Home > Silvergate Bank > Securities
Silvergate Bank, Securities
| 2024-06-30 | Rank | |
| Total securities | $0 | 4,415 |
| U.S. Government securities | $0 | 4,365 |
| U.S. Treasury securities | $0 | 2,648 |
| U.S. Government agency obligations | $0 | 4,169 |
| Securities issued by states & political subdivisions | $0 | 3,770 |
| Other domestic debt securities | $0 | 2,316 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 551 |
| Structured financial products - Total | $0 | 784 |
| Other domestic debt securities - All other | $0 | 1,858 |
| 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 | $0 | 3,917 |
| Mortgage-backed securities | $0 | 3,857 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,669 |
| Privately issued | $0 | 187 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,763 |
| Privately issued | $0 | 579 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,622 |
| Other commercial mortgage-backed securities | $0 | 1,337 |
| Held to maturity securities (book value) | $0 | 1,716 |
| Available-for-sale securities (fair market value) | $0 | 4,178 |
| Total debt securities | $0 | 4,396 |
| Structured notes | ||
| Amortized cost | $0 | 1,030 |
| Fair value | $0 | 1,030 |
| Trading account assets | $0 | 220 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 159 |
| 2024-03-31 | Rank | |
| Total securities | $0 | 4,442 |
| U.S. Government securities | $0 | 4,362 |
| U.S. Treasury securities | $0 | 2,737 |
| U.S. Government agency obligations | $0 | 4,237 |
| Securities issued by states & political subdivisions | $0 | 3,753 |
| Other domestic debt securities | $0 | 2,328 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 725 |
| Other domestic debt securities - All other | $0 | 1,839 |
| Foreign debt securities | $0 | 306 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,935 |
| Mortgage-backed securities | $0 | 3,876 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,683 |
| Privately issued | $0 | 224 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,731 |
| Privately issued | $0 | 525 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,620 |
| Other commercial mortgage-backed securities | $0 | 1,356 |
| Held to maturity securities (book value) | $0 | 1,732 |
| Available-for-sale securities (fair market value) | $0 | 4,207 |
| Total debt securities | $0 | 4,413 |
| Structured notes | ||
| Amortized cost | $0 | 1,052 |
| Fair value | $0 | 1,052 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 161 |
| 2023-12-31 | Rank | |
| Total securities | $0 | 4,456 |
| U.S. Government securities | $0 | 4,378 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $0 | 4,259 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $0 | 2,337 |
| 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 | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,946 |
| Mortgage-backed securities | $0 | 3,879 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,683 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $0 | 4,214 |
| Total debt securities | $0 | 4,429 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $0 | 4,483 |
| U.S. Government securities | $0 | 4,403 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $0 | 4,280 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,957 |
| Mortgage-backed securities | $0 | 3,892 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,701 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $0 | 4,231 |
| Total debt securities | $0 | 4,456 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $0 | 4,512 |
| U.S. Government securities | $0 | 4,431 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $0 | 4,313 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,969 |
| Mortgage-backed securities | $0 | 3,920 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,723 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $0 | 4,256 |
| Total debt securities | $0 | 4,486 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $316,424,000 | 696 |
| U.S. Government securities | $316,424,000 | 481 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $316,424,000 | 401 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,989 |
| Mortgage-backed securities | $316,424,000 | 352 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,573,000 | 2,159 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $224,849,000 | 141 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $82,002,000 | 132 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $316,424,000 | 590 |
| Total debt securities | $316,424,000 | 686 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $5,732,539,000 | 83 |
| U.S. Government securities | $5,688,946,000 | 69 |
| U.S. Treasury securities | $609,797,000 | 75 |
| U.S. Government agency obligations | $5,079,149,000 | 64 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $43,593,000 | 460 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $43,593,000 | 127 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,704,190,000 | 37 |
| Mortgage-backed securities | $3,922,410,000 | 71 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,588,710,000 | 75 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,082,124,000 | 64 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,251,576,000 | 22 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $5,732,539,000 | 63 |
| Total debt securities | $5,732,537,000 | 82 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $15,335,000 | 99 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $11,421,803,000 | 49 |
| U.S. Government securities | $7,502,028,000 | 55 |
| U.S. Treasury securities | $1,280,942,000 | 52 |
| U.S. Government agency obligations | $6,221,086,000 | 57 |
| Securities issued by states & political subdivisions | $3,126,142,000 | 13 |
| Other domestic debt securities | $793,633,000 | 64 |
| Privately issued residential mortgage-backed securities | $126,961,000 | 64 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $203,528,000 | 44 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,817,161,000 | 77 |
| Mortgage-backed securities | $5,410,069,000 | 62 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,186,718,000 | 67 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,262,873,000 | 57 |
| Privately issued | $126,961,000 | 61 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,307,026,000 | 22 |
| Other commercial mortgage-backed securities | $526,491,000 | 68 |
| Held to maturity securities (book value) | $3,104,556,000 | 44 |
| Available-for-sale securities (fair market value) | $8,317,247,000 | 52 |
| Total debt securities | $11,421,804,000 | 49 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $3,701,000 | 183 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $11,817,628,000 | 49 |
| U.S. Government securities | $7,732,530,000 | 57 |
| U.S. Treasury securities | $1,280,358,000 | 50 |
| U.S. Government agency obligations | $6,452,172,000 | 56 |
| Securities issued by states & political subdivisions | $3,270,953,000 | 12 |
| Other domestic debt securities | $814,145,000 | 56 |
| Privately issued residential mortgage-backed securities | $140,614,000 | 63 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $207,611,000 | 44 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,837,966,000 | 75 |
| Mortgage-backed securities | $5,584,967,000 | 62 |
| Certificates of participation in pools of residential mortgages | $2,240,333,000 | 69 |
| Issued or guaranteed by U.S. | $2,240,333,000 | 69 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,498,407,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $1,357,793,000 | 55 |
| Privately issued | $140,614,000 | 59 |
| Commercial mortgage-backed securities | $1,846,227,000 | 44 |
| Commercial mortgage pass-through securities | $1,313,158,000 | 21 |
| Other commercial mortgage-backed securities | $533,069,000 | 71 |
| Held to maturity securities (book value) | $3,131,321,000 | 43 |
| Available-for-sale securities (fair market value) | $8,686,307,000 | 52 |
| Total debt securities | $11,817,629,000 | 49 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $23,890,000 | 73 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $12,215,119,000 | 48 |
| U.S. Government securities | $8,054,889,000 | 55 |
| U.S. Treasury securities | $1,280,017,000 | 49 |
| U.S. Government agency obligations | $6,774,872,000 | 57 |
| Securities issued by states & political subdivisions | $3,455,738,000 | 11 |
| Other domestic debt securities | $704,492,000 | 64 |
| Privately issued residential mortgage-backed securities | $1,340,000 | 482 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $222,238,000 | 46 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,245,293,000 | 97 |
| Mortgage-backed securities | $5,708,465,000 | 65 |
| Certificates of participation in pools of residential mortgages | $2,299,343,000 | 70 |
| Issued or guaranteed by U.S. | $2,299,343,000 | 70 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,472,611,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $1,471,271,000 | 53 |
| Privately issued | $1,340,000 | 348 |
| Commercial mortgage-backed securities | $1,936,511,000 | 45 |
| Commercial mortgage pass-through securities | $1,331,410,000 | 22 |
| Other commercial mortgage-backed securities | $605,101,000 | 68 |
| Held to maturity securities (book value) | $2,751,625,000 | 43 |
| Available-for-sale securities (fair market value) | $9,463,494,000 | 48 |
| Total debt securities | $12,215,121,000 | 48 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $12,777,000 | 94 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $8,625,259,000 | 61 |
| U.S. Government securities | $5,552,406,000 | 74 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $5,552,406,000 | 66 |
| Securities issued by states & political subdivisions | $2,695,341,000 | 17 |
| Other domestic debt securities | $377,512,000 | 96 |
| Privately issued residential mortgage-backed securities | $1,433,000 | 447 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $232,445,000 | 39 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,071 |
| Mortgage-backed securities | $4,518,706,000 | 71 |
| Certificates of participation in pools of residential mortgages | $1,414,117,000 | 90 |
| Issued or guaranteed by U.S. | $1,414,117,000 | 90 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,646,436,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $1,645,003,000 | 48 |
| Privately issued | $1,433,000 | 300 |
| Commercial mortgage-backed securities | $1,458,153,000 | 53 |
| Commercial mortgage pass-through securities | $1,103,604,000 | 25 |
| Other commercial mortgage-backed securities | $354,549,000 | 87 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $8,625,259,000 | 54 |
| Total debt securities | $8,625,260,000 | 60 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $52,885,000 | 62 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $7,234,216,000 | 69 |
| U.S. Government securities | $5,038,516,000 | 76 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $5,038,516,000 | 68 |
| Securities issued by states & political subdivisions | $1,691,597,000 | 29 |
| Other domestic debt securities | $504,103,000 | 72 |
| Privately issued residential mortgage-backed securities | $1,593,000 | 393 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $237,188,000 | 37 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,110 |
| Mortgage-backed securities | $4,226,611,000 | 73 |
| Certificates of participation in pools of residential mortgages | $1,366,830,000 | 89 |
| Issued or guaranteed by U.S. | $1,366,830,000 | 88 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,980,881,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $1,979,288,000 | 47 |
| Privately issued | $1,593,000 | 261 |
| Commercial mortgage-backed securities | $878,900,000 | 68 |
| Commercial mortgage pass-through securities | $395,882,000 | 51 |
| Other commercial mortgage-backed securities | $483,018,000 | 75 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $7,234,216,000 | 61 |
| Total debt securities | $7,234,216,000 | 69 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $7,891,000 | 126 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $6,176,778,000 | 76 |
| U.S. Government securities | $4,327,718,000 | 76 |
| U.S. Treasury securities | $331,095,000 | 60 |
| U.S. Government agency obligations | $3,996,623,000 | 73 |
| Securities issued by states & political subdivisions | $1,360,228,000 | 35 |
| Other domestic debt securities | $488,832,000 | 68 |
| Privately issued residential mortgage-backed securities | $1,722,000 | 383 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $241,391,000 | 37 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,151 |
| Mortgage-backed securities | $3,664,778,000 | 74 |
| Certificates of participation in pools of residential mortgages | $1,319,816,000 | 89 |
| Issued or guaranteed by U.S. | $1,319,816,000 | 89 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $1,615,384,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $1,613,662,000 | 52 |
| Privately issued | $1,722,000 | 241 |
| Commercial mortgage-backed securities | $729,578,000 | 74 |
| Commercial mortgage pass-through securities | $290,938,000 | 58 |
| Other commercial mortgage-backed securities | $438,640,000 | 80 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $6,176,778,000 | 67 |
| Total debt securities | $6,176,776,000 | 76 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $33,136,000 | 80 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $1,717,417,000 | 165 |
| U.S. Government securities | $926,109,000 | 192 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $926,109,000 | 178 |
| Securities issued by states & political subdivisions | $352,563,000 | 118 |
| Other domestic debt securities | $438,745,000 | 70 |
| Privately issued residential mortgage-backed securities | $1,837,000 | 380 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $245,199,000 | 36 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,172 |
| Mortgage-backed securities | $1,119,655,000 | 152 |
| Certificates of participation in pools of residential mortgages | $151,217,000 | 360 |
| Issued or guaranteed by U.S. | $151,217,000 | 355 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $685,217,000 | 88 |
| CMOs issued by government agencies or sponsored agencies | $683,380,000 | 82 |
| Privately issued | $1,837,000 | 235 |
| Commercial mortgage-backed securities | $283,221,000 | 129 |
| Commercial mortgage pass-through securities | $49,112,000 | 166 |
| Other commercial mortgage-backed securities | $234,109,000 | 98 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $1,717,417,000 | 147 |
| Total debt securities | $1,717,417,000 | 164 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $4,081,000 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $939,015,000 | 239 |
| U.S. Government securities | $203,715,000 | 487 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $203,715,000 | 468 |
| Securities issued by states & political subdivisions | $286,361,000 | 139 |
| Other domestic debt securities | $448,939,000 | 63 |
| Privately issued residential mortgage-backed securities | $2,042,000 | 333 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $245,716,000 | 36 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,195 |
| Mortgage-backed securities | $406,938,000 | 255 |
| Certificates of participation in pools of residential mortgages | $17,134,000 | 1,609 |
| Issued or guaranteed by U.S. | $17,134,000 | 1,570 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $188,623,000 | 186 |
| CMOs issued by government agencies or sponsored agencies | $186,581,000 | 172 |
| Privately issued | $2,042,000 | 211 |
| Commercial mortgage-backed securities | $201,181,000 | 147 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $201,181,000 | 102 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $939,015,000 | 216 |
| Total debt securities | $939,015,000 | 238 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $767,000 | 200 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $944,160,000 | 224 |
| U.S. Government securities | $212,928,000 | 449 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $212,928,000 | 420 |
| Securities issued by states & political subdivisions | $282,485,000 | 129 |
| Other domestic debt securities | $448,747,000 | 61 |
| Privately issued residential mortgage-backed securities | $2,195,000 | 334 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $244,792,000 | 35 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,211 |
| Mortgage-backed securities | $416,883,000 | 238 |
| Certificates of participation in pools of residential mortgages | $12,955,000 | 1,835 |
| Issued or guaranteed by U.S. | $12,955,000 | 1,785 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $202,168,000 | 173 |
| CMOs issued by government agencies or sponsored agencies | $199,973,000 | 158 |
| Privately issued | $2,195,000 | 200 |
| Commercial mortgage-backed securities | $201,760,000 | 141 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $201,760,000 | 101 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $944,160,000 | 205 |
| Total debt securities | $944,161,000 | 221 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $3,894,000 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $951,094,000 | 211 |
| U.S. Government securities | $228,673,000 | 428 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $228,673,000 | 404 |
| Securities issued by states & political subdivisions | $281,131,000 | 122 |
| Other domestic debt securities | $441,290,000 | 62 |
| Privately issued residential mortgage-backed securities | $2,381,000 | 306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $241,216,000 | 29 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,254 |
| Mortgage-backed securities | $428,747,000 | 230 |
| Certificates of participation in pools of residential mortgages | $13,737,000 | 1,746 |
| Issued or guaranteed by U.S. | $13,737,000 | 1,697 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $217,317,000 | 167 |
| CMOs issued by government agencies or sponsored agencies | $214,936,000 | 158 |
| Privately issued | $2,381,000 | 187 |
| Commercial mortgage-backed securities | $197,693,000 | 138 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $197,693,000 | 98 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $951,094,000 | 192 |
| Total debt securities | $951,093,000 | 208 |
| 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 | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $964,318,000 | 204 |
| U.S. Government securities | $236,896,000 | 422 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $236,896,000 | 400 |
| Securities issued by states & political subdivisions | $92,656,000 | 367 |
| Other domestic debt securities | $634,766,000 | 41 |
| Privately issued residential mortgage-backed securities | $2,454,000 | 312 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $237,732,000 | 32 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,281 |
| Mortgage-backed securities | $633,930,000 | 190 |
| Certificates of participation in pools of residential mortgages | $15,191,000 | 1,638 |
| Issued or guaranteed by U.S. | $15,191,000 | 1,593 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $224,159,000 | 163 |
| CMOs issued by government agencies or sponsored agencies | $221,705,000 | 156 |
| Privately issued | $2,454,000 | 181 |
| Commercial mortgage-backed securities | $394,580,000 | 93 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $394,580,000 | 71 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $964,318,000 | 185 |
| Total debt securities | $964,317,000 | 200 |
| 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 | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $897,766,000 | 217 |
| U.S. Government securities | $242,720,000 | 404 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $242,720,000 | 386 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $655,046,000 | 39 |
| Privately issued residential mortgage-backed securities | $2,817,000 | 285 |
| Commercial mortgage-backed securities - Total | $400,698,000 | 20 |
| Asset backed securities | $251,531,000 | 32 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,345 |
| Mortgage-backed securities | $646,235,000 | 189 |
| Certificates of participation in pools of residential mortgages | $16,482,000 | 1,498 |
| Issued or guaranteed by U.S. | $16,482,000 | 1,457 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $229,055,000 | 162 |
| CMOs issued by government agencies or sponsored agencies | $226,238,000 | 157 |
| Privately issued | $2,817,000 | 177 |
| Commercial mortgage-backed securities | $400,698,000 | 88 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $400,698,000 | 67 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $897,766,000 | 197 |
| Total debt securities | $897,766,000 | 212 |
| 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 | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $909,917,000 | 209 |
| U.S. Government securities | $247,139,000 | 399 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $247,139,000 | 381 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $662,778,000 | 40 |
| Privately issued residential mortgage-backed securities | $3,039,000 | 274 |
| Commercial mortgage-backed securities - Total | $405,482,000 | 19 |
| Asset backed securities | $254,257,000 | 34 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,426 |
| Mortgage-backed securities | $655,660,000 | 181 |
| Certificates of participation in pools of residential mortgages | $18,261,000 | 1,374 |
| Issued or guaranteed by U.S. | $18,261,000 | 1,336 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $231,917,000 | 160 |
| CMOs issued by government agencies or sponsored agencies | $228,878,000 | 153 |
| Privately issued | $3,039,000 | 165 |
| Commercial mortgage-backed securities | $405,482,000 | 83 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $405,482,000 | 64 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $909,917,000 | 189 |
| Total debt securities | $909,917,000 | 205 |
| 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 | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $920,544,000 | 208 |
| U.S. Government securities | $262,757,000 | 385 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $262,757,000 | 366 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $657,787,000 | 41 |
| Privately issued residential mortgage-backed securities | $3,771,000 | 244 |
| Commercial mortgage-backed securities - Total | $398,396,000 | 20 |
| Asset backed securities | $255,620,000 | 33 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,470 |
| Mortgage-backed securities | $664,924,000 | 180 |
| Certificates of participation in pools of residential mortgages | $19,753,000 | 1,298 |
| Issued or guaranteed by U.S. | $19,753,000 | 1,282 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $223,276,000 | 165 |
| CMOs issued by government agencies or sponsored agencies | $219,505,000 | 160 |
| Privately issued | $3,771,000 | 164 |
| Commercial mortgage-backed securities | $421,895,000 | 75 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $421,895,000 | 56 |
| Held to maturity securities (book value) | $63,000 | 1,777 |
| Available-for-sale securities (fair market value) | $920,481,000 | 181 |
| Total debt securities | $920,545,000 | 204 |
| 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 | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $462,401,000 | 338 |
| U.S. Government securities | $85,460,000 | 983 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $85,460,000 | 926 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $376,941,000 | 64 |
| Privately issued residential mortgage-backed securities | $4,390,000 | 231 |
| Commercial mortgage-backed securities - Total | $114,278,000 | 31 |
| Asset backed securities | $258,273,000 | 33 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,517 |
| Mortgage-backed securities | $204,128,000 | 366 |
| Certificates of participation in pools of residential mortgages | $22,181,000 | 1,211 |
| Issued or guaranteed by U.S. | $22,181,000 | 1,197 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $44,569,000 | 430 |
| CMOs issued by government agencies or sponsored agencies | $40,179,000 | 431 |
| Privately issued | $4,390,000 | 158 |
| Commercial mortgage-backed securities | $137,378,000 | 145 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $137,378,000 | 103 |
| Held to maturity securities (book value) | $71,000 | 1,799 |
| Available-for-sale securities (fair market value) | $462,330,000 | 296 |
| Total debt securities | $462,400,000 | 334 |
| 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 | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $357,251,000 | 415 |
| U.S. Government securities | $74,082,000 | 1,106 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $74,082,000 | 1,046 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $283,169,000 | 77 |
| Privately issued residential mortgage-backed securities | $4,884,000 | 203 |
| Commercial mortgage-backed securities - Total | $19,061,000 | 59 |
| Asset backed securities | $259,224,000 | 33 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,567 |
| Mortgage-backed securities | $98,027,000 | 637 |
| Certificates of participation in pools of residential mortgages | $9,903,000 | 1,996 |
| Issued or guaranteed by U.S. | $9,903,000 | 1,966 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $46,312,000 | 420 |
| CMOs issued by government agencies or sponsored agencies | $41,428,000 | 422 |
| Privately issued | $4,884,000 | 151 |
| Commercial mortgage-backed securities | $41,812,000 | 274 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $41,812,000 | 183 |
| Held to maturity securities (book value) | $73,000 | 1,846 |
| Available-for-sale securities (fair market value) | $357,178,000 | 366 |
| Total debt securities | $357,251,000 | 409 |
| 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 | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $302,398,000 | 470 |
| U.S. Government securities | $67,950,000 | 1,184 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $67,950,000 | 1,110 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $234,448,000 | 85 |
| Privately issued residential mortgage-backed securities | $5,689,000 | 153 |
| Commercial mortgage-backed securities - Total | $21,028,000 | 55 |
| Asset backed securities | $207,731,000 | 34 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,627 |
| Mortgage-backed securities | $94,667,000 | 655 |
| Certificates of participation in pools of residential mortgages | $2,399,000 | 3,218 |
| Issued or guaranteed by U.S. | $2,399,000 | 3,190 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $48,708,000 | 399 |
| CMOs issued by government agencies or sponsored agencies | $43,019,000 | 409 |
| Privately issued | $5,689,000 | 135 |
| Commercial mortgage-backed securities | $43,560,000 | 267 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $43,560,000 | 183 |
| Held to maturity securities (book value) | $81,000 | 1,878 |
| Available-for-sale securities (fair market value) | $302,317,000 | 412 |
| Total debt securities | $302,399,000 | 464 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $256,926,000 | 552 |
| U.S. Government securities | $71,109,000 | 1,137 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $71,109,000 | 1,074 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $185,817,000 | 96 |
| Privately issued residential mortgage-backed securities | $6,547,000 | 250 |
| Commercial mortgage-backed securities - Total | $22,416,000 | 49 |
| Asset backed securities | $156,854,000 | 39 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,680 |
| Mortgage-backed securities | $100,072,000 | 636 |
| Certificates of participation in pools of residential mortgages | $2,541,000 | 3,222 |
| Issued or guaranteed by U.S. | $2,541,000 | 3,062 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $52,469,000 | 377 |
| CMOs issued by government agencies or sponsored agencies | $45,922,000 | 390 |
| Privately issued | $6,547,000 | 131 |
| Commercial mortgage-backed securities | $45,062,000 | 254 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $45,062,000 | 167 |
| Held to maturity securities (book value) | $91,000 | 1,903 |
| Available-for-sale securities (fair market value) | $256,835,000 | 481 |
| Total debt securities | $256,926,000 | 546 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $261,518,000 | 553 |
| U.S. Government securities | $73,985,000 | 1,129 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $73,985,000 | 1,074 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $187,533,000 | 98 |
| Privately issued residential mortgage-backed securities | $7,273,000 | 129 |
| Commercial mortgage-backed securities - Total | $23,224,000 | 48 |
| Asset backed securities | $157,036,000 | 38 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,746 |
| Mortgage-backed securities | $104,482,000 | 617 |
| Certificates of participation in pools of residential mortgages | $2,722,000 | 3,228 |
| Issued or guaranteed by U.S. | $2,722,000 | 3,222 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $55,705,000 | 370 |
| CMOs issued by government agencies or sponsored agencies | $48,432,000 | 383 |
| Privately issued | $7,273,000 | 123 |
| Commercial mortgage-backed securities | $46,055,000 | 234 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $46,055,000 | 162 |
| Held to maturity securities (book value) | $102,000 | 1,920 |
| Available-for-sale securities (fair market value) | $261,416,000 | 488 |
| Total debt securities | $261,518,000 | 544 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $191,921,000 | 733 |
| U.S. Government securities | $77,273,000 | 1,095 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $77,273,000 | 1,044 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $114,648,000 | 123 |
| Privately issued residential mortgage-backed securities | $7,991,000 | 131 |
| Commercial mortgage-backed securities - Total | $24,550,000 | 48 |
| Asset backed securities | $82,107,000 | 56 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,818 |
| Mortgage-backed securities | $109,814,000 | 601 |
| Certificates of participation in pools of residential mortgages | $2,900,000 | 3,228 |
| Issued or guaranteed by U.S. | $2,900,000 | 3,223 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $59,001,000 | 356 |
| CMOs issued by government agencies or sponsored agencies | $51,010,000 | 373 |
| Privately issued | $7,991,000 | 125 |
| Commercial mortgage-backed securities | $47,913,000 | 225 |
| Commercial mortgage pass-through securities | $23,363,000 | 162 |
| Other commercial mortgage-backed securities | $24,550,000 | 219 |
| Held to maturity securities (book value) | $119,000 | 1,936 |
| Available-for-sale securities (fair market value) | $191,802,000 | 643 |
| Total debt securities | $191,922,000 | 725 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $95,628,000 | 1,398 |
| U.S. Government securities | $86,601,000 | 1,009 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $86,601,000 | 967 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $9,027,000 | 614 |
| Privately issued residential mortgage-backed securities | $9,027,000 | 125 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,886 |
| Mortgage-backed securities | $90,627,000 | 688 |
| Certificates of participation in pools of residential mortgages | $3,094,000 | 3,232 |
| Issued or guaranteed by U.S. | $3,094,000 | 3,229 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $63,943,000 | 344 |
| CMOs issued by government agencies or sponsored agencies | $54,916,000 | 353 |
| Privately issued | $9,027,000 | 119 |
| Commercial mortgage-backed securities | $23,590,000 | 314 |
| Commercial mortgage pass-through securities | $23,590,000 | 166 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $287,000 | 1,899 |
| Available-for-sale securities (fair market value) | $95,341,000 | 1,258 |
| Total debt securities | $95,627,000 | 1,379 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $95,784,000 | 1,421 |
| U.S. Government securities | $85,324,000 | 1,045 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $85,324,000 | 995 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $10,460,000 | 577 |
| Privately issued residential mortgage-backed securities | $10,460,000 | 119 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,931 |
| Mortgage-backed securities | $95,784,000 | 665 |
| Certificates of participation in pools of residential mortgages | $3,320,000 | 3,220 |
| Issued or guaranteed by U.S. | $3,320,000 | 3,217 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $68,750,000 | 336 |
| CMOs issued by government agencies or sponsored agencies | $58,290,000 | 341 |
| Privately issued | $10,460,000 | 113 |
| Commercial mortgage-backed securities | $23,714,000 | 306 |
| Commercial mortgage pass-through securities | $23,714,000 | 161 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $320,000 | 1,911 |
| Available-for-sale securities (fair market value) | $95,464,000 | 1,272 |
| Total debt securities | $95,784,000 | 1,401 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $94,821,000 | 1,460 |
| U.S. Government securities | $83,471,000 | 1,070 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $83,471,000 | 1,019 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $11,350,000 | 559 |
| Privately issued residential mortgage-backed securities | $11,350,000 | 116 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $94,821,000 | 690 |
| Certificates of participation in pools of residential mortgages | $3,547,000 | 3,236 |
| Issued or guaranteed by U.S. | $3,547,000 | 3,233 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $67,788,000 | 341 |
| CMOs issued by government agencies or sponsored agencies | $56,438,000 | 349 |
| Privately issued | $11,350,000 | 112 |
| Commercial mortgage-backed securities | $23,486,000 | 306 |
| Commercial mortgage pass-through securities | $23,486,000 | 158 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $348,000 | 1,940 |
| Available-for-sale securities (fair market value) | $94,473,000 | 1,304 |
| Total debt securities | $94,821,000 | 1,442 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $89,455,000 | 1,534 |
| U.S. Government securities | $77,259,000 | 1,116 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $77,259,000 | 1,072 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $12,196,000 | 527 |
| Privately issued residential mortgage-backed securities | $12,196,000 | 119 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $89,455,000 | 718 |
| Certificates of participation in pools of residential mortgages | $3,770,000 | 3,211 |
| Issued or guaranteed by U.S. | $3,770,000 | 3,207 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $62,192,000 | 356 |
| CMOs issued by government agencies or sponsored agencies | $49,996,000 | 385 |
| Privately issued | $12,196,000 | 114 |
| Commercial mortgage-backed securities | $23,493,000 | 297 |
| Commercial mortgage pass-through securities | $23,493,000 | 161 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $404,000 | 1,937 |
| Available-for-sale securities (fair market value) | $89,051,000 | 1,374 |
| Total debt securities | $89,455,000 | 1,505 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $83,371,000 | 1,604 |
| U.S. Government securities | $70,383,000 | 1,201 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $70,383,000 | 1,151 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $12,988,000 | 506 |
| Privately issued residential mortgage-backed securities | $12,988,000 | 119 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $83,371,000 | 762 |
| Certificates of participation in pools of residential mortgages | $4,122,000 | 3,171 |
| Issued or guaranteed by U.S. | $4,122,000 | 3,170 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $54,608,000 | 398 |
| CMOs issued by government agencies or sponsored agencies | $41,620,000 | 451 |
| Privately issued | $12,988,000 | 113 |
| Commercial mortgage-backed securities | $24,641,000 | 282 |
| Commercial mortgage pass-through securities | $24,641,000 | 152 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $438,000 | 1,940 |
| Available-for-sale securities (fair market value) | $82,933,000 | 1,453 |
| Total debt securities | $83,371,000 | 1,577 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $74,037,000 | 1,794 |
| U.S. Government securities | $58,944,000 | 1,412 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $58,944,000 | 1,355 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $15,093,000 | 486 |
| Privately issued residential mortgage-backed securities | $15,093,000 | 115 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,199 |
| Mortgage-backed securities | $74,037,000 | 835 |
| Certificates of participation in pools of residential mortgages | $1,583,000 | 3,868 |
| Issued or guaranteed by U.S. | $1,583,000 | 3,862 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $72,454,000 | 332 |
| CMOs issued by government agencies or sponsored agencies | $57,361,000 | 368 |
| Privately issued | $15,093,000 | 106 |
| 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) | $474,000 | 1,965 |
| Available-for-sale securities (fair market value) | $73,563,000 | 1,629 |
| Total debt securities | $74,037,000 | 1,771 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $49,867,000 | 2,451 |
| U.S. Government securities | $29,869,000 | 2,433 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $29,869,000 | 2,343 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $19,998,000 | 404 |
| Privately issued residential mortgage-backed securities | $19,998,000 | 96 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,255 |
| Mortgage-backed securities | $49,867,000 | 1,143 |
| Certificates of participation in pools of residential mortgages | $1,776,000 | 3,843 |
| Issued or guaranteed by U.S. | $1,776,000 | 3,838 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $48,091,000 | 457 |
| CMOs issued by government agencies or sponsored agencies | $28,093,000 | 591 |
| Privately issued | $19,998,000 | 92 |
| 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) | $509,000 | 1,975 |
| Available-for-sale securities (fair market value) | $49,358,000 | 2,242 |
| Total debt securities | $49,866,000 | 2,423 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $47,225,000 | 2,565 |
| U.S. Government securities | $31,681,000 | 2,365 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $31,681,000 | 2,280 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $15,544,000 | 454 |
| Privately issued residential mortgage-backed securities | $15,544,000 | 101 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,301 |
| Mortgage-backed securities | $47,225,000 | 1,192 |
| Certificates of participation in pools of residential mortgages | $2,009,000 | 3,783 |
| Issued or guaranteed by U.S. | $2,009,000 | 3,780 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $45,216,000 | 476 |
| CMOs issued by government agencies or sponsored agencies | $29,672,000 | 581 |
| Privately issued | $15,544,000 | 94 |
| 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) | $572,000 | 1,994 |
| Available-for-sale securities (fair market value) | $46,653,000 | 2,363 |
| Total debt securities | $47,225,000 | 2,543 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $50,926,000 | 2,452 |
| U.S. Government securities | $33,564,000 | 2,327 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $33,564,000 | 2,234 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $17,362,000 | 432 |
| Privately issued residential mortgage-backed securities | $17,362,000 | 96 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $50,926,000 | 1,114 |
| Certificates of participation in pools of residential mortgages | $2,063,000 | 3,822 |
| Issued or guaranteed by U.S. | $2,063,000 | 3,819 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $48,863,000 | 455 |
| CMOs issued by government agencies or sponsored agencies | $31,501,000 | 565 |
| Privately issued | $17,362,000 | 91 |
| 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) | $639,000 | 1,998 |
| Available-for-sale securities (fair market value) | $50,287,000 | 2,256 |
| Total debt securities | $50,926,000 | 2,433 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $48,809,000 | 2,581 |
| U.S. Government securities | $35,477,000 | 2,299 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $35,477,000 | 2,211 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $13,332,000 | 502 |
| Privately issued residential mortgage-backed securities | $13,332,000 | 110 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $48,809,000 | 1,194 |
| Certificates of participation in pools of residential mortgages | $2,365,000 | 3,809 |
| Issued or guaranteed by U.S. | $2,365,000 | 3,805 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $46,444,000 | 481 |
| CMOs issued by government agencies or sponsored agencies | $33,112,000 | 552 |
| Privately issued | $13,332,000 | 105 |
| 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) | $702,000 | 2,012 |
| Available-for-sale securities (fair market value) | $48,107,000 | 2,378 |
| Total debt securities | $48,810,000 | 2,564 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $43,505,000 | 2,802 |
| U.S. Government securities | $29,645,000 | 2,614 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $29,645,000 | 2,524 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $13,860,000 | 494 |
| Privately issued residential mortgage-backed securities | $13,860,000 | 108 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $43,505,000 | 1,319 |
| Certificates of participation in pools of residential mortgages | $2,421,000 | 3,865 |
| Issued or guaranteed by U.S. | $2,421,000 | 3,860 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $41,084,000 | 530 |
| CMOs issued by government agencies or sponsored agencies | $27,224,000 | 658 |
| Privately issued | $13,860,000 | 102 |
| 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) | $722,000 | 2,009 |
| Available-for-sale securities (fair market value) | $42,783,000 | 2,578 |
| Total debt securities | $43,505,000 | 2,781 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $44,839,000 | 2,785 |
| U.S. Government securities | $30,101,000 | 2,611 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $30,101,000 | 2,526 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $14,738,000 | 486 |
| Privately issued residential mortgage-backed securities | $14,738,000 | 108 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $44,839,000 | 1,329 |
| Certificates of participation in pools of residential mortgages | $2,564,000 | 3,897 |
| Issued or guaranteed by U.S. | $2,564,000 | 3,891 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $42,275,000 | 523 |
| CMOs issued by government agencies or sponsored agencies | $27,537,000 | 674 |
| Privately issued | $14,738,000 | 100 |
| 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) | $753,000 | 2,015 |
| Available-for-sale securities (fair market value) | $44,086,000 | 2,564 |
| Total debt securities | $44,838,000 | 2,764 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| 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 | $42,691,000 | 2,928 |
| U.S. Government securities | $30,698,000 | 2,657 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $30,698,000 | 2,577 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $11,993,000 | 547 |
| Privately issued residential mortgage-backed securities | $11,993,000 | 127 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $42,691,000 | 1,412 |
| Certificates of participation in pools of residential mortgages | $2,549,000 | 3,983 |
| Issued or guaranteed by U.S. | $2,549,000 | 3,980 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $40,142,000 | 556 |
| CMOs issued by government agencies or sponsored agencies | $28,149,000 | 680 |
| Privately issued | $11,993,000 | 119 |
| 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) | $522,000 | 2,122 |
| Available-for-sale securities (fair market value) | $42,169,000 | 2,692 |
| Total debt securities | $42,692,000 | 2,904 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| 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 | $53,409,000 | 2,538 |
| U.S. Government securities | $31,307,000 | 2,666 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $31,307,000 | 2,582 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $22,102,000 | 388 |
| Privately issued residential mortgage-backed securities | $22,102,000 | 94 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $53,409,000 | 1,178 |
| Certificates of participation in pools of residential mortgages | $2,776,000 | 3,976 |
| Issued or guaranteed by U.S. | $2,776,000 | 3,974 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $50,633,000 | 480 |
| CMOs issued by government agencies or sponsored agencies | $28,531,000 | 680 |
| Privately issued | $22,102,000 | 89 |
| 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) | $14,193,000 | 956 |
| Available-for-sale securities (fair market value) | $39,216,000 | 2,872 |
| Total debt securities | $53,408,000 | 2,519 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $28,000 | 234 |
| Revaluation gains on off-balance sheet contracts | $28,000 | 134 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $56,121,000 | 2,449 |
| U.S. Government securities | $31,819,000 | 2,663 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $31,819,000 | 2,585 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $24,302,000 | 371 |
| Privately issued residential mortgage-backed securities | $24,302,000 | 88 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $56,121,000 | 1,130 |
| Certificates of participation in pools of residential mortgages | $2,934,000 | 3,974 |
| Issued or guaranteed by U.S. | $2,934,000 | 3,972 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $53,187,000 | 459 |
| CMOs issued by government agencies or sponsored agencies | $28,885,000 | 683 |
| Privately issued | $24,302,000 | 83 |
| 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) | $15,366,000 | 899 |
| Available-for-sale securities (fair market value) | $40,755,000 | 2,805 |
| Total debt securities | $56,122,000 | 2,431 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $15,000 | 242 |
| Revaluation gains on off-balance sheet contracts | $15,000 | 140 |
| Revaluation losses on off-balance sheet contracts | $7,000 | 142 |
| 2013-12-31 | Rank | |
| Total securities | $62,947,000 | 2,238 |
| U.S. Government securities | $32,579,000 | 2,612 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $32,579,000 | 2,543 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $30,368,000 | 335 |
| Privately issued residential mortgage-backed securities | $30,368,000 | 79 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $62,947,000 | 1,014 |
| Certificates of participation in pools of residential mortgages | $3,151,000 | 3,929 |
| Issued or guaranteed by U.S. | $3,151,000 | 3,924 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $59,796,000 | 416 |
| CMOs issued by government agencies or sponsored agencies | $29,428,000 | 670 |
| Privately issued | $30,368,000 | 74 |
| 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) | $20,354,000 | 756 |
| Available-for-sale securities (fair market value) | $42,593,000 | 2,735 |
| Total debt securities | $62,945,000 | 2,217 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $51,000 | 230 |
| Revaluation gains on off-balance sheet contracts | $51,000 | 135 |
| Revaluation losses on off-balance sheet contracts | $5,000 | 139 |
| 2013-09-30 | Rank | |
| Total securities | $65,730,000 | 2,180 |
| U.S. Government securities | $32,995,000 | 2,594 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $32,995,000 | 2,528 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $32,735,000 | 322 |
| Privately issued residential mortgage-backed securities | $32,735,000 | 76 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $65,730,000 | 993 |
| Certificates of participation in pools of residential mortgages | $3,259,000 | 3,917 |
| Issued or guaranteed by U.S. | $3,259,000 | 3,910 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $62,471,000 | 402 |
| CMOs issued by government agencies or sponsored agencies | $29,736,000 | 673 |
| Privately issued | $32,735,000 | 71 |
| 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) | $21,251,000 | 717 |
| Available-for-sale securities (fair market value) | $44,479,000 | 2,687 |
| Total debt securities | $65,730,000 | 2,154 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $39,000 | 238 |
| Revaluation gains on off-balance sheet contracts | $39,000 | 130 |
| Revaluation losses on off-balance sheet contracts | $61,000 | 129 |
| 2013-06-30 | Rank | |
| Total securities | $63,147,000 | 2,235 |
| U.S. Government securities | $25,589,000 | 3,049 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $25,589,000 | 2,973 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $37,558,000 | 298 |
| Privately issued residential mortgage-backed securities | $37,558,000 | 75 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $63,147,000 | 1,031 |
| Certificates of participation in pools of residential mortgages | $3,307,000 | 3,887 |
| Issued or guaranteed by U.S. | $3,307,000 | 3,881 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $59,840,000 | 428 |
| CMOs issued by government agencies or sponsored agencies | $22,282,000 | 833 |
| Privately issued | $37,558,000 | 71 |
| 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) | $24,414,000 | 613 |
| Available-for-sale securities (fair market value) | $38,733,000 | 2,930 |
| Total debt securities | $63,147,000 | 2,212 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| 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 | $55,517,000 | 2,487 |
| U.S. Government securities | $11,376,000 | 4,522 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $11,376,000 | 4,418 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $44,141,000 | 270 |
| Privately issued residential mortgage-backed securities | $44,141,000 | 69 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $55,517,000 | 1,193 |
| Certificates of participation in pools of residential mortgages | $3,610,000 | 3,860 |
| Issued or guaranteed by U.S. | $3,610,000 | 3,856 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $51,907,000 | 500 |
| CMOs issued by government agencies or sponsored agencies | $7,766,000 | 1,545 |
| Privately issued | $44,141,000 | 65 |
| 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) | $29,041,000 | 520 |
| Available-for-sale securities (fair market value) | $26,476,000 | 3,657 |
| Total debt securities | $55,516,000 | 2,460 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| 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 | $59,357,000 | 2,320 |
| U.S. Government securities | $11,899,000 | 4,425 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $11,899,000 | 4,325 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $47,408,000 | 250 |
| Privately issued residential mortgage-backed securities | $47,408,000 | 74 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $50,000 | 1,030 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $59,307,000 | 1,116 |
| Certificates of participation in pools of residential mortgages | $3,957,000 | 3,777 |
| Issued or guaranteed by U.S. | $3,957,000 | 3,774 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $55,350,000 | 479 |
| CMOs issued by government agencies or sponsored agencies | $7,942,000 | 1,573 |
| Privately issued | $47,408,000 | 69 |
| 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) | $30,982,000 | 498 |
| Available-for-sale securities (fair market value) | $28,375,000 | 3,496 |
| Total debt securities | $59,308,000 | 2,296 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| 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 | $63,973,000 | 2,210 |
| U.S. Government securities | $12,326,000 | 4,473 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $12,326,000 | 4,378 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $51,597,000 | 240 |
| Privately issued residential mortgage-backed securities | $51,597,000 | 71 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $50,000 | 1,023 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $63,923,000 | 1,108 |
| Certificates of participation in pools of residential mortgages | $4,279,000 | 3,833 |
| Issued or guaranteed by U.S. | $4,279,000 | 3,831 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $59,644,000 | 476 |
| CMOs issued by government agencies or sponsored agencies | $8,047,000 | 1,637 |
| Privately issued | $51,597,000 | 67 |
| 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) | $34,005,000 | 459 |
| Available-for-sale securities (fair market value) | $29,968,000 | 3,437 |
| Total debt securities | $63,923,000 | 2,187 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| 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 | $67,867,000 | 2,095 |
| U.S. Government securities | $12,534,000 | 4,495 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $12,534,000 | 4,405 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $55,283,000 | 226 |
| Privately issued residential mortgage-backed securities | $55,283,000 | 72 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $50,000 | 1,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $67,817,000 | 1,069 |
| Certificates of participation in pools of residential mortgages | $4,324,000 | 3,862 |
| Issued or guaranteed by U.S. | $4,324,000 | 3,860 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $63,493,000 | 468 |
| CMOs issued by government agencies or sponsored agencies | $8,210,000 | 1,648 |
| Privately issued | $55,283,000 | 69 |
| 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) | $36,431,000 | 437 |
| Available-for-sale securities (fair market value) | $31,436,000 | 3,368 |
| Total debt securities | $67,817,000 | 2,075 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| 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 | $72,189,000 | 1,988 |
| U.S. Government securities | $13,055,000 | 4,514 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $13,055,000 | 4,416 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $59,084,000 | 214 |
| Privately issued residential mortgage-backed securities | $59,084,000 | 77 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $50,000 | 1,024 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $72,139,000 | 1,024 |
| Certificates of participation in pools of residential mortgages | $4,746,000 | 3,761 |
| Issued or guaranteed by U.S. | $4,746,000 | 3,757 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $67,393,000 | 466 |
| CMOs issued by government agencies or sponsored agencies | $8,309,000 | 1,641 |
| Privately issued | $59,084,000 | 74 |
| 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) | $38,651,000 | 421 |
| Available-for-sale securities (fair market value) | $33,538,000 | 3,278 |
| Total debt securities | $72,140,000 | 1,977 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| 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 | $76,231,000 | 1,839 |
| U.S. Government securities | $13,174,000 | 4,465 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $13,174,000 | 4,374 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $63,007,000 | 208 |
| Privately issued residential mortgage-backed securities | $63,007,000 | 93 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $50,000 | 1,026 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,894,000 | 2,595 |
| Mortgage-backed securities | $76,181,000 | 936 |
| Certificates of participation in pools of residential mortgages | $4,787,000 | 3,661 |
| Issued or guaranteed by U.S. | $4,787,000 | 3,657 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $71,394,000 | 451 |
| CMOs issued by government agencies or sponsored agencies | $8,387,000 | 1,558 |
| Privately issued | $63,007,000 | 91 |
| 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) | $41,465,000 | 403 |
| Available-for-sale securities (fair market value) | $34,766,000 | 3,074 |
| Total debt securities | $76,181,000 | 1,822 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| 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 | $80,177,000 | 1,711 |
| U.S. Government securities | $13,375,000 | 4,398 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $13,375,000 | 4,300 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $66,802,000 | 203 |
| Privately issued residential mortgage-backed securities | $66,802,000 | 98 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,720,000 | 2,489 |
| Mortgage-backed securities | $80,177,000 | 874 |
| Certificates of participation in pools of residential mortgages | $4,830,000 | 3,607 |
| Issued or guaranteed by U.S. | $4,830,000 | 3,596 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $75,347,000 | 433 |
| CMOs issued by government agencies or sponsored agencies | $8,545,000 | 1,538 |
| Privately issued | $66,802,000 | 94 |
| 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) | $44,379,000 | 372 |
| Available-for-sale securities (fair market value) | $35,798,000 | 2,968 |
| Total debt securities | $80,177,000 | 1,692 |
| 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 | $81,681,000 | 1,682 |
| U.S. Government securities | $13,546,000 | 4,471 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $13,546,000 | 4,354 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $68,135,000 | 205 |
| Privately issued residential mortgage-backed securities | $68,135,000 | 99 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,601,000 | 3,662 |
| Mortgage-backed securities | $81,681,000 | 842 |
| Certificates of participation in pools of residential mortgages | $4,976,000 | 3,542 |
| Issued or guaranteed by U.S. | $4,976,000 | 3,530 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $76,705,000 | 421 |
| CMOs issued by government agencies or sponsored agencies | $8,570,000 | 1,504 |
| Privately issued | $68,135,000 | 95 |
| 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) | $48,179,000 | 342 |
| Available-for-sale securities (fair market value) | $33,502,000 | 3,113 |
| Total debt securities | $81,681,000 | 1,670 |
| 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 | $74,242,000 | 1,807 |
| U.S. Government securities | $13,732,000 | 4,423 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $13,732,000 | 4,302 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $60,510,000 | 220 |
| Privately issued residential mortgage-backed securities | $60,510,000 | 111 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,852,000 | 3,603 |
| Mortgage-backed securities | $74,242,000 | 882 |
| Certificates of participation in pools of residential mortgages | $5,143,000 | 3,417 |
| Issued or guaranteed by U.S. | $5,143,000 | 3,409 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $69,099,000 | 440 |
| CMOs issued by government agencies or sponsored agencies | $8,589,000 | 1,457 |
| Privately issued | $60,510,000 | 107 |
| 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) | $39,015,000 | 416 |
| Available-for-sale securities (fair market value) | $35,227,000 | 2,964 |
| Total debt securities | $74,242,000 | 1,789 |
| 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 | $63,895,000 | 1,976 |
| U.S. Government securities | $9,705,000 | 4,896 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $9,705,000 | 4,775 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $54,190,000 | 249 |
| Privately issued residential mortgage-backed securities | $54,190,000 | 125 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,818,000 | 2,471 |
| Mortgage-backed securities | $58,864,000 | 1,021 |
| Certificates of participation in pools of residential mortgages | $4,232,000 | 3,546 |
| Issued or guaranteed by U.S. | $4,232,000 | 3,537 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $54,632,000 | 510 |
| CMOs issued by government agencies or sponsored agencies | $442,000 | 3,046 |
| Privately issued | $54,190,000 | 120 |
| 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) | $41,550,000 | 379 |
| Available-for-sale securities (fair market value) | $22,345,000 | 3,820 |
| Total debt securities | $63,895,000 | 1,959 |
| 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 | $67,689,000 | 1,831 |
| U.S. Government securities | $10,328,000 | 4,777 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $10,328,000 | 4,653 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $57,361,000 | 242 |
| Privately issued residential mortgage-backed securities | $57,361,000 | 129 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,927,000 | 2,018 |
| Mortgage-backed securities | $62,637,000 | 963 |
| Certificates of participation in pools of residential mortgages | $4,811,000 | 3,371 |
| Issued or guaranteed by U.S. | $4,811,000 | 3,365 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $57,826,000 | 491 |
| CMOs issued by government agencies or sponsored agencies | $465,000 | 3,009 |
| Privately issued | $57,361,000 | 124 |
| 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) | $44,639,000 | 359 |
| Available-for-sale securities (fair market value) | $23,050,000 | 3,711 |
| Total debt securities | $67,689,000 | 1,813 |
| 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 | $68,265,000 | 1,812 |
| U.S. Government securities | $10,699,000 | 4,799 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $10,699,000 | 4,688 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $57,566,000 | 238 |
| Privately issued residential mortgage-backed securities | $57,566,000 | 134 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,519,000 | 2,880 |
| Mortgage-backed securities | $63,212,000 | 933 |
| Certificates of participation in pools of residential mortgages | $5,141,000 | 3,328 |
| Issued or guaranteed by U.S. | $5,141,000 | 3,321 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $58,071,000 | 479 |
| CMOs issued by government agencies or sponsored agencies | $505,000 | 2,880 |
| Privately issued | $57,566,000 | 130 |
| 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) | $47,174,000 | 359 |
| Available-for-sale securities (fair market value) | $21,091,000 | 3,883 |
| Total debt securities | $68,265,000 | 1,793 |
| 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 | $60,125,000 | 2,055 |
| U.S. Government securities | $5,761,000 | 5,921 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $5,761,000 | 5,804 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $54,364,000 | 257 |
| Privately issued residential mortgage-backed securities | $54,364,000 | 146 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,741,000 | 2,302 |
| Mortgage-backed securities | $60,125,000 | 994 |
| Certificates of participation in pools of residential mortgages | $5,248,000 | 3,390 |
| Issued or guaranteed by U.S. | $5,248,000 | 3,383 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $54,877,000 | 500 |
| CMOs issued by government agencies or sponsored agencies | $513,000 | 2,835 |
| Privately issued | $54,364,000 | 143 |
| 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) | $48,370,000 | 358 |
| Available-for-sale securities (fair market value) | $11,755,000 | 5,045 |
| Total debt securities | $60,125,000 | 2,030 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| 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 | $63,082,000 | 1,951 |
| U.S. Government securities | $5,835,000 | 5,896 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $5,835,000 | 5,790 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $57,247,000 | 257 |
| Privately issued residential mortgage-backed securities | $57,247,000 | 147 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,902,000 | 2,233 |
| Mortgage-backed securities | $63,082,000 | 968 |
| Certificates of participation in pools of residential mortgages | $5,315,000 | 3,439 |
| Issued or guaranteed by U.S. | $5,315,000 | 3,430 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $57,767,000 | 470 |
| CMOs issued by government agencies or sponsored agencies | $520,000 | 2,832 |
| Privately issued | $57,247,000 | 143 |
| 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) | $50,741,000 | 343 |
| Available-for-sale securities (fair market value) | $12,341,000 | 4,940 |
| Total debt securities | $63,082,000 | 1,932 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| 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 | $61,366,000 | 2,027 |
| U.S. Government securities | $6,079,000 | 5,867 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $6,079,000 | 5,773 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $55,287,000 | 285 |
| Privately issued residential mortgage-backed securities | $55,287,000 | 168 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,114,000 | 2,136 |
| Mortgage-backed securities | $61,366,000 | 1,013 |
| Certificates of participation in pools of residential mortgages | $5,545,000 | 3,485 |
| Issued or guaranteed by U.S. | $5,545,000 | 3,474 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $55,821,000 | 478 |
| CMOs issued by government agencies or sponsored agencies | $534,000 | 2,821 |
| Privately issued | $55,287,000 | 166 |
| 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) | $48,674,000 | 372 |
| Available-for-sale securities (fair market value) | $12,692,000 | 4,927 |
| Total debt securities | $61,366,000 | 1,993 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| 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 | $64,698,000 | 1,889 |
| U.S. Government securities | $6,097,000 | 5,878 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $6,097,000 | 5,794 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $58,601,000 | 293 |
| Privately issued residential mortgage-backed securities | $58,601,000 | 180 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,087,000 | 1,753 |
| Mortgage-backed securities | $64,698,000 | 974 |
| Certificates of participation in pools of residential mortgages | $5,552,000 | 3,556 |
| Issued or guaranteed by U.S. | $5,552,000 | 3,543 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $59,146,000 | 436 |
| CMOs issued by government agencies or sponsored agencies | $545,000 | 2,797 |
| Privately issued | $58,601,000 | 173 |
| 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) | $52,327,000 | 357 |
| Available-for-sale securities (fair market value) | $12,371,000 | 4,954 |
| Total debt securities | $64,698,000 | 1,866 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| 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 | $70,772,000 | 1,734 |
| U.S. Government securities | $6,349,000 | 5,928 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $6,349,000 | 5,847 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $64,423,000 | 264 |
| Privately issued residential mortgage-backed securities | $64,423,000 | 179 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,170,000 | 1,825 |
| Mortgage-backed securities | $70,772,000 | 904 |
| Certificates of participation in pools of residential mortgages | $5,791,000 | 3,559 |
| Issued or guaranteed by U.S. | $5,791,000 | 3,549 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $64,981,000 | 411 |
| CMOs issued by government agencies or sponsored agencies | $558,000 | 2,819 |
| Privately issued | $64,423,000 | 169 |
| 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) | $56,167,000 | 335 |
| Available-for-sale securities (fair market value) | $14,605,000 | 4,658 |
| Total debt securities | $70,772,000 | 1,708 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| 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 | $66,369,000 | 1,799 |
| U.S. Government securities | $6,911,000 | 5,880 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $6,911,000 | 5,795 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $59,458,000 | 275 |
| Privately issued residential mortgage-backed securities | $59,458,000 | 183 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,372,000 | 4,733 |
| Mortgage-backed securities | $66,369,000 | 932 |
| Certificates of participation in pools of residential mortgages | $6,344,000 | 3,408 |
| Issued or guaranteed by U.S. | $6,344,000 | 3,395 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $60,025,000 | 420 |
| CMOs issued by government agencies or sponsored agencies | $567,000 | 2,796 |
| Privately issued | $59,458,000 | 175 |
| 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) | $38,732,000 | 440 |
| Available-for-sale securities (fair market value) | $27,637,000 | 3,253 |
| Total debt securities | $66,369,000 | 1,785 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $24,612,000 | 3,850 |
| U.S. Government securities | $8,080,000 | 5,553 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $8,080,000 | 5,465 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $16,532,000 | 598 |
| Privately issued residential mortgage-backed securities | $16,532,000 | 386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,100,000 | 4,817 |
| Mortgage-backed securities | $24,612,000 | 1,946 |
| Certificates of participation in pools of residential mortgages | $7,503,000 | 3,044 |
| Issued or guaranteed by U.S. | $7,503,000 | 3,034 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $17,109,000 | 907 |
| CMOs issued by government agencies or sponsored agencies | $577,000 | 2,697 |
| Privately issued | $16,532,000 | 370 |
| 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) | $7,427,000 | 1,374 |
| Available-for-sale securities (fair market value) | $17,185,000 | 4,260 |
| Total debt securities | $24,612,000 | 3,823 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $22,595,000 | 4,131 |
| U.S. Government securities | $8,580,000 | 5,433 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $8,580,000 | 5,354 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $14,015,000 | 701 |
| Privately issued residential mortgage-backed securities | $14,015,000 | 432 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,767,000 | 4,942 |
| Mortgage-backed securities | $22,595,000 | 2,072 |
| Certificates of participation in pools of residential mortgages | $7,989,000 | 2,954 |
| Issued or guaranteed by U.S. | $7,989,000 | 2,939 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $14,606,000 | 996 |
| CMOs issued by government agencies or sponsored agencies | $591,000 | 2,701 |
| Privately issued | $14,015,000 | 410 |
| 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) | $4,271,000 | 1,737 |
| Available-for-sale securities (fair market value) | $18,324,000 | 4,184 |
| Total debt securities | $22,595,000 | 4,084 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $24,538,000 | 3,920 |
| U.S. Government securities | $9,177,000 | 5,291 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $9,177,000 | 5,203 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $15,361,000 | 646 |
| Privately issued residential mortgage-backed securities | $15,361,000 | 396 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,904,000 | 4,868 |
| Mortgage-backed securities | $24,538,000 | 1,867 |
| Certificates of participation in pools of residential mortgages | $8,558,000 | 2,761 |
| Issued or guaranteed by U.S. | $8,558,000 | 2,749 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $15,980,000 | 921 |
| CMOs issued by government agencies or sponsored agencies | $619,000 | 2,658 |
| Privately issued | $15,361,000 | 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) | $4,457,000 | 1,738 |
| Available-for-sale securities (fair market value) | $20,081,000 | 3,962 |
| Total debt securities | $24,538,000 | 3,867 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $20,917,000 | 4,343 |
| U.S. Government securities | $8,829,000 | 5,516 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $8,829,000 | 5,408 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $12,088,000 | 710 |
| Privately issued residential mortgage-backed securities | $12,088,000 | 412 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,025,000 | 4,825 |
| Mortgage-backed securities | $20,917,000 | 1,863 |
| Certificates of participation in pools of residential mortgages | $8,829,000 | 2,453 |
| Issued or guaranteed by U.S. | $8,829,000 | 2,439 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $12,088,000 | 1,028 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $12,088,000 | 384 |
| 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) | $20,917,000 | 3,848 |
| Total debt securities | $20,917,000 | 4,288 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $41,479,000 | 2,677 |
| U.S. Government securities | $28,834,000 | 2,786 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $28,834,000 | 2,727 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $12,645,000 | 652 |
| Privately issued residential mortgage-backed securities | $12,645,000 | 378 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,009,000 | 4,857 |
| Mortgage-backed securities | $21,491,000 | 1,714 |
| Certificates of participation in pools of residential mortgages | $8,846,000 | 2,277 |
| Issued or guaranteed by U.S. | $8,846,000 | 2,266 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $12,645,000 | 952 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $12,645,000 | 354 |
| 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) | $41,479,000 | 2,337 |
| Total debt securities | $41,479,000 | 2,635 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| 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 | $42,895,000 | 2,597 |
| U.S. Government securities | $29,744,000 | 2,699 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $29,744,000 | 2,634 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $13,151,000 | 604 |
| Privately issued residential mortgage-backed securities | $13,151,000 | 362 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,132,000 | 4,847 |
| Mortgage-backed securities | $22,920,000 | 1,588 |
| Certificates of participation in pools of residential mortgages | $9,769,000 | 2,097 |
| Issued or guaranteed by U.S. | $9,769,000 | 2,090 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $13,151,000 | 900 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $13,151,000 | 343 |
| 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) | $42,895,000 | 2,259 |
| Total debt securities | $42,895,000 | 2,559 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| 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 | $45,408,000 | 2,493 |
| U.S. Government securities | $31,273,000 | 2,600 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $31,273,000 | 2,529 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $14,135,000 | 590 |
| Privately issued residential mortgage-backed securities | $14,135,000 | 341 |
| 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 | $672,000 | 6,433 |
| Mortgage-backed securities | $25,477,000 | 1,473 |
| Certificates of participation in pools of residential mortgages | $11,342,000 | 1,913 |
| Issued or guaranteed by U.S. | $11,342,000 | 1,907 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $14,135,000 | 858 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $14,135,000 | 321 |
| 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) | $45,408,000 | 2,169 |
| Total debt securities | $45,408,000 | 2,449 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| 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 | $47,038,000 | 2,456 |
| U.S. Government securities | $32,213,000 | 2,586 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $32,213,000 | 2,519 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $14,825,000 | 562 |
| Privately issued residential mortgage-backed securities | $14,825,000 | 317 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $680,000 | 6,448 |
| Mortgage-backed securities | $27,124,000 | 1,427 |
| Certificates of participation in pools of residential mortgages | $12,299,000 | 1,836 |
| Issued or guaranteed by U.S. | $12,299,000 | 1,826 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $14,825,000 | 834 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $14,825,000 | 304 |
| 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) | $47,038,000 | 2,124 |
| Total debt securities | $47,038,000 | 2,409 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| 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 | $49,704,000 | 2,358 |
| U.S. Government securities | $33,680,000 | 2,520 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $33,680,000 | 2,448 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $16,024,000 | 545 |
| Privately issued residential mortgage-backed securities | $16,024,000 | 319 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $685,000 | 6,520 |
| Mortgage-backed securities | $29,816,000 | 1,333 |
| Certificates of participation in pools of residential mortgages | $13,792,000 | 1,708 |
| Issued or guaranteed by U.S. | $13,792,000 | 1,698 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $16,024,000 | 795 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $16,024,000 | 301 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $49,704,000 | 2,030 |
| Total debt securities | $49,705,000 | 2,309 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| 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 | $52,743,000 | 2,226 |
| U.S. Government securities | $35,657,000 | 2,403 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $35,657,000 | 2,333 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $17,086,000 | 537 |
| Privately issued residential mortgage-backed securities | $17,086,000 | 308 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,403,000 | 4,206 |
| Mortgage-backed securities | $32,935,000 | 1,275 |
| Certificates of participation in pools of residential mortgages | $15,849,000 | 1,579 |
| Issued or guaranteed by U.S. | $15,849,000 | 1,570 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $17,086,000 | 758 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $17,086,000 | 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 | 4,097 |
| Available-for-sale securities (fair market value) | $52,743,000 | 1,896 |
| Total debt securities | $52,743,000 | 2,186 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| 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 | $102,449,000 | 1,228 |
| U.S. Government securities | $83,920,000 | 1,085 |
| U.S. Treasury securities | $45,848,000 | 104 |
| U.S. Government agency obligations | $38,072,000 | 2,224 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $18,529,000 | 525 |
| Privately issued residential mortgage-backed securities | $18,529,000 | 297 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,028,000 | 673 |
| Mortgage-backed securities | $36,695,000 | 1,191 |
| Certificates of participation in pools of residential mortgages | $18,166,000 | 1,462 |
| Issued or guaranteed by U.S. | $18,166,000 | 1,455 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $18,529,000 | 726 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $18,529,000 | 280 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $102,449,000 | 1,054 |
| Total debt securities | $102,448,000 | 1,200 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| 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 | $140,626,000 | 894 |
| U.S. Government securities | $120,053,000 | 767 |
| U.S. Treasury securities | $79,976,000 | 76 |
| U.S. Government agency obligations | $40,077,000 | 2,109 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $20,573,000 | 504 |
| Privately issued residential mortgage-backed securities | $20,573,000 | 283 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $113,780,000 | 481 |
| Mortgage-backed securities | $40,696,000 | 1,125 |
| Certificates of participation in pools of residential mortgages | $20,123,000 | 1,373 |
| Issued or guaranteed by U.S. | $20,123,000 | 1,363 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $20,573,000 | 678 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $20,573,000 | 267 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $140,626,000 | 752 |
| Total debt securities | $140,626,000 | 881 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| 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 | $145,165,000 | 860 |
| U.S. Government securities | $121,554,000 | 755 |
| U.S. Treasury securities | $99,842,000 | 60 |
| U.S. Government agency obligations | $21,712,000 | 3,405 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $23,611,000 | 467 |
| Privately issued residential mortgage-backed securities | $23,611,000 | 261 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,722,000 | 489 |
| Mortgage-backed securities | $45,323,000 | 1,043 |
| Certificates of participation in pools of residential mortgages | $21,712,000 | 1,319 |
| Issued or guaranteed by U.S. | $21,712,000 | 1,310 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $23,611,000 | 619 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $23,611,000 | 248 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $145,165,000 | 729 |
| Total debt securities | $145,164,000 | 839 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| 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 | $151,354,000 | 821 |
| U.S. Government securities | $123,633,000 | 746 |
| U.S. Treasury securities | $99,955,000 | 58 |
| U.S. Government agency obligations | $23,678,000 | 3,262 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $27,721,000 | 427 |
| Privately issued residential mortgage-backed securities | $27,721,000 | 245 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $130,172,000 | 409 |
| Mortgage-backed securities | $51,399,000 | 962 |
| Certificates of participation in pools of residential mortgages | $23,678,000 | 1,272 |
| Issued or guaranteed by U.S. | $23,678,000 | 1,261 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $27,721,000 | 580 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $27,721,000 | 230 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $151,354,000 | 699 |
| Total debt securities | $151,355,000 | 804 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $141,862,000 | 884 |
| U.S. Government securities | $100,725,000 | 932 |
| U.S. Treasury securities | $74,969,000 | 81 |
| U.S. Government agency obligations | $25,756,000 | 3,078 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $41,137,000 | 332 |
| Privately issued residential mortgage-backed securities | $31,369,000 | 219 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,768,000 | 507 |
| 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 | $131,833,000 | 408 |
| Mortgage-backed securities | $57,125,000 | 908 |
| Certificates of participation in pools of residential mortgages | $25,756,000 | 1,233 |
| Issued or guaranteed by U.S. | $25,756,000 | 1,224 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $31,369,000 | 541 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $31,369,000 | 204 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $141,862,000 | 747 |
| Total debt securities | $141,863,000 | 867 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $144,535,000 | 893 |
| U.S. Government securities | $82,572,000 | 1,138 |
| U.S. Treasury securities | $54,981,000 | 96 |
| U.S. Government agency obligations | $27,591,000 | 2,928 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $61,963,000 | 261 |
| Privately issued residential mortgage-backed securities | $52,185,000 | 170 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,778,000 | 544 |
| 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 | $81,682,000 | 637 |
| Mortgage-backed securities | $79,776,000 | 720 |
| Certificates of participation in pools of residential mortgages | $27,591,000 | 1,183 |
| Issued or guaranteed by U.S. | $27,591,000 | 1,176 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $52,185,000 | 411 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $52,185,000 | 155 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $144,535,000 | 754 |
| Total debt securities | $144,534,000 | 869 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $147,049,000 | 877 |
| U.S. Government securities | $80,071,000 | 1,163 |
| U.S. Treasury securities | $44,988,000 | 125 |
| U.S. Government agency obligations | $35,083,000 | 2,389 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $66,978,000 | 253 |
| Privately issued residential mortgage-backed securities | $57,187,000 | 162 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,791,000 | 547 |
| 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 | $78,488,000 | 632 |
| Mortgage-backed securities | $82,251,000 | 708 |
| Certificates of participation in pools of residential mortgages | $25,064,000 | 1,273 |
| Issued or guaranteed by U.S. | $25,064,000 | 1,264 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $57,187,000 | 391 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $57,187,000 | 148 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $147,049,000 | 752 |
| Total debt securities | $147,048,000 | 849 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 429 |
| Fair value | $10,019,000 | 428 |
| 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 | $153,892,000 | 849 |
| U.S. Government securities | $117,382,000 | 832 |
| U.S. Treasury securities | $79,996,000 | 84 |
| U.S. Government agency obligations | $37,386,000 | 2,307 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $36,510,000 | 360 |
| Privately issued residential mortgage-backed securities | $26,773,000 | 215 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,737,000 | 576 |
| 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 | $99,529,000 | 504 |
| Mortgage-backed securities | $54,317,000 | 971 |
| Certificates of participation in pools of residential mortgages | $27,544,000 | 1,206 |
| Issued or guaranteed by U.S. | $27,544,000 | 1,198 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $26,773,000 | 613 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $26,773,000 | 201 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $153,892,000 | 725 |
| Total debt securities | $153,893,000 | 825 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 405 |
| Fair value | $9,842,000 | 410 |
| 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 | $118,410,000 | 1,119 |
| U.S. Government securities | $107,672,000 | 898 |
| U.S. Treasury securities | $64,998,000 | 95 |
| U.S. Government agency obligations | $42,674,000 | 2,057 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $10,738,000 | 830 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,738,000 | 576 |
| 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 | $88,357,000 | 547 |
| Mortgage-backed securities | $32,651,000 | 1,435 |
| Certificates of participation in pools of residential mortgages | $32,651,000 | 1,075 |
| Issued or guaranteed by U.S. | $32,651,000 | 1,067 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $118,410,000 | 944 |
| Total debt securities | $118,412,000 | 1,076 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 346 |
| Fair value | $10,023,000 | 354 |
| 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 | $131,563,000 | 1,028 |
| U.S. Government securities | $120,840,000 | 845 |
| U.S. Treasury securities | $74,995,000 | 87 |
| U.S. Government agency obligations | $45,845,000 | 1,983 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $10,723,000 | 812 |
| 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 | $10,723,000 | 613 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $120,327,000 | 418 |
| Mortgage-backed securities | $35,793,000 | 1,376 |
| Certificates of participation in pools of residential mortgages | $35,793,000 | 1,031 |
| Issued or guaranteed by U.S. | $35,793,000 | 1,022 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $131,563,000 | 874 |
| Total debt securities | $131,563,000 | 992 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 295 |
| Fair value | $10,052,000 | 293 |
| 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 | $141,188,000 | 955 |
| U.S. Government securities | $130,465,000 | 787 |
| U.S. Treasury securities | $95,637,000 | 73 |
| U.S. Government agency obligations | $34,828,000 | 2,441 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $10,723,000 | 834 |
| 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 | $10,723,000 | 642 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $115,798,000 | 417 |
| Mortgage-backed securities | $29,334,000 | 1,559 |
| Certificates of participation in pools of residential mortgages | $29,334,000 | 1,153 |
| Issued or guaranteed by U.S. | $29,334,000 | 1,150 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| 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) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $141,188,000 | 819 |
| Total debt securities | $141,188,000 | 922 |
| 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 | $72,389,000 | 1,729 |
| U.S. Government securities | $61,766,000 | 1,487 |
| U.S. Treasury securities | $39,834,000 | 137 |
| U.S. Government agency obligations | $21,932,000 | 3,332 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $10,623,000 | 878 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,464,000 | 157 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,159,000 | 873 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,932,000 | 1,709 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| 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) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $72,389,000 | 1,472 |
| Total debt securities | $72,389,000 | 1,677 |
| 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 | $117,198,000 | 1,097 |
| U.S. Government securities | $106,457,000 | 904 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $106,457,000 | 862 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $10,741,000 | 869 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,485,000 | 155 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,256,000 | 896 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $90,105,000 | 489 |
| Mortgage-backed securities | $106,457,000 | 624 |
| Certificates of participation in pools of residential mortgages | $90,048,000 | 492 |
| Issued or guaranteed by U.S. | $90,048,000 | 486 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $16,409,000 | 932 |
| CMOs issued by government agencies or sponsored agencies | $16,409,000 | 861 |
| 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) | $63,105,000 | 324 |
| Available-for-sale securities (fair market value) | $54,093,000 | 1,871 |
| Total debt securities | $117,197,000 | 1,061 |
| 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 | $114,158,000 | 1,089 |
| U.S. Government securities | $103,420,000 | 885 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $103,420,000 | 844 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $10,738,000 | 892 |
| 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 | $10,738,000 | 678 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $94,157,000 | 472 |
| Mortgage-backed securities | $103,420,000 | 614 |
| Certificates of participation in pools of residential mortgages | $80,826,000 | 496 |
| Issued or guaranteed by U.S. | $80,826,000 | 492 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $22,594,000 | 770 |
| CMOs issued by government agencies or sponsored agencies | $22,594,000 | 702 |
| 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) | $72,826,000 | 290 |
| Available-for-sale securities (fair market value) | $41,332,000 | 2,318 |
| Total debt securities | $114,158,000 | 1,046 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $52,314,000 | 2,118 |
| U.S. Government securities | $45,723,000 | 1,755 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $45,723,000 | 1,662 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $6,591,000 | 1,202 |
| Privately issued residential mortgage-backed securities | $4,335,000 | 443 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,256,000 | 1,792 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,903,000 | 863 |
| Mortgage-backed securities | $50,058,000 | 950 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $50,058,000 | 460 |
| CMOs issued by government agencies or sponsored agencies | $45,723,000 | 433 |
| Privately issued | $4,335,000 | 396 |
| 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) | $52,314,000 | 392 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $52,314,000 | 2,049 |
| 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 | $55,878,000 | 1,973 |
| U.S. Government securities | $53,501,000 | 1,498 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $53,501,000 | 1,382 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,377,000 | 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 | $55,878,000 | 724 |
| Mortgage-backed securities | $53,501,000 | 748 |
| Certificates of participation in pools of residential mortgages | $3,718,000 | 3,085 |
| Issued or guaranteed by U.S. | $3,718,000 | 3,070 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $49,783,000 | 378 |
| CMOs issued by government agencies or sponsored agencies | $49,783,000 | 336 |
| 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) | $36,795,000 | 688 |
| Available-for-sale securities (fair market value) | $19,083,000 | 3,930 |
| Total debt securities | $53,501,000 | 1,971 |
| 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 | $33,909,000 | 3,251 |
| U.S. Government securities | $4,606,000 | 8,224 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $4,606,000 | 7,709 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $27,898,000 | 450 |
| Privately issued residential mortgage-backed securities | $27,898,000 | 180 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,405,000 | 1,916 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,138,000 | 1,226 |
| Mortgage-backed securities | $32,504,000 | 1,158 |
| Certificates of participation in pools of residential mortgages | $4,606,000 | 2,930 |
| Issued or guaranteed by U.S. | $4,606,000 | 2,920 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $27,898,000 | 596 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $27,898,000 | 153 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,465,000 | 1,138 |
| Available-for-sale securities (fair market value) | $11,444,000 | 5,485 |
| Total debt securities | $32,504,000 | 3,260 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $18,175,000 | 5,146 |
| U.S. Government securities | $0 | 10,185 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $0 | 9,927 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $17,009,000 | 558 |
| Privately issued residential mortgage-backed securities | $17,009,000 | 218 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,166,000 | 2,122 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,009,000 | 1,837 |
| Mortgage-backed securities | $17,009,000 | 1,906 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $17,009,000 | 846 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $17,009,000 | 179 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,386,000 | 2,426 |
| Available-for-sale securities (fair market value) | $8,789,000 | 6,114 |
| Total debt securities | $17,009,000 | 5,237 |
| 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 | $8,431,000 | 7,949 |
| U.S. Government securities | $0 | 10,686 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $0 | 10,319 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $8,325,000 | 635 |
| Privately issued residential mortgage-backed securities | $8,325,000 | 250 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $106,000 | 6,328 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,120,000 | 6,327 |
| Mortgage-backed securities | $8,325,000 | 2,925 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $8,325,000 | 1,265 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $8,325,000 | 180 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $8,431,000 | 6,227 |
| Total debt securities | $8,325,000 | 7,850 |
| 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 | $5,123,000 | 9,727 |
| U.S. Government securities | $0 | 11,246 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $0 | 10,810 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $5,123,000 | 879 |
| Privately issued residential mortgage-backed securities | $5,123,000 | 353 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $5,123,000 | 4,182 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $5,123,000 | 1,903 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $5,123,000 | 244 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,123,000 | 4,637 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $5,123,000 | 9,613 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| 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 | $0 | 11,914 |
| U.S. Government securities | $0 | 11,764 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $0 | 11,259 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $0 | 11,792 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| 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 | $0 | 12,560 |
| U.S. Government securities | $0 | 12,426 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $0 | 11,789 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 11,523 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $0 | 12,456 |
| 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 | $0 | 13,214 |
| U.S. Government securities | $0 | 13,030 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $0 | 12,230 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $0 | 13,082 |
| 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 | $0 | 13,824 |
| U.S. Government securities | $0 | 13,618 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $0 | 12,681 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $0 | 13,675 |
| 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 |