Home > Bank of Commerce > Securities
Bank of Commerce, Securities
| 2023-12-31 | Rank | |
| Total securities | $78,109,000 | 2,021 |
| U.S. Government securities | $51,703,000 | 1,831 |
| U.S. Treasury securities | $6,923,000 | 1,629 |
| U.S. Government agency obligations | $44,780,000 | 1,724 |
| Securities issued by states & political subdivisions | $25,081,000 | 1,556 |
| Other domestic debt securities | $1,325,000 | 1,908 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $1,325,000 | 1,483 |
| 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 | $66,193,000 | 1,216 |
| Mortgage-backed securities | $29,153,000 | 1,718 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $16,673,000 | 1,625 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,601,000 | 1,374 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,504,000 | 919 |
| Other commercial mortgage-backed securities | $4,375,000 | 750 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $78,109,000 | 1,811 |
| Total debt securities | $78,107,000 | 2,004 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $71,970,000 | 2,090 |
| U.S. Government securities | $47,091,000 | 1,939 |
| U.S. Treasury securities | $6,707,000 | 1,704 |
| U.S. Government agency obligations | $40,384,000 | 1,824 |
| Securities issued by states & political subdivisions | $23,569,000 | 1,605 |
| Other domestic debt securities | $1,310,000 | 1,910 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $1,310,000 | 1,488 |
| 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 | $63,319,000 | 1,219 |
| Mortgage-backed securities | $25,207,000 | 1,813 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $13,537,000 | 1,760 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,753,000 | 1,338 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,458,000 | 1,090 |
| Other commercial mortgage-backed securities | $4,459,000 | 726 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $71,970,000 | 1,869 |
| Total debt securities | $71,969,000 | 2,075 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $72,978,000 | 2,131 |
| U.S. Government securities | $46,990,000 | 1,984 |
| U.S. Treasury securities | $6,766,000 | 1,722 |
| U.S. Government agency obligations | $40,224,000 | 1,861 |
| Securities issued by states & political subdivisions | $24,678,000 | 1,616 |
| Other domestic debt securities | $1,310,000 | 1,916 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $1,310,000 | 1,492 |
| 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 | $69,773,000 | 1,133 |
| Mortgage-backed securities | $24,911,000 | 1,856 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $13,191,000 | 1,834 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,678,000 | 1,356 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,495,000 | 1,078 |
| Other commercial mortgage-backed securities | $4,547,000 | 729 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $72,978,000 | 1,912 |
| Total debt securities | $72,977,000 | 2,116 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $76,806,000 | 2,149 |
| U.S. Government securities | $50,516,000 | 1,980 |
| U.S. Treasury securities | $6,878,000 | 1,778 |
| U.S. Government agency obligations | $43,638,000 | 1,793 |
| Securities issued by states & political subdivisions | $24,919,000 | 1,651 |
| Other domestic debt securities | $1,371,000 | 1,948 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $1,371,000 | 1,523 |
| 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 | $59,061,000 | 1,214 |
| Mortgage-backed securities | $26,484,000 | 1,857 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $14,104,000 | 1,832 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,111,000 | 1,352 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,526,000 | 1,100 |
| Other commercial mortgage-backed securities | $4,743,000 | 732 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $76,806,000 | 1,924 |
| Total debt securities | $76,805,000 | 2,133 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $74,387,000 | 2,210 |
| U.S. Government securities | $48,798,000 | 2,047 |
| U.S. Treasury securities | $6,706,000 | 1,840 |
| U.S. Government agency obligations | $42,092,000 | 1,829 |
| Securities issued by states & political subdivisions | $24,255,000 | 1,734 |
| Other domestic debt securities | $1,334,000 | 1,986 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $1,334,000 | 1,548 |
| 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 | $60,632,000 | 1,104 |
| Mortgage-backed securities | $27,221,000 | 1,848 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $14,459,000 | 1,824 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,245,000 | 1,349 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,498,000 | 1,106 |
| Other commercial mortgage-backed securities | $5,019,000 | 718 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $74,387,000 | 1,978 |
| Total debt securities | $74,385,000 | 2,192 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $73,455,000 | 2,250 |
| U.S. Government securities | $46,543,000 | 2,122 |
| U.S. Treasury securities | $6,675,000 | 1,866 |
| U.S. Government agency obligations | $39,868,000 | 1,912 |
| Securities issued by states & political subdivisions | $25,560,000 | 1,667 |
| Other domestic debt securities | $1,352,000 | 1,953 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $1,352,000 | 1,545 |
| 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 | $58,960,000 | 1,064 |
| Mortgage-backed securities | $25,383,000 | 1,924 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $13,252,000 | 1,920 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,159,000 | 1,465 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,567,000 | 1,111 |
| Other commercial mortgage-backed securities | $5,405,000 | 717 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $73,455,000 | 2,014 |
| Total debt securities | $73,456,000 | 2,231 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $77,451,000 | 2,189 |
| U.S. Government securities | $49,670,000 | 2,059 |
| U.S. Treasury securities | $6,871,000 | 1,817 |
| U.S. Government agency obligations | $42,799,000 | 1,861 |
| Securities issued by states & political subdivisions | $26,385,000 | 1,684 |
| Other domestic debt securities | $1,396,000 | 1,838 |
| 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 | $1,396,000 | 1,542 |
| 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 | $60,199,000 | 1,041 |
| Mortgage-backed securities | $27,716,000 | 1,897 |
| Certificates of participation in pools of residential mortgages | $14,420,000 | 1,939 |
| Issued or guaranteed by U.S. | $14,420,000 | 1,896 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $5,655,000 | 1,518 |
| CMOs issued by government agencies or sponsored agencies | $5,655,000 | 1,444 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $7,641,000 | 984 |
| Commercial mortgage pass-through securities | $1,855,000 | 1,036 |
| Other commercial mortgage-backed securities | $5,786,000 | 766 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $77,451,000 | 2,016 |
| Total debt securities | $77,450,000 | 2,175 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $76,861,000 | 2,166 |
| U.S. Government securities | $48,561,000 | 2,037 |
| U.S. Treasury securities | $7,077,000 | 1,603 |
| U.S. Government agency obligations | $41,484,000 | 1,897 |
| Securities issued by states & political subdivisions | $26,868,000 | 1,694 |
| Other domestic debt securities | $1,432,000 | 1,803 |
| 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 | $1,432,000 | 1,500 |
| 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 | $56,888,000 | 1,044 |
| Mortgage-backed securities | $26,770,000 | 1,955 |
| Certificates of participation in pools of residential mortgages | $14,173,000 | 1,978 |
| Issued or guaranteed by U.S. | $14,173,000 | 1,937 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $4,886,000 | 1,584 |
| CMOs issued by government agencies or sponsored agencies | $4,886,000 | 1,520 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $7,711,000 | 984 |
| Commercial mortgage pass-through securities | $2,170,000 | 990 |
| Other commercial mortgage-backed securities | $5,541,000 | 758 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $76,861,000 | 2,008 |
| Total debt securities | $76,861,000 | 2,153 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $74,503,000 | 2,148 |
| U.S. Government securities | $44,649,000 | 2,009 |
| U.S. Treasury securities | $3,481,000 | 1,570 |
| U.S. Government agency obligations | $41,168,000 | 1,872 |
| Securities issued by states & political subdivisions | $28,619,000 | 1,670 |
| Other domestic debt securities | $1,235,000 | 1,795 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $1,235,000 | 1,478 |
| 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 | $60,665,000 | 996 |
| Mortgage-backed securities | $26,750,000 | 1,953 |
| Certificates of participation in pools of residential mortgages | $12,977,000 | 2,057 |
| Issued or guaranteed by U.S. | $12,977,000 | 1,996 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $5,576,000 | 1,514 |
| CMOs issued by government agencies or sponsored agencies | $5,576,000 | 1,460 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $8,197,000 | 957 |
| Commercial mortgage pass-through securities | $1,787,000 | 1,066 |
| Other commercial mortgage-backed securities | $6,410,000 | 723 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $74,503,000 | 2,009 |
| Total debt securities | $74,503,000 | 2,137 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $68,871,000 | 2,198 |
| U.S. Government securities | $39,254,000 | 2,067 |
| U.S. Treasury securities | $1,508,000 | 1,653 |
| U.S. Government agency obligations | $37,746,000 | 1,947 |
| Securities issued by states & political subdivisions | $28,863,000 | 1,625 |
| Other domestic debt securities | $754,000 | 1,897 |
| 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 | $754,000 | 1,562 |
| 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 | $41,960,000 | 1,291 |
| Mortgage-backed securities | $27,227,000 | 1,939 |
| Certificates of participation in pools of residential mortgages | $12,971,000 | 2,060 |
| Issued or guaranteed by U.S. | $12,971,000 | 2,006 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $4,065,000 | 1,704 |
| CMOs issued by government agencies or sponsored agencies | $4,065,000 | 1,662 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $10,191,000 | 869 |
| Commercial mortgage pass-through securities | $1,113,000 | 1,167 |
| Other commercial mortgage-backed securities | $9,078,000 | 612 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $68,871,000 | 2,060 |
| Total debt securities | $68,871,000 | 2,184 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $70,760,000 | 2,104 |
| U.S. Government securities | $41,005,000 | 1,983 |
| U.S. Treasury securities | $1,502,000 | 1,546 |
| U.S. Government agency obligations | $39,503,000 | 1,860 |
| Securities issued by states & political subdivisions | $29,005,000 | 1,577 |
| Other domestic debt securities | $750,000 | 1,880 |
| 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 | $750,000 | 1,516 |
| 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 | $41,931,000 | 1,272 |
| Mortgage-backed securities | $28,874,000 | 1,838 |
| Certificates of participation in pools of residential mortgages | $13,856,000 | 1,965 |
| Issued or guaranteed by U.S. | $13,856,000 | 1,919 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $3,996,000 | 1,660 |
| CMOs issued by government agencies or sponsored agencies | $3,996,000 | 1,620 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $11,022,000 | 804 |
| Commercial mortgage pass-through securities | $1,125,000 | 1,167 |
| Other commercial mortgage-backed securities | $9,897,000 | 560 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $70,760,000 | 1,974 |
| Total debt securities | $70,760,000 | 2,089 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $71,722,000 | 1,960 |
| U.S. Government securities | $41,649,000 | 1,837 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $41,649,000 | 1,711 |
| Securities issued by states & political subdivisions | $29,323,000 | 1,512 |
| Other domestic debt securities | $750,000 | 1,849 |
| 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 | $750,000 | 1,462 |
| 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 | $42,246,000 | 1,200 |
| Mortgage-backed securities | $30,919,000 | 1,704 |
| Certificates of participation in pools of residential mortgages | $14,899,000 | 1,834 |
| Issued or guaranteed by U.S. | $14,899,000 | 1,778 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $3,963,000 | 1,635 |
| CMOs issued by government agencies or sponsored agencies | $3,963,000 | 1,595 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $12,057,000 | 738 |
| Commercial mortgage pass-through securities | $1,137,000 | 1,147 |
| Other commercial mortgage-backed securities | $10,920,000 | 512 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $71,722,000 | 1,839 |
| Total debt securities | $71,721,000 | 1,943 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $58,701,000 | 2,098 |
| U.S. Government securities | $32,207,000 | 1,991 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $32,207,000 | 1,882 |
| Securities issued by states & political subdivisions | $25,744,000 | 1,612 |
| Other domestic debt securities | $750,000 | 1,792 |
| 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 | $750,000 | 1,401 |
| 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 | $41,738,000 | 1,205 |
| Mortgage-backed securities | $27,861,000 | 1,721 |
| Certificates of participation in pools of residential mortgages | $12,711,000 | 1,886 |
| Issued or guaranteed by U.S. | $12,711,000 | 1,836 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $4,517,000 | 1,594 |
| CMOs issued by government agencies or sponsored agencies | $4,517,000 | 1,552 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $10,633,000 | 757 |
| Commercial mortgage pass-through securities | $1,153,000 | 1,105 |
| Other commercial mortgage-backed securities | $9,480,000 | 531 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $58,701,000 | 1,967 |
| Total debt securities | $58,702,000 | 2,079 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $54,393,000 | 2,088 |
| U.S. Government securities | $30,208,000 | 1,993 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $30,208,000 | 1,892 |
| Securities issued by states & political subdivisions | $23,435,000 | 1,606 |
| Other domestic debt securities | $750,000 | 1,759 |
| 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 | $750,000 | 1,368 |
| 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 | $39,045,000 | 1,241 |
| Mortgage-backed securities | $27,228,000 | 1,722 |
| Certificates of participation in pools of residential mortgages | $9,646,000 | 2,091 |
| Issued or guaranteed by U.S. | $9,646,000 | 2,028 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $5,159,000 | 1,549 |
| CMOs issued by government agencies or sponsored agencies | $5,159,000 | 1,511 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $12,423,000 | 660 |
| Commercial mortgage pass-through securities | $1,339,000 | 1,059 |
| Other commercial mortgage-backed securities | $11,084,000 | 464 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $54,393,000 | 1,955 |
| Total debt securities | $54,393,000 | 2,070 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $52,748,000 | 2,085 |
| U.S. Government securities | $30,299,000 | 1,991 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $30,299,000 | 1,894 |
| Securities issued by states & political subdivisions | $21,949,000 | 1,586 |
| Other domestic debt securities | $500,000 | 1,794 |
| 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 | $500,000 | 1,412 |
| 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 | $39,118,000 | 1,243 |
| Mortgage-backed securities | $27,740,000 | 1,692 |
| Certificates of participation in pools of residential mortgages | $9,153,000 | 2,119 |
| Issued or guaranteed by U.S. | $9,153,000 | 2,063 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $5,781,000 | 1,507 |
| CMOs issued by government agencies or sponsored agencies | $5,781,000 | 1,469 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $12,806,000 | 641 |
| Commercial mortgage pass-through securities | $1,401,000 | 1,044 |
| Other commercial mortgage-backed securities | $11,405,000 | 443 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $52,748,000 | 1,945 |
| Total debt securities | $52,749,000 | 2,062 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $48,625,000 | 2,146 |
| U.S. Government securities | $33,821,000 | 1,876 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $33,821,000 | 1,782 |
| Securities issued by states & political subdivisions | $14,804,000 | 1,902 |
| 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 | $33,866,000 | 1,304 |
| Mortgage-backed securities | $31,160,000 | 1,565 |
| Certificates of participation in pools of residential mortgages | $8,335,000 | 2,229 |
| Issued or guaranteed by U.S. | $8,335,000 | 2,159 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $7,261,000 | 1,365 |
| CMOs issued by government agencies or sponsored agencies | $7,261,000 | 1,329 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $15,564,000 | 569 |
| Commercial mortgage pass-through securities | $1,396,000 | 1,010 |
| Other commercial mortgage-backed securities | $14,168,000 | 393 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $48,625,000 | 1,997 |
| Total debt securities | $48,627,000 | 2,125 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $45,761,000 | 2,245 |
| U.S. Government securities | $33,171,000 | 1,944 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $33,171,000 | 1,838 |
| Securities issued by states & political subdivisions | $12,590,000 | 2,059 |
| 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 | $35,072,000 | 1,263 |
| Mortgage-backed securities | $30,336,000 | 1,544 |
| Certificates of participation in pools of residential mortgages | $7,847,000 | 2,218 |
| Issued or guaranteed by U.S. | $7,847,000 | 2,159 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $5,981,000 | 1,500 |
| CMOs issued by government agencies or sponsored agencies | $5,981,000 | 1,459 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $16,508,000 | 548 |
| Commercial mortgage pass-through securities | $1,384,000 | 1,007 |
| Other commercial mortgage-backed securities | $15,124,000 | 370 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $45,761,000 | 2,085 |
| Total debt securities | $45,761,000 | 2,226 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $47,384,000 | 2,170 |
| U.S. Government securities | $34,781,000 | 1,886 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $34,781,000 | 1,794 |
| Securities issued by states & political subdivisions | $12,603,000 | 2,064 |
| 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 | $35,678,000 | 1,260 |
| Mortgage-backed securities | $31,754,000 | 1,472 |
| Certificates of participation in pools of residential mortgages | $8,315,000 | 2,140 |
| Issued or guaranteed by U.S. | $8,315,000 | 2,077 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $6,407,000 | 1,455 |
| CMOs issued by government agencies or sponsored agencies | $6,407,000 | 1,417 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $17,032,000 | 524 |
| Commercial mortgage pass-through securities | $1,436,000 | 1,001 |
| Other commercial mortgage-backed securities | $15,596,000 | 358 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $47,384,000 | 2,003 |
| Total debt securities | $47,383,000 | 2,154 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $46,398,000 | 2,269 |
| U.S. Government securities | $32,467,000 | 2,009 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $32,467,000 | 1,899 |
| Securities issued by states & political subdivisions | $13,931,000 | 1,996 |
| 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 | $31,363,000 | 1,424 |
| Mortgage-backed securities | $29,154,000 | 1,532 |
| Certificates of participation in pools of residential mortgages | $8,888,000 | 2,076 |
| Issued or guaranteed by U.S. | $8,888,000 | 2,035 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $6,875,000 | 1,410 |
| CMOs issued by government agencies or sponsored agencies | $6,875,000 | 1,370 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $13,391,000 | 579 |
| Commercial mortgage pass-through securities | $1,440,000 | 990 |
| Other commercial mortgage-backed securities | $11,951,000 | 390 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $46,398,000 | 2,085 |
| Total debt securities | $46,398,000 | 2,252 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $42,674,000 | 2,427 |
| U.S. Government securities | $27,808,000 | 2,233 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $27,808,000 | 2,107 |
| Securities issued by states & political subdivisions | $14,866,000 | 1,973 |
| 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 | $28,814,000 | 1,531 |
| Mortgage-backed securities | $24,324,000 | 1,702 |
| Certificates of participation in pools of residential mortgages | $7,548,000 | 2,238 |
| Issued or guaranteed by U.S. | $7,548,000 | 2,188 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $7,148,000 | 1,386 |
| CMOs issued by government agencies or sponsored agencies | $7,148,000 | 1,341 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $9,628,000 | 656 |
| Commercial mortgage pass-through securities | $1,315,000 | 1,001 |
| Other commercial mortgage-backed securities | $8,313,000 | 410 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $42,674,000 | 2,232 |
| Total debt securities | $42,674,000 | 2,406 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $42,917,000 | 2,440 |
| U.S. Government securities | $28,605,000 | 2,211 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $28,605,000 | 2,097 |
| Securities issued by states & political subdivisions | $14,312,000 | 2,055 |
| 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 | $28,199,000 | 1,548 |
| Mortgage-backed securities | $24,852,000 | 1,675 |
| Certificates of participation in pools of residential mortgages | $8,379,000 | 2,154 |
| Issued or guaranteed by U.S. | $8,379,000 | 2,120 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $6,616,000 | 1,411 |
| CMOs issued by government agencies or sponsored agencies | $6,616,000 | 1,366 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $9,857,000 | 629 |
| Commercial mortgage pass-through securities | $1,532,000 | 946 |
| Other commercial mortgage-backed securities | $8,325,000 | 405 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $42,917,000 | 2,246 |
| Total debt securities | $42,917,000 | 2,420 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $41,255,000 | 2,522 |
| U.S. Government securities | $26,938,000 | 2,303 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $26,938,000 | 2,194 |
| Securities issued by states & political subdivisions | $14,317,000 | 2,086 |
| 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 | $26,053,000 | 1,628 |
| Mortgage-backed securities | $22,931,000 | 1,769 |
| Certificates of participation in pools of residential mortgages | $7,203,000 | 2,317 |
| Issued or guaranteed by U.S. | $7,203,000 | 2,306 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $5,962,000 | 1,452 |
| CMOs issued by government agencies or sponsored agencies | $5,962,000 | 1,402 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $9,766,000 | 622 |
| Commercial mortgage pass-through securities | $1,530,000 | 930 |
| Other commercial mortgage-backed securities | $8,236,000 | 400 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $41,255,000 | 2,323 |
| Total debt securities | $41,255,000 | 2,503 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $42,195,000 | 2,521 |
| U.S. Government securities | $27,713,000 | 2,256 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $27,713,000 | 2,156 |
| Securities issued by states & political subdivisions | $14,482,000 | 2,119 |
| 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 | $33,234,000 | 1,411 |
| Mortgage-backed securities | $23,387,000 | 1,775 |
| Certificates of participation in pools of residential mortgages | $7,634,000 | 2,302 |
| Issued or guaranteed by U.S. | $7,634,000 | 2,196 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $5,833,000 | 1,474 |
| CMOs issued by government agencies or sponsored agencies | $5,833,000 | 1,425 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $9,920,000 | 610 |
| Commercial mortgage pass-through securities | $1,642,000 | 889 |
| Other commercial mortgage-backed securities | $8,278,000 | 388 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $42,195,000 | 2,325 |
| Total debt securities | $42,195,000 | 2,504 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $39,995,000 | 2,621 |
| U.S. Government securities | $25,404,000 | 2,452 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $25,404,000 | 2,345 |
| Securities issued by states & political subdivisions | $14,591,000 | 2,146 |
| 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 | $32,325,000 | 1,465 |
| Mortgage-backed securities | $21,254,000 | 1,870 |
| Certificates of participation in pools of residential mortgages | $7,699,000 | 2,345 |
| Issued or guaranteed by U.S. | $7,699,000 | 2,342 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,539,000 | 1,780 |
| CMOs issued by government agencies or sponsored agencies | $3,539,000 | 1,729 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $10,016,000 | 535 |
| Commercial mortgage pass-through securities | $1,661,000 | 716 |
| Other commercial mortgage-backed securities | $8,355,000 | 375 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $39,995,000 | 2,424 |
| Total debt securities | $39,995,000 | 2,605 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $39,559,000 | 2,670 |
| U.S. Government securities | $25,676,000 | 2,452 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $25,676,000 | 2,346 |
| Securities issued by states & political subdivisions | $13,883,000 | 2,278 |
| 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 | $33,147,000 | 1,454 |
| Mortgage-backed securities | $21,266,000 | 1,876 |
| Certificates of participation in pools of residential mortgages | $7,696,000 | 2,393 |
| Issued or guaranteed by U.S. | $7,696,000 | 2,391 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $3,821,000 | 1,728 |
| CMOs issued by government agencies or sponsored agencies | $3,821,000 | 1,675 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $9,749,000 | 534 |
| Commercial mortgage pass-through securities | $1,734,000 | 709 |
| Other commercial mortgage-backed securities | $8,015,000 | 370 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $39,559,000 | 2,471 |
| Total debt securities | $39,559,000 | 2,654 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $40,055,000 | 2,678 |
| U.S. Government securities | $26,576,000 | 2,423 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $26,576,000 | 2,328 |
| Securities issued by states & political subdivisions | $13,479,000 | 2,355 |
| 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 | $26,647,000 | 1,700 |
| Mortgage-backed securities | $21,785,000 | 1,873 |
| Certificates of participation in pools of residential mortgages | $8,292,000 | 2,358 |
| Issued or guaranteed by U.S. | $8,292,000 | 2,357 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $4,137,000 | 1,681 |
| CMOs issued by government agencies or sponsored agencies | $4,137,000 | 1,628 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $9,356,000 | 529 |
| Commercial mortgage pass-through securities | $1,261,000 | 771 |
| Other commercial mortgage-backed securities | $8,095,000 | 359 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $40,055,000 | 2,464 |
| Total debt securities | $40,055,000 | 2,660 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $43,434,000 | 2,589 |
| U.S. Government securities | $29,558,000 | 2,328 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $29,558,000 | 2,225 |
| Securities issued by states & political subdivisions | $13,876,000 | 2,337 |
| 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 | $30,711,000 | 1,556 |
| Mortgage-backed securities | $24,533,000 | 1,762 |
| Certificates of participation in pools of residential mortgages | $9,432,000 | 2,262 |
| Issued or guaranteed by U.S. | $9,432,000 | 2,261 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,573,000 | 1,648 |
| CMOs issued by government agencies or sponsored agencies | $4,573,000 | 1,594 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $10,528,000 | 503 |
| Commercial mortgage pass-through securities | $1,277,000 | 751 |
| Other commercial mortgage-backed securities | $9,251,000 | 322 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $43,434,000 | 2,375 |
| Total debt securities | $43,434,000 | 2,572 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $44,841,000 | 2,576 |
| U.S. Government securities | $31,059,000 | 2,255 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $31,059,000 | 2,156 |
| Securities issued by states & political subdivisions | $13,782,000 | 2,372 |
| 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 | $30,319,000 | 1,592 |
| Mortgage-backed securities | $25,464,000 | 1,753 |
| Certificates of participation in pools of residential mortgages | $9,995,000 | 2,239 |
| Issued or guaranteed by U.S. | $9,995,000 | 2,239 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,993,000 | 1,599 |
| CMOs issued by government agencies or sponsored agencies | $4,993,000 | 1,541 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $10,476,000 | 481 |
| Commercial mortgage pass-through securities | $1,293,000 | 719 |
| Other commercial mortgage-backed securities | $9,183,000 | 312 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $44,841,000 | 2,345 |
| Total debt securities | $44,841,000 | 2,560 |
| Structured notes | ||
| Amortized cost | $360,000 | 976 |
| Fair value | $361,000 | 976 |
| 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 | $45,577,000 | 2,531 |
| U.S. Government securities | $31,452,000 | 2,232 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $31,452,000 | 2,131 |
| Securities issued by states & political subdivisions | $14,124,000 | 2,351 |
| Other domestic debt securities | $1,000 | 2,169 |
| Privately issued residential mortgage-backed securities | $1,000 | 695 |
| 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 | $29,984,000 | 1,594 |
| Mortgage-backed securities | $26,201,000 | 1,726 |
| Certificates of participation in pools of residential mortgages | $10,654,000 | 2,185 |
| Issued or guaranteed by U.S. | $10,654,000 | 2,184 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $5,552,000 | 1,495 |
| CMOs issued by government agencies or sponsored agencies | $5,551,000 | 1,437 |
| Privately issued | $1,000 | 653 |
| Commercial mortgage-backed securities | $9,995,000 | 474 |
| Commercial mortgage pass-through securities | $1,304,000 | 693 |
| Other commercial mortgage-backed securities | $8,691,000 | 311 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $45,577,000 | 2,303 |
| Total debt securities | $45,577,000 | 2,510 |
| Structured notes | ||
| Amortized cost | $379,000 | 965 |
| Fair value | $382,000 | 965 |
| 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 | $47,816,000 | 2,454 |
| U.S. Government securities | $33,226,000 | 2,147 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $33,226,000 | 2,062 |
| Securities issued by states & political subdivisions | $14,588,000 | 2,313 |
| Other domestic debt securities | $2,000 | 2,177 |
| Privately issued residential mortgage-backed securities | $2,000 | 688 |
| 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 | $33,754,000 | 1,477 |
| Mortgage-backed securities | $27,674,000 | 1,684 |
| Certificates of participation in pools of residential mortgages | $11,586,000 | 2,121 |
| Issued or guaranteed by U.S. | $11,586,000 | 2,121 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,769,000 | 1,491 |
| CMOs issued by government agencies or sponsored agencies | $5,767,000 | 1,432 |
| Privately issued | $2,000 | 650 |
| Commercial mortgage-backed securities | $10,319,000 | 449 |
| Commercial mortgage pass-through securities | $1,355,000 | 634 |
| Other commercial mortgage-backed securities | $8,964,000 | 298 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $47,816,000 | 2,232 |
| Total debt securities | $47,816,000 | 2,430 |
| Structured notes | ||
| Amortized cost | $399,000 | 941 |
| Fair value | $403,000 | 933 |
| 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 | $49,362,000 | 2,438 |
| U.S. Government securities | $33,317,000 | 2,192 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $33,317,000 | 2,100 |
| Securities issued by states & political subdivisions | $14,798,000 | 2,300 |
| Other domestic debt securities | $1,247,000 | 1,500 |
| Privately issued residential mortgage-backed securities | $1,000 | 722 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,246,000 | 1,201 |
| 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 | $34,036,000 | 1,493 |
| Mortgage-backed securities | $27,505,000 | 1,704 |
| Certificates of participation in pools of residential mortgages | $11,180,000 | 2,193 |
| Issued or guaranteed by U.S. | $11,180,000 | 2,188 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $6,519,000 | 1,441 |
| CMOs issued by government agencies or sponsored agencies | $6,518,000 | 1,373 |
| Privately issued | $1,000 | 678 |
| Commercial mortgage-backed securities | $9,806,000 | 435 |
| Commercial mortgage pass-through securities | $1,370,000 | 584 |
| Other commercial mortgage-backed securities | $8,436,000 | 292 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $49,362,000 | 2,217 |
| Total debt securities | $49,362,000 | 2,411 |
| Structured notes | ||
| Amortized cost | $413,000 | 1,075 |
| Fair value | $423,000 | 1,075 |
| 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 | $51,027,000 | 2,404 |
| U.S. Government securities | $34,280,000 | 2,208 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $34,280,000 | 2,121 |
| Securities issued by states & political subdivisions | $15,511,000 | 2,220 |
| Other domestic debt securities | $1,236,000 | 1,522 |
| Privately issued residential mortgage-backed securities | $2,000 | 712 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,234,000 | 1,214 |
| 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 | $32,993,000 | 1,536 |
| Mortgage-backed securities | $28,205,000 | 1,680 |
| Certificates of participation in pools of residential mortgages | $10,145,000 | 2,327 |
| Issued or guaranteed by U.S. | $10,145,000 | 2,326 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $8,710,000 | 1,264 |
| CMOs issued by government agencies or sponsored agencies | $8,708,000 | 1,199 |
| Privately issued | $2,000 | 674 |
| Commercial mortgage-backed securities | $9,350,000 | 435 |
| Commercial mortgage pass-through securities | $1,014,000 | 626 |
| Other commercial mortgage-backed securities | $8,336,000 | 282 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $51,027,000 | 2,182 |
| Total debt securities | $51,027,000 | 2,375 |
| Structured notes | ||
| Amortized cost | $431,000 | 1,261 |
| Fair value | $439,000 | 1,262 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $48,714,000 | 2,502 |
| U.S. Government securities | $32,622,000 | 2,318 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $32,622,000 | 2,235 |
| Securities issued by states & political subdivisions | $14,855,000 | 2,296 |
| Other domestic debt securities | $1,237,000 | 1,506 |
| Privately issued residential mortgage-backed securities | $2,000 | 720 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,235,000 | 1,210 |
| 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 | $32,635,000 | 1,557 |
| Mortgage-backed securities | $26,301,000 | 1,766 |
| Certificates of participation in pools of residential mortgages | $10,747,000 | 2,247 |
| Issued or guaranteed by U.S. | $10,747,000 | 2,245 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $8,954,000 | 1,249 |
| CMOs issued by government agencies or sponsored agencies | $8,952,000 | 1,188 |
| Privately issued | $2,000 | 682 |
| Commercial mortgage-backed securities | $6,600,000 | 482 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $6,600,000 | 297 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $48,714,000 | 2,276 |
| Total debt securities | $48,714,000 | 2,481 |
| Structured notes | ||
| Amortized cost | $455,000 | 1,396 |
| Fair value | $461,000 | 1,394 |
| 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 | $47,572,000 | 2,576 |
| U.S. Government securities | $31,635,000 | 2,405 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $31,635,000 | 2,314 |
| Securities issued by states & political subdivisions | $14,687,000 | 2,310 |
| Other domestic debt securities | $1,250,000 | 1,504 |
| Privately issued residential mortgage-backed securities | $2,000 | 740 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,248,000 | 1,191 |
| 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 | $33,039,000 | 1,544 |
| Mortgage-backed securities | $25,859,000 | 1,793 |
| Certificates of participation in pools of residential mortgages | $11,800,000 | 2,177 |
| Issued or guaranteed by U.S. | $11,800,000 | 2,176 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $7,347,000 | 1,413 |
| CMOs issued by government agencies or sponsored agencies | $7,345,000 | 1,345 |
| Privately issued | $2,000 | 700 |
| Commercial mortgage-backed securities | $6,712,000 | 458 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $6,712,000 | 278 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $47,572,000 | 2,357 |
| Total debt securities | $47,572,000 | 2,557 |
| Structured notes | ||
| Amortized cost | $457,000 | 1,567 |
| Fair value | $467,000 | 1,565 |
| 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 | $53,258,000 | 2,424 |
| U.S. Government securities | $31,930,000 | 2,451 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $31,930,000 | 2,361 |
| Securities issued by states & political subdivisions | $20,077,000 | 1,832 |
| Other domestic debt securities | $1,251,000 | 1,516 |
| Privately issued residential mortgage-backed securities | $2,000 | 765 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $1,249,000 | 1,206 |
| 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 | $33,918,000 | 1,523 |
| Mortgage-backed securities | $26,403,000 | 1,822 |
| Certificates of participation in pools of residential mortgages | $13,202,000 | 2,097 |
| Issued or guaranteed by U.S. | $13,202,000 | 2,094 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,554,000 | 1,447 |
| CMOs issued by government agencies or sponsored agencies | $7,552,000 | 1,382 |
| Privately issued | $2,000 | 725 |
| Commercial mortgage-backed securities | $5,647,000 | 476 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $5,647,000 | 288 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $53,258,000 | 2,205 |
| Total debt securities | $53,258,000 | 2,395 |
| Structured notes | ||
| Amortized cost | $482,000 | 1,702 |
| Fair value | $495,000 | 1,633 |
| 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 | $60,350,000 | 2,234 |
| U.S. Government securities | $36,586,000 | 2,287 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $36,586,000 | 2,199 |
| Securities issued by states & political subdivisions | $22,500,000 | 1,656 |
| Other domestic debt securities | $1,264,000 | 1,546 |
| Privately issued residential mortgage-backed securities | $3,000 | 800 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $1,261,000 | 1,217 |
| 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 | $36,101,000 | 1,461 |
| Mortgage-backed securities | $30,917,000 | 1,661 |
| Certificates of participation in pools of residential mortgages | $16,622,000 | 1,857 |
| Issued or guaranteed by U.S. | $16,622,000 | 1,857 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $9,074,000 | 1,363 |
| CMOs issued by government agencies or sponsored agencies | $9,071,000 | 1,299 |
| Privately issued | $3,000 | 756 |
| Commercial mortgage-backed securities | $5,221,000 | 471 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $5,221,000 | 291 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $60,350,000 | 2,013 |
| Total debt securities | $60,350,000 | 2,207 |
| Structured notes | ||
| Amortized cost | $506,000 | 1,662 |
| Fair value | $516,000 | 1,662 |
| 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 | $55,987,000 | 2,379 |
| U.S. Government securities | $33,796,000 | 2,448 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $33,796,000 | 2,368 |
| Securities issued by states & political subdivisions | $20,938,000 | 1,760 |
| Other domestic debt securities | $1,253,000 | 1,572 |
| Privately issued residential mortgage-backed securities | $3,000 | 802 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $1,250,000 | 1,233 |
| 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 | $36,426,000 | 1,461 |
| Mortgage-backed securities | $30,107,000 | 1,734 |
| Certificates of participation in pools of residential mortgages | $17,586,000 | 1,832 |
| Issued or guaranteed by U.S. | $17,586,000 | 1,830 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $7,691,000 | 1,493 |
| CMOs issued by government agencies or sponsored agencies | $7,688,000 | 1,430 |
| Privately issued | $3,000 | 757 |
| Commercial mortgage-backed securities | $4,830,000 | 478 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $4,830,000 | 291 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $55,987,000 | 2,158 |
| Total debt securities | $55,987,000 | 2,362 |
| Structured notes | ||
| Amortized cost | $524,000 | 1,742 |
| Fair value | $543,000 | 1,739 |
| 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 | $60,108,000 | 2,301 |
| U.S. Government securities | $36,718,000 | 2,371 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $36,718,000 | 2,285 |
| Securities issued by states & political subdivisions | $22,132,000 | 1,674 |
| Other domestic debt securities | $1,258,000 | 1,624 |
| Privately issued residential mortgage-backed securities | $3,000 | 835 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $1,255,000 | 1,262 |
| 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 | $38,593,000 | 1,400 |
| Mortgage-backed securities | $32,413,000 | 1,709 |
| Certificates of participation in pools of residential mortgages | $19,352,000 | 1,767 |
| Issued or guaranteed by U.S. | $19,352,000 | 1,766 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $8,277,000 | 1,480 |
| CMOs issued by government agencies or sponsored agencies | $8,274,000 | 1,406 |
| Privately issued | $3,000 | 794 |
| Commercial mortgage-backed securities | $4,784,000 | 473 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $4,784,000 | 282 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $60,108,000 | 2,077 |
| Total debt securities | $60,108,000 | 2,282 |
| Structured notes | ||
| Amortized cost | $545,000 | 1,850 |
| Fair value | $563,000 | 1,842 |
| 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 | $62,078,000 | 2,249 |
| U.S. Government securities | $38,853,000 | 2,293 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $38,853,000 | 2,224 |
| Securities issued by states & political subdivisions | $21,968,000 | 1,699 |
| Other domestic debt securities | $1,257,000 | 1,660 |
| Privately issued residential mortgage-backed securities | $3,000 | 859 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $1,254,000 | 1,290 |
| 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 | $41,152,000 | 1,355 |
| Mortgage-backed securities | $35,564,000 | 1,630 |
| Certificates of participation in pools of residential mortgages | $23,365,000 | 1,577 |
| Issued or guaranteed by U.S. | $23,365,000 | 1,576 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $8,494,000 | 1,471 |
| CMOs issued by government agencies or sponsored agencies | $8,491,000 | 1,404 |
| Privately issued | $3,000 | 818 |
| Commercial mortgage-backed securities | $3,705,000 | 521 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $3,705,000 | 300 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $62,078,000 | 2,020 |
| Total debt securities | $62,078,000 | 2,234 |
| Structured notes | ||
| Amortized cost | $582,000 | 1,877 |
| Fair value | $596,000 | 1,871 |
| 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 | $63,690,000 | 2,222 |
| U.S. Government securities | $40,314,000 | 2,259 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $40,314,000 | 2,186 |
| Securities issued by states & political subdivisions | $22,130,000 | 1,686 |
| Other domestic debt securities | $1,246,000 | 1,708 |
| Privately issued residential mortgage-backed securities | $3,000 | 889 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $1,243,000 | 1,336 |
| 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 | $37,342,000 | 1,451 |
| Mortgage-backed securities | $36,919,000 | 1,587 |
| Certificates of participation in pools of residential mortgages | $25,496,000 | 1,487 |
| Issued or guaranteed by U.S. | $25,496,000 | 1,486 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $9,172,000 | 1,420 |
| CMOs issued by government agencies or sponsored agencies | $9,169,000 | 1,356 |
| Privately issued | $3,000 | 846 |
| Commercial mortgage-backed securities | $2,251,000 | 587 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $2,251,000 | 340 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $63,690,000 | 2,000 |
| Total debt securities | $63,690,000 | 2,206 |
| Structured notes | ||
| Amortized cost | $640,000 | 1,901 |
| Fair value | $656,000 | 1,888 |
| 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 | $62,522,000 | 2,246 |
| U.S. Government securities | $39,477,000 | 2,273 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $39,477,000 | 2,206 |
| Securities issued by states & political subdivisions | $21,812,000 | 1,709 |
| Other domestic debt securities | $1,233,000 | 1,759 |
| Privately issued residential mortgage-backed securities | $4,000 | 920 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $1,229,000 | 1,363 |
| 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 | $38,411,000 | 1,423 |
| Mortgage-backed securities | $36,002,000 | 1,622 |
| Certificates of participation in pools of residential mortgages | $23,995,000 | 1,569 |
| Issued or guaranteed by U.S. | $23,995,000 | 1,569 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $9,804,000 | 1,380 |
| CMOs issued by government agencies or sponsored agencies | $9,800,000 | 1,310 |
| Privately issued | $4,000 | 874 |
| Commercial mortgage-backed securities | $2,203,000 | 548 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $2,203,000 | 328 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $62,522,000 | 2,031 |
| Total debt securities | $62,522,000 | 2,225 |
| Structured notes | ||
| Amortized cost | $668,000 | 1,874 |
| Fair value | $685,000 | 1,863 |
| 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 | $67,405,000 | 2,131 |
| U.S. Government securities | $44,409,000 | 2,092 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $44,409,000 | 2,036 |
| Securities issued by states & political subdivisions | $21,773,000 | 1,723 |
| Other domestic debt securities | $1,223,000 | 1,820 |
| Privately issued residential mortgage-backed securities | $4,000 | 954 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,219,000 | 1,398 |
| 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 | $41,324,000 | 1,345 |
| Mortgage-backed securities | $40,278,000 | 1,504 |
| Certificates of participation in pools of residential mortgages | $28,933,000 | 1,370 |
| Issued or guaranteed by U.S. | $28,933,000 | 1,367 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $9,674,000 | 1,392 |
| CMOs issued by government agencies or sponsored agencies | $9,670,000 | 1,327 |
| Privately issued | $4,000 | 910 |
| Commercial mortgage-backed securities | $1,671,000 | 606 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $1,671,000 | 380 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $67,405,000 | 1,922 |
| Total debt securities | $67,405,000 | 2,107 |
| Structured notes | ||
| Amortized cost | $724,000 | 1,854 |
| Fair value | $745,000 | 1,825 |
| 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 | $67,651,000 | 2,116 |
| U.S. Government securities | $44,245,000 | 2,057 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $44,245,000 | 2,001 |
| Securities issued by states & political subdivisions | $22,182,000 | 1,681 |
| Other domestic debt securities | $1,224,000 | 1,855 |
| Privately issued residential mortgage-backed securities | $4,000 | 974 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,220,000 | 1,427 |
| 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 | $42,008,000 | 1,303 |
| Mortgage-backed securities | $40,433,000 | 1,489 |
| Certificates of participation in pools of residential mortgages | $28,716,000 | 1,369 |
| Issued or guaranteed by U.S. | $28,716,000 | 1,368 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $10,010,000 | 1,390 |
| CMOs issued by government agencies or sponsored agencies | $10,006,000 | 1,320 |
| Privately issued | $4,000 | 929 |
| Commercial mortgage-backed securities | $1,707,000 | 582 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $1,707,000 | 342 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $67,651,000 | 1,912 |
| Total debt securities | $67,651,000 | 2,091 |
| Structured notes | ||
| Amortized cost | $819,000 | 1,770 |
| Fair value | $843,000 | 1,765 |
| 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 | $66,321,000 | 2,156 |
| U.S. Government securities | $44,270,000 | 2,088 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $44,270,000 | 2,034 |
| Securities issued by states & political subdivisions | $20,789,000 | 1,755 |
| Other domestic debt securities | $1,262,000 | 1,854 |
| Privately issued residential mortgage-backed securities | $5,000 | 1,009 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,257,000 | 1,407 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,688,000 | 1,554 |
| Mortgage-backed securities | $40,837,000 | 1,531 |
| Certificates of participation in pools of residential mortgages | $29,366,000 | 1,373 |
| Issued or guaranteed by U.S. | $29,366,000 | 1,371 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $11,471,000 | 1,340 |
| CMOs issued by government agencies or sponsored agencies | $11,466,000 | 1,266 |
| Privately issued | $5,000 | 964 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $66,321,000 | 1,979 |
| Total debt securities | $66,321,000 | 2,141 |
| Structured notes | ||
| Amortized cost | $887,000 | 1,789 |
| Fair value | $913,000 | 1,780 |
| 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 | $66,596,000 | 2,115 |
| U.S. Government securities | $45,602,000 | 2,016 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $45,602,000 | 1,956 |
| Securities issued by states & political subdivisions | $19,738,000 | 1,812 |
| Other domestic debt securities | $1,256,000 | 1,825 |
| Privately issued residential mortgage-backed securities | $5,000 | 1,030 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $1,251,000 | 1,368 |
| 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 | $35,493,000 | 1,481 |
| Mortgage-backed securities | $43,047,000 | 1,452 |
| Certificates of participation in pools of residential mortgages | $30,523,000 | 1,318 |
| Issued or guaranteed by U.S. | $30,523,000 | 1,315 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $12,524,000 | 1,325 |
| CMOs issued by government agencies or sponsored agencies | $12,519,000 | 1,247 |
| Privately issued | $5,000 | 987 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $66,596,000 | 1,931 |
| Total debt securities | $66,596,000 | 2,092 |
| Structured notes | ||
| Amortized cost | $905,000 | 1,819 |
| Fair value | $932,000 | 1,816 |
| 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 | $65,266,000 | 2,173 |
| U.S. Government securities | $47,423,000 | 1,992 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $47,423,000 | 1,952 |
| Securities issued by states & political subdivisions | $17,113,000 | 1,996 |
| Other domestic debt securities | $730,000 | 2,228 |
| Privately issued residential mortgage-backed securities | $5,000 | 1,077 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $725,000 | 1,708 |
| 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 | $36,290,000 | 1,445 |
| Mortgage-backed securities | $47,128,000 | 1,425 |
| Certificates of participation in pools of residential mortgages | $31,350,000 | 1,355 |
| Issued or guaranteed by U.S. | $31,350,000 | 1,354 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $15,778,000 | 1,223 |
| CMOs issued by government agencies or sponsored agencies | $15,773,000 | 1,147 |
| Privately issued | $5,000 | 1,030 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $65,266,000 | 1,981 |
| Total debt securities | $65,266,000 | 2,152 |
| Structured notes | ||
| Amortized cost | $273,000 | 2,492 |
| Fair value | $300,000 | 2,473 |
| 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 | $62,063,000 | 2,251 |
| U.S. Government securities | $46,361,000 | 2,021 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $46,361,000 | 1,975 |
| Securities issued by states & political subdivisions | $14,975,000 | 2,141 |
| Other domestic debt securities | $727,000 | 2,222 |
| Privately issued residential mortgage-backed securities | $6,000 | 1,127 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $721,000 | 1,702 |
| 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 | $37,844,000 | 1,415 |
| Mortgage-backed securities | $45,482,000 | 1,485 |
| Certificates of participation in pools of residential mortgages | $29,188,000 | 1,456 |
| Issued or guaranteed by U.S. | $29,188,000 | 1,454 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $16,294,000 | 1,230 |
| CMOs issued by government agencies or sponsored agencies | $16,288,000 | 1,138 |
| Privately issued | $6,000 | 1,078 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $62,063,000 | 2,059 |
| Total debt securities | $62,063,000 | 2,230 |
| Structured notes | ||
| Amortized cost | $282,000 | 2,721 |
| Fair value | $310,000 | 2,693 |
| 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 | $63,393,000 | 2,213 |
| U.S. Government securities | $48,761,000 | 2,000 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $48,761,000 | 1,954 |
| Securities issued by states & political subdivisions | $13,412,000 | 2,256 |
| Other domestic debt securities | $1,220,000 | 1,884 |
| Privately issued residential mortgage-backed securities | $523,000 | 826 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $697,000 | 1,707 |
| 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 | $33,395,000 | 1,561 |
| Mortgage-backed securities | $47,407,000 | 1,440 |
| Certificates of participation in pools of residential mortgages | $27,004,000 | 1,507 |
| Issued or guaranteed by U.S. | $27,004,000 | 1,504 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $20,403,000 | 1,069 |
| CMOs issued by government agencies or sponsored agencies | $19,880,000 | 1,013 |
| Privately issued | $523,000 | 797 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $63,393,000 | 2,021 |
| Total debt securities | $63,393,000 | 2,199 |
| Structured notes | ||
| Amortized cost | $1,288,000 | 2,056 |
| Fair value | $1,314,000 | 2,047 |
| 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 | $63,415,000 | 2,153 |
| U.S. Government securities | $51,074,000 | 1,869 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $51,074,000 | 1,822 |
| Securities issued by states & political subdivisions | $12,332,000 | 2,339 |
| Other domestic debt securities | $9,000 | 2,839 |
| Privately issued residential mortgage-backed securities | $9,000 | 1,239 |
| 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 | $36,779,000 | 1,363 |
| Mortgage-backed securities | $48,164,000 | 1,346 |
| Certificates of participation in pools of residential mortgages | $28,539,000 | 1,386 |
| Issued or guaranteed by U.S. | $28,539,000 | 1,383 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $19,625,000 | 1,085 |
| CMOs issued by government agencies or sponsored agencies | $19,616,000 | 962 |
| Privately issued | $9,000 | 1,172 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $63,415,000 | 1,947 |
| Total debt securities | $63,415,000 | 2,140 |
| Structured notes | ||
| Amortized cost | $2,305,000 | 1,586 |
| Fair value | $2,335,000 | 1,585 |
| 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 | $59,424,000 | 2,197 |
| U.S. Government securities | $47,384,000 | 1,915 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $47,384,000 | 1,863 |
| Securities issued by states & political subdivisions | $12,030,000 | 2,297 |
| Other domestic debt securities | $10,000 | 2,820 |
| Privately issued residential mortgage-backed securities | $10,000 | 1,254 |
| 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 | $37,909,000 | 1,311 |
| Mortgage-backed securities | $43,458,000 | 1,402 |
| Certificates of participation in pools of residential mortgages | $28,465,000 | 1,328 |
| Issued or guaranteed by U.S. | $28,465,000 | 1,324 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $14,993,000 | 1,268 |
| CMOs issued by government agencies or sponsored agencies | $14,983,000 | 1,122 |
| Privately issued | $10,000 | 1,186 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $59,424,000 | 1,986 |
| Total debt securities | $59,424,000 | 2,175 |
| Structured notes | ||
| Amortized cost | $1,811,000 | 1,903 |
| Fair value | $1,843,000 | 1,901 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $52,353,000 | 2,456 |
| U.S. Government securities | $43,272,000 | 2,073 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $43,272,000 | 2,013 |
| Securities issued by states & political subdivisions | $9,071,000 | 2,659 |
| Other domestic debt securities | $10,000 | 2,778 |
| Privately issued residential mortgage-backed securities | $10,000 | 1,278 |
| 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 | $33,353,000 | 1,476 |
| Mortgage-backed securities | $38,132,000 | 1,530 |
| Certificates of participation in pools of residential mortgages | $25,980,000 | 1,374 |
| Issued or guaranteed by U.S. | $25,980,000 | 1,369 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $12,152,000 | 1,403 |
| CMOs issued by government agencies or sponsored agencies | $12,142,000 | 1,236 |
| Privately issued | $10,000 | 1,217 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $52,353,000 | 2,223 |
| Total debt securities | $52,353,000 | 2,431 |
| Structured notes | ||
| Amortized cost | $2,829,000 | 1,707 |
| Fair value | $2,860,000 | 1,706 |
| 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 | $50,818,000 | 2,493 |
| U.S. Government securities | $42,882,000 | 2,085 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $42,882,000 | 2,023 |
| Securities issued by states & political subdivisions | $7,924,000 | 2,809 |
| Other domestic debt securities | $12,000 | 2,831 |
| Privately issued residential mortgage-backed securities | $12,000 | 1,307 |
| 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 | $27,425,000 | 1,719 |
| Mortgage-backed securities | $36,881,000 | 1,530 |
| Certificates of participation in pools of residential mortgages | $23,900,000 | 1,431 |
| Issued or guaranteed by U.S. | $23,900,000 | 1,424 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $12,981,000 | 1,317 |
| CMOs issued by government agencies or sponsored agencies | $12,969,000 | 1,141 |
| Privately issued | $12,000 | 1,247 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $50,818,000 | 2,255 |
| Total debt securities | $50,818,000 | 2,470 |
| Structured notes | ||
| Amortized cost | $3,011,000 | 1,652 |
| Fair value | $3,045,000 | 1,642 |
| 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 | $48,643,000 | 2,466 |
| U.S. Government securities | $39,773,000 | 2,108 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $39,773,000 | 2,038 |
| Securities issued by states & political subdivisions | $7,781,000 | 2,840 |
| Other domestic debt securities | $1,089,000 | 2,029 |
| Privately issued residential mortgage-backed securities | $12,000 | 1,357 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $1,077,000 | 1,313 |
| 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 | $32,190,000 | 1,504 |
| Mortgage-backed securities | $35,633,000 | 1,520 |
| Certificates of participation in pools of residential mortgages | $18,733,000 | 1,630 |
| Issued or guaranteed by U.S. | $18,733,000 | 1,625 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $16,900,000 | 1,131 |
| CMOs issued by government agencies or sponsored agencies | $16,888,000 | 960 |
| Privately issued | $12,000 | 1,294 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $48,643,000 | 2,223 |
| Total debt securities | $48,643,000 | 2,442 |
| Structured notes | ||
| Amortized cost | $2,637,000 | 1,657 |
| Fair value | $2,665,000 | 1,650 |
| 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 | $45,706,000 | 2,573 |
| U.S. Government securities | $37,951,000 | 2,180 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $37,951,000 | 2,106 |
| Securities issued by states & political subdivisions | $6,154,000 | 3,070 |
| Other domestic debt securities | $1,601,000 | 1,857 |
| Privately issued residential mortgage-backed securities | $15,000 | 1,429 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $1,586,000 | 1,145 |
| 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 | $29,145,000 | 1,645 |
| Mortgage-backed securities | $34,064,000 | 1,562 |
| Certificates of participation in pools of residential mortgages | $17,540,000 | 1,692 |
| Issued or guaranteed by U.S. | $17,540,000 | 1,688 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $16,524,000 | 1,127 |
| CMOs issued by government agencies or sponsored agencies | $16,509,000 | 959 |
| Privately issued | $15,000 | 1,361 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $45,706,000 | 2,319 |
| Total debt securities | $45,706,000 | 2,543 |
| Structured notes | ||
| Amortized cost | $3,338,000 | 1,473 |
| Fair value | $3,401,000 | 1,464 |
| 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 | $42,080,000 | 2,739 |
| U.S. Government securities | $34,488,000 | 2,402 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $34,488,000 | 2,320 |
| Securities issued by states & political subdivisions | $5,987,000 | 3,015 |
| Other domestic debt securities | $1,605,000 | 1,850 |
| Privately issued residential mortgage-backed securities | $17,000 | 1,450 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $1,588,000 | 1,095 |
| 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 | $32,208,000 | 1,519 |
| Mortgage-backed securities | $30,963,000 | 1,652 |
| Certificates of participation in pools of residential mortgages | $18,265,000 | 1,655 |
| Issued or guaranteed by U.S. | $18,265,000 | 1,649 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $12,698,000 | 1,235 |
| CMOs issued by government agencies or sponsored agencies | $12,681,000 | 1,043 |
| Privately issued | $17,000 | 1,381 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $42,080,000 | 2,454 |
| Total debt securities | $42,080,000 | 2,710 |
| Structured notes | ||
| Amortized cost | $2,482,000 | 1,841 |
| Fair value | $2,539,000 | 1,778 |
| 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 | $45,609,000 | 2,587 |
| U.S. Government securities | $38,319,000 | 2,239 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $38,319,000 | 2,173 |
| Securities issued by states & political subdivisions | $6,252,000 | 2,927 |
| Other domestic debt securities | $1,038,000 | 2,189 |
| Privately issued residential mortgage-backed securities | $18,000 | 1,479 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $1,020,000 | 1,356 |
| 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 | $34,098,000 | 1,510 |
| Mortgage-backed securities | $34,001,000 | 1,576 |
| Certificates of participation in pools of residential mortgages | $20,024,000 | 1,629 |
| Issued or guaranteed by U.S. | $20,024,000 | 1,624 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $13,977,000 | 1,173 |
| CMOs issued by government agencies or sponsored agencies | $13,959,000 | 972 |
| Privately issued | $18,000 | 1,414 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $45,609,000 | 2,302 |
| Total debt securities | $45,609,000 | 2,563 |
| Structured notes | ||
| Amortized cost | $3,296,000 | 1,337 |
| Fair value | $3,333,000 | 1,330 |
| 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 | $51,898,000 | 2,299 |
| U.S. Government securities | $44,274,000 | 1,940 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $44,274,000 | 1,882 |
| Securities issued by states & political subdivisions | $5,693,000 | 3,071 |
| Other domestic debt securities | $1,931,000 | 1,851 |
| Privately issued residential mortgage-backed securities | $907,000 | 1,130 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $1,024,000 | 1,385 |
| 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 | $34,395,000 | 1,492 |
| Mortgage-backed securities | $38,758,000 | 1,461 |
| Certificates of participation in pools of residential mortgages | $22,074,000 | 1,564 |
| Issued or guaranteed by U.S. | $22,074,000 | 1,557 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $16,684,000 | 1,059 |
| CMOs issued by government agencies or sponsored agencies | $15,777,000 | 889 |
| Privately issued | $907,000 | 1,087 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $51,898,000 | 2,043 |
| Total debt securities | $51,898,000 | 2,275 |
| Structured notes | ||
| Amortized cost | $4,854,000 | 838 |
| Fair value | $4,870,000 | 836 |
| 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 | $50,653,000 | 2,354 |
| U.S. Government securities | $43,531,000 | 1,942 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $43,531,000 | 1,886 |
| Securities issued by states & political subdivisions | $4,961,000 | 3,274 |
| Other domestic debt securities | $2,161,000 | 1,851 |
| Privately issued residential mortgage-backed securities | $1,137,000 | 1,128 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $1,024,000 | 1,467 |
| 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 | $35,288,000 | 1,436 |
| Mortgage-backed securities | $40,921,000 | 1,427 |
| Certificates of participation in pools of residential mortgages | $23,564,000 | 1,534 |
| Issued or guaranteed by U.S. | $23,564,000 | 1,528 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $17,357,000 | 1,013 |
| CMOs issued by government agencies or sponsored agencies | $16,220,000 | 843 |
| Privately issued | $1,137,000 | 1,082 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $50,653,000 | 2,081 |
| Total debt securities | $50,653,000 | 2,327 |
| Structured notes | ||
| Amortized cost | $2,648,000 | 944 |
| Fair value | $2,689,000 | 937 |
| 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 | $52,237,000 | 2,248 |
| U.S. Government securities | $44,868,000 | 1,840 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $44,868,000 | 1,801 |
| Securities issued by states & political subdivisions | $5,078,000 | 3,195 |
| Other domestic debt securities | $2,291,000 | 1,853 |
| Privately issued residential mortgage-backed securities | $1,285,000 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $1,006,000 | 1,514 |
| 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 | $39,606,000 | 1,301 |
| Mortgage-backed securities | $41,566,000 | 1,393 |
| Certificates of participation in pools of residential mortgages | $22,964,000 | 1,595 |
| Issued or guaranteed by U.S. | $22,964,000 | 1,588 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $18,602,000 | 956 |
| CMOs issued by government agencies or sponsored agencies | $17,317,000 | 778 |
| Privately issued | $1,285,000 | 1,069 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $52,237,000 | 1,972 |
| Total debt securities | $52,237,000 | 2,213 |
| Structured notes | ||
| Amortized cost | $3,517,000 | 483 |
| Fair value | $3,541,000 | 477 |
| 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 | $53,216,000 | 2,204 |
| U.S. Government securities | $45,958,000 | 1,826 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $45,958,000 | 1,781 |
| Securities issued by states & political subdivisions | $4,926,000 | 3,155 |
| Other domestic debt securities | $2,332,000 | 1,765 |
| Privately issued residential mortgage-backed securities | $1,379,000 | 1,131 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $953,000 | 1,600 |
| 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 | $35,865,000 | 1,450 |
| Mortgage-backed securities | $41,998,000 | 1,410 |
| Certificates of participation in pools of residential mortgages | $22,774,000 | 1,640 |
| Issued or guaranteed by U.S. | $22,774,000 | 1,629 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $19,224,000 | 929 |
| CMOs issued by government agencies or sponsored agencies | $17,845,000 | 743 |
| Privately issued | $1,379,000 | 1,082 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $53,216,000 | 1,936 |
| Total debt securities | $53,216,000 | 2,179 |
| Structured notes | ||
| Amortized cost | $2,497,000 | 509 |
| Fair value | $2,531,000 | 486 |
| 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 | $51,360,000 | 2,257 |
| U.S. Government securities | $45,154,000 | 1,868 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $45,154,000 | 1,837 |
| Securities issued by states & political subdivisions | $3,797,000 | 3,483 |
| Other domestic debt securities | $2,409,000 | 1,684 |
| Privately issued residential mortgage-backed securities | $1,439,000 | 1,073 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $970,000 | 1,558 |
| 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 | $40,652,000 | 1,311 |
| Mortgage-backed securities | $38,500,000 | 1,446 |
| Certificates of participation in pools of residential mortgages | $19,812,000 | 1,791 |
| Issued or guaranteed by U.S. | $19,812,000 | 1,781 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $18,688,000 | 908 |
| CMOs issued by government agencies or sponsored agencies | $17,249,000 | 730 |
| Privately issued | $1,439,000 | 1,028 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $51,360,000 | 1,981 |
| Total debt securities | $51,360,000 | 2,234 |
| Structured notes | ||
| Amortized cost | $3,190,000 | 427 |
| Fair value | $3,201,000 | 426 |
| 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 | $49,858,000 | 2,263 |
| U.S. Government securities | $44,070,000 | 1,852 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $44,070,000 | 1,816 |
| Securities issued by states & political subdivisions | $3,830,000 | 3,450 |
| Other domestic debt securities | $1,958,000 | 1,801 |
| Privately issued residential mortgage-backed securities | $1,500,000 | 1,046 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $458,000 | 1,953 |
| 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 | $39,519,000 | 1,318 |
| Mortgage-backed securities | $36,565,000 | 1,430 |
| Certificates of participation in pools of residential mortgages | $20,942,000 | 1,637 |
| Issued or guaranteed by U.S. | $20,942,000 | 1,627 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $15,623,000 | 972 |
| CMOs issued by government agencies or sponsored agencies | $14,123,000 | 799 |
| Privately issued | $1,500,000 | 1,003 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $49,858,000 | 1,982 |
| Total debt securities | $49,857,000 | 2,236 |
| Structured notes | ||
| Amortized cost | $3,764,000 | 355 |
| Fair value | $3,729,000 | 352 |
| 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 | $50,086,000 | 2,311 |
| U.S. Government securities | $44,191,000 | 1,872 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $44,191,000 | 1,835 |
| Securities issued by states & political subdivisions | $3,838,000 | 3,453 |
| Other domestic debt securities | $2,057,000 | 1,812 |
| Privately issued residential mortgage-backed securities | $1,574,000 | 1,015 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $483,000 | 1,951 |
| 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 | $40,640,000 | 1,254 |
| Mortgage-backed securities | $33,738,000 | 1,512 |
| Certificates of participation in pools of residential mortgages | $19,592,000 | 1,719 |
| Issued or guaranteed by U.S. | $19,592,000 | 1,710 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $14,146,000 | 1,022 |
| CMOs issued by government agencies or sponsored agencies | $12,572,000 | 860 |
| Privately issued | $1,574,000 | 966 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $50,086,000 | 2,036 |
| Total debt securities | $50,086,000 | 2,262 |
| Structured notes | ||
| Amortized cost | $3,498,000 | 420 |
| Fair value | $3,467,000 | 415 |
| 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 | $53,790,000 | 2,169 |
| U.S. Government securities | $46,672,000 | 1,771 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $46,672,000 | 1,740 |
| Securities issued by states & political subdivisions | $3,972,000 | 3,441 |
| Other domestic debt securities | $3,146,000 | 1,463 |
| Privately issued residential mortgage-backed securities | $2,652,000 | 836 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $494,000 | 1,913 |
| 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 | $36,730,000 | 1,349 |
| Mortgage-backed securities | $34,016,000 | 1,462 |
| Certificates of participation in pools of residential mortgages | $19,217,000 | 1,671 |
| Issued or guaranteed by U.S. | $19,217,000 | 1,662 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $14,799,000 | 962 |
| CMOs issued by government agencies or sponsored agencies | $12,147,000 | 867 |
| Privately issued | $2,652,000 | 798 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $53,790,000 | 1,902 |
| Total debt securities | $53,790,000 | 2,119 |
| Structured notes | ||
| Amortized cost | $3,559,000 | 433 |
| Fair value | $3,597,000 | 430 |
| 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 | $49,019,000 | 2,336 |
| U.S. Government securities | $42,371,000 | 1,941 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $42,371,000 | 1,899 |
| Securities issued by states & political subdivisions | $3,925,000 | 3,439 |
| Other domestic debt securities | $2,723,000 | 1,453 |
| Privately issued residential mortgage-backed securities | $2,723,000 | 764 |
| 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 | $39,486,000 | 1,256 |
| Mortgage-backed securities | $25,464,000 | 1,613 |
| Certificates of participation in pools of residential mortgages | $12,926,000 | 1,969 |
| Issued or guaranteed by U.S. | $12,926,000 | 1,959 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $12,538,000 | 1,004 |
| CMOs issued by government agencies or sponsored agencies | $9,815,000 | 935 |
| Privately issued | $2,723,000 | 723 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $49,019,000 | 2,032 |
| Total debt securities | $49,019,000 | 2,282 |
| Structured notes | ||
| Amortized cost | $7,023,000 | 353 |
| Fair value | $7,022,000 | 352 |
| 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 | $42,353,000 | 2,640 |
| U.S. Government securities | $36,415,000 | 2,255 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $36,415,000 | 2,198 |
| Securities issued by states & political subdivisions | $3,681,000 | 3,511 |
| Other domestic debt securities | $2,257,000 | 1,509 |
| Privately issued residential mortgage-backed securities | $2,257,000 | 784 |
| 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 | $33,997,000 | 1,400 |
| Mortgage-backed securities | $16,778,000 | 2,028 |
| Certificates of participation in pools of residential mortgages | $6,481,000 | 2,718 |
| Issued or guaranteed by U.S. | $6,481,000 | 2,705 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $10,297,000 | 1,086 |
| CMOs issued by government agencies or sponsored agencies | $8,040,000 | 1,017 |
| Privately issued | $2,257,000 | 746 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $42,353,000 | 2,302 |
| Total debt securities | $42,353,000 | 2,595 |
| Structured notes | ||
| Amortized cost | $7,450,000 | 417 |
| Fair value | $7,433,000 | 414 |
| 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 | $40,037,000 | 2,768 |
| U.S. Government securities | $34,700,000 | 2,357 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $34,700,000 | 2,289 |
| Securities issued by states & political subdivisions | $3,007,000 | 3,797 |
| Other domestic debt securities | $2,330,000 | 1,435 |
| Privately issued residential mortgage-backed securities | $2,330,000 | 731 |
| 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 | $35,996,000 | 1,318 |
| Mortgage-backed securities | $16,999,000 | 1,950 |
| Certificates of participation in pools of residential mortgages | $6,302,000 | 2,690 |
| Issued or guaranteed by U.S. | $6,302,000 | 2,677 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $10,697,000 | 1,023 |
| CMOs issued by government agencies or sponsored agencies | $8,367,000 | 957 |
| Privately issued | $2,330,000 | 693 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $40,037,000 | 2,419 |
| Total debt securities | $40,037,000 | 2,724 |
| Structured notes | ||
| Amortized cost | $7,984,000 | 405 |
| Fair value | $7,884,000 | 401 |
| 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 | $40,014,000 | 2,783 |
| U.S. Government securities | $36,121,000 | 2,302 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $36,121,000 | 2,235 |
| Securities issued by states & political subdivisions | $1,943,000 | 4,309 |
| Other domestic debt securities | $1,950,000 | 1,551 |
| Privately issued residential mortgage-backed securities | $1,950,000 | 742 |
| 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 | $28,214,000 | 1,660 |
| Mortgage-backed securities | $16,826,000 | 1,968 |
| Certificates of participation in pools of residential mortgages | $6,429,000 | 2,659 |
| Issued or guaranteed by U.S. | $6,429,000 | 2,650 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $10,397,000 | 1,045 |
| CMOs issued by government agencies or sponsored agencies | $8,447,000 | 950 |
| Privately issued | $1,950,000 | 696 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $40,014,000 | 2,423 |
| Total debt securities | $40,014,000 | 2,740 |
| Structured notes | ||
| Amortized cost | $8,529,000 | 397 |
| Fair value | $8,479,000 | 397 |
| 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 | $37,367,000 | 2,980 |
| U.S. Government securities | $33,772,000 | 2,491 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $33,772,000 | 2,419 |
| Securities issued by states & political subdivisions | $1,562,000 | 4,551 |
| Other domestic debt securities | $2,033,000 | 1,496 |
| Privately issued residential mortgage-backed securities | $2,033,000 | 715 |
| 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 | $33,365,000 | 1,429 |
| Mortgage-backed securities | $16,539,000 | 1,982 |
| Certificates of participation in pools of residential mortgages | $6,804,000 | 2,586 |
| Issued or guaranteed by U.S. | $6,804,000 | 2,572 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $9,735,000 | 1,061 |
| CMOs issued by government agencies or sponsored agencies | $7,702,000 | 1,015 |
| Privately issued | $2,033,000 | 678 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $37,367,000 | 2,579 |
| Total debt securities | $37,367,000 | 2,935 |
| Structured notes | ||
| Amortized cost | $8,072,000 | 466 |
| Fair value | $8,004,000 | 464 |
| 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 | $34,687,000 | 3,163 |
| U.S. Government securities | $31,011,000 | 2,706 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $31,011,000 | 2,637 |
| Securities issued by states & political subdivisions | $1,560,000 | 4,576 |
| Other domestic debt securities | $2,116,000 | 1,479 |
| Privately issued residential mortgage-backed securities | $2,116,000 | 702 |
| 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 | $28,067,000 | 1,627 |
| Mortgage-backed securities | $15,347,000 | 2,082 |
| Certificates of participation in pools of residential mortgages | $6,195,000 | 2,727 |
| Issued or guaranteed by U.S. | $6,195,000 | 2,712 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $9,152,000 | 1,079 |
| CMOs issued by government agencies or sponsored agencies | $7,036,000 | 1,044 |
| Privately issued | $2,116,000 | 658 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $34,687,000 | 2,737 |
| Total debt securities | $34,687,000 | 3,126 |
| Structured notes | ||
| Amortized cost | $10,016,000 | 394 |
| Fair value | $9,915,000 | 398 |
| 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 | $34,430,000 | 3,167 |
| U.S. Government securities | $30,729,000 | 2,703 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $30,729,000 | 2,619 |
| Securities issued by states & political subdivisions | $1,542,000 | 4,602 |
| Other domestic debt securities | $2,159,000 | 1,473 |
| Privately issued residential mortgage-backed securities | $2,159,000 | 677 |
| 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 | $27,859,000 | 1,611 |
| Mortgage-backed securities | $14,843,000 | 2,123 |
| Certificates of participation in pools of residential mortgages | $6,451,000 | 2,688 |
| Issued or guaranteed by U.S. | $6,451,000 | 2,675 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $8,392,000 | 1,115 |
| CMOs issued by government agencies or sponsored agencies | $6,233,000 | 1,112 |
| Privately issued | $2,159,000 | 634 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $34,430,000 | 2,734 |
| Total debt securities | $34,430,000 | 3,131 |
| Structured notes | ||
| Amortized cost | $10,566,000 | 397 |
| Fair value | $10,313,000 | 392 |
| 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 | $35,147,000 | 3,147 |
| U.S. Government securities | $31,254,000 | 2,699 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $31,254,000 | 2,615 |
| Securities issued by states & political subdivisions | $1,639,000 | 4,560 |
| Other domestic debt securities | $2,254,000 | 1,490 |
| Privately issued residential mortgage-backed securities | $2,254,000 | 664 |
| 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 | $28,849,000 | 1,572 |
| Mortgage-backed securities | $15,286,000 | 2,116 |
| Certificates of participation in pools of residential mortgages | $6,873,000 | 2,664 |
| Issued or guaranteed by U.S. | $6,873,000 | 2,650 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $8,413,000 | 1,127 |
| CMOs issued by government agencies or sponsored agencies | $6,159,000 | 1,134 |
| Privately issued | $2,254,000 | 621 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $35,147,000 | 2,719 |
| Total debt securities | $35,147,000 | 3,099 |
| Structured notes | ||
| Amortized cost | $11,625,000 | 375 |
| Fair value | $11,442,000 | 371 |
| 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 | $33,759,000 | 3,234 |
| U.S. Government securities | $29,757,000 | 2,818 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $29,757,000 | 2,723 |
| Securities issued by states & political subdivisions | $1,641,000 | 4,592 |
| Other domestic debt securities | $2,361,000 | 1,518 |
| Privately issued residential mortgage-backed securities | $2,361,000 | 645 |
| 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 | $29,132,000 | 1,549 |
| Mortgage-backed securities | $14,144,000 | 2,230 |
| Certificates of participation in pools of residential mortgages | $7,289,000 | 2,594 |
| Issued or guaranteed by U.S. | $7,289,000 | 2,585 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $6,855,000 | 1,259 |
| CMOs issued by government agencies or sponsored agencies | $4,494,000 | 1,335 |
| Privately issued | $2,361,000 | 604 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $33,759,000 | 2,789 |
| Total debt securities | $33,759,000 | 3,179 |
| Structured notes | ||
| Amortized cost | $11,365,000 | 380 |
| Fair value | $11,187,000 | 378 |
| 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 | $30,232,000 | 3,528 |
| U.S. Government securities | $25,877,000 | 3,102 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $25,877,000 | 3,002 |
| Securities issued by states & political subdivisions | $1,829,000 | 4,466 |
| Other domestic debt securities | $2,526,000 | 1,490 |
| Privately issued residential mortgage-backed securities | $2,526,000 | 623 |
| 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 | $22,124,000 | 1,920 |
| Mortgage-backed securities | $13,177,000 | 2,342 |
| Certificates of participation in pools of residential mortgages | $6,244,000 | 2,827 |
| Issued or guaranteed by U.S. | $6,244,000 | 2,814 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $6,933,000 | 1,254 |
| CMOs issued by government agencies or sponsored agencies | $4,407,000 | 1,346 |
| Privately issued | $2,526,000 | 581 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $30,232,000 | 3,048 |
| Total debt securities | $30,232,000 | 3,470 |
| Structured notes | ||
| Amortized cost | $9,968,000 | 455 |
| Fair value | $9,889,000 | 445 |
| 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 | $28,068,000 | 3,747 |
| U.S. Government securities | $23,895,000 | 3,355 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $23,895,000 | 3,237 |
| Securities issued by states & political subdivisions | $1,460,000 | 4,713 |
| Other domestic debt securities | $2,713,000 | 1,476 |
| Privately issued residential mortgage-backed securities | $2,713,000 | 597 |
| 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 | $20,821,000 | 2,016 |
| Mortgage-backed securities | $12,674,000 | 2,473 |
| Certificates of participation in pools of residential mortgages | $5,023,000 | 3,202 |
| Issued or guaranteed by U.S. | $5,023,000 | 3,192 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $7,651,000 | 1,225 |
| CMOs issued by government agencies or sponsored agencies | $4,938,000 | 1,322 |
| Privately issued | $2,713,000 | 561 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $28,068,000 | 3,247 |
| Total debt securities | $28,068,000 | 3,696 |
| Structured notes | ||
| Amortized cost | $8,928,000 | 492 |
| Fair value | $8,887,000 | 487 |
| 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 | $29,175,000 | 3,700 |
| U.S. Government securities | $24,728,000 | 3,320 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $24,728,000 | 3,189 |
| Securities issued by states & political subdivisions | $1,610,000 | 4,616 |
| Other domestic debt securities | $2,837,000 | 1,492 |
| Privately issued residential mortgage-backed securities | $2,837,000 | 575 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,229,000 | 1,923 |
| Mortgage-backed securities | $13,358,000 | 2,474 |
| Certificates of participation in pools of residential mortgages | $5,718,000 | 3,115 |
| Issued or guaranteed by U.S. | $5,718,000 | 3,105 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $7,640,000 | 1,253 |
| CMOs issued by government agencies or sponsored agencies | $4,803,000 | 1,376 |
| Privately issued | $2,837,000 | 536 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $29,175,000 | 3,203 |
| Total debt securities | $29,175,000 | 3,641 |
| Structured notes | ||
| Amortized cost | $9,441,000 | 454 |
| Fair value | $9,271,000 | 454 |
| 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 | $26,478,000 | 3,946 |
| U.S. Government securities | $21,818,000 | 3,656 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $21,818,000 | 3,531 |
| Securities issued by states & political subdivisions | $1,629,000 | 4,611 |
| Other domestic debt securities | $3,031,000 | 1,489 |
| Privately issued residential mortgage-backed securities | $3,031,000 | 560 |
| 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 | $22,377,000 | 1,881 |
| Mortgage-backed securities | $11,917,000 | 2,684 |
| Certificates of participation in pools of residential mortgages | $4,534,000 | 3,459 |
| Issued or guaranteed by U.S. | $4,534,000 | 3,449 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $7,383,000 | 1,271 |
| CMOs issued by government agencies or sponsored agencies | $4,352,000 | 1,458 |
| Privately issued | $3,031,000 | 523 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $26,478,000 | 3,422 |
| Total debt securities | $26,478,000 | 3,885 |
| Structured notes | ||
| Amortized cost | $8,465,000 | 496 |
| Fair value | $8,398,000 | 496 |
| 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 | $22,561,000 | 4,395 |
| U.S. Government securities | $17,518,000 | 4,160 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $17,518,000 | 4,024 |
| Securities issued by states & political subdivisions | $1,810,000 | 4,489 |
| Other domestic debt securities | $3,233,000 | 1,439 |
| Privately issued residential mortgage-backed securities | $3,233,000 | 500 |
| 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 | $13,761,000 | 2,692 |
| Mortgage-backed securities | $10,411,000 | 2,881 |
| Certificates of participation in pools of residential mortgages | $4,895,000 | 3,359 |
| Issued or guaranteed by U.S. | $4,895,000 | 3,353 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,516,000 | 1,491 |
| CMOs issued by government agencies or sponsored agencies | $2,283,000 | 1,868 |
| Privately issued | $3,233,000 | 466 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $22,561,000 | 3,801 |
| Total debt securities | $22,561,000 | 4,330 |
| Structured notes | ||
| Amortized cost | $6,769,000 | 647 |
| Fair value | $6,767,000 | 645 |
| 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 | $20,196,000 | 4,768 |
| U.S. Government securities | $14,963,000 | 4,699 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $14,963,000 | 4,535 |
| Securities issued by states & political subdivisions | $1,880,000 | 4,445 |
| Other domestic debt securities | $3,353,000 | 1,471 |
| Privately issued residential mortgage-backed securities | $3,353,000 | 494 |
| 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 | $15,266,000 | 2,485 |
| Mortgage-backed securities | $10,352,000 | 2,938 |
| Certificates of participation in pools of residential mortgages | $4,585,000 | 3,535 |
| Issued or guaranteed by U.S. | $4,585,000 | 3,528 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,767,000 | 1,468 |
| CMOs issued by government agencies or sponsored agencies | $2,414,000 | 1,873 |
| Privately issued | $3,353,000 | 464 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $20,196,000 | 4,152 |
| Total debt securities | $20,196,000 | 4,701 |
| Structured notes | ||
| Amortized cost | $5,271,000 | 778 |
| Fair value | $5,118,000 | 781 |
| 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 | $20,362,000 | 4,739 |
| U.S. Government securities | $14,219,000 | 4,798 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $14,219,000 | 4,661 |
| Securities issued by states & political subdivisions | $2,192,000 | 4,247 |
| Other domestic debt securities | $3,951,000 | 1,435 |
| Privately issued residential mortgage-backed securities | $3,951,000 | 495 |
| 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 | $12,868,000 | 2,783 |
| Mortgage-backed securities | $10,908,000 | 2,895 |
| Certificates of participation in pools of residential mortgages | $3,982,000 | 3,768 |
| Issued or guaranteed by U.S. | $3,982,000 | 3,760 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $6,926,000 | 1,379 |
| CMOs issued by government agencies or sponsored agencies | $2,975,000 | 1,774 |
| Privately issued | $3,951,000 | 465 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $20,362,000 | 4,128 |
| Total debt securities | $20,362,000 | 4,663 |
| Structured notes | ||
| Amortized cost | $5,270,000 | 659 |
| Fair value | $5,300,000 | 659 |
| 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 | $23,935,000 | 4,338 |
| U.S. Government securities | $18,487,000 | 4,129 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $18,487,000 | 3,988 |
| Securities issued by states & political subdivisions | $993,000 | 5,225 |
| Other domestic debt securities | $4,455,000 | 1,356 |
| Privately issued residential mortgage-backed securities | $4,455,000 | 397 |
| 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 | $16,123,000 | 2,331 |
| Mortgage-backed securities | $12,788,000 | 2,647 |
| Certificates of participation in pools of residential mortgages | $4,524,000 | 3,562 |
| Issued or guaranteed by U.S. | $4,524,000 | 3,551 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $8,264,000 | 1,251 |
| CMOs issued by government agencies or sponsored agencies | $3,809,000 | 1,705 |
| Privately issued | $4,455,000 | 351 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $23,935,000 | 3,755 |
| Total debt securities | $23,935,000 | 4,260 |
| Structured notes | ||
| Amortized cost | $5,270,000 | 591 |
| Fair value | $5,220,000 | 596 |
| 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 | $19,391,000 | 4,814 |
| U.S. Government securities | $13,904,000 | 4,748 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $13,904,000 | 4,588 |
| Securities issued by states & political subdivisions | $1,213,000 | 5,032 |
| Other domestic debt securities | $4,274,000 | 1,464 |
| Privately issued residential mortgage-backed securities | $3,274,000 | 451 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 2,415 |
| 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 | $10,416,000 | 3,001 |
| Mortgage-backed securities | $12,071,000 | 2,694 |
| Certificates of participation in pools of residential mortgages | $4,744,000 | 3,496 |
| Issued or guaranteed by U.S. | $4,744,000 | 3,483 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $7,327,000 | 1,336 |
| CMOs issued by government agencies or sponsored agencies | $4,053,000 | 1,648 |
| Privately issued | $3,274,000 | 394 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $19,391,000 | 4,202 |
| Total debt securities | $19,391,000 | 4,731 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,004 |
| Fair value | $1,956,000 | 1,101 |
| 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 | $22,554,000 | 4,339 |
| U.S. Government securities | $17,059,000 | 4,113 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $17,059,000 | 3,960 |
| Securities issued by states & political subdivisions | $1,726,000 | 4,565 |
| Other domestic debt securities | $3,769,000 | 1,656 |
| Privately issued residential mortgage-backed securities | $2,766,000 | 479 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,003,000 | 2,460 |
| 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 | $10,114,000 | 3,017 |
| Mortgage-backed securities | $14,421,000 | 2,511 |
| Certificates of participation in pools of residential mortgages | $5,655,000 | 3,254 |
| Issued or guaranteed by U.S. | $5,655,000 | 3,242 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $8,766,000 | 1,310 |
| CMOs issued by government agencies or sponsored agencies | $6,000,000 | 1,491 |
| Privately issued | $2,766,000 | 425 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $22,554,000 | 3,758 |
| Total debt securities | $22,554,000 | 4,256 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 817 |
| Fair value | $2,002,000 | 902 |
| 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 | $23,658,000 | 4,193 |
| U.S. Government securities | $19,362,000 | 3,790 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $19,362,000 | 3,628 |
| Securities issued by states & political subdivisions | $1,527,000 | 4,651 |
| Other domestic debt securities | $2,769,000 | 1,910 |
| Privately issued residential mortgage-backed securities | $768,000 | 765 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,001,000 | 1,917 |
| 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 | $12,297,000 | 2,680 |
| Mortgage-backed securities | $13,379,000 | 2,637 |
| Certificates of participation in pools of residential mortgages | $6,101,000 | 3,104 |
| Issued or guaranteed by U.S. | $6,101,000 | 3,091 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $7,278,000 | 1,495 |
| CMOs issued by government agencies or sponsored agencies | $6,510,000 | 1,477 |
| Privately issued | $768,000 | 679 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $23,658,000 | 3,600 |
| Total debt securities | $23,658,000 | 4,100 |
| Structured notes | ||
| Amortized cost | $2,775,000 | 501 |
| Fair value | $2,774,000 | 502 |
| 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 | $20,076,000 | 4,635 |
| U.S. Government securities | $17,283,000 | 4,087 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $17,283,000 | 3,917 |
| Securities issued by states & political subdivisions | $1,538,000 | 4,644 |
| Other domestic debt securities | $1,255,000 | 2,633 |
| Privately issued residential mortgage-backed securities | $1,255,000 | 656 |
| 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 | $15,604,000 | 2,220 |
| Mortgage-backed securities | $14,061,000 | 2,504 |
| Certificates of participation in pools of residential mortgages | $4,471,000 | 3,570 |
| Issued or guaranteed by U.S. | $4,471,000 | 3,557 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $9,590,000 | 1,305 |
| CMOs issued by government agencies or sponsored agencies | $8,335,000 | 1,292 |
| Privately issued | $1,255,000 | 583 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $20,076,000 | 4,000 |
| Total debt securities | $20,076,000 | 4,545 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 765 |
| Fair value | $989,000 | 987 |
| 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 | $22,885,000 | 4,118 |
| U.S. Government securities | $19,703,000 | 3,567 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $19,703,000 | 3,398 |
| Securities issued by states & political subdivisions | $2,339,000 | 4,085 |
| Other domestic debt securities | $843,000 | 3,070 |
| 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 | $843,000 | 2,645 |
| 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 | $14,137,000 | 2,314 |
| Mortgage-backed securities | $12,881,000 | 2,470 |
| Certificates of participation in pools of residential mortgages | $3,893,000 | 3,499 |
| Issued or guaranteed by U.S. | $3,893,000 | 3,485 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $8,988,000 | 1,367 |
| CMOs issued by government agencies or sponsored agencies | $8,988,000 | 1,277 |
| 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) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $22,885,000 | 3,480 |
| Total debt securities | $22,885,000 | 4,038 |
| Structured notes | ||
| Amortized cost | $2,451,000 | 169 |
| Fair value | $2,419,000 | 169 |
| 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 | $23,145,000 | 4,165 |
| U.S. Government securities | $17,382,000 | 4,066 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $17,382,000 | 3,794 |
| Securities issued by states & political subdivisions | $3,451,000 | 3,454 |
| Other domestic debt securities | $2,038,000 | 1,899 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,038,000 | 1,615 |
| Foreign debt securities | NA | NA |
| Equity securities | $274,000 | 5,173 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,301,000 | 2,213 |
| Mortgage-backed securities | $3,072,000 | 4,140 |
| Certificates of participation in pools of residential mortgages | $2,665,000 | 3,536 |
| Issued or guaranteed by U.S. | $2,665,000 | 3,521 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $407,000 | 3,464 |
| CMOs issued by government agencies or sponsored agencies | $407,000 | 3,300 |
| 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) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $23,145,000 | 3,387 |
| Total debt securities | $22,871,000 | 4,090 |
| Structured notes | ||
| Amortized cost | $1,050,000 | 304 |
| Fair value | $1,021,000 | 307 |
| 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 | $25,135,000 | 4,117 |
| U.S. Government securities | $19,367,000 | 3,956 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $19,367,000 | 3,566 |
| Securities issued by states & political subdivisions | $3,860,000 | 3,423 |
| Other domestic debt securities | $1,643,000 | 1,994 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,643,000 | 1,669 |
| Foreign debt securities | NA | NA |
| Equity securities | $265,000 | 5,123 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,432,000 | 2,162 |
| Mortgage-backed securities | $3,269,000 | 4,347 |
| Certificates of participation in pools of residential mortgages | $2,776,000 | 3,709 |
| Issued or guaranteed by U.S. | $2,776,000 | 3,691 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $493,000 | 3,543 |
| CMOs issued by government agencies or sponsored agencies | $493,000 | 3,385 |
| 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) | $2,388,000 | 4,034 |
| Available-for-sale securities (fair market value) | $22,747,000 | 3,535 |
| Total debt securities | $24,870,000 | 4,043 |
| Structured notes | ||
| Amortized cost | $1,550,000 | 342 |
| Fair value | $1,428,000 | 365 |
| 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 | $21,688,000 | 4,580 |
| U.S. Government securities | $16,029,000 | 4,574 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $16,029,000 | 3,912 |
| Securities issued by states & political subdivisions | $4,198,000 | 3,288 |
| Other domestic debt securities | $1,211,000 | 2,032 |
| 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 | $1,211,000 | 1,670 |
| Foreign debt securities | NA | NA |
| Equity securities | $250,000 | 5,009 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,213,000 | 2,568 |
| Mortgage-backed securities | $4,463,000 | 4,048 |
| Certificates of participation in pools of residential mortgages | $4,408,000 | 3,175 |
| Issued or guaranteed by U.S. | $4,408,000 | 3,159 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $55,000 | 4,611 |
| CMOs issued by government agencies or sponsored agencies | $55,000 | 4,401 |
| 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) | $2,655,000 | 4,362 |
| Available-for-sale securities (fair market value) | $19,033,000 | 3,936 |
| Total debt securities | $21,438,000 | 4,498 |
| Structured notes | ||
| Amortized cost | $1,551,000 | 443 |
| Fair value | $1,523,000 | 442 |
| 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 | $24,703,000 | 4,243 |
| U.S. Government securities | $20,036,000 | 4,091 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $20,036,000 | 3,222 |
| Securities issued by states & political subdivisions | $4,042,000 | 3,186 |
| Other domestic debt securities | $405,000 | 2,510 |
| 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 | $405,000 | 2,003 |
| Foreign debt securities | NA | NA |
| Equity securities | $220,000 | 5,229 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,896,000 | 2,360 |
| Mortgage-backed securities | $6,910,000 | 3,276 |
| Certificates of participation in pools of residential mortgages | $6,191,000 | 2,591 |
| Issued or guaranteed by U.S. | $6,191,000 | 2,581 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $719,000 | 3,719 |
| CMOs issued by government agencies or sponsored agencies | $719,000 | 3,590 |
| 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) | $3,208,000 | 4,932 |
| Available-for-sale securities (fair market value) | $21,495,000 | 3,416 |
| Total debt securities | $24,483,000 | 4,160 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 1,043 |
| Fair value | $1,256,000 | 1,055 |
| 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 | $21,014,000 | 5,141 |
| U.S. Government securities | $16,910,000 | 5,013 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $16,910,000 | 3,808 |
| Securities issued by states & political subdivisions | $4,029,000 | 3,275 |
| 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 | $75,000 | 6,682 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,707,000 | 2,776 |
| Mortgage-backed securities | $3,319,000 | 5,037 |
| Certificates of participation in pools of residential mortgages | $2,975,000 | 4,104 |
| Issued or guaranteed by U.S. | $2,975,000 | 4,084 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $344,000 | 4,740 |
| CMOs issued by government agencies or sponsored agencies | $344,000 | 4,561 |
| 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) | $3,934,000 | 5,184 |
| Available-for-sale securities (fair market value) | $17,080,000 | 4,308 |
| Total debt securities | $20,939,000 | 5,047 |
| Structured notes | ||
| Amortized cost | $1,302,000 | 1,481 |
| Fair value | $1,188,000 | 1,560 |
| 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 | $16,506,000 | 6,321 |
| U.S. Government securities | $12,922,000 | 6,303 |
| U.S. Treasury securities | $305,000 | 9,749 |
| U.S. Government agency obligations | $12,617,000 | 4,725 |
| Securities issued by states & political subdivisions | $3,509,000 | 3,618 |
| 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 | $75,000 | 6,545 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,733,000 | 2,767 |
| Mortgage-backed securities | $2,135,000 | 6,150 |
| Certificates of participation in pools of residential mortgages | $1,066,000 | 5,988 |
| Issued or guaranteed by U.S. | $1,066,000 | 5,953 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,069,000 | 4,143 |
| CMOs issued by government agencies or sponsored agencies | $1,069,000 | 3,975 |
| 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) | $4,037,000 | 5,452 |
| Available-for-sale securities (fair market value) | $12,469,000 | 5,434 |
| Total debt securities | $16,431,000 | 6,222 |
| Structured notes | ||
| Amortized cost | $1,303,000 | 2,261 |
| Fair value | $1,203,000 | 2,340 |
| 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 | $14,935,000 | 7,141 |
| U.S. Government securities | $12,131,000 | 6,924 |
| U.S. Treasury securities | $767,000 | 10,060 |
| U.S. Government agency obligations | $11,364,000 | 4,892 |
| Securities issued by states & political subdivisions | $2,729,000 | 4,420 |
| 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 | $75,000 | 6,369 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,629,000 | 3,023 |
| Mortgage-backed securities | $1,138,000 | 7,579 |
| Certificates of participation in pools of residential mortgages | $305,000 | 7,970 |
| Issued or guaranteed by U.S. | $305,000 | 7,947 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $833,000 | 4,785 |
| CMOs issued by government agencies or sponsored agencies | $833,000 | 4,590 |
| 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) | $3,733,000 | 8,806 |
| Available-for-sale securities (fair market value) | $11,202,000 | 4,434 |
| Total debt securities | $14,860,000 | 7,054 |
| 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 | $13,831,000 | 7,769 |
| U.S. Government securities | $11,914,000 | 7,274 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $11,914,000 | 4,908 |
| Securities issued by states & political subdivisions | $1,824,000 | 5,545 |
| 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 | $93,000 | 5,783 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,905,000 | 2,553 |
| Mortgage-backed securities | $2,362,000 | 6,923 |
| Certificates of participation in pools of residential mortgages | $1,862,000 | 5,894 |
| Issued or guaranteed by U.S. | $1,862,000 | 5,845 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $500,000 | 5,704 |
| CMOs issued by government agencies or sponsored agencies | $500,000 | 5,452 |
| 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 | $13,738,000 | 7,631 |
| 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 | $16,822,000 | 6,865 |
| U.S. Government securities | $15,741,000 | 6,037 |
| U.S. Treasury securities | $500,000 | 11,335 |
| U.S. Government agency obligations | $15,241,000 | 4,058 |
| Securities issued by states & political subdivisions | $933,000 | 6,711 |
| Other domestic debt securities | $100,000 | 6,649 |
| 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 | $100,000 | 5,148 |
| Foreign debt securities | NA | NA |
| Equity securities | $48,000 | 6,460 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,033,000 | 3,194 |
| Mortgage-backed securities | $2,679,000 | 7,023 |
| Certificates of participation in pools of residential mortgages | $1,662,000 | 6,564 |
| Issued or guaranteed by U.S. | $1,662,000 | 6,503 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,017,000 | 4,992 |
| CMOs issued by government agencies or sponsored agencies | $1,017,000 | 4,608 |
| 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 | $16,774,000 | 6,767 |
| 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 |