000 | 2,827 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $6,317,000 | 1,626 |
| CMOs issued by government agencies or sponsored agencies | $6,317,000 | 1,330 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $49,717,000 | 2,036 |
| Total debt securities | $49,716,000 | 2,292 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,335 |
| Fair value | $504,000 | 1,348 |
| 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 | $47,942,000 | 2,343 |
| U.S. Government securities | $20,627,000 | 3,424 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $20,627,000 | 3,359 |
| Securities issued by states & political subdivisions | $26,644,000 | 779 |
| Other domestic debt securities | $671,000 | 2,500 |
| 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 | $671,000 | 1,729 |
| 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 | $9,117,000 | 3,581 |
| Mortgage-backed securities | $15,570,000 | 2,636 |
| Certificates of participation in pools of residential mortgages | $9,300,000 | 2,757 |
| Issued or guaranteed by U.S. | $9,300,000 | 2,742 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $6,270,000 | 1,566 |
| CMOs issued by government agencies or sponsored agencies | $6,270,000 | 1,262 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $47,942,000 | 2,049 |
| Total debt securities | $47,942,000 | 2,316 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,321 |
| Fair value | $499,000 | 1,373 |
| 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 | $44,603,000 | 2,544 |
| U.S. Government securities | $19,223,000 | 3,645 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $19,223,000 | 3,570 |
| Securities issued by states & political subdivisions | $24,678,000 | 881 |
| Other domestic debt securities | $702,000 | 2,476 |
| 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 | $702,000 | 1,754 |
| 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 | $9,135,000 | 3,525 |
| Mortgage-backed securities | $14,439,000 | 2,705 |
| Certificates of participation in pools of residential mortgages | $7,600,000 | 3,014 |
| Issued or guaranteed by U.S. | $7,600,000 | 3,001 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $6,839,000 | 1,513 |
| CMOs issued by government agencies or sponsored agencies | $6,839,000 | 1,211 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $44,603,000 | 2,252 |
| Total debt securities | $44,603,000 | 2,495 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,369 |
| Fair value | $500,000 | 1,409 |
| 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 | $40,973,000 | 2,701 |
| U.S. Government securities | $9,759,000 | 5,170 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $9,759,000 | 5,079 |
| Securities issued by states & political subdivisions | $22,815,000 | 946 |
| Other domestic debt securities | $8,399,000 | 929 |
| Privately issued residential mortgage-backed securities | $7,759,000 | 552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $640,000 | 1,746 |
| 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 | $9,615,000 | 3,438 |
| Mortgage-backed securities | $12,397,000 | 2,848 |
| Certificates of participation in pools of residential mortgages | $4,638,000 | 3,623 |
| Issued or guaranteed by U.S. | $4,638,000 | 3,607 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $7,759,000 | 1,390 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $7,759,000 | 525 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $40,973,000 | 2,404 |
| Total debt securities | $40,973,000 | 2,662 |
| Structured notes | ||
| Amortized cost | $497,000 | 1,624 |
| Fair value | $503,000 | 1,526 |
| 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 | $39,589,000 | 2,788 |
| U.S. Government securities | $14,358,000 | 4,409 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $14,358,000 | 4,317 |
| Securities issued by states & political subdivisions | $21,897,000 | 970 |
| Other domestic debt securities | $3,334,000 | 1,335 |
| Privately issued residential mortgage-backed securities | $2,930,000 | 751 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $404,000 | 1,852 |
| 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 | $10,602,000 | 3,298 |
| Mortgage-backed securities | $11,529,000 | 2,704 |
| Certificates of participation in pools of residential mortgages | $3,164,000 | 3,842 |
| Issued or guaranteed by U.S. | $234,000 | 5,615 |
| Privately issued | $2,930,000 | 85 |
| Collaterized mortgage obligations | $8,365,000 | 1,273 |
| CMOs issued by government agencies or sponsored agencies | $8,365,000 | 1,027 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $39,589,000 | 2,452 |
| Total debt securities | $39,588,000 | 2,745 |
| Structured notes | ||
| Amortized cost | $965,000 | 1,715 |
| Fair value | $977,000 | 1,702 |
| 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 | $38,887,000 | 2,826 |
| U.S. Government securities | $18,047,000 | 3,903 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $18,047,000 | 3,822 |
| Securities issued by states & political subdivisions | $20,480,000 | 1,019 |
| Other domestic debt securities | $360,000 | 2,501 |
| 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 | $360,000 | 1,856 |
| 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 | $10,913,000 | 3,274 |
| Mortgage-backed securities | $11,332,000 | 2,560 |
| Certificates of participation in pools of residential mortgages | $2,272,000 | 4,063 |
| Issued or guaranteed by U.S. | $2,272,000 | 4,050 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $9,060,000 | 1,172 |
| CMOs issued by government agencies or sponsored agencies | $9,060,000 | 940 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $38,887,000 | 2,468 |
| Total debt securities | $38,887,000 | 2,779 |
| Structured notes | ||
| Amortized cost | $964,000 | 1,927 |
| Fair value | $961,000 | 1,922 |
| 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 | $35,723,000 | 3,017 |
| U.S. Government securities | $17,128,000 | 4,058 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $17,128,000 | 3,959 |
| Securities issued by states & political subdivisions | $18,197,000 | 1,148 |
| Other domestic debt securities | $398,000 | 2,430 |
| 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 | $398,000 | 1,803 |
| 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 | $10,723,000 | 3,302 |
| Mortgage-backed securities | $9,750,000 | 2,722 |
| Certificates of participation in pools of residential mortgages | $1,907,000 | 4,234 |
| Issued or guaranteed by U.S. | $1,907,000 | 4,221 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $7,843,000 | 1,237 |
| CMOs issued by government agencies or sponsored agencies | $7,843,000 | 1,005 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $35,723,000 | 2,639 |
| Total debt securities | $35,723,000 | 2,974 |
| Structured notes | ||
| Amortized cost | $467,000 | 2,474 |
| Fair value | $444,000 | 2,480 |
| 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 | $37,111,000 | 2,958 |
| U.S. Government securities | $19,055,000 | 3,781 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $19,055,000 | 3,687 |
| Securities issued by states & political subdivisions | $18,056,000 | 1,153 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,100,000 | 3,233 |
| Mortgage-backed securities | $10,763,000 | 2,544 |
| Certificates of participation in pools of residential mortgages | $2,063,000 | 4,133 |
| Issued or guaranteed by U.S. | $2,063,000 | 4,117 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $8,700,000 | 1,148 |
| CMOs issued by government agencies or sponsored agencies | $8,700,000 | 934 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $37,111,000 | 2,571 |
| Total debt securities | $37,111,000 | 2,915 |
| Structured notes | ||
| Amortized cost | $966,000 | 2,079 |
| Fair value | $934,000 | 2,097 |
| 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 | $39,614,000 | 2,824 |
| U.S. Government securities | $21,942,000 | 3,490 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $21,942,000 | 3,386 |
| Securities issued by states & political subdivisions | $17,622,000 | 1,162 |
| Other domestic debt securities | $50,000 | 2,891 |
| 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 | $50,000 | 2,252 |
| 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 | $11,477,000 | 3,172 |
| Mortgage-backed securities | $12,191,000 | 2,378 |
| Certificates of participation in pools of residential mortgages | $2,629,000 | 3,873 |
| Issued or guaranteed by U.S. | $2,629,000 | 3,861 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $9,562,000 | 1,076 |
| CMOs issued by government agencies or sponsored agencies | $9,562,000 | 877 |
| 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) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $39,614,000 | 2,451 |
| Total debt securities | $39,614,000 | 2,779 |
| Structured notes | ||
| Amortized cost | $965,000 | 2,176 |
| Fair value | $917,000 | 2,203 |
| 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 | $38,537,000 | 2,913 |
| U.S. Government securities | $11,508,000 | 5,192 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $11,508,000 | 5,077 |
| Securities issued by states & political subdivisions | $16,997,000 | 1,184 |
| Other domestic debt securities | $10,032,000 | 707 |
| Privately issued residential mortgage-backed securities | $9,982,000 | 390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $50,000 | 2,295 |
| 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 | $6,574,000 | 4,158 |
| Mortgage-backed securities | $12,728,000 | 2,331 |
| Certificates of participation in pools of residential mortgages | $2,746,000 | 3,811 |
| Issued or guaranteed by U.S. | $2,746,000 | 3,789 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $9,982,000 | 1,019 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $9,982,000 | 368 |
| 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) | $85,000 | 3,763 |
| Available-for-sale securities (fair market value) | $38,452,000 | 2,509 |
| Total debt securities | $38,537,000 | 2,879 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,538 |
| Fair value | $454,000 | 2,766 |
| 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 | $38,196,000 | 2,931 |
| U.S. Government securities | $19,278,000 | 3,870 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $19,278,000 | 3,756 |
| Securities issued by states & political subdivisions | $16,670,000 | 1,199 |
| Other domestic debt securities | $2,248,000 | 1,455 |
| Privately issued residential mortgage-backed securities | $2,197,000 | 673 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $51,000 | 2,374 |
| 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 | $6,392,000 | 4,215 |
| Mortgage-backed securities | $13,804,000 | 2,224 |
| Certificates of participation in pools of residential mortgages | $2,879,000 | 3,765 |
| Issued or guaranteed by U.S. | $682,000 | 5,118 |
| Privately issued | $2,197,000 | 99 |
| Collaterized mortgage obligations | $10,925,000 | 965 |
| CMOs issued by government agencies or sponsored agencies | $10,925,000 | 793 |
| 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) | $85,000 | 3,816 |
| Available-for-sale securities (fair market value) | $38,111,000 | 2,525 |
| Total debt securities | $38,196,000 | 2,896 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,594 |
| Fair value | $456,000 | 2,825 |
| 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 | $37,756,000 | 2,991 |
| U.S. Government securities | $19,732,000 | 3,848 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $19,732,000 | 3,729 |
| Securities issued by states & political subdivisions | $17,572,000 | 1,136 |
| Other domestic debt securities | $452,000 | 2,555 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $452,000 | 2,024 |
| 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 | $6,242,000 | 4,245 |
| Mortgage-backed securities | $13,010,000 | 2,327 |
| Certificates of participation in pools of residential mortgages | $3,083,000 | 3,698 |
| Issued or guaranteed by U.S. | $3,083,000 | 3,682 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $9,927,000 | 1,024 |
| CMOs issued by government agencies or sponsored agencies | $9,927,000 | 838 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $320,000 | 3,512 |
| Available-for-sale securities (fair market value) | $37,436,000 | 2,596 |
| Total debt securities | $37,756,000 | 2,944 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,585 |
| Fair value | $464,000 | 2,819 |
| 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 | $39,040,000 | 2,887 |
| U.S. Government securities | $19,989,000 | 3,792 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $19,989,000 | 3,662 |
| Securities issued by states & political subdivisions | $17,899,000 | 1,113 |
| Other domestic debt securities | $1,152,000 | 1,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,152,000 | 1,499 |
| 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 | $6,641,000 | 4,110 |
| Mortgage-backed securities | $13,242,000 | 2,314 |
| Certificates of participation in pools of residential mortgages | $3,252,000 | 3,642 |
| Issued or guaranteed by U.S. | $3,252,000 | 3,627 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $9,990,000 | 1,024 |
| CMOs issued by government agencies or sponsored agencies | $9,990,000 | 847 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $320,000 | 3,580 |
| Available-for-sale securities (fair market value) | $38,720,000 | 2,506 |
| Total debt securities | $39,040,000 | 2,840 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,581 |
| Fair value | $470,000 | 2,821 |
| 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 | $40,388,000 | 2,798 |
| U.S. Government securities | $20,840,000 | 3,659 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $20,840,000 | 3,526 |
| Securities issued by states & political subdivisions | $18,388,000 | 1,080 |
| Other domestic debt securities | $1,160,000 | 2,004 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,160,000 | 1,547 |
| 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 | $7,270,000 | 3,944 |
| Mortgage-backed securities | $14,801,000 | 2,175 |
| Certificates of participation in pools of residential mortgages | $3,486,000 | 3,604 |
| Issued or guaranteed by U.S. | $3,486,000 | 3,590 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $11,315,000 | 970 |
| CMOs issued by government agencies or sponsored agencies | $11,315,000 | 813 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $321,000 | 3,631 |
| Available-for-sale securities (fair market value) | $40,067,000 | 2,426 |
| Total debt securities | $40,388,000 | 2,755 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,532 |
| Fair value | $499,000 | 2,543 |
| 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 | $40,540,000 | 2,812 |
| U.S. Government securities | $22,102,000 | 3,539 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $22,102,000 | 3,419 |
| Securities issued by states & political subdivisions | $16,724,000 | 1,178 |
| Other domestic debt securities | $1,714,000 | 1,811 |
| 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 | $1,714,000 | 1,398 |
| 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 | $6,818,000 | 4,047 |
| Mortgage-backed securities | $16,012,000 | 2,127 |
| Certificates of participation in pools of residential mortgages | $3,796,000 | 3,584 |
| Issued or guaranteed by U.S. | $3,796,000 | 3,568 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $12,216,000 | 957 |
| CMOs issued by government agencies or sponsored agencies | $12,216,000 | 806 |
| 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) | $321,000 | 3,689 |
| Available-for-sale securities (fair market value) | $40,219,000 | 2,424 |
| Total debt securities | $40,540,000 | 2,763 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,519 |
| Fair value | $496,000 | 2,656 |
| 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 | $42,552,000 | 2,746 |
| U.S. Government securities | $22,622,000 | 3,550 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $22,622,000 | 3,423 |
| Securities issued by states & political subdivisions | $18,202,000 | 1,060 |
| Other domestic debt securities | $1,728,000 | 1,862 |
| 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 | $1,728,000 | 1,472 |
| 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 | $6,936,000 | 4,045 |
| Mortgage-backed securities | $16,597,000 | 2,148 |
| Certificates of participation in pools of residential mortgages | $3,982,000 | 3,610 |
| Issued or guaranteed by U.S. | $3,982,000 | 3,599 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $12,615,000 | 962 |
| CMOs issued by government agencies or sponsored agencies | $12,615,000 | 809 |
| 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) | $321,000 | 3,742 |
| Available-for-sale securities (fair market value) | $42,231,000 | 2,354 |
| Total debt securities | $42,552,000 | 2,702 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,494 |
| Fair value | $489,000 | 2,655 |
| 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 | $43,522,000 | 2,700 |
| U.S. Government securities | $22,625,000 | 3,555 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $22,625,000 | 3,431 |
| Securities issued by states & political subdivisions | $19,148,000 | 992 |
| Other domestic debt securities | $1,749,000 | 1,895 |
| 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 | $1,749,000 | 1,524 |
| 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 | $7,279,000 | 3,941 |
| Mortgage-backed securities | $16,520,000 | 2,206 |
| Certificates of participation in pools of residential mortgages | $3,218,000 | 3,935 |
| Issued or guaranteed by U.S. | $3,218,000 | 3,926 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $13,302,000 | 941 |
| CMOs issued by government agencies or sponsored agencies | $13,302,000 | 791 |
| 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) | $384,000 | 3,749 |
| Available-for-sale securities (fair market value) | $43,138,000 | 2,335 |
| Total debt securities | $43,522,000 | 2,650 |
| Structured notes | ||
| Amortized cost | $993,000 | 2,232 |
| Fair value | $987,000 | 2,199 |
| 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 | $43,597,000 | 2,679 |
| U.S. Government securities | $23,053,000 | 3,491 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $23,053,000 | 3,366 |
| Securities issued by states & political subdivisions | $18,469,000 | 1,037 |
| Other domestic debt securities | $2,075,000 | 1,779 |
| 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 | $2,075,000 | 1,431 |
| 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 | $7,501,000 | 3,868 |
| Mortgage-backed securities | $15,648,000 | 2,292 |
| Certificates of participation in pools of residential mortgages | $3,403,000 | 3,893 |
| Issued or guaranteed by U.S. | $3,403,000 | 3,884 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $12,245,000 | 986 |
| CMOs issued by government agencies or sponsored agencies | $12,245,000 | 852 |
| 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) | $384,000 | 3,813 |
| Available-for-sale securities (fair market value) | $43,213,000 | 2,323 |
| Total debt securities | $43,607,000 | 2,622 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,417 |
| Fair value | $497,000 | 2,575 |
| 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 | $43,677,000 | 2,735 |
| U.S. Government securities | $20,316,000 | 3,851 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $20,316,000 | 3,710 |
| Securities issued by states & political subdivisions | $21,271,000 | 883 |
| Other domestic debt securities | $2,090,000 | 1,847 |
| 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 | $2,090,000 | 1,506 |
| 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 | $7,745,000 | 3,800 |
| Mortgage-backed securities | $14,970,000 | 2,367 |
| Certificates of participation in pools of residential mortgages | $2,549,000 | 4,282 |
| Issued or guaranteed by U.S. | $2,549,000 | 4,270 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $12,421,000 | 988 |
| CMOs issued by government agencies or sponsored agencies | $12,421,000 | 855 |
| 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) | $388,000 | 3,856 |
| Available-for-sale securities (fair market value) | $43,289,000 | 2,352 |
| Total debt securities | $43,677,000 | 2,683 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $42,432,000 | 2,804 |
| U.S. Government securities | $18,033,000 | 4,120 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $18,033,000 | 3,969 |
| Securities issued by states & political subdivisions | $21,392,000 | 901 |
| Other domestic debt securities | $3,007,000 | 1,659 |
| Privately issued residential mortgage-backed securities | $578,000 | 819 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,429,000 | 1,476 |
| 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 | $8,288,000 | 3,605 |
| Mortgage-backed securities | $14,310,000 | 2,497 |
| Certificates of participation in pools of residential mortgages | $2,311,000 | 4,452 |
| Issued or guaranteed by U.S. | $1,733,000 | 4,746 |
| Privately issued | $578,000 | 131 |
| Collaterized mortgage obligations | $11,999,000 | 1,025 |
| CMOs issued by government agencies or sponsored agencies | $11,999,000 | 889 |
| 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) | $389,000 | 3,894 |
| Available-for-sale securities (fair market value) | $42,043,000 | 2,426 |
| Total debt securities | $42,431,000 | 2,735 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $41,187,000 | 2,906 |
| U.S. Government securities | $16,148,000 | 4,485 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $16,148,000 | 4,334 |
| Securities issued by states & political subdivisions | $21,370,000 | 901 |
| Other domestic debt securities | $3,099,000 | 1,662 |
| 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 | $3,099,000 | 1,390 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $570,000 | 1,519 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,630,000 | 3,703 |
| Mortgage-backed securities | $14,631,000 | 2,441 |
| Certificates of participation in pools of residential mortgages | $2,480,000 | 4,340 |
| Issued or guaranteed by U.S. | $2,480,000 | 4,321 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $12,151,000 | 1,013 |
| CMOs issued by government agencies or sponsored agencies | $12,151,000 | 938 |
| 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) | $392,000 | 3,951 |
| Available-for-sale securities (fair market value) | $40,795,000 | 2,526 |
| Total debt securities | $40,615,000 | 2,877 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,031 |
| Fair value | $495,000 | 2,192 |
| 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 | $40,746,000 | 2,887 |
| U.S. Government securities | $13,798,000 | 4,768 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $13,798,000 | 4,609 |
| Securities issued by states & political subdivisions | $22,471,000 | 850 |
| Other domestic debt securities | $3,118,000 | 1,748 |
| 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 | $3,118,000 | 1,473 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $1,359,000 | 1,223 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,694,000 | 3,867 |
| Mortgage-backed securities | $13,798,000 | 2,526 |
| Certificates of participation in pools of residential mortgages | $1,722,000 | 4,779 |
| Issued or guaranteed by U.S. | $1,722,000 | 4,757 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $12,076,000 | 1,016 |
| CMOs issued by government agencies or sponsored agencies | $12,076,000 | 940 |
| 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) | $463,000 | 3,913 |
| Available-for-sale securities (fair market value) | $40,283,000 | 2,505 |
| Total debt securities | $39,387,000 | 2,898 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $41,063,000 | 2,813 |
| U.S. Government securities | $15,785,000 | 4,328 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $15,785,000 | 4,171 |
| Securities issued by states & political subdivisions | $19,781,000 | 963 |
| Other domestic debt securities | $3,459,000 | 1,735 |
| 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 | $3,459,000 | 1,450 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $2,038,000 | 1,084 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,029,000 | 3,490 |
| Mortgage-backed securities | $14,685,000 | 2,477 |
| Certificates of participation in pools of residential mortgages | $2,155,000 | 4,579 |
| Issued or guaranteed by U.S. | $2,155,000 | 4,562 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $12,530,000 | 1,067 |
| CMOs issued by government agencies or sponsored agencies | $12,530,000 | 992 |
| 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) | $467,000 | 3,942 |
| Available-for-sale securities (fair market value) | $40,596,000 | 2,446 |
| Total debt securities | $39,026,000 | 2,856 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $41,217,000 | 2,767 |
| U.S. Government securities | $17,570,000 | 4,041 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $17,570,000 | 3,887 |
| Securities issued by states & political subdivisions | $18,881,000 | 968 |
| Other domestic debt securities | $3,643,000 | 1,688 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,643,000 | 1,409 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $1,123,000 | 1,308 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,478,000 | 4,620 |
| Mortgage-backed securities | $14,911,000 | 2,468 |
| Certificates of participation in pools of residential mortgages | $2,535,000 | 4,406 |
| Issued or guaranteed by U.S. | $2,535,000 | 4,388 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $12,376,000 | 1,115 |
| CMOs issued by government agencies or sponsored agencies | $12,376,000 | 1,029 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $393,000 | 4,081 |
| Available-for-sale securities (fair market value) | $40,824,000 | 2,395 |
| Total debt securities | $40,094,000 | 2,754 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $38,035,000 | 2,930 |
| U.S. Government securities | $15,310,000 | 4,414 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $15,310,000 | 4,239 |
| Securities issued by states & political subdivisions | $18,225,000 | 984 |
| Other domestic debt securities | $4,136,000 | 1,555 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,136,000 | 1,307 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $364,000 | 1,753 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,303,000 | 4,312 |
| Mortgage-backed securities | $13,087,000 | 2,609 |
| Certificates of participation in pools of residential mortgages | $2,737,000 | 4,279 |
| Issued or guaranteed by U.S. | $2,737,000 | 4,264 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $10,350,000 | 1,241 |
| CMOs issued by government agencies or sponsored agencies | $10,350,000 | 1,150 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $493,000 | 4,061 |
| Available-for-sale securities (fair market value) | $37,542,000 | 2,518 |
| Total debt securities | $37,671,000 | 2,864 |
| Structured notes | ||
| Amortized cost | $400,000 | 1,348 |
| Fair value | $402,000 | 1,364 |
| 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 | $34,707,000 | 3,000 |
| U.S. Government securities | $15,275,000 | 4,314 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $15,275,000 | 4,107 |
| Securities issued by states & political subdivisions | $13,958,000 | 1,214 |
| Other domestic debt securities | $4,592,000 | 1,496 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,592,000 | 1,209 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $882,000 | 1,402 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,853,000 | 4,069 |
| Mortgage-backed securities | $13,585,000 | 2,384 |
| Certificates of participation in pools of residential mortgages | $3,945,000 | 3,483 |
| Issued or guaranteed by U.S. | $3,945,000 | 3,469 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $9,640,000 | 1,317 |
| CMOs issued by government agencies or sponsored agencies | $9,640,000 | 1,234 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $594,000 | 4,176 |
| Available-for-sale securities (fair market value) | $34,113,000 | 2,536 |
| Total debt securities | $33,825,000 | 2,997 |
| 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 | $25,034,000 | 3,941 |
| U.S. Government securities | $12,376,000 | 5,173 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $12,376,000 | 4,847 |
| Securities issued by states & political subdivisions | $9,432,000 | 1,740 |
| Other domestic debt securities | $2,294,000 | 1,813 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,294,000 | 1,534 |
| Foreign debt securities | NA | NA |
| Equity securities | $932,000 | 2,639 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,318,000 | 4,134 |
| Mortgage-backed securities | $9,740,000 | 2,370 |
| Certificates of participation in pools of residential mortgages | $4,616,000 | 2,747 |
| Issued or guaranteed by U.S. | $4,616,000 | 2,728 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $5,124,000 | 1,484 |
| CMOs issued by government agencies or sponsored agencies | $5,124,000 | 1,358 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $838,000 | 4,602 |
| Available-for-sale securities (fair market value) | $24,196,000 | 3,283 |
| Total debt securities | $24,102,000 | 3,941 |
| 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 | $23,200,000 | 4,364 |
| U.S. Government securities | $12,677,000 | 5,334 |
| U.S. Treasury securities | $499,000 | 4,557 |
| U.S. Government agency obligations | $12,178,000 | 4,967 |
| Securities issued by states & political subdivisions | $8,627,000 | 1,929 |
| Other domestic debt securities | $1,458,000 | 2,092 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,458,000 | 1,757 |
| Foreign debt securities | NA | NA |
| Equity securities | $438,000 | 4,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,343,000 | 4,135 |
| Mortgage-backed securities | $9,856,000 | 2,537 |
| Certificates of participation in pools of residential mortgages | $4,796,000 | 2,870 |
| Issued or guaranteed by U.S. | $4,796,000 | 2,858 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $5,060,000 | 1,597 |
| CMOs issued by government agencies or sponsored agencies | $5,060,000 | 1,477 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,103,000 | 4,774 |
| Available-for-sale securities (fair market value) | $22,097,000 | 3,603 |
| Total debt securities | $22,762,000 | 4,305 |
| 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 | $22,685,000 | 4,433 |
| U.S. Government securities | $12,741,000 | 5,318 |
| U.S. Treasury securities | $506,000 | 5,851 |
| U.S. Government agency obligations | $12,235,000 | 4,675 |
| Securities issued by states & political subdivisions | $7,585,000 | 2,181 |
| Other domestic debt securities | $2,062,000 | 1,685 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,062,000 | 1,373 |
| Foreign debt securities | NA | NA |
| Equity securities | $297,000 | 4,649 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,601,000 | 5,003 |
| Mortgage-backed securities | $9,543,000 | 2,793 |
| Certificates of participation in pools of residential mortgages | $4,444,000 | 3,159 |
| Issued or guaranteed by U.S. | $4,444,000 | 3,143 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $5,099,000 | 1,747 |
| CMOs issued by government agencies or sponsored agencies | $5,099,000 | 1,633 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,926,000 | 4,810 |
| Available-for-sale securities (fair market value) | $20,759,000 | 3,682 |
| Total debt securities | $22,388,000 | 4,372 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $17,477,000 | 5,421 |
| U.S. Government securities | $9,952,000 | 6,511 |
| U.S. Treasury securities | $899,000 | 6,661 |
| U.S. Government agency obligations | $9,053,000 | 5,567 |
| Securities issued by states & political subdivisions | $5,909,000 | 2,407 |
| Other domestic debt securities | $1,354,000 | 1,622 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,354,000 | 1,283 |
| Foreign debt securities | NA | NA |
| Equity securities | $262,000 | 4,910 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,951,000 | 4,089 |
| Mortgage-backed securities | $6,549,000 | 3,367 |
| Certificates of participation in pools of residential mortgages | $2,563,000 | 4,009 |
| Issued or guaranteed by U.S. | $2,563,000 | 3,993 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $3,986,000 | 1,954 |
| CMOs issued by government agencies or sponsored agencies | $3,986,000 | 1,873 |
| 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) | $2,338,000 | 5,406 |
| Available-for-sale securities (fair market value) | $15,139,000 | 4,462 |
| Total debt securities | $17,215,000 | 5,344 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $22,006,000 | 4,979 |
| U.S. Government securities | $16,745,000 | 5,050 |
| U.S. Treasury securities | $1,297,000 | 6,799 |
| U.S. Government agency obligations | $15,448,000 | 4,102 |
| Securities issued by states & political subdivisions | $3,398,000 | 3,647 |
| Other domestic debt securities | $1,612,000 | 1,682 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,612,000 | 1,241 |
| Foreign debt securities | NA | NA |
| Equity securities | $251,000 | 4,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,749,000 | 5,311 |
| Mortgage-backed securities | $10,324,000 | 2,862 |
| Certificates of participation in pools of residential mortgages | $1,716,000 | 4,981 |
| Issued or guaranteed by U.S. | $1,716,000 | 4,962 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $8,608,000 | 1,400 |
| CMOs issued by government agencies or sponsored agencies | $8,608,000 | 1,325 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,517,000 | 5,937 |
| Available-for-sale securities (fair market value) | $19,489,000 | 3,900 |
| Total debt securities | $21,755,000 | 4,906 |
| Structured notes | ||
| Amortized cost | $300,000 | 3,044 |
| Fair value | $304,000 | 3,039 |
| 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 | $25,006,000 | 4,706 |
| U.S. Government securities | $18,717,000 | 4,898 |
| U.S. Treasury securities | $1,717,000 | 7,485 |
| U.S. Government agency obligations | $17,000,000 | 3,779 |
| Securities issued by states & political subdivisions | $3,907,000 | 3,395 |
| Other domestic debt securities | $2,341,000 | 1,660 |
| 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 | $2,341,000 | 1,265 |
| Foreign debt securities | NA | NA |
| Equity securities | $41,000 | 7,237 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,463,000 | 4,987 |
| Mortgage-backed securities | $9,928,000 | 3,108 |
| Certificates of participation in pools of residential mortgages | $3,647,000 | 3,849 |
| Issued or guaranteed by U.S. | $3,647,000 | 3,820 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $6,281,000 | 1,898 |
| CMOs issued by government agencies or sponsored agencies | $6,281,000 | 1,804 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,859,000 | 6,104 |
| Available-for-sale securities (fair market value) | $22,147,000 | 3,639 |
| Total debt securities | $24,965,000 | 4,609 |
| Structured notes | ||
| Amortized cost | $1,400,000 | 2,197 |
| Fair value | $1,402,000 | 2,178 |
| 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 | $24,014,000 | 5,148 |
| U.S. Government securities | $16,561,000 | 5,657 |
| U.S. Treasury securities | $1,874,000 | 8,514 |
| U.S. Government agency obligations | $14,687,000 | 4,070 |
| Securities issued by states & political subdivisions | $3,892,000 | 3,538 |
| Other domestic debt securities | $3,470,000 | 1,472 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,470,000 | 1,141 |
| Foreign debt securities | NA | NA |
| Equity securities | $91,000 | 6,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,788,000 | 4,367 |
| Mortgage-backed securities | $7,767,000 | 3,765 |
| Certificates of participation in pools of residential mortgages | $3,793,000 | 3,898 |
| Issued or guaranteed by U.S. | $3,793,000 | 3,873 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $3,974,000 | 2,632 |
| CMOs issued by government agencies or sponsored agencies | $3,974,000 | 2,491 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,879,000 | 6,540 |
| Available-for-sale securities (fair market value) | $16,135,000 | 3,363 |
| Total debt securities | $23,923,000 | 5,074 |
| 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 | $23,756,000 | 5,428 |
| U.S. Government securities | $15,733,000 | 6,085 |
| U.S. Treasury securities | $1,560,000 | 9,044 |
| U.S. Government agency obligations | $14,173,000 | 4,355 |
| Securities issued by states & political subdivisions | $2,461,000 | 4,792 |
| Other domestic debt securities | $5,471,000 | 1,319 |
| Privately issued residential mortgage-backed securities | $14,000 | 3,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,457,000 | 980 |
| Foreign debt securities | NA | NA |
| Equity securities | $91,000 | 5,811 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,870,000 | 5,350 |
| Mortgage-backed securities | $7,986,000 | 4,120 |
| Certificates of participation in pools of residential mortgages | $4,923,000 | 3,811 |
| Issued or guaranteed by U.S. | $4,923,000 | 3,775 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $3,063,000 | 3,367 |
| CMOs issued by government agencies or sponsored agencies | $3,049,000 | 3,179 |
| Privately issued | $14,000 | 2,819 |
| 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 | $23,665,000 | 5,320 |
| 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 | $21,918,000 | 5,743 |
| U.S. Government securities | $11,462,000 | 7,448 |
| U.S. Treasury securities | $2,472,000 | 8,192 |
| U.S. Government agency obligations | $8,990,000 | 5,926 |
| Securities issued by states & political subdivisions | $2,731,000 | 4,292 |
| Other domestic debt securities | $7,634,000 | 1,259 |
| Privately issued residential mortgage-backed securities | $43,000 | 3,831 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,591,000 | 873 |
| Foreign debt securities | NA | NA |
| Equity securities | $91,000 | 5,318 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,145,000 | 6,903 |
| Mortgage-backed securities | $3,762,000 | 6,194 |
| Certificates of participation in pools of residential mortgages | $3,719,000 | 4,612 |
| Issued or guaranteed by U.S. | $3,719,000 | 4,560 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $43,000 | 7,160 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $43,000 | 3,294 |
| 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 | $21,771,000 | 5,656 |
| 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 |