Home > State Bank of Davis > Securities
State Bank of Davis, Securities
| 2023-12-31 | Rank | |
| Total securities | $66,937,000 | 2,224 |
| U.S. Government securities | $47,982,000 | 1,927 |
| U.S. Treasury securities | $1,682,000 | 2,377 |
| U.S. Government agency obligations | $46,300,000 | 1,690 |
| Securities issued by states & political subdivisions | $18,026,000 | 1,890 |
| Other domestic debt securities | $804,000 | 2,061 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $804,000 | 605 |
| 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 | $36,792,000 | 1,763 |
| Mortgage-backed securities | $25,561,000 | 1,813 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $20,955,000 | 1,453 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $923,000 | 2,194 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,034,000 | 856 |
| Other commercial mortgage-backed securities | $649,000 | 1,182 |
| Held to maturity securities (book value) | $499,000 | 1,605 |
| Available-for-sale securities (fair market value) | $66,313,000 | 2,016 |
| Total debt securities | $66,812,000 | 2,209 |
| Structured notes | ||
| Amortized cost | $5,849,000 | 268 |
| Fair value | $4,994,000 | 281 |
| 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 | $64,985,000 | 2,231 |
| U.S. Government securities | $46,752,000 | 1,948 |
| U.S. Treasury securities | $1,653,000 | 2,446 |
| U.S. Government agency obligations | $45,099,000 | 1,690 |
| Securities issued by states & political subdivisions | $17,285,000 | 1,921 |
| Other domestic debt securities | $823,000 | 2,052 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $823,000 | 603 |
| 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 | $34,041,000 | 1,786 |
| Mortgage-backed securities | $25,140,000 | 1,814 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $20,642,000 | 1,439 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $924,000 | 2,165 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,945,000 | 852 |
| Other commercial mortgage-backed securities | $629,000 | 1,186 |
| Held to maturity securities (book value) | $493,000 | 1,627 |
| Available-for-sale securities (fair market value) | $64,367,000 | 2,020 |
| Total debt securities | $64,860,000 | 2,218 |
| Structured notes | ||
| Amortized cost | $6,263,000 | 255 |
| Fair value | $5,147,000 | 274 |
| 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 | $67,676,000 | 2,241 |
| U.S. Government securities | $48,657,000 | 1,938 |
| U.S. Treasury securities | $1,646,000 | 2,465 |
| U.S. Government agency obligations | $47,011,000 | 1,685 |
| Securities issued by states & political subdivisions | $18,016,000 | 1,935 |
| Other domestic debt securities | $878,000 | 2,047 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $878,000 | 580 |
| 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 | $33,907,000 | 1,780 |
| Mortgage-backed securities | $26,785,000 | 1,798 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $22,104,000 | 1,424 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,004,000 | 2,137 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,040,000 | 838 |
| Other commercial mortgage-backed securities | $637,000 | 1,185 |
| Held to maturity securities (book value) | $645,000 | 1,605 |
| Available-for-sale securities (fair market value) | $66,906,000 | 2,031 |
| Total debt securities | $67,551,000 | 2,223 |
| Structured notes | ||
| Amortized cost | $6,259,000 | 281 |
| Fair value | $5,274,000 | 293 |
| 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 | $68,894,000 | 2,308 |
| U.S. Government securities | $49,656,000 | 2,000 |
| U.S. Treasury securities | $1,655,000 | 2,543 |
| U.S. Government agency obligations | $48,001,000 | 1,684 |
| Securities issued by states & political subdivisions | $18,187,000 | 1,986 |
| Other domestic debt securities | $925,000 | 2,088 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $925,000 | 571 |
| 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 | $28,854,000 | 1,882 |
| Mortgage-backed securities | $27,693,000 | 1,818 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $22,894,000 | 1,443 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,049,000 | 2,155 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,103,000 | 862 |
| Other commercial mortgage-backed securities | $647,000 | 1,194 |
| Held to maturity securities (book value) | $637,000 | 1,662 |
| Available-for-sale securities (fair market value) | $68,131,000 | 2,078 |
| Total debt securities | $68,768,000 | 2,290 |
| Structured notes | ||
| Amortized cost | $6,756,000 | 290 |
| Fair value | $5,716,000 | 302 |
| 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 | $73,678,000 | 2,223 |
| U.S. Government securities | $50,301,000 | 2,005 |
| U.S. Treasury securities | $1,636,000 | 2,580 |
| U.S. Government agency obligations | $48,665,000 | 1,681 |
| Securities issued by states & political subdivisions | $22,299,000 | 1,824 |
| Other domestic debt securities | $961,000 | 2,096 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $961,000 | 573 |
| 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 | $23,738,000 | 1,981 |
| Mortgage-backed securities | $29,077,000 | 1,793 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $23,540,000 | 1,443 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,078,000 | 2,166 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,816,000 | 794 |
| Other commercial mortgage-backed securities | $643,000 | 1,194 |
| Held to maturity securities (book value) | $629,000 | 1,679 |
| Available-for-sale securities (fair market value) | $72,932,000 | 2,010 |
| Total debt securities | $73,561,000 | 2,210 |
| Structured notes | ||
| Amortized cost | $7,849,000 | 278 |
| Fair value | $6,733,000 | 281 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $75,156,000 | 2,202 |
| U.S. Government securities | $50,823,000 | 2,009 |
| U.S. Treasury securities | $1,632,000 | 2,604 |
| U.S. Government agency obligations | $49,191,000 | 1,682 |
| Securities issued by states & political subdivisions | $23,210,000 | 1,779 |
| Other domestic debt securities | $1,006,000 | 2,011 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $1,006,000 | 414 |
| 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 | $22,066,000 | 1,990 |
| Mortgage-backed securities | $29,621,000 | 1,797 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $24,010,000 | 1,442 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,124,000 | 2,165 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,838,000 | 803 |
| Other commercial mortgage-backed securities | $649,000 | 1,227 |
| Held to maturity securities (book value) | $621,000 | 1,670 |
| Available-for-sale securities (fair market value) | $74,418,000 | 2,003 |
| Total debt securities | $75,039,000 | 2,190 |
| Structured notes | ||
| Amortized cost | $7,848,000 | 274 |
| Fair value | $6,712,000 | 279 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $78,898,000 | 2,164 |
| U.S. Government securities | $54,309,000 | 1,938 |
| U.S. Treasury securities | $1,647,000 | 2,563 |
| U.S. Government agency obligations | $52,662,000 | 1,631 |
| Securities issued by states & political subdivisions | $24,472,000 | 1,771 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $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 | $20,113,000 | 2,061 |
| Mortgage-backed securities | $32,251,000 | 1,779 |
| Certificates of participation in pools of residential mortgages | $25,348,000 | 1,468 |
| Issued or guaranteed by U.S. | $25,348,000 | 1,436 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,208,000 | 2,242 |
| CMOs issued by government agencies or sponsored agencies | $1,208,000 | 2,167 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $5,695,000 | 1,118 |
| Commercial mortgage pass-through securities | $3,979,000 | 780 |
| Other commercial mortgage-backed securities | $1,716,000 | 1,103 |
| Held to maturity securities (book value) | $613,000 | 1,607 |
| Available-for-sale securities (fair market value) | $78,168,000 | 2,004 |
| Total debt securities | $78,781,000 | 2,154 |
| Structured notes | ||
| Amortized cost | $7,847,000 | 259 |
| Fair value | $6,947,000 | 261 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $83,308,000 | 2,062 |
| U.S. Government securities | $57,332,000 | 1,832 |
| U.S. Treasury securities | $964,000 | 2,476 |
| U.S. Government agency obligations | $56,368,000 | 1,571 |
| Securities issued by states & political subdivisions | $25,861,000 | 1,727 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $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 | $20,475,000 | 1,988 |
| Mortgage-backed securities | $36,165,000 | 1,700 |
| Certificates of participation in pools of residential mortgages | $28,255,000 | 1,404 |
| Issued or guaranteed by U.S. | $28,255,000 | 1,378 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,364,000 | 2,194 |
| CMOs issued by government agencies or sponsored agencies | $1,364,000 | 2,126 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $6,546,000 | 1,049 |
| Commercial mortgage pass-through securities | $4,686,000 | 734 |
| Other commercial mortgage-backed securities | $1,860,000 | 1,071 |
| Held to maturity securities (book value) | $605,000 | 1,517 |
| Available-for-sale securities (fair market value) | $82,588,000 | 1,922 |
| Total debt securities | $83,193,000 | 2,048 |
| Structured notes | ||
| Amortized cost | $7,497,000 | 233 |
| Fair value | $7,035,000 | 233 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $78,870,000 | 2,075 |
| U.S. Government securities | $50,075,000 | 1,859 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $50,075,000 | 1,654 |
| Securities issued by states & political subdivisions | $28,795,000 | 1,664 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $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 | $21,476,000 | 1,949 |
| Mortgage-backed securities | $35,015,000 | 1,709 |
| Certificates of participation in pools of residential mortgages | $27,014,000 | 1,439 |
| Issued or guaranteed by U.S. | $27,014,000 | 1,408 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,684,000 | 2,109 |
| CMOs issued by government agencies or sponsored agencies | $1,684,000 | 2,056 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $6,317,000 | 1,061 |
| Commercial mortgage pass-through securities | $5,067,000 | 698 |
| Other commercial mortgage-backed securities | $1,250,000 | 1,126 |
| Held to maturity securities (book value) | $597,000 | 1,427 |
| Available-for-sale securities (fair market value) | $78,273,000 | 1,950 |
| Total debt securities | $78,869,000 | 2,062 |
| Structured notes | ||
| Amortized cost | $5,998,000 | 239 |
| Fair value | $5,888,000 | 235 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $71,287,000 | 2,141 |
| U.S. Government securities | $44,532,000 | 1,939 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $44,532,000 | 1,764 |
| Securities issued by states & political subdivisions | $26,755,000 | 1,706 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,955,000 | 1,987 |
| Mortgage-backed securities | $30,811,000 | 1,823 |
| Certificates of participation in pools of residential mortgages | $23,749,000 | 1,540 |
| Issued or guaranteed by U.S. | $23,749,000 | 1,504 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,970,000 | 2,068 |
| CMOs issued by government agencies or sponsored agencies | $1,970,000 | 2,017 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $5,092,000 | 1,151 |
| Commercial mortgage pass-through securities | $3,700,000 | 797 |
| Other commercial mortgage-backed securities | $1,392,000 | 1,119 |
| Held to maturity securities (book value) | $590,000 | 1,424 |
| Available-for-sale securities (fair market value) | $70,697,000 | 2,023 |
| Total debt securities | $71,285,000 | 2,127 |
| Structured notes | ||
| Amortized cost | $4,999,000 | 235 |
| Fair value | $4,950,000 | 234 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $77,528,000 | 1,979 |
| U.S. Government securities | $50,764,000 | 1,718 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $50,764,000 | 1,570 |
| Securities issued by states & political subdivisions | $26,764,000 | 1,671 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,368,000 | 1,992 |
| Mortgage-backed securities | $36,439,000 | 1,615 |
| Certificates of participation in pools of residential mortgages | $27,302,000 | 1,353 |
| Issued or guaranteed by U.S. | $27,302,000 | 1,320 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $3,971,000 | 1,661 |
| CMOs issued by government agencies or sponsored agencies | $3,971,000 | 1,622 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $5,166,000 | 1,116 |
| Commercial mortgage pass-through securities | $3,754,000 | 782 |
| Other commercial mortgage-backed securities | $1,412,000 | 1,097 |
| Held to maturity securities (book value) | $585,000 | 1,413 |
| Available-for-sale securities (fair market value) | $76,943,000 | 1,868 |
| Total debt securities | $77,528,000 | 1,962 |
| Structured notes | ||
| Amortized cost | $4,249,000 | 232 |
| Fair value | $4,203,000 | 233 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $74,458,000 | 1,905 |
| U.S. Government securities | $48,787,000 | 1,639 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $48,787,000 | 1,532 |
| Securities issued by states & political subdivisions | $25,671,000 | 1,665 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,400,000 | 2,077 |
| Mortgage-backed securities | $38,012,000 | 1,503 |
| Certificates of participation in pools of residential mortgages | $28,425,000 | 1,260 |
| Issued or guaranteed by U.S. | $28,425,000 | 1,224 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $5,252,000 | 1,473 |
| CMOs issued by government agencies or sponsored agencies | $5,252,000 | 1,430 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $4,335,000 | 1,162 |
| Commercial mortgage pass-through securities | $2,907,000 | 870 |
| Other commercial mortgage-backed securities | $1,428,000 | 1,058 |
| Held to maturity securities (book value) | $578,000 | 1,400 |
| Available-for-sale securities (fair market value) | $73,880,000 | 1,796 |
| Total debt securities | $74,458,000 | 1,885 |
| Structured notes | ||
| Amortized cost | $4,249,000 | 151 |
| Fair value | $4,173,000 | 150 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $67,881,000 | 1,892 |
| U.S. Government securities | $42,566,000 | 1,669 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $42,566,000 | 1,584 |
| Securities issued by states & political subdivisions | $25,315,000 | 1,630 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,067,000 | 2,019 |
| Mortgage-backed securities | $34,145,000 | 1,534 |
| Certificates of participation in pools of residential mortgages | $24,534,000 | 1,276 |
| Issued or guaranteed by U.S. | $24,534,000 | 1,251 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $5,874,000 | 1,418 |
| CMOs issued by government agencies or sponsored agencies | $5,874,000 | 1,375 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $3,737,000 | 1,185 |
| Commercial mortgage pass-through securities | $2,264,000 | 909 |
| Other commercial mortgage-backed securities | $1,473,000 | 1,011 |
| Held to maturity securities (book value) | $571,000 | 1,391 |
| Available-for-sale securities (fair market value) | $67,310,000 | 1,785 |
| Total debt securities | $67,877,000 | 1,876 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $70,868,000 | 1,747 |
| U.S. Government securities | $45,016,000 | 1,561 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $45,016,000 | 1,489 |
| Securities issued by states & political subdivisions | $25,852,000 | 1,491 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,657,000 | 1,251 |
| Mortgage-backed securities | $36,559,000 | 1,443 |
| Certificates of participation in pools of residential mortgages | $26,712,000 | 1,173 |
| Issued or guaranteed by U.S. | $26,712,000 | 1,144 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $6,634,000 | 1,366 |
| CMOs issued by government agencies or sponsored agencies | $6,634,000 | 1,329 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $3,213,000 | 1,209 |
| Commercial mortgage pass-through securities | $2,274,000 | 891 |
| Other commercial mortgage-backed securities | $939,000 | 1,114 |
| Held to maturity securities (book value) | $563,000 | 1,384 |
| Available-for-sale securities (fair market value) | $70,305,000 | 1,649 |
| Total debt securities | $70,868,000 | 1,730 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $67,308,000 | 1,745 |
| U.S. Government securities | $44,636,000 | 1,556 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $44,636,000 | 1,472 |
| Securities issued by states & political subdivisions | $22,672,000 | 1,552 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,904,000 | 1,163 |
| Mortgage-backed securities | $32,469,000 | 1,531 |
| Certificates of participation in pools of residential mortgages | $22,488,000 | 1,268 |
| Issued or guaranteed by U.S. | $22,488,000 | 1,232 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $6,717,000 | 1,402 |
| CMOs issued by government agencies or sponsored agencies | $6,717,000 | 1,363 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $3,264,000 | 1,185 |
| Commercial mortgage pass-through securities | $2,301,000 | 875 |
| Other commercial mortgage-backed securities | $963,000 | 1,080 |
| Held to maturity securities (book value) | $557,000 | 1,396 |
| Available-for-sale securities (fair market value) | $66,751,000 | 1,646 |
| Total debt securities | $67,308,000 | 1,728 |
| 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 | $63,867,000 | 1,765 |
| U.S. Government securities | $43,705,000 | 1,588 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $43,705,000 | 1,508 |
| Securities issued by states & political subdivisions | $20,162,000 | 1,539 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,104,000 | 1,298 |
| Mortgage-backed securities | $28,569,000 | 1,644 |
| Certificates of participation in pools of residential mortgages | $20,235,000 | 1,366 |
| Issued or guaranteed by U.S. | $20,235,000 | 1,326 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $5,144,000 | 1,605 |
| CMOs issued by government agencies or sponsored agencies | $5,144,000 | 1,563 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $3,190,000 | 1,170 |
| Commercial mortgage pass-through securities | $2,245,000 | 863 |
| Other commercial mortgage-backed securities | $945,000 | 1,068 |
| Held to maturity securities (book value) | $550,000 | 1,415 |
| Available-for-sale securities (fair market value) | $63,317,000 | 1,653 |
| Total debt securities | $63,867,000 | 1,749 |
| Structured notes | ||
| Amortized cost | $997,000 | 349 |
| Fair value | $1,000,000 | 339 |
| 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 | $56,496,000 | 1,932 |
| U.S. Government securities | $38,252,000 | 1,761 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $38,252,000 | 1,656 |
| Securities issued by states & political subdivisions | $18,244,000 | 1,634 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,298,000 | 1,441 |
| Mortgage-backed securities | $24,235,000 | 1,769 |
| Certificates of participation in pools of residential mortgages | $16,560,000 | 1,494 |
| Issued or guaranteed by U.S. | $16,560,000 | 1,453 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $4,804,000 | 1,621 |
| CMOs issued by government agencies or sponsored agencies | $4,804,000 | 1,580 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $2,871,000 | 1,193 |
| Commercial mortgage pass-through securities | $1,920,000 | 923 |
| Other commercial mortgage-backed securities | $951,000 | 1,030 |
| Held to maturity securities (book value) | $544,000 | 1,458 |
| Available-for-sale securities (fair market value) | $55,952,000 | 1,805 |
| Total debt securities | $56,497,000 | 1,913 |
| Structured notes | ||
| Amortized cost | $1,595,000 | 338 |
| Fair value | $1,583,000 | 338 |
| 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 | $52,830,000 | 2,025 |
| U.S. Government securities | $33,766,000 | 1,932 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $33,766,000 | 1,828 |
| Securities issued by states & political subdivisions | $19,064,000 | 1,581 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,261,000 | 1,450 |
| Mortgage-backed securities | $18,089,000 | 2,036 |
| Certificates of participation in pools of residential mortgages | $11,592,000 | 1,843 |
| Issued or guaranteed by U.S. | $11,592,000 | 1,788 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $3,582,000 | 1,810 |
| CMOs issued by government agencies or sponsored agencies | $3,582,000 | 1,768 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $2,915,000 | 1,173 |
| Commercial mortgage pass-through securities | $1,947,000 | 911 |
| Other commercial mortgage-backed securities | $968,000 | 994 |
| Held to maturity securities (book value) | $538,000 | 1,525 |
| Available-for-sale securities (fair market value) | $52,292,000 | 1,883 |
| Total debt securities | $52,829,000 | 2,003 |
| Structured notes | ||
| Amortized cost | $599,000 | 655 |
| Fair value | $599,000 | 657 |
| 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 | $52,815,000 | 2,036 |
| U.S. Government securities | $32,887,000 | 1,997 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $32,887,000 | 1,884 |
| Securities issued by states & political subdivisions | $19,928,000 | 1,547 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,949,000 | 1,376 |
| Mortgage-backed securities | $16,139,000 | 2,140 |
| Certificates of participation in pools of residential mortgages | $10,730,000 | 1,904 |
| Issued or guaranteed by U.S. | $10,730,000 | 1,869 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $3,223,000 | 1,856 |
| CMOs issued by government agencies or sponsored agencies | $3,223,000 | 1,809 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $2,186,000 | 1,259 |
| Commercial mortgage pass-through securities | $1,211,000 | 1,028 |
| Other commercial mortgage-backed securities | $975,000 | 978 |
| Held to maturity securities (book value) | $532,000 | 1,575 |
| Available-for-sale securities (fair market value) | $52,283,000 | 1,895 |
| Total debt securities | $52,815,000 | 2,020 |
| Structured notes | ||
| Amortized cost | $300,000 | 843 |
| Fair value | $300,000 | 843 |
| 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 | $47,017,000 | 2,278 |
| U.S. Government securities | $27,432,000 | 2,261 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $27,432,000 | 2,132 |
| Securities issued by states & political subdivisions | $19,585,000 | 1,636 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,912,000 | 1,357 |
| Mortgage-backed securities | $14,319,000 | 2,257 |
| Certificates of participation in pools of residential mortgages | $10,570,000 | 1,930 |
| Issued or guaranteed by U.S. | $10,570,000 | 1,886 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,092,000 | 2,072 |
| CMOs issued by government agencies or sponsored agencies | $2,092,000 | 2,020 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $1,657,000 | 1,304 |
| Commercial mortgage pass-through securities | $694,000 | 1,181 |
| Other commercial mortgage-backed securities | $963,000 | 915 |
| Held to maturity securities (book value) | $526,000 | 1,606 |
| Available-for-sale securities (fair market value) | $46,491,000 | 2,112 |
| Total debt securities | $47,017,000 | 2,259 |
| Structured notes | ||
| Amortized cost | $300,000 | 860 |
| Fair value | $299,000 | 861 |
| 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 | $49,225,000 | 2,221 |
| U.S. Government securities | $29,269,000 | 2,175 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $29,269,000 | 2,062 |
| Securities issued by states & political subdivisions | $19,956,000 | 1,643 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,136,000 | 1,362 |
| Mortgage-backed securities | $14,615,000 | 2,236 |
| Certificates of participation in pools of residential mortgages | $10,849,000 | 1,915 |
| Issued or guaranteed by U.S. | $10,849,000 | 1,891 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,118,000 | 2,061 |
| CMOs issued by government agencies or sponsored agencies | $2,118,000 | 2,010 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $1,648,000 | 1,293 |
| Commercial mortgage pass-through securities | $686,000 | 1,171 |
| Other commercial mortgage-backed securities | $962,000 | 874 |
| Held to maturity securities (book value) | $520,000 | 1,645 |
| Available-for-sale securities (fair market value) | $48,705,000 | 2,055 |
| Total debt securities | $49,225,000 | 2,203 |
| Structured notes | ||
| Amortized cost | $798,000 | 719 |
| Fair value | $797,000 | 716 |
| 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 | $46,147,000 | 2,335 |
| U.S. Government securities | $26,315,000 | 2,332 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $26,315,000 | 2,221 |
| Securities issued by states & political subdivisions | $19,832,000 | 1,662 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,289,000 | 1,353 |
| Mortgage-backed securities | $13,858,000 | 2,321 |
| Certificates of participation in pools of residential mortgages | $10,059,000 | 2,016 |
| Issued or guaranteed by U.S. | $10,059,000 | 2,002 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,159,000 | 2,041 |
| CMOs issued by government agencies or sponsored agencies | $2,159,000 | 1,987 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $1,640,000 | 1,265 |
| Commercial mortgage pass-through securities | $679,000 | 1,155 |
| Other commercial mortgage-backed securities | $961,000 | 865 |
| Held to maturity securities (book value) | $514,000 | 1,668 |
| Available-for-sale securities (fair market value) | $45,633,000 | 2,165 |
| Total debt securities | $46,142,000 | 2,317 |
| Structured notes | ||
| Amortized cost | $300,000 | 854 |
| Fair value | $295,000 | 856 |
| 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 | $45,765,000 | 2,390 |
| U.S. Government securities | $24,959,000 | 2,406 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $24,959,000 | 2,297 |
| Securities issued by states & political subdivisions | $20,806,000 | 1,664 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,973,000 | 1,342 |
| Mortgage-backed securities | $12,921,000 | 2,417 |
| Certificates of participation in pools of residential mortgages | $9,006,000 | 2,159 |
| Issued or guaranteed by U.S. | $9,006,000 | 2,060 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $2,260,000 | 2,028 |
| CMOs issued by government agencies or sponsored agencies | $2,260,000 | 1,974 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $1,655,000 | 1,229 |
| Commercial mortgage pass-through securities | $685,000 | 1,130 |
| Other commercial mortgage-backed securities | $970,000 | 851 |
| Held to maturity securities (book value) | $784,000 | 1,628 |
| Available-for-sale securities (fair market value) | $44,981,000 | 2,211 |
| Total debt securities | $45,766,000 | 2,371 |
| Structured notes | ||
| Amortized cost | $300,000 | 858 |
| Fair value | $296,000 | 864 |
| 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 | $42,463,000 | 2,542 |
| U.S. Government securities | $21,602,000 | 2,681 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $21,602,000 | 2,553 |
| Securities issued by states & political subdivisions | $20,861,000 | 1,699 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,372,000 | 1,463 |
| Mortgage-backed securities | $12,455,000 | 2,464 |
| Certificates of participation in pools of residential mortgages | $8,941,000 | 2,186 |
| Issued or guaranteed by U.S. | $8,941,000 | 2,184 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,841,000 | 2,126 |
| CMOs issued by government agencies or sponsored agencies | $1,841,000 | 2,069 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $1,673,000 | 1,093 |
| Commercial mortgage pass-through securities | $690,000 | 920 |
| Other commercial mortgage-backed securities | $983,000 | 823 |
| Held to maturity securities (book value) | $775,000 | 1,652 |
| Available-for-sale securities (fair market value) | $41,688,000 | 2,364 |
| Total debt securities | $42,463,000 | 2,524 |
| Structured notes | ||
| Amortized cost | $300,000 | 822 |
| Fair value | $296,000 | 827 |
| 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 | $42,863,000 | 2,550 |
| U.S. Government securities | $20,991,000 | 2,727 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $20,991,000 | 2,605 |
| Securities issued by states & political subdivisions | $21,872,000 | 1,701 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,637,000 | 1,610 |
| Mortgage-backed securities | $12,661,000 | 2,460 |
| Certificates of participation in pools of residential mortgages | $9,496,000 | 2,175 |
| Issued or guaranteed by U.S. | $9,496,000 | 2,173 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,956,000 | 2,078 |
| CMOs issued by government agencies or sponsored agencies | $1,956,000 | 2,019 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $1,209,000 | 1,156 |
| Commercial mortgage pass-through securities | $708,000 | 919 |
| Other commercial mortgage-backed securities | $501,000 | 897 |
| Held to maturity securities (book value) | $766,000 | 1,677 |
| Available-for-sale securities (fair market value) | $42,097,000 | 2,377 |
| Total debt securities | $42,863,000 | 2,532 |
| Structured notes | ||
| Amortized cost | $299,000 | 842 |
| Fair value | $298,000 | 836 |
| 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 | $40,101,000 | 2,676 |
| U.S. Government securities | $18,404,000 | 2,929 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $18,404,000 | 2,815 |
| Securities issued by states & political subdivisions | $21,697,000 | 1,740 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,932,000 | 1,580 |
| Mortgage-backed securities | $10,961,000 | 2,635 |
| Certificates of participation in pools of residential mortgages | $9,190,000 | 2,253 |
| Issued or guaranteed by U.S. | $9,190,000 | 2,252 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,556,000 | 2,219 |
| CMOs issued by government agencies or sponsored agencies | $1,556,000 | 2,161 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $215,000 | 1,427 |
| Commercial mortgage pass-through securities | $215,000 | 1,011 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $757,000 | 1,736 |
| Available-for-sale securities (fair market value) | $39,344,000 | 2,485 |
| Total debt securities | $40,101,000 | 2,657 |
| Structured notes | ||
| Amortized cost | $299,000 | 873 |
| Fair value | $299,000 | 866 |
| 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 | $38,199,000 | 2,793 |
| U.S. Government securities | $17,391,000 | 3,084 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $17,391,000 | 2,963 |
| Securities issued by states & political subdivisions | $20,808,000 | 1,808 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,691,000 | 1,559 |
| Mortgage-backed securities | $9,948,000 | 2,750 |
| Certificates of participation in pools of residential mortgages | $8,084,000 | 2,423 |
| Issued or guaranteed by U.S. | $8,084,000 | 2,422 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,646,000 | 2,226 |
| CMOs issued by government agencies or sponsored agencies | $1,646,000 | 2,160 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $218,000 | 1,384 |
| Commercial mortgage pass-through securities | $218,000 | 985 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $749,000 | 1,765 |
| Available-for-sale securities (fair market value) | $37,450,000 | 2,611 |
| Total debt securities | $38,199,000 | 2,775 |
| Structured notes | ||
| Amortized cost | $299,000 | 936 |
| Fair value | $299,000 | 931 |
| 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 | $36,864,000 | 2,901 |
| U.S. Government securities | $15,897,000 | 3,244 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $15,897,000 | 3,119 |
| Securities issued by states & political subdivisions | $20,967,000 | 1,800 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,329,000 | 1,718 |
| Mortgage-backed securities | $10,259,000 | 2,758 |
| Certificates of participation in pools of residential mortgages | $8,353,000 | 2,438 |
| Issued or guaranteed by U.S. | $8,353,000 | 2,438 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,687,000 | 2,246 |
| CMOs issued by government agencies or sponsored agencies | $1,687,000 | 2,182 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $219,000 | 1,353 |
| Commercial mortgage pass-through securities | $219,000 | 937 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $740,000 | 1,801 |
| Available-for-sale securities (fair market value) | $36,124,000 | 2,684 |
| Total debt securities | $36,864,000 | 2,879 |
| Structured notes | ||
| Amortized cost | $298,000 | 1,000 |
| Fair value | $297,000 | 994 |
| 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 | $34,163,000 | 3,008 |
| U.S. Government securities | $13,239,000 | 3,473 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $13,239,000 | 3,343 |
| Securities issued by states & political subdivisions | $20,924,000 | 1,816 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,762,000 | 1,764 |
| Mortgage-backed securities | $9,114,000 | 2,869 |
| Certificates of participation in pools of residential mortgages | $7,128,000 | 2,600 |
| Issued or guaranteed by U.S. | $7,128,000 | 2,596 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,765,000 | 2,227 |
| CMOs issued by government agencies or sponsored agencies | $1,765,000 | 2,156 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $221,000 | 1,307 |
| Commercial mortgage pass-through securities | $221,000 | 907 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $732,000 | 1,827 |
| Available-for-sale securities (fair market value) | $33,431,000 | 2,790 |
| Total debt securities | $34,163,000 | 2,990 |
| 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 | $32,778,000 | 3,065 |
| U.S. Government securities | $11,240,000 | 3,687 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $11,240,000 | 3,564 |
| Securities issued by states & political subdivisions | $21,538,000 | 1,792 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,170,000 | 1,812 |
| Mortgage-backed securities | $8,653,000 | 2,934 |
| Certificates of participation in pools of residential mortgages | $6,493,000 | 2,718 |
| Issued or guaranteed by U.S. | $6,493,000 | 2,715 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,931,000 | 2,198 |
| CMOs issued by government agencies or sponsored agencies | $1,931,000 | 2,129 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $229,000 | 1,248 |
| Commercial mortgage pass-through securities | $229,000 | 835 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $723,000 | 1,837 |
| Available-for-sale securities (fair market value) | $32,055,000 | 2,840 |
| Total debt securities | $32,778,000 | 3,046 |
| 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 | $33,632,000 | 3,078 |
| U.S. Government securities | $12,575,000 | 3,636 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $12,575,000 | 3,516 |
| Securities issued by states & political subdivisions | $21,057,000 | 1,811 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,218,000 | 1,714 |
| Mortgage-backed securities | $7,845,000 | 3,077 |
| Certificates of participation in pools of residential mortgages | $5,741,000 | 2,922 |
| Issued or guaranteed by U.S. | $5,741,000 | 2,920 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,873,000 | 2,239 |
| CMOs issued by government agencies or sponsored agencies | $1,873,000 | 2,169 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $231,000 | 1,178 |
| Commercial mortgage pass-through securities | $231,000 | 792 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $715,000 | 1,884 |
| Available-for-sale securities (fair market value) | $32,917,000 | 2,858 |
| Total debt securities | $33,633,000 | 3,059 |
| Structured notes | ||
| Amortized cost | $200,000 | 1,184 |
| Fair value | $200,000 | 1,189 |
| 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 | $37,443,000 | 2,944 |
| U.S. Government securities | $16,424,000 | 3,342 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $16,424,000 | 3,233 |
| Securities issued by states & political subdivisions | $21,019,000 | 1,790 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,937,000 | 1,821 |
| Mortgage-backed securities | $8,222,000 | 3,043 |
| Certificates of participation in pools of residential mortgages | $6,012,000 | 2,887 |
| Issued or guaranteed by U.S. | $6,012,000 | 2,887 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,979,000 | 2,222 |
| CMOs issued by government agencies or sponsored agencies | $1,979,000 | 2,158 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $231,000 | 1,158 |
| Commercial mortgage pass-through securities | $231,000 | 781 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $706,000 | 1,924 |
| Available-for-sale securities (fair market value) | $36,737,000 | 2,708 |
| Total debt securities | $37,443,000 | 2,926 |
| Structured notes | ||
| Amortized cost | $200,000 | 1,371 |
| Fair value | $200,000 | 1,375 |
| 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 | $37,295,000 | 2,968 |
| U.S. Government securities | $18,187,000 | 3,226 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $18,187,000 | 3,119 |
| Securities issued by states & political subdivisions | $19,108,000 | 1,929 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,904,000 | 2,041 |
| Mortgage-backed securities | $8,474,000 | 3,026 |
| Certificates of participation in pools of residential mortgages | $6,222,000 | 2,842 |
| Issued or guaranteed by U.S. | $6,222,000 | 2,840 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,020,000 | 2,224 |
| CMOs issued by government agencies or sponsored agencies | $2,020,000 | 2,162 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $232,000 | 1,116 |
| Commercial mortgage pass-through securities | $232,000 | 754 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $868,000 | 1,917 |
| Available-for-sale securities (fair market value) | $36,427,000 | 2,739 |
| Total debt securities | $37,296,000 | 2,947 |
| 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 | $36,066,000 | 3,067 |
| U.S. Government securities | $18,283,000 | 3,280 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $18,283,000 | 3,175 |
| Securities issued by states & political subdivisions | $17,783,000 | 2,023 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,393,000 | 2,026 |
| Mortgage-backed securities | $8,088,000 | 3,106 |
| Certificates of participation in pools of residential mortgages | $6,564,000 | 2,819 |
| Issued or guaranteed by U.S. | $6,564,000 | 2,817 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,286,000 | 2,492 |
| CMOs issued by government agencies or sponsored agencies | $1,286,000 | 2,429 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $238,000 | 1,068 |
| Commercial mortgage pass-through securities | $238,000 | 726 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $935,000 | 1,912 |
| Available-for-sale securities (fair market value) | $35,131,000 | 2,844 |
| Total debt securities | $36,060,000 | 3,042 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,650 |
| Fair value | $246,000 | 1,693 |
| 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 | $36,897,000 | 3,078 |
| U.S. Government securities | $18,601,000 | 3,346 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $18,601,000 | 3,245 |
| Securities issued by states & political subdivisions | $18,296,000 | 1,964 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,166,000 | 2,071 |
| Mortgage-backed securities | $7,769,000 | 3,223 |
| Certificates of participation in pools of residential mortgages | $7,030,000 | 2,824 |
| Issued or guaranteed by U.S. | $7,030,000 | 2,822 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $502,000 | 2,936 |
| CMOs issued by government agencies or sponsored agencies | $502,000 | 2,843 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $237,000 | 1,020 |
| Commercial mortgage pass-through securities | $237,000 | 685 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $1,234,000 | 1,864 |
| Available-for-sale securities (fair market value) | $35,663,000 | 2,885 |
| Total debt securities | $36,895,000 | 3,049 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,561 |
| Fair value | $494,000 | 1,642 |
| 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 | $38,482,000 | 3,032 |
| U.S. Government securities | $21,058,000 | 3,200 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $21,058,000 | 3,099 |
| Securities issued by states & political subdivisions | $17,424,000 | 2,021 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,383,000 | 2,087 |
| Mortgage-backed securities | $8,302,000 | 3,210 |
| Certificates of participation in pools of residential mortgages | $7,500,000 | 2,810 |
| Issued or guaranteed by U.S. | $7,500,000 | 2,809 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $561,000 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $561,000 | 2,842 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $241,000 | 998 |
| Commercial mortgage pass-through securities | $241,000 | 666 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $1,224,000 | 1,862 |
| Available-for-sale securities (fair market value) | $37,258,000 | 2,841 |
| Total debt securities | $38,483,000 | 3,010 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,570 |
| Fair value | $738,000 | 1,596 |
| 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 | $39,914,000 | 2,993 |
| U.S. Government securities | $21,806,000 | 3,200 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $21,806,000 | 3,099 |
| Securities issued by states & political subdivisions | $18,108,000 | 1,969 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,334,000 | 2,085 |
| Mortgage-backed securities | $8,632,000 | 3,207 |
| Certificates of participation in pools of residential mortgages | $7,809,000 | 2,807 |
| Issued or guaranteed by U.S. | $7,809,000 | 2,805 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $583,000 | 2,981 |
| CMOs issued by government agencies or sponsored agencies | $583,000 | 2,888 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $240,000 | 979 |
| Commercial mortgage pass-through securities | $240,000 | 671 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $1,371,000 | 1,860 |
| Available-for-sale securities (fair market value) | $38,543,000 | 2,815 |
| Total debt securities | $39,914,000 | 2,970 |
| Structured notes | ||
| Amortized cost | $1,140,000 | 1,389 |
| Fair value | $1,126,000 | 1,393 |
| 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 | $40,669,000 | 3,025 |
| U.S. Government securities | $22,499,000 | 3,230 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $22,499,000 | 3,131 |
| Securities issued by states & political subdivisions | $18,170,000 | 1,993 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,382,000 | 2,217 |
| Mortgage-backed securities | $8,905,000 | 3,264 |
| Certificates of participation in pools of residential mortgages | $8,066,000 | 2,861 |
| Issued or guaranteed by U.S. | $8,066,000 | 2,858 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $599,000 | 3,031 |
| CMOs issued by government agencies or sponsored agencies | $599,000 | 2,924 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $240,000 | 947 |
| Commercial mortgage pass-through securities | $240,000 | 662 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $1,359,000 | 1,896 |
| Available-for-sale securities (fair market value) | $39,310,000 | 2,826 |
| Total debt securities | $40,669,000 | 3,005 |
| Structured notes | ||
| Amortized cost | $1,139,000 | 1,498 |
| Fair value | $1,109,000 | 1,502 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $41,803,000 | 3,014 |
| U.S. Government securities | $23,140,000 | 3,223 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $23,140,000 | 3,126 |
| Securities issued by states & political subdivisions | $18,663,000 | 1,967 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,675,000 | 2,207 |
| Mortgage-backed securities | $8,710,000 | 3,349 |
| Certificates of participation in pools of residential mortgages | $8,469,000 | 2,850 |
| Issued or guaranteed by U.S. | $8,469,000 | 2,850 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $241,000 | 936 |
| Commercial mortgage pass-through securities | $241,000 | 656 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $1,347,000 | 1,906 |
| Available-for-sale securities (fair market value) | $40,456,000 | 2,802 |
| Total debt securities | $41,803,000 | 2,991 |
| Structured notes | ||
| Amortized cost | $1,283,000 | 1,496 |
| Fair value | $1,251,000 | 1,502 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $44,092,000 | 2,928 |
| U.S. Government securities | $25,375,000 | 3,057 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $25,375,000 | 2,980 |
| Securities issued by states & political subdivisions | $18,717,000 | 1,952 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,608,000 | 2,294 |
| Mortgage-backed securities | $9,530,000 | 3,268 |
| Certificates of participation in pools of residential mortgages | $9,288,000 | 2,753 |
| Issued or guaranteed by U.S. | $9,288,000 | 2,753 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $242,000 | 917 |
| Commercial mortgage pass-through securities | $242,000 | 647 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $1,335,000 | 1,910 |
| Available-for-sale securities (fair market value) | $42,757,000 | 2,733 |
| Total debt securities | $44,092,000 | 2,901 |
| Structured notes | ||
| Amortized cost | $2,340,000 | 1,163 |
| Fair value | $2,210,000 | 1,175 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $45,594,000 | 2,867 |
| U.S. Government securities | $26,496,000 | 2,950 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $26,496,000 | 2,875 |
| Securities issued by states & political subdivisions | $19,098,000 | 1,912 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,081,000 | 2,236 |
| Mortgage-backed securities | $9,824,000 | 3,225 |
| Certificates of participation in pools of residential mortgages | $9,581,000 | 2,713 |
| Issued or guaranteed by U.S. | $9,581,000 | 2,712 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $243,000 | 854 |
| Commercial mortgage pass-through securities | $243,000 | 592 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $1,559,000 | 1,849 |
| Available-for-sale securities (fair market value) | $44,035,000 | 2,674 |
| Total debt securities | $45,594,000 | 2,839 |
| Structured notes | ||
| Amortized cost | $2,350,000 | 1,140 |
| Fair value | $2,148,000 | 1,160 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $43,158,000 | 3,000 |
| U.S. Government securities | $23,592,000 | 3,207 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $23,592,000 | 3,122 |
| Securities issued by states & political subdivisions | $19,566,000 | 1,888 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,192,000 | 2,217 |
| Mortgage-backed securities | $9,190,000 | 3,315 |
| Certificates of participation in pools of residential mortgages | $8,946,000 | 2,797 |
| Issued or guaranteed by U.S. | $8,946,000 | 2,794 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $244,000 | 842 |
| Commercial mortgage pass-through securities | $244,000 | 570 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $1,711,000 | 1,811 |
| Available-for-sale securities (fair market value) | $41,447,000 | 2,809 |
| Total debt securities | $43,158,000 | 2,969 |
| Structured notes | ||
| Amortized cost | $2,227,000 | 1,152 |
| Fair value | $2,064,000 | 1,159 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $39,194,000 | 3,166 |
| U.S. Government securities | $19,805,000 | 3,532 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $19,805,000 | 3,441 |
| Securities issued by states & political subdivisions | $19,389,000 | 1,890 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,938,000 | 2,147 |
| Mortgage-backed securities | $7,604,000 | 3,559 |
| Certificates of participation in pools of residential mortgages | $7,357,000 | 3,020 |
| Issued or guaranteed by U.S. | $7,357,000 | 3,018 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $247,000 | 816 |
| Commercial mortgage pass-through securities | $247,000 | 569 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $1,700,000 | 1,743 |
| Available-for-sale securities (fair market value) | $37,494,000 | 2,997 |
| Total debt securities | $39,194,000 | 3,137 |
| Structured notes | ||
| Amortized cost | $2,251,000 | 1,124 |
| Fair value | $2,189,000 | 1,127 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $38,616,000 | 3,219 |
| U.S. Government securities | $18,673,000 | 3,669 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $18,673,000 | 3,582 |
| Securities issued by states & political subdivisions | $19,943,000 | 1,832 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,283,000 | 2,154 |
| Mortgage-backed securities | $7,846,000 | 3,583 |
| Certificates of participation in pools of residential mortgages | $7,589,000 | 3,021 |
| Issued or guaranteed by U.S. | $7,589,000 | 3,020 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $257,000 | 727 |
| Commercial mortgage pass-through securities | $257,000 | 524 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $1,690,000 | 1,718 |
| Available-for-sale securities (fair market value) | $36,926,000 | 3,063 |
| Total debt securities | $38,616,000 | 3,191 |
| Structured notes | ||
| Amortized cost | $1,781,000 | 1,338 |
| Fair value | $1,774,000 | 1,340 |
| 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 | $39,447,000 | 3,127 |
| U.S. Government securities | $19,196,000 | 3,573 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $19,196,000 | 3,490 |
| Securities issued by states & political subdivisions | $20,251,000 | 1,778 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,804,000 | 2,099 |
| Mortgage-backed securities | $8,531,000 | 3,498 |
| Certificates of participation in pools of residential mortgages | $8,270,000 | 2,909 |
| Issued or guaranteed by U.S. | $8,270,000 | 2,907 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $261,000 | 611 |
| Commercial mortgage pass-through securities | $261,000 | 455 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $1,703,000 | 1,723 |
| Available-for-sale securities (fair market value) | $37,744,000 | 2,971 |
| Total debt securities | $39,447,000 | 3,099 |
| Structured notes | ||
| Amortized cost | $1,565,000 | 1,418 |
| Fair value | $1,562,000 | 1,422 |
| 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 | $38,269,000 | 3,228 |
| U.S. Government securities | $17,230,000 | 3,865 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $17,230,000 | 3,784 |
| Securities issued by states & political subdivisions | $21,039,000 | 1,664 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,447,000 | 2,069 |
| Mortgage-backed securities | $8,722,000 | 3,609 |
| Certificates of participation in pools of residential mortgages | $8,461,000 | 3,017 |
| Issued or guaranteed by U.S. | $8,461,000 | 3,016 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $261,000 | 583 |
| Commercial mortgage pass-through securities | $261,000 | 422 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $1,836,000 | 1,723 |
| Available-for-sale securities (fair market value) | $36,433,000 | 3,065 |
| Total debt securities | $38,269,000 | 3,199 |
| Structured notes | ||
| Amortized cost | $1,097,000 | 1,721 |
| Fair value | $1,112,000 | 1,712 |
| 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 | $38,003,000 | 3,237 |
| U.S. Government securities | $17,189,000 | 3,923 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $17,189,000 | 3,840 |
| Securities issued by states & political subdivisions | $20,814,000 | 1,653 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,179,000 | 2,060 |
| Mortgage-backed securities | $9,213,000 | 3,580 |
| Certificates of participation in pools of residential mortgages | $8,952,000 | 2,984 |
| Issued or guaranteed by U.S. | $8,952,000 | 2,984 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $261,000 | 547 |
| Commercial mortgage pass-through securities | $261,000 | 383 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $1,824,000 | 1,732 |
| Available-for-sale securities (fair market value) | $36,179,000 | 3,092 |
| Total debt securities | $38,003,000 | 3,217 |
| Structured notes | ||
| Amortized cost | $1,331,000 | 1,840 |
| Fair value | $1,344,000 | 1,842 |
| 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 | $39,782,000 | 3,173 |
| U.S. Government securities | $19,034,000 | 3,812 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $19,034,000 | 3,728 |
| Securities issued by states & political subdivisions | $20,748,000 | 1,597 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,736,000 | 2,037 |
| Mortgage-backed securities | $9,654,000 | 3,544 |
| Certificates of participation in pools of residential mortgages | $9,399,000 | 2,919 |
| Issued or guaranteed by U.S. | $9,399,000 | 2,917 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $255,000 | 511 |
| Commercial mortgage pass-through securities | $255,000 | 356 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $1,987,000 | 1,734 |
| Available-for-sale securities (fair market value) | $37,795,000 | 3,022 |
| Total debt securities | $39,782,000 | 3,142 |
| Structured notes | ||
| Amortized cost | $1,416,000 | 2,023 |
| Fair value | $1,421,000 | 2,020 |
| 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 | $39,330,000 | 3,104 |
| U.S. Government securities | $18,599,000 | 3,783 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $18,599,000 | 3,709 |
| Securities issued by states & political subdivisions | $20,731,000 | 1,549 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,845,000 | 2,030 |
| Mortgage-backed securities | $7,549,000 | 3,775 |
| Certificates of participation in pools of residential mortgages | $7,291,000 | 3,127 |
| Issued or guaranteed by U.S. | $7,291,000 | 3,127 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $258,000 | 440 |
| Commercial mortgage pass-through securities | $258,000 | 306 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $1,976,000 | 1,802 |
| Available-for-sale securities (fair market value) | $37,354,000 | 2,942 |
| Total debt securities | $39,330,000 | 3,084 |
| Structured notes | ||
| Amortized cost | $2,406,000 | 1,567 |
| Fair value | $2,414,000 | 1,567 |
| 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 | $35,475,000 | 3,271 |
| U.S. Government securities | $14,202,000 | 4,261 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $14,202,000 | 4,166 |
| Securities issued by states & political subdivisions | $21,273,000 | 1,468 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,775,000 | 2,000 |
| Mortgage-backed securities | $5,036,000 | 4,190 |
| Certificates of participation in pools of residential mortgages | $4,779,000 | 3,623 |
| Issued or guaranteed by U.S. | $4,779,000 | 3,612 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $257,000 | 391 |
| Commercial mortgage pass-through securities | $257,000 | 276 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $2,284,000 | 1,746 |
| Available-for-sale securities (fair market value) | $33,191,000 | 3,105 |
| Total debt securities | $35,475,000 | 3,244 |
| Structured notes | ||
| Amortized cost | $2,147,000 | 1,691 |
| Fair value | $2,175,000 | 1,687 |
| 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 | $35,938,000 | 3,246 |
| U.S. Government securities | $15,130,000 | 4,247 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $15,130,000 | 4,147 |
| Securities issued by states & political subdivisions | $20,808,000 | 1,447 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,392,000 | 2,007 |
| Mortgage-backed securities | $5,356,000 | 4,081 |
| Certificates of participation in pools of residential mortgages | $5,109,000 | 3,504 |
| Issued or guaranteed by U.S. | $5,109,000 | 3,492 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $247,000 | 386 |
| Commercial mortgage pass-through securities | $247,000 | 283 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $2,272,000 | 1,786 |
| Available-for-sale securities (fair market value) | $33,666,000 | 3,101 |
| Total debt securities | $35,938,000 | 3,218 |
| Structured notes | ||
| Amortized cost | $2,580,000 | 1,768 |
| Fair value | $2,587,000 | 1,766 |
| 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 | $33,156,000 | 3,403 |
| U.S. Government securities | $14,092,000 | 4,366 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $14,092,000 | 4,243 |
| Securities issued by states & political subdivisions | $19,064,000 | 1,517 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,319,000 | 2,199 |
| Mortgage-backed securities | $4,944,000 | 4,094 |
| Certificates of participation in pools of residential mortgages | $4,944,000 | 3,471 |
| Issued or guaranteed by U.S. | $4,944,000 | 3,463 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $2,359,000 | 1,791 |
| Available-for-sale securities (fair market value) | $30,797,000 | 3,277 |
| Total debt securities | $33,156,000 | 3,374 |
| Structured notes | ||
| Amortized cost | $2,406,000 | 1,888 |
| Fair value | $2,376,000 | 1,892 |
| 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 | $34,416,000 | 3,193 |
| U.S. Government securities | $14,796,000 | 4,087 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $14,796,000 | 3,977 |
| Securities issued by states & political subdivisions | $19,620,000 | 1,448 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,984,000 | 2,133 |
| Mortgage-backed securities | $5,317,000 | 3,936 |
| Certificates of participation in pools of residential mortgages | $5,317,000 | 3,278 |
| Issued or guaranteed by U.S. | $5,317,000 | 3,271 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $2,496,000 | 1,787 |
| Available-for-sale securities (fair market value) | $31,920,000 | 3,086 |
| Total debt securities | $34,416,000 | 3,165 |
| Structured notes | ||
| Amortized cost | $2,206,000 | 1,794 |
| Fair value | $2,184,000 | 1,796 |
| 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 | $38,949,000 | 2,913 |
| U.S. Government securities | $16,313,000 | 3,867 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $16,313,000 | 3,757 |
| Securities issued by states & political subdivisions | $22,636,000 | 1,211 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,279,000 | 2,262 |
| Mortgage-backed securities | $5,836,000 | 3,835 |
| Certificates of participation in pools of residential mortgages | $5,836,000 | 3,112 |
| Issued or guaranteed by U.S. | $5,836,000 | 3,104 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $3,287,000 | 1,686 |
| Available-for-sale securities (fair market value) | $35,662,000 | 2,815 |
| Total debt securities | $38,949,000 | 2,890 |
| Structured notes | ||
| Amortized cost | $2,378,000 | 1,772 |
| Fair value | $2,403,000 | 1,769 |
| 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 | $39,788,000 | 2,855 |
| U.S. Government securities | $17,706,000 | 3,739 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $17,706,000 | 3,647 |
| Securities issued by states & political subdivisions | $22,082,000 | 1,152 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,810,000 | 2,245 |
| Mortgage-backed securities | $5,748,000 | 3,861 |
| Certificates of participation in pools of residential mortgages | $5,748,000 | 3,181 |
| Issued or guaranteed by U.S. | $5,748,000 | 3,172 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $3,513,000 | 1,709 |
| Available-for-sale securities (fair market value) | $36,275,000 | 2,760 |
| Total debt securities | $39,788,000 | 2,829 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 2,172 |
| Fair value | $1,771,000 | 2,177 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $39,619,000 | 2,887 |
| U.S. Government securities | $18,109,000 | 3,760 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $18,109,000 | 3,677 |
| Securities issued by states & political subdivisions | $21,510,000 | 1,164 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,000 | 6,333 |
| Mortgage-backed securities | $6,251,000 | 3,845 |
| Certificates of participation in pools of residential mortgages | $6,251,000 | 3,173 |
| Issued or guaranteed by U.S. | $6,251,000 | 3,164 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $3,601,000 | 1,724 |
| Available-for-sale securities (fair market value) | $36,018,000 | 2,780 |
| Total debt securities | $39,619,000 | 2,862 |
| Structured notes | ||
| Amortized cost | $1,700,000 | 1,977 |
| Fair value | $1,709,000 | 1,975 |
| 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 | $41,715,000 | 2,759 |
| U.S. Government securities | $20,549,000 | 3,453 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $20,549,000 | 3,378 |
| Securities issued by states & political subdivisions | $21,166,000 | 1,183 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,852,000 | 2,239 |
| Mortgage-backed securities | $6,080,000 | 3,917 |
| Certificates of participation in pools of residential mortgages | $6,080,000 | 3,271 |
| Issued or guaranteed by U.S. | $6,080,000 | 3,262 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $3,640,000 | 1,728 |
| Available-for-sale securities (fair market value) | $38,075,000 | 2,640 |
| Total debt securities | $41,715,000 | 2,738 |
| Structured notes | ||
| Amortized cost | $1,700,000 | 1,717 |
| Fair value | $1,693,000 | 1,721 |
| 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 | $41,970,000 | 2,750 |
| U.S. Government securities | $19,722,000 | 3,527 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $19,722,000 | 3,450 |
| Securities issued by states & political subdivisions | $22,248,000 | 1,107 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,861,000 | 2,488 |
| Mortgage-backed securities | $5,380,000 | 4,142 |
| Certificates of participation in pools of residential mortgages | $5,380,000 | 3,536 |
| Issued or guaranteed by U.S. | $5,380,000 | 3,525 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $4,388,000 | 1,655 |
| Available-for-sale securities (fair market value) | $37,582,000 | 2,671 |
| Total debt securities | $41,970,000 | 2,724 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,012 |
| Fair value | $503,000 | 2,029 |
| 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 | $36,269,000 | 3,015 |
| U.S. Government securities | $15,779,000 | 4,004 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $15,779,000 | 3,917 |
| Securities issued by states & political subdivisions | $20,490,000 | 1,171 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,998,000 | 2,685 |
| Mortgage-backed securities | $2,969,000 | 4,822 |
| Certificates of participation in pools of residential mortgages | $2,969,000 | 4,310 |
| Issued or guaranteed by U.S. | $2,969,000 | 4,296 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $4,425,000 | 1,679 |
| Available-for-sale securities (fair market value) | $31,844,000 | 2,961 |
| Total debt securities | $36,269,000 | 2,982 |
| 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 | $34,414,000 | 3,133 |
| U.S. Government securities | $16,152,000 | 4,010 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $16,152,000 | 3,935 |
| Securities issued by states & political subdivisions | $18,262,000 | 1,243 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,321,000 | 2,697 |
| Mortgage-backed securities | $2,671,000 | 4,986 |
| Certificates of participation in pools of residential mortgages | $2,671,000 | 4,496 |
| Issued or guaranteed by U.S. | $2,671,000 | 4,485 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,948,000 | 1,638 |
| Available-for-sale securities (fair market value) | $29,466,000 | 3,139 |
| Total debt securities | $34,414,000 | 3,100 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,570 |
| Fair value | $250,000 | 1,581 |
| 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 | $35,095,000 | 3,080 |
| U.S. Government securities | $17,585,000 | 3,872 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $17,585,000 | 3,796 |
| Securities issued by states & political subdivisions | $17,510,000 | 1,291 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,783,000 | 2,678 |
| Mortgage-backed securities | $2,851,000 | 4,909 |
| Certificates of participation in pools of residential mortgages | $2,851,000 | 4,408 |
| Issued or guaranteed by U.S. | $2,851,000 | 4,396 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,055,000 | 1,622 |
| Available-for-sale securities (fair market value) | $30,040,000 | 3,081 |
| Total debt securities | $35,096,000 | 3,039 |
| Structured notes | ||
| Amortized cost | $794,000 | 1,179 |
| Fair value | $803,000 | 1,169 |
| 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 | $34,656,000 | 3,058 |
| U.S. Government securities | $16,754,000 | 3,934 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $16,754,000 | 3,861 |
| Securities issued by states & political subdivisions | $17,902,000 | 1,224 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,103,000 | 2,722 |
| Mortgage-backed securities | $2,884,000 | 4,828 |
| Certificates of participation in pools of residential mortgages | $2,884,000 | 4,327 |
| Issued or guaranteed by U.S. | $2,884,000 | 4,315 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,482,000 | 1,580 |
| Available-for-sale securities (fair market value) | $29,174,000 | 3,067 |
| Total debt securities | $34,656,000 | 3,024 |
| Structured notes | ||
| Amortized cost | $794,000 | 1,150 |
| Fair value | $792,000 | 1,145 |
| 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 | $38,036,000 | 2,886 |
| U.S. Government securities | $18,365,000 | 3,747 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $18,365,000 | 3,680 |
| Securities issued by states & political subdivisions | $19,671,000 | 1,112 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,665,000 | 2,855 |
| Mortgage-backed securities | $2,929,000 | 4,815 |
| Certificates of participation in pools of residential mortgages | $2,929,000 | 4,304 |
| Issued or guaranteed by U.S. | $2,929,000 | 4,288 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,610,000 | 1,555 |
| Available-for-sale securities (fair market value) | $32,426,000 | 2,906 |
| Total debt securities | $38,036,000 | 2,852 |
| Structured notes | ||
| Amortized cost | $1,194,000 | 919 |
| Fair value | $1,188,000 | 919 |
| 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 | $38,743,000 | 2,844 |
| U.S. Government securities | $19,001,000 | 3,652 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $19,001,000 | 3,583 |
| Securities issued by states & political subdivisions | $19,742,000 | 1,107 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,761,000 | 2,941 |
| Mortgage-backed securities | $2,215,000 | 5,002 |
| Certificates of participation in pools of residential mortgages | $2,215,000 | 4,523 |
| Issued or guaranteed by U.S. | $2,215,000 | 4,503 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,072,000 | 1,506 |
| Available-for-sale securities (fair market value) | $32,671,000 | 2,881 |
| Total debt securities | $38,743,000 | 2,803 |
| Structured notes | ||
| Amortized cost | $943,000 | 1,267 |
| Fair value | $953,000 | 1,258 |
| 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 | $36,964,000 | 2,950 |
| U.S. Government securities | $18,369,000 | 3,808 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $18,369,000 | 3,730 |
| Securities issued by states & political subdivisions | $18,595,000 | 1,164 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,414,000 | 3,015 |
| Mortgage-backed securities | $892,000 | 5,439 |
| Certificates of participation in pools of residential mortgages | $875,000 | 5,017 |
| Issued or guaranteed by U.S. | $875,000 | 4,994 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $17,000 | 3,562 |
| CMOs issued by government agencies or sponsored agencies | $17,000 | 3,227 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,201,000 | 1,553 |
| Available-for-sale securities (fair market value) | $30,763,000 | 2,997 |
| Total debt securities | $36,964,000 | 2,904 |
| Structured notes | ||
| Amortized cost | $1,043,000 | 1,481 |
| Fair value | $1,048,000 | 1,482 |
| 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 | $31,912,000 | 3,302 |
| U.S. Government securities | $14,681,000 | 4,437 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $14,681,000 | 4,339 |
| Securities issued by states & political subdivisions | $17,231,000 | 1,242 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,835,000 | 3,466 |
| Mortgage-backed securities | $953,000 | 5,300 |
| Certificates of participation in pools of residential mortgages | $919,000 | 4,863 |
| Issued or guaranteed by U.S. | $919,000 | 4,848 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $34,000 | 3,481 |
| CMOs issued by government agencies or sponsored agencies | $34,000 | 3,144 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,385,000 | 1,576 |
| Available-for-sale securities (fair market value) | $25,527,000 | 3,392 |
| Total debt securities | $31,912,000 | 3,256 |
| Structured notes | ||
| Amortized cost | $800,000 | 1,988 |
| Fair value | $790,000 | 2,002 |
| 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 | $28,609,000 | 3,528 |
| U.S. Government securities | $13,664,000 | 4,649 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $13,664,000 | 4,538 |
| Securities issued by states & political subdivisions | $14,945,000 | 1,403 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,744,000 | 3,457 |
| Mortgage-backed securities | $1,017,000 | 5,245 |
| Certificates of participation in pools of residential mortgages | $965,000 | 4,829 |
| Issued or guaranteed by U.S. | $965,000 | 4,815 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $52,000 | 3,417 |
| CMOs issued by government agencies or sponsored agencies | $52,000 | 3,095 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,625,000 | 1,566 |
| Available-for-sale securities (fair market value) | $21,984,000 | 3,720 |
| Total debt securities | $28,609,000 | 3,490 |
| Structured notes | ||
| Amortized cost | $800,000 | 2,078 |
| Fair value | $774,000 | 2,101 |
| 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 | $26,409,000 | 3,758 |
| U.S. Government securities | $12,645,000 | 4,874 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $12,645,000 | 4,747 |
| Securities issued by states & political subdivisions | $13,764,000 | 1,528 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,725,000 | 3,480 |
| Mortgage-backed securities | $1,107,000 | 5,201 |
| Certificates of participation in pools of residential mortgages | $1,033,000 | 4,786 |
| Issued or guaranteed by U.S. | $1,033,000 | 4,767 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $74,000 | 3,361 |
| CMOs issued by government agencies or sponsored agencies | $74,000 | 3,062 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,614,000 | 1,575 |
| Available-for-sale securities (fair market value) | $19,795,000 | 3,981 |
| Total debt securities | $26,409,000 | 3,710 |
| Structured notes | ||
| Amortized cost | $1,050,000 | 1,832 |
| Fair value | $1,026,000 | 1,840 |
| 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 | $26,016,000 | 3,830 |
| U.S. Government securities | $12,104,000 | 5,025 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $12,104,000 | 4,904 |
| Securities issued by states & political subdivisions | $13,912,000 | 1,510 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,946,000 | 3,428 |
| Mortgage-backed securities | $1,195,000 | 5,148 |
| Certificates of participation in pools of residential mortgages | $1,101,000 | 4,727 |
| Issued or guaranteed by U.S. | $1,101,000 | 4,711 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $94,000 | 3,323 |
| CMOs issued by government agencies or sponsored agencies | $94,000 | 3,028 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,749,000 | 1,607 |
| Available-for-sale securities (fair market value) | $19,267,000 | 4,085 |
| Total debt securities | $26,016,000 | 3,779 |
| Structured notes | ||
| Amortized cost | $1,050,000 | 1,934 |
| Fair value | $1,026,000 | 1,941 |
| 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 | $26,280,000 | 3,827 |
| U.S. Government securities | $12,179,000 | 5,068 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $12,179,000 | 4,948 |
| Securities issued by states & political subdivisions | $14,101,000 | 1,463 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,992,000 | 3,419 |
| Mortgage-backed securities | $1,290,000 | 5,098 |
| Certificates of participation in pools of residential mortgages | $1,172,000 | 4,683 |
| Issued or guaranteed by U.S. | $1,172,000 | 4,659 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $118,000 | 3,254 |
| CMOs issued by government agencies or sponsored agencies | $118,000 | 2,963 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,746,000 | 1,557 |
| Available-for-sale securities (fair market value) | $18,534,000 | 4,185 |
| Total debt securities | $26,280,000 | 3,769 |
| Structured notes | ||
| Amortized cost | $1,050,000 | 2,042 |
| Fair value | $1,023,000 | 2,047 |
| 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 | $25,513,000 | 3,904 |
| U.S. Government securities | $11,666,000 | 5,190 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $11,666,000 | 5,054 |
| Securities issued by states & political subdivisions | $13,847,000 | 1,464 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,749,000 | 3,467 |
| Mortgage-backed securities | $1,371,000 | 5,067 |
| Certificates of participation in pools of residential mortgages | $1,230,000 | 4,665 |
| Issued or guaranteed by U.S. | $1,230,000 | 4,641 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $141,000 | 3,228 |
| CMOs issued by government agencies or sponsored agencies | $141,000 | 2,921 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,201,000 | 1,635 |
| Available-for-sale securities (fair market value) | $18,312,000 | 4,184 |
| Total debt securities | $25,513,000 | 3,846 |
| Structured notes | ||
| Amortized cost | $1,050,000 | 2,095 |
| Fair value | $1,000,000 | 2,108 |
| 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 | $25,868,000 | 3,932 |
| U.S. Government securities | $13,492,000 | 4,849 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $13,492,000 | 4,718 |
| Securities issued by states & political subdivisions | $12,376,000 | 1,605 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,286,000 | 3,543 |
| Mortgage-backed securities | $1,502,000 | 5,036 |
| Certificates of participation in pools of residential mortgages | $1,334,000 | 4,622 |
| Issued or guaranteed by U.S. | $1,334,000 | 4,603 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $168,000 | 3,210 |
| CMOs issued by government agencies or sponsored agencies | $168,000 | 2,906 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,318,000 | 1,639 |
| Available-for-sale securities (fair market value) | $18,550,000 | 4,184 |
| Total debt securities | $25,868,000 | 3,877 |
| Structured notes | ||
| Amortized cost | $1,050,000 | 2,091 |
| Fair value | $1,008,000 | 2,098 |
| 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 | $26,509,000 | 3,892 |
| U.S. Government securities | $14,035,000 | 4,714 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $14,035,000 | 4,575 |
| Securities issued by states & political subdivisions | $12,474,000 | 1,592 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,487,000 | 3,475 |
| Mortgage-backed securities | $1,604,000 | 5,020 |
| Certificates of participation in pools of residential mortgages | $1,411,000 | 4,611 |
| Issued or guaranteed by U.S. | $1,411,000 | 4,592 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $193,000 | 3,186 |
| CMOs issued by government agencies or sponsored agencies | $193,000 | 2,889 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,304,000 | 1,664 |
| Available-for-sale securities (fair market value) | $19,205,000 | 4,091 |
| Total debt securities | $26,509,000 | 3,825 |
| Structured notes | ||
| Amortized cost | $1,050,000 | 2,077 |
| Fair value | $1,014,000 | 2,088 |
| 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 | $26,951,000 | 3,815 |
| U.S. Government securities | $14,272,000 | 4,637 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $14,272,000 | 4,499 |
| Securities issued by states & political subdivisions | $12,679,000 | 1,565 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,615,000 | 3,445 |
| Mortgage-backed securities | $1,728,000 | 5,000 |
| Certificates of participation in pools of residential mortgages | $1,528,000 | 4,594 |
| Issued or guaranteed by U.S. | $1,528,000 | 4,575 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $200,000 | 3,197 |
| CMOs issued by government agencies or sponsored agencies | $200,000 | 2,895 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,557,000 | 1,652 |
| Available-for-sale securities (fair market value) | $19,394,000 | 4,064 |
| Total debt securities | $26,951,000 | 3,763 |
| Structured notes | ||
| Amortized cost | $1,050,000 | 2,017 |
| Fair value | $1,026,000 | 2,029 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $26,899,000 | 3,851 |
| U.S. Government securities | $14,364,000 | 4,685 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $14,364,000 | 4,545 |
| Securities issued by states & political subdivisions | $12,535,000 | 1,581 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,872,000 | 3,374 |
| Mortgage-backed securities | $1,856,000 | 5,025 |
| Certificates of participation in pools of residential mortgages | $1,655,000 | 4,583 |
| Issued or guaranteed by U.S. | $1,655,000 | 4,562 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $201,000 | 3,236 |
| CMOs issued by government agencies or sponsored agencies | $201,000 | 2,942 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,541,000 | 1,676 |
| Available-for-sale securities (fair market value) | $19,358,000 | 4,103 |
| Total debt securities | $26,899,000 | 3,789 |
| Structured notes | ||
| Amortized cost | $1,050,000 | 2,012 |
| Fair value | $1,033,000 | 2,020 |
| 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 | $25,332,000 | 4,062 |
| U.S. Government securities | $13,376,000 | 4,919 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $13,376,000 | 4,775 |
| Securities issued by states & political subdivisions | $11,956,000 | 1,641 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,717,000 | 3,416 |
| Mortgage-backed securities | $1,687,000 | 5,190 |
| Certificates of participation in pools of residential mortgages | $1,487,000 | 4,757 |
| Issued or guaranteed by U.S. | $1,487,000 | 4,742 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $200,000 | 3,286 |
| CMOs issued by government agencies or sponsored agencies | $200,000 | 2,998 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,112,000 | 1,742 |
| Available-for-sale securities (fair market value) | $18,220,000 | 4,323 |
| Total debt securities | $25,332,000 | 4,006 |
| Structured notes | ||
| Amortized cost | $1,050,000 | 2,003 |
| Fair value | $1,008,000 | 2,017 |
| 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 | $24,374,000 | 4,201 |
| U.S. Government securities | $12,912,000 | 5,035 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $12,912,000 | 4,877 |
| Securities issued by states & political subdivisions | $11,462,000 | 1,712 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,945,000 | 3,571 |
| Mortgage-backed securities | $1,538,000 | 5,308 |
| Certificates of participation in pools of residential mortgages | $1,336,000 | 4,884 |
| Issued or guaranteed by U.S. | $1,336,000 | 4,870 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $202,000 | 3,317 |
| CMOs issued by government agencies or sponsored agencies | $202,000 | 3,020 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,441,000 | 1,833 |
| Available-for-sale securities (fair market value) | $17,933,000 | 4,394 |
| Total debt securities | $24,374,000 | 4,133 |
| Structured notes | ||
| Amortized cost | $1,050,000 | 1,957 |
| Fair value | $1,024,000 | 1,962 |
| 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 | $23,781,000 | 4,247 |
| U.S. Government securities | $13,417,000 | 4,943 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $13,417,000 | 4,793 |
| Securities issued by states & political subdivisions | $10,364,000 | 1,884 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,413,000 | 3,439 |
| Mortgage-backed securities | $1,639,000 | 5,273 |
| Certificates of participation in pools of residential mortgages | $1,435,000 | 4,836 |
| Issued or guaranteed by U.S. | $1,435,000 | 4,826 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $204,000 | 3,336 |
| CMOs issued by government agencies or sponsored agencies | $204,000 | 3,043 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,606,000 | 1,828 |
| Available-for-sale securities (fair market value) | $17,175,000 | 4,476 |
| Total debt securities | $23,781,000 | 4,175 |
| Structured notes | ||
| Amortized cost | $2,849,000 | 1,314 |
| Fair value | $2,848,000 | 1,315 |
| 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 | $23,430,000 | 4,348 |
| U.S. Government securities | $14,766,000 | 4,743 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $14,766,000 | 4,579 |
| Securities issued by states & political subdivisions | $8,664,000 | 2,171 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,407,000 | 3,425 |
| Mortgage-backed securities | $1,701,000 | 5,307 |
| Certificates of participation in pools of residential mortgages | $1,499,000 | 4,872 |
| Issued or guaranteed by U.S. | $1,499,000 | 4,860 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $202,000 | 3,407 |
| CMOs issued by government agencies or sponsored agencies | $202,000 | 3,119 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,776,000 | 1,819 |
| Available-for-sale securities (fair market value) | $16,654,000 | 4,646 |
| Total debt securities | $23,430,000 | 4,278 |
| Structured notes | ||
| Amortized cost | $2,849,000 | 1,284 |
| Fair value | $2,797,000 | 1,284 |
| 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 | $24,168,000 | 4,256 |
| U.S. Government securities | $16,559,000 | 4,365 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $16,559,000 | 4,219 |
| Securities issued by states & political subdivisions | $7,609,000 | 2,415 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,233,000 | 3,409 |
| Mortgage-backed securities | $1,505,000 | 5,447 |
| Certificates of participation in pools of residential mortgages | $1,297,000 | 5,033 |
| Issued or guaranteed by U.S. | $1,297,000 | 5,019 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $208,000 | 3,471 |
| CMOs issued by government agencies or sponsored agencies | $208,000 | 3,169 |
| 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) | $6,827,000 | 1,806 |
| Available-for-sale securities (fair market value) | $17,341,000 | 4,518 |
| Total debt securities | $24,168,000 | 4,174 |
| Structured notes | ||
| Amortized cost | $2,599,000 | 1,163 |
| Fair value | $2,610,000 | 1,162 |
| 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 | $26,085,000 | 4,092 |
| U.S. Government securities | $18,928,000 | 4,066 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $18,928,000 | 3,931 |
| Securities issued by states & political subdivisions | $7,157,000 | 2,511 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,539,000 | 3,248 |
| Mortgage-backed securities | $1,592,000 | 5,419 |
| Certificates of participation in pools of residential mortgages | $1,385,000 | 4,986 |
| Issued or guaranteed by U.S. | $1,385,000 | 4,968 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $207,000 | 3,524 |
| CMOs issued by government agencies or sponsored agencies | $207,000 | 3,353 |
| 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) | $7,095,000 | 1,781 |
| Available-for-sale securities (fair market value) | $18,990,000 | 4,333 |
| Total debt securities | $26,085,000 | 4,015 |
| Structured notes | ||
| Amortized cost | $2,998,000 | 968 |
| Fair value | $2,967,000 | 981 |
| 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 | $27,074,000 | 3,917 |
| U.S. Government securities | $19,874,000 | 3,812 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $19,874,000 | 3,677 |
| Securities issued by states & political subdivisions | $7,200,000 | 2,487 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,239,000 | 3,714 |
| Mortgage-backed securities | $1,718,000 | 5,362 |
| Certificates of participation in pools of residential mortgages | $1,512,000 | 4,905 |
| Issued or guaranteed by U.S. | $1,512,000 | 4,885 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $206,000 | 3,618 |
| CMOs issued by government agencies or sponsored agencies | $206,000 | 3,440 |
| 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) | $7,205,000 | 1,757 |
| Available-for-sale securities (fair market value) | $19,869,000 | 4,146 |
| Total debt securities | $27,074,000 | 3,838 |
| Structured notes | ||
| Amortized cost | $2,998,000 | 828 |
| Fair value | $2,928,000 | 847 |
| 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 | $26,759,000 | 3,862 |
| U.S. Government securities | $18,905,000 | 3,830 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $18,905,000 | 3,681 |
| Securities issued by states & political subdivisions | $7,854,000 | 2,311 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,863,000 | 3,540 |
| Mortgage-backed securities | $1,696,000 | 5,476 |
| Certificates of participation in pools of residential mortgages | $1,488,000 | 4,987 |
| Issued or guaranteed by U.S. | $1,488,000 | 4,968 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $208,000 | 3,781 |
| CMOs issued by government agencies or sponsored agencies | $208,000 | 3,603 |
| 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) | $7,860,000 | 1,653 |
| Available-for-sale securities (fair market value) | $18,899,000 | 4,220 |
| Total debt securities | $26,759,000 | 3,783 |
| Structured notes | ||
| Amortized cost | $2,799,000 | 681 |
| Fair value | $2,805,000 | 681 |
| 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 | $24,237,000 | 4,114 |
| U.S. Government securities | $17,335,000 | 4,088 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $17,335,000 | 3,924 |
| Securities issued by states & political subdivisions | $6,902,000 | 2,439 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,802,000 | 3,540 |
| Mortgage-backed securities | $1,879,000 | 5,376 |
| Certificates of participation in pools of residential mortgages | $1,673,000 | 4,872 |
| Issued or guaranteed by U.S. | $1,673,000 | 4,856 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $206,000 | 3,898 |
| CMOs issued by government agencies or sponsored agencies | $206,000 | 3,715 |
| 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) | $6,909,000 | 1,831 |
| Available-for-sale securities (fair market value) | $17,328,000 | 4,415 |
| Total debt securities | $24,237,000 | 4,033 |
| Structured notes | ||
| Amortized cost | $200,000 | 1,684 |
| Fair value | $203,000 | 1,687 |
| 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 | $22,602,000 | 4,299 |
| U.S. Government securities | $15,643,000 | 4,360 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $15,643,000 | 4,184 |
| Securities issued by states & political subdivisions | $6,959,000 | 2,395 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $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 | $7,215,000 | 3,680 |
| Mortgage-backed securities | $783,000 | 6,095 |
| Certificates of participation in pools of residential mortgages | $783,000 | 5,560 |
| Issued or guaranteed by U.S. | $783,000 | 5,543 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| 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) | $6,968,000 | 1,873 |
| Available-for-sale securities (fair market value) | $15,634,000 | 4,622 |
| Total debt securities | $22,602,000 | 4,208 |
| Structured notes | ||
| Amortized cost | $200,000 | 1,490 |
| Fair value | $204,000 | 1,491 |
| 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 | $23,089,000 | 4,089 |
| U.S. Government securities | $15,557,000 | 4,256 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $15,557,000 | 4,058 |
| Securities issued by states & political subdivisions | $7,532,000 | 2,171 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $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 | $6,050,000 | 3,999 |
| Mortgage-backed securities | $20,000 | 7,307 |
| Certificates of participation in pools of residential mortgages | $20,000 | 6,915 |
| Issued or guaranteed by U.S. | $20,000 | 6,893 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,552,000 | 1,836 |
| Available-for-sale securities (fair market value) | $15,537,000 | 4,514 |
| Total debt securities | $23,089,000 | 4,011 |
| 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 | $18,772,000 | 4,857 |
| U.S. Government securities | $11,726,000 | 5,330 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $11,726,000 | 5,014 |
| Securities issued by states & political subdivisions | $7,046,000 | 2,190 |
| 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 | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,694,000 | 4,371 |
| Mortgage-backed securities | $32,000 | 7,188 |
| Certificates of participation in pools of residential mortgages | $32,000 | 6,756 |
| Issued or guaranteed by U.S. | $32,000 | 6,734 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| 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) | $7,078,000 | 2,306 |
| Available-for-sale securities (fair market value) | $11,694,000 | 5,303 |
| Total debt securities | $18,772,000 | 4,713 |
| 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 | $16,809,000 | 5,423 |
| U.S. Government securities | $10,050,000 | 6,080 |
| U.S. Treasury securities | $401,000 | 4,744 |
| U.S. Government agency obligations | $9,649,000 | 5,707 |
| Securities issued by states & political subdivisions | $6,759,000 | 2,363 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,154,000 | 5,606 |
| Mortgage-backed securities | $48,000 | 7,495 |
| Certificates of participation in pools of residential mortgages | $48,000 | 7,009 |
| Issued or guaranteed by U.S. | $48,000 | 6,992 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,807,000 | 2,633 |
| Available-for-sale securities (fair market value) | $10,002,000 | 5,857 |
| Total debt securities | $16,809,000 | 5,310 |
| 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 | $11,846,000 | 6,570 |
| U.S. Government securities | $8,118,000 | 6,719 |
| U.S. Treasury securities | $818,000 | 5,400 |
| U.S. Government agency obligations | $7,300,000 | 6,172 |
| Securities issued by states & political subdivisions | $3,728,000 | 3,542 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,200,000 | 6,925 |
| Mortgage-backed securities | $69,000 | 7,637 |
| Certificates of participation in pools of residential mortgages | $69,000 | 7,152 |
| Issued or guaranteed by U.S. | $69,000 | 7,134 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,797,000 | 3,863 |
| Available-for-sale securities (fair market value) | $8,049,000 | 6,337 |
| Total debt securities | $11,846,000 | 6,445 |
| 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 | $13,815,000 | 6,302 |
| U.S. Government securities | $12,373,000 | 5,706 |
| U.S. Treasury securities | $2,317,000 | 4,834 |
| U.S. Government agency obligations | $10,056,000 | 5,206 |
| Securities issued by states & political subdivisions | $1,442,000 | 5,205 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,500,000 | 6,958 |
| Mortgage-backed securities | $99,000 | 7,906 |
| Certificates of participation in pools of residential mortgages | $99,000 | 7,301 |
| Issued or guaranteed by U.S. | $99,000 | 7,274 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,541,000 | 5,915 |
| Available-for-sale securities (fair market value) | $12,274,000 | 5,081 |
| Total debt securities | $13,815,000 | 6,172 |
| 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 | $9,408,000 | 8,132 |
| U.S. Government securities | $8,594,000 | 7,571 |
| U.S. Treasury securities | $2,724,000 | 5,313 |
| U.S. Government agency obligations | $5,870,000 | 7,193 |
| Securities issued by states & political subdivisions | $814,000 | 6,424 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $1,000,000 | 7,846 |
| Mortgage-backed securities | $319,000 | 7,877 |
| Certificates of participation in pools of residential mortgages | $319,000 | 7,107 |
| Issued or guaranteed by U.S. | $319,000 | 7,086 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,133,000 | 6,894 |
| Available-for-sale securities (fair market value) | $8,275,000 | 6,531 |
| Total debt securities | $9,408,000 | 8,019 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,918 |
| Fair value | $394,000 | 2,964 |
| 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 | $6,647,000 | 9,517 |
| U.S. Government securities | $6,332,000 | 8,912 |
| U.S. Treasury securities | $2,432,000 | 6,629 |
| U.S. Government agency obligations | $3,900,000 | 8,394 |
| Securities issued by states & political subdivisions | $315,000 | 7,827 |
| 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 | $397,000 | 9,089 |
| Mortgage-backed securities | $409,000 | 8,175 |
| Certificates of participation in pools of residential mortgages | $409,000 | 7,231 |
| Issued or guaranteed by U.S. | $409,000 | 7,196 |
| 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) | $724,000 | 7,614 |
| Available-for-sale securities (fair market value) | $5,923,000 | 7,612 |
| Total debt securities | $6,647,000 | 9,407 |
| Structured notes | ||
| Amortized cost | $400,000 | 3,850 |
| Fair value | $401,000 | 3,847 |
| 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 | $6,939,000 | 9,956 |
| U.S. Government securities | $6,619,000 | 9,313 |
| U.S. Treasury securities | $2,407,000 | 7,784 |
| U.S. Government agency obligations | $4,212,000 | 8,229 |
| Securities issued by states & political subdivisions | $320,000 | 8,222 |
| 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 | $500,000 | 8,519 |
| Certificates of participation in pools of residential mortgages | $500,000 | 7,385 |
| Issued or guaranteed by U.S. | $500,000 | 7,357 |
| 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) | $5,401,000 | 7,776 |
| Available-for-sale securities (fair market value) | $1,538,000 | 9,220 |
| Total debt securities | $6,939,000 | 9,856 |
| 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 | $7,742,000 | 9,988 |
| U.S. Government securities | $7,652,000 | 9,064 |
| U.S. Treasury securities | $2,859,000 | 7,529 |
| U.S. Government agency obligations | $4,793,000 | 8,055 |
| Securities issued by states & political subdivisions | $90,000 | 9,393 |
| 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 | $200,000 | 10,200 |
| Mortgage-backed securities | $659,000 | 8,948 |
| Certificates of participation in pools of residential mortgages | $659,000 | 7,707 |
| Issued or guaranteed by U.S. | $659,000 | 7,656 |
| 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 | $7,742,000 | 9,845 |
| 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 | $9,119,000 | 9,523 |
| U.S. Government securities | $8,959,000 | 8,522 |
| U.S. Treasury securities | $4,200,000 | 6,379 |
| U.S. Government agency obligations | $4,759,000 | 8,160 |
| Securities issued by states & political subdivisions | $160,000 | 8,933 |
| 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 | $500,000 | 9,719 |
| Mortgage-backed securities | $847,000 | 9,175 |
| Certificates of participation in pools of residential mortgages | $847,000 | 7,811 |
| Issued or guaranteed by U.S. | $847,000 | 7,750 |
| 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 | $9,119,000 | 9,394 |
| 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 |