Home > Cape Cod Co-operative Bank > Securities
Cape Cod Co-operative Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $115,071,000 | 1,542 |
| U.S. Government securities | $104,780,000 | 1,114 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $104,780,000 | 943 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $9,899,000 | 1,032 |
| 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 | $9,899,000 | 654 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,946 |
| Mortgage-backed securities | $55,269,000 | 1,187 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $55,269,000 | 774 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $111,508,000 | 351 |
| Available-for-sale securities (fair market value) | $3,171,000 | 4,049 |
| Total debt securities | $114,679,000 | 1,531 |
| Structured notes | ||
| Amortized cost | $12,050,000 | 128 |
| Fair value | $10,982,000 | 133 |
| Trading account assets | $6,630,000 | 130 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $6,630,000 | 101 |
| 2023-09-30 | Rank | |
| Total securities | $118,277,000 | 1,507 |
| U.S. Government securities | $107,949,000 | 1,080 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $107,949,000 | 918 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $9,956,000 | 1,019 |
| 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 | $9,956,000 | 651 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,957 |
| Mortgage-backed securities | $56,494,000 | 1,147 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $56,494,000 | 751 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $114,662,000 | 357 |
| Available-for-sale securities (fair market value) | $3,243,000 | 4,063 |
| Total debt securities | $117,905,000 | 1,491 |
| Structured notes | ||
| Amortized cost | $12,050,000 | 132 |
| Fair value | $10,618,000 | 133 |
| Trading account assets | $9,107,000 | 126 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $9,107,000 | 103 |
| 2023-06-30 | Rank | |
| Total securities | $120,504,000 | 1,529 |
| U.S. Government securities | $109,579,000 | 1,099 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $109,579,000 | 927 |
| Securities issued by states & political subdivisions | $528,000 | 3,717 |
| Other domestic debt securities | $10,011,000 | 1,027 |
| 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 | $10,011,000 | 654 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,969 |
| Mortgage-backed securities | $58,179,000 | 1,155 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $58,179,000 | 756 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $116,530,000 | 350 |
| Available-for-sale securities (fair market value) | $3,588,000 | 4,082 |
| Total debt securities | $120,117,000 | 1,520 |
| Structured notes | ||
| Amortized cost | $12,050,000 | 143 |
| Fair value | $10,741,000 | 146 |
| Trading account assets | $7,869,000 | 127 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $7,869,000 | 98 |
| 2023-03-31 | Rank | |
| Total securities | $125,195,000 | 1,553 |
| U.S. Government securities | $111,117,000 | 1,144 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $111,117,000 | 920 |
| Securities issued by states & political subdivisions | $3,551,000 | 3,188 |
| Other domestic debt securities | $10,067,000 | 1,073 |
| 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 | $10,067,000 | 676 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,989 |
| Mortgage-backed securities | $59,772,000 | 1,185 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $59,772,000 | 769 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $120,853,000 | 356 |
| Available-for-sale securities (fair market value) | $3,882,000 | 4,132 |
| Total debt securities | $124,733,000 | 1,541 |
| Structured notes | ||
| Amortized cost | $13,200,000 | 148 |
| Fair value | $11,972,000 | 148 |
| Trading account assets | $7,038,000 | 133 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $7,038,000 | 95 |
| 2022-12-31 | Rank | |
| Total securities | $129,434,000 | 1,536 |
| U.S. Government securities | $112,482,000 | 1,137 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $112,482,000 | 919 |
| Securities issued by states & political subdivisions | $6,376,000 | 2,926 |
| Other domestic debt securities | $10,123,000 | 1,086 |
| 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 | $10,123,000 | 689 |
| 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 | $3,845,000 | 3,321 |
| Mortgage-backed securities | $61,193,000 | 1,174 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $61,193,000 | 762 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $124,857,000 | 363 |
| Available-for-sale securities (fair market value) | $4,124,000 | 4,154 |
| Total debt securities | $128,981,000 | 1,525 |
| Structured notes | ||
| Amortized cost | $17,200,000 | 124 |
| Fair value | $15,473,000 | 125 |
| Trading account assets | $8,318,000 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $8,318,000 | 101 |
| 2022-09-30 | Rank | |
| Total securities | $133,633,000 | 1,509 |
| U.S. Government securities | $113,910,000 | 1,152 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $113,910,000 | 915 |
| Securities issued by states & political subdivisions | $10,093,000 | 2,600 |
| Other domestic debt securities | $9,178,000 | 1,100 |
| 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 | $9,178,000 | 731 |
| 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 | $18,851,000 | 2,140 |
| Mortgage-backed securities | $62,675,000 | 1,182 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $62,675,000 | 763 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $128,876,000 | 350 |
| Available-for-sale securities (fair market value) | $4,305,000 | 4,183 |
| Total debt securities | $133,180,000 | 1,498 |
| Structured notes | ||
| Amortized cost | $17,200,000 | 123 |
| Fair value | $15,338,000 | 128 |
| Trading account assets | $8,821,000 | 136 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $8,821,000 | 100 |
| 2022-06-30 | Rank | |
| Total securities | $137,806,000 | 1,485 |
| U.S. Government securities | $114,980,000 | 1,157 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $114,980,000 | 934 |
| Securities issued by states & political subdivisions | $13,132,000 | 2,400 |
| Other domestic debt securities | $9,222,000 | 1,038 |
| 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 | $9,222,000 | 734 |
| 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 | $19,037,000 | 2,108 |
| Mortgage-backed securities | $64,799,000 | 1,184 |
| Certificates of participation in pools of residential mortgages | $64,799,000 | 786 |
| Issued or guaranteed by U.S. | $64,799,000 | 774 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $132,554,000 | 315 |
| Available-for-sale securities (fair market value) | $4,780,000 | 4,190 |
| Total debt securities | $137,334,000 | 1,476 |
| Structured notes | ||
| Amortized cost | $17,199,000 | 112 |
| Fair value | $15,838,000 | 114 |
| Trading account assets | $5,926,000 | 133 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $5,926,000 | 95 |
| 2022-03-31 | Rank | |
| Total securities | $103,941,000 | 1,796 |
| U.S. Government securities | $83,413,000 | 1,428 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $83,413,000 | 1,209 |
| Securities issued by states & political subdivisions | $12,050,000 | 2,488 |
| Other domestic debt securities | $7,990,000 | 1,083 |
| 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 | $7,990,000 | 791 |
| 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 | $17,223,000 | 2,164 |
| Mortgage-backed securities | $55,423,000 | 1,345 |
| Certificates of participation in pools of residential mortgages | $55,423,000 | 897 |
| Issued or guaranteed by U.S. | $55,423,000 | 885 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $98,021,000 | 333 |
| Available-for-sale securities (fair market value) | $5,432,000 | 4,129 |
| Total debt securities | $103,454,000 | 1,784 |
| Structured notes | ||
| Amortized cost | $13,199,000 | 120 |
| Fair value | $12,320,000 | 124 |
| Trading account assets | $3,763,000 | 160 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $3,763,000 | 103 |
| 2021-12-31 | Rank | |
| Total securities | $93,737,000 | 1,872 |
| U.S. Government securities | $77,476,000 | 1,421 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $77,476,000 | 1,258 |
| Securities issued by states & political subdivisions | $10,259,000 | 2,684 |
| Other domestic debt securities | $5,490,000 | 1,235 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $5,490,000 | 920 |
| 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 | $17,371,000 | 2,158 |
| Mortgage-backed securities | $56,275,000 | 1,305 |
| Certificates of participation in pools of residential mortgages | $56,275,000 | 872 |
| Issued or guaranteed by U.S. | $56,275,000 | 858 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $87,014,000 | 282 |
| Available-for-sale securities (fair market value) | $6,211,000 | 4,097 |
| Total debt securities | $93,226,000 | 1,860 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $45,000 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $45,000 | 133 |
| 2021-09-30 | Rank | |
| Total securities | $87,358,000 | 1,877 |
| U.S. Government securities | $74,780,000 | 1,393 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $74,780,000 | 1,254 |
| Securities issued by states & political subdivisions | $6,667,000 | 3,018 |
| Other domestic debt securities | $5,394,000 | 1,198 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $5,394,000 | 881 |
| 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 | $15,539,000 | 2,234 |
| Mortgage-backed securities | $59,579,000 | 1,248 |
| Certificates of participation in pools of residential mortgages | $59,579,000 | 831 |
| Issued or guaranteed by U.S. | $59,579,000 | 817 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $79,943,000 | 263 |
| Available-for-sale securities (fair market value) | $6,898,000 | 4,088 |
| Total debt securities | $86,842,000 | 1,872 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $513,000 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $513,000 | 127 |
| 2021-06-30 | Rank | |
| Total securities | $63,248,000 | 2,242 |
| U.S. Government securities | $53,798,000 | 1,646 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $53,798,000 | 1,507 |
| Securities issued by states & political subdivisions | $3,838,000 | 3,366 |
| Other domestic debt securities | $5,093,000 | 1,187 |
| 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 | $5,093,000 | 857 |
| 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 | $11,932,000 | 2,467 |
| Mortgage-backed securities | $46,647,000 | 1,370 |
| Certificates of participation in pools of residential mortgages | $46,647,000 | 942 |
| Issued or guaranteed by U.S. | $46,647,000 | 921 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $55,156,000 | 313 |
| Available-for-sale securities (fair market value) | $7,573,000 | 4,057 |
| Total debt securities | $62,729,000 | 2,237 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $1,073,000 | 194 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,073,000 | 121 |
| 2021-03-31 | Rank | |
| Total securities | $41,039,000 | 2,721 |
| U.S. Government securities | $35,045,000 | 2,018 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $35,045,000 | 1,894 |
| Securities issued by states & political subdivisions | $1,188,000 | 3,829 |
| Other domestic debt securities | $4,288,000 | 1,214 |
| 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 | $4,288,000 | 857 |
| 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 | $9,320,000 | 2,687 |
| Mortgage-backed securities | $30,542,000 | 1,714 |
| Certificates of participation in pools of residential mortgages | $30,542,000 | 1,195 |
| Issued or guaranteed by U.S. | $30,542,000 | 1,163 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $31,620,000 | 403 |
| Available-for-sale securities (fair market value) | $8,901,000 | 3,929 |
| Total debt securities | $40,521,000 | 2,720 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $549,000 | 205 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $549,000 | 129 |
| 2020-12-31 | Rank | |
| Total securities | $35,649,000 | 2,784 |
| U.S. Government securities | $34,724,000 | 1,895 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $34,724,000 | 1,791 |
| Securities issued by states & political subdivisions | $398,000 | 4,066 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,333,000 | 2,573 |
| Mortgage-backed securities | $31,222,000 | 1,631 |
| Certificates of participation in pools of residential mortgages | $31,222,000 | 1,076 |
| Issued or guaranteed by U.S. | $31,222,000 | 1,054 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $25,195,000 | 423 |
| Available-for-sale securities (fair market value) | $9,927,000 | 3,810 |
| Total debt securities | $35,122,000 | 2,786 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $3,290,000 | 152 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $3,290,000 | 110 |
| 2020-09-30 | Rank | |
| Total securities | $38,064,000 | 2,608 |
| U.S. Government securities | $37,135,000 | 1,759 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $37,135,000 | 1,675 |
| Securities issued by states & political subdivisions | $401,000 | 4,054 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,338,000 | 2,561 |
| Mortgage-backed securities | $32,634,000 | 1,558 |
| Certificates of participation in pools of residential mortgages | $32,634,000 | 1,015 |
| Issued or guaranteed by U.S. | $32,634,000 | 988 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $26,536,000 | 401 |
| Available-for-sale securities (fair market value) | $11,000,000 | 3,698 |
| Total debt securities | $37,537,000 | 2,608 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $4,153,000 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $4,153,000 | 107 |
| 2020-06-30 | Rank | |
| Total securities | $43,364,000 | 2,383 |
| U.S. Government securities | $42,431,000 | 1,606 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $42,431,000 | 1,524 |
| Securities issued by states & political subdivisions | $404,000 | 4,065 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,082,000 | 2,500 |
| Mortgage-backed securities | $35,931,000 | 1,434 |
| Certificates of participation in pools of residential mortgages | $35,931,000 | 899 |
| Issued or guaranteed by U.S. | $35,931,000 | 881 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $29,781,000 | 377 |
| Available-for-sale securities (fair market value) | $13,054,000 | 3,544 |
| Total debt securities | $42,834,000 | 2,369 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $3,831,000 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $3,831,000 | 109 |
| 2020-03-31 | Rank | |
| Total securities | $49,424,000 | 2,121 |
| U.S. Government securities | $48,501,000 | 1,467 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $48,501,000 | 1,377 |
| Securities issued by states & political subdivisions | $399,000 | 4,076 |
| 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 | $4,499,000 | 3,245 |
| Mortgage-backed securities | $37,497,000 | 1,389 |
| Certificates of participation in pools of residential mortgages | $37,497,000 | 875 |
| Issued or guaranteed by U.S. | $37,497,000 | 853 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $30,504,000 | 377 |
| Available-for-sale securities (fair market value) | $18,396,000 | 3,178 |
| Total debt securities | $48,900,000 | 2,118 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $2,470,000 | 164 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,470,000 | 110 |
| 2019-12-31 | Rank | |
| Total securities | $52,321,000 | 2,029 |
| U.S. Government securities | $51,142,000 | 1,429 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $51,142,000 | 1,349 |
| Securities issued by states & political subdivisions | $663,000 | 3,983 |
| 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 | $5,987,000 | 3,079 |
| Mortgage-backed securities | $36,670,000 | 1,367 |
| Certificates of participation in pools of residential mortgages | $36,670,000 | 860 |
| Issued or guaranteed by U.S. | $36,670,000 | 843 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $29,336,000 | 418 |
| Available-for-sale securities (fair market value) | $22,469,000 | 3,009 |
| Total debt securities | $51,804,000 | 2,025 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $791,000 | 178 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $791,000 | 113 |
| 2019-09-30 | Rank | |
| Total securities | $53,521,000 | 1,998 |
| U.S. Government securities | $52,338,000 | 1,401 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $52,338,000 | 1,311 |
| Securities issued by states & political subdivisions | $665,000 | 4,027 |
| 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 | $5,970,000 | 3,130 |
| Mortgage-backed securities | $37,896,000 | 1,321 |
| Certificates of participation in pools of residential mortgages | $37,896,000 | 814 |
| Issued or guaranteed by U.S. | $37,896,000 | 791 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $29,816,000 | 440 |
| Available-for-sale securities (fair market value) | $23,187,000 | 2,986 |
| Total debt securities | $53,004,000 | 1,990 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $1,088,000 | 172 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,088,000 | 111 |
| 2019-06-30 | Rank | |
| Total securities | $55,469,000 | 1,963 |
| U.S. Government securities | $53,987,000 | 1,385 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $53,987,000 | 1,306 |
| Securities issued by states & political subdivisions | $968,000 | 3,988 |
| 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 | $4,964,000 | 3,342 |
| Mortgage-backed securities | $39,066,000 | 1,283 |
| Certificates of participation in pools of residential mortgages | $39,066,000 | 783 |
| Issued or guaranteed by U.S. | $39,066,000 | 777 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $30,183,000 | 453 |
| Available-for-sale securities (fair market value) | $24,772,000 | 2,951 |
| Total debt securities | $54,954,000 | 1,962 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $718,000 | 184 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $718,000 | 119 |
| 2019-03-31 | Rank | |
| Total securities | $56,230,000 | 1,970 |
| U.S. Government securities | $54,752,000 | 1,372 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $54,752,000 | 1,306 |
| Securities issued by states & political subdivisions | $971,000 | 4,053 |
| 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 | $507,000 | 203 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,903,000 | 3,408 |
| Mortgage-backed securities | $39,934,000 | 1,243 |
| Certificates of participation in pools of residential mortgages | $39,934,000 | 783 |
| Issued or guaranteed by U.S. | $39,934,000 | 776 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $30,634,000 | 459 |
| Available-for-sale securities (fair market value) | $25,596,000 | 2,951 |
| Total debt securities | $55,722,000 | 1,972 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $385,000 | 193 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $385,000 | 127 |
| 2018-12-31 | Rank | |
| Total securities | $57,609,000 | 1,965 |
| U.S. Government securities | $54,224,000 | 1,390 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $54,224,000 | 1,327 |
| Securities issued by states & political subdivisions | $1,323,000 | 3,974 |
| 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 | $2,062,000 | 168 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,879,000 | 3,445 |
| Mortgage-backed securities | $39,451,000 | 1,243 |
| Certificates of participation in pools of residential mortgages | $39,451,000 | 798 |
| Issued or guaranteed by U.S. | $39,451,000 | 794 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $29,699,000 | 490 |
| Available-for-sale securities (fair market value) | $27,910,000 | 2,856 |
| Total debt securities | $55,547,000 | 2,009 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $281,000 | 198 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $281,000 | 127 |
| 2018-09-30 | Rank | |
| Total securities | $52,473,000 | 2,117 |
| U.S. Government securities | $48,937,000 | 1,507 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $48,937,000 | 1,434 |
| Securities issued by states & political subdivisions | $1,327,000 | 4,015 |
| 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 | $2,209,000 | 172 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,821,000 | 3,486 |
| Mortgage-backed securities | $35,726,000 | 1,344 |
| Certificates of participation in pools of residential mortgages | $35,726,000 | 871 |
| Issued or guaranteed by U.S. | $35,726,000 | 867 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $24,121,000 | 562 |
| Available-for-sale securities (fair market value) | $28,352,000 | 2,849 |
| Total debt securities | $50,263,000 | 2,184 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $33,000 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $33,000 | 137 |
| 2018-06-30 | Rank | |
| Total securities | $48,465,000 | 2,284 |
| U.S. Government securities | $44,554,000 | 1,631 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $44,554,000 | 1,541 |
| Securities issued by states & political subdivisions | $1,803,000 | 3,923 |
| 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 | $2,108,000 | 186 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,313,000 | 3,279 |
| Mortgage-backed securities | $33,338,000 | 1,424 |
| Certificates of participation in pools of residential mortgages | $33,338,000 | 942 |
| Issued or guaranteed by U.S. | $33,338,000 | 920 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $18,793,000 | 659 |
| Available-for-sale securities (fair market value) | $29,672,000 | 2,830 |
| Total debt securities | $46,358,000 | 2,345 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $55,000 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $55,000 | 138 |
| 2018-03-31 | Rank | |
| Total securities | $45,015,000 | 2,446 |
| U.S. Government securities | $40,315,000 | 1,809 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $40,315,000 | 1,713 |
| Securities issued by states & political subdivisions | $1,812,000 | 3,964 |
| 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 | $2,888,000 | 171 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,323,000 | 3,320 |
| Mortgage-backed securities | $31,077,000 | 1,474 |
| Certificates of participation in pools of residential mortgages | $31,077,000 | 1,019 |
| Issued or guaranteed by U.S. | $31,077,000 | 1,018 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $13,538,000 | 773 |
| Available-for-sale securities (fair market value) | $31,477,000 | 2,783 |
| Total debt securities | $42,127,000 | 2,537 |
| 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 | $49,111,000 | 2,322 |
| U.S. Government securities | $42,271,000 | 1,745 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $42,271,000 | 1,668 |
| Securities issued by states & political subdivisions | $1,826,000 | 4,023 |
| 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 | $5,014,000 | 213 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,385,000 | 3,358 |
| Mortgage-backed securities | $32,943,000 | 1,425 |
| Certificates of participation in pools of residential mortgages | $32,943,000 | 997 |
| Issued or guaranteed by U.S. | $32,943,000 | 997 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $14,150,000 | 775 |
| Available-for-sale securities (fair market value) | $34,961,000 | 2,645 |
| Total debt securities | $44,097,000 | 2,486 |
| 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 | $54,412,000 | 2,185 |
| U.S. Government securities | $45,612,000 | 1,661 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $45,612,000 | 1,591 |
| Securities issued by states & political subdivisions | $1,851,000 | 4,078 |
| Other domestic debt securities | $568,000 | 1,675 |
| Privately issued residential mortgage-backed securities | $109,000 | 465 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $459,000 | 1,482 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $6,381,000 | 191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,472,000 | 3,729 |
| Mortgage-backed securities | $35,624,000 | 1,366 |
| Certificates of participation in pools of residential mortgages | $35,515,000 | 959 |
| Issued or guaranteed by U.S. | $35,515,000 | 959 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $109,000 | 2,901 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $109,000 | 435 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $14,783,000 | 797 |
| Available-for-sale securities (fair market value) | $39,629,000 | 2,474 |
| Total debt securities | $48,031,000 | 2,372 |
| 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 | $53,429,000 | 2,246 |
| U.S. Government securities | $44,381,000 | 1,735 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $44,381,000 | 1,656 |
| Securities issued by states & political subdivisions | $2,214,000 | 4,014 |
| Other domestic debt securities | $576,000 | 1,697 |
| Privately issued residential mortgage-backed securities | $116,000 | 479 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $460,000 | 1,510 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $6,258,000 | 188 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,478,000 | 3,757 |
| Mortgage-backed securities | $33,329,000 | 1,442 |
| Certificates of participation in pools of residential mortgages | $33,213,000 | 1,029 |
| Issued or guaranteed by U.S. | $33,213,000 | 1,029 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $116,000 | 2,930 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $116,000 | 447 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $15,585,000 | 791 |
| Available-for-sale securities (fair market value) | $37,844,000 | 2,587 |
| Total debt securities | $47,170,000 | 2,444 |
| 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 | $54,742,000 | 2,234 |
| U.S. Government securities | $45,824,000 | 1,729 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $45,824,000 | 1,645 |
| Securities issued by states & political subdivisions | $2,214,000 | 4,066 |
| Other domestic debt securities | $563,000 | 1,760 |
| Privately issued residential mortgage-backed securities | $121,000 | 506 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $442,000 | 1,561 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $6,141,000 | 193 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,454,000 | 3,799 |
| Mortgage-backed securities | $34,792,000 | 1,426 |
| Certificates of participation in pools of residential mortgages | $34,671,000 | 1,018 |
| Issued or guaranteed by U.S. | $34,671,000 | 1,017 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $121,000 | 2,968 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $121,000 | 476 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $16,244,000 | 790 |
| Available-for-sale securities (fair market value) | $38,498,000 | 2,589 |
| Total debt securities | $48,601,000 | 2,418 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $53,558,000 | 2,260 |
| U.S. Government securities | $44,188,000 | 1,750 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $44,188,000 | 1,666 |
| Securities issued by states & political subdivisions | $2,796,000 | 3,947 |
| Other domestic debt securities | $582,000 | 1,770 |
| Privately issued residential mortgage-backed securities | $161,000 | 500 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $421,000 | 1,571 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $5,992,000 | 197 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,437,000 | 3,821 |
| Mortgage-backed securities | $34,165,000 | 1,424 |
| Certificates of participation in pools of residential mortgages | $34,004,000 | 1,022 |
| Issued or guaranteed by U.S. | $34,004,000 | 1,021 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $161,000 | 2,948 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $161,000 | 470 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $14,819,000 | 820 |
| Available-for-sale securities (fair market value) | $38,739,000 | 2,561 |
| Total debt securities | $47,566,000 | 2,429 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $53,525,000 | 2,247 |
| U.S. Government securities | $42,597,000 | 1,801 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $42,597,000 | 1,716 |
| Securities issued by states & political subdivisions | $4,554,000 | 3,616 |
| Other domestic debt securities | $579,000 | 1,771 |
| Privately issued residential mortgage-backed securities | $176,000 | 496 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $403,000 | 1,582 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $5,795,000 | 198 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,515,000 | 3,855 |
| Mortgage-backed securities | $30,869,000 | 1,565 |
| Certificates of participation in pools of residential mortgages | $30,693,000 | 1,121 |
| Issued or guaranteed by U.S. | $30,693,000 | 1,120 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $176,000 | 2,965 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $176,000 | 468 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $9,635,000 | 993 |
| Available-for-sale securities (fair market value) | $43,890,000 | 2,375 |
| Total debt securities | $47,730,000 | 2,435 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $51,953,000 | 2,340 |
| U.S. Government securities | $39,735,000 | 1,919 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $39,735,000 | 1,837 |
| Securities issued by states & political subdivisions | $5,959,000 | 3,372 |
| Other domestic debt securities | $561,000 | 1,809 |
| Privately issued residential mortgage-backed securities | $182,000 | 515 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $379,000 | 1,607 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $5,698,000 | 204 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,017,000 | 4,024 |
| Mortgage-backed securities | $29,940,000 | 1,600 |
| Certificates of participation in pools of residential mortgages | $29,034,000 | 1,198 |
| Issued or guaranteed by U.S. | $29,034,000 | 1,194 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $906,000 | 2,581 |
| CMOs issued by government agencies or sponsored agencies | $724,000 | 2,592 |
| Privately issued | $182,000 | 484 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $6,758,000 | 1,163 |
| Available-for-sale securities (fair market value) | $45,195,000 | 2,356 |
| Total debt securities | $46,255,000 | 2,532 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $48,749,000 | 2,498 |
| U.S. Government securities | $36,219,000 | 2,131 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $36,219,000 | 2,050 |
| Securities issued by states & political subdivisions | $6,464,000 | 3,292 |
| Other domestic debt securities | $544,000 | 1,841 |
| Privately issued residential mortgage-backed securities | $195,000 | 514 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $349,000 | 1,626 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $5,522,000 | 203 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,013,000 | 4,064 |
| Mortgage-backed securities | $29,398,000 | 1,636 |
| Certificates of participation in pools of residential mortgages | $28,190,000 | 1,204 |
| Issued or guaranteed by U.S. | $28,190,000 | 1,203 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,208,000 | 2,471 |
| CMOs issued by government agencies or sponsored agencies | $1,013,000 | 2,475 |
| Privately issued | $195,000 | 485 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $4,930,000 | 1,327 |
| Available-for-sale securities (fair market value) | $43,819,000 | 2,419 |
| Total debt securities | $43,228,000 | 2,664 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $52,110,000 | 2,388 |
| U.S. Government securities | $37,847,000 | 2,098 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $37,847,000 | 2,011 |
| Securities issued by states & political subdivisions | $8,244,000 | 3,049 |
| Other domestic debt securities | $595,000 | 1,805 |
| Privately issued residential mortgage-backed securities | $210,000 | 511 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $385,000 | 1,608 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $5,424,000 | 212 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,990,000 | 3,914 |
| Mortgage-backed securities | $30,464,000 | 1,590 |
| Certificates of participation in pools of residential mortgages | $29,232,000 | 1,184 |
| Issued or guaranteed by U.S. | $29,232,000 | 1,182 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,232,000 | 2,493 |
| CMOs issued by government agencies or sponsored agencies | $1,022,000 | 2,509 |
| Privately issued | $210,000 | 484 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $5,082,000 | 1,321 |
| Available-for-sale securities (fair market value) | $47,028,000 | 2,347 |
| Total debt securities | $46,687,000 | 2,566 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $52,332,000 | 2,413 |
| U.S. Government securities | $36,853,000 | 2,157 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $36,853,000 | 2,078 |
| Securities issued by states & political subdivisions | $9,618,000 | 2,877 |
| Other domestic debt securities | $610,000 | 1,817 |
| Privately issued residential mortgage-backed securities | $224,000 | 518 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $386,000 | 1,618 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $5,251,000 | 226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,516,000 | 4,047 |
| Mortgage-backed securities | $29,414,000 | 1,651 |
| Certificates of participation in pools of residential mortgages | $28,152,000 | 1,220 |
| Issued or guaranteed by U.S. | $28,152,000 | 1,219 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,262,000 | 2,502 |
| CMOs issued by government agencies or sponsored agencies | $1,038,000 | 2,528 |
| Privately issued | $224,000 | 490 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $2,912,000 | 1,577 |
| Available-for-sale securities (fair market value) | $49,420,000 | 2,281 |
| Total debt securities | $47,081,000 | 2,574 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $54,630,000 | 2,373 |
| U.S. Government securities | $38,794,000 | 2,157 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $38,794,000 | 2,078 |
| Securities issued by states & political subdivisions | $9,664,000 | 2,884 |
| Other domestic debt securities | $653,000 | 1,809 |
| Privately issued residential mortgage-backed securities | $241,000 | 525 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $412,000 | 1,620 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $5,519,000 | 210 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,509,000 | 4,101 |
| Mortgage-backed securities | $29,775,000 | 1,679 |
| Certificates of participation in pools of residential mortgages | $28,470,000 | 1,257 |
| Issued or guaranteed by U.S. | $28,470,000 | 1,257 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,305,000 | 2,559 |
| CMOs issued by government agencies or sponsored agencies | $1,064,000 | 2,573 |
| Privately issued | $241,000 | 497 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $2,018,000 | 1,719 |
| Available-for-sale securities (fair market value) | $52,612,000 | 2,219 |
| Total debt securities | $49,113,000 | 2,551 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $54,170,000 | 2,425 |
| U.S. Government securities | $37,085,000 | 2,260 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $37,085,000 | 2,174 |
| Securities issued by states & political subdivisions | $10,882,000 | 2,704 |
| Other domestic debt securities | $677,000 | 1,852 |
| Privately issued residential mortgage-backed securities | $258,000 | 559 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $419,000 | 1,647 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $5,526,000 | 219 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,084,000 | 4,516 |
| Mortgage-backed securities | $28,194,000 | 1,775 |
| Certificates of participation in pools of residential mortgages | $26,853,000 | 1,313 |
| Issued or guaranteed by U.S. | $26,853,000 | 1,313 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,341,000 | 2,583 |
| CMOs issued by government agencies or sponsored agencies | $1,083,000 | 2,598 |
| Privately issued | $258,000 | 527 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $54,170,000 | 2,214 |
| Total debt securities | $48,644,000 | 2,585 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $54,403,000 | 2,433 |
| U.S. Government securities | $37,352,000 | 2,281 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $37,352,000 | 2,197 |
| Securities issued by states & political subdivisions | $10,919,000 | 2,719 |
| Other domestic debt securities | $678,000 | 1,869 |
| Privately issued residential mortgage-backed securities | $268,000 | 556 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $410,000 | 1,676 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $5,454,000 | 221 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,129,000 | 4,565 |
| Mortgage-backed securities | $29,404,000 | 1,762 |
| Certificates of participation in pools of residential mortgages | $27,998,000 | 1,306 |
| Issued or guaranteed by U.S. | $27,998,000 | 1,304 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,406,000 | 2,611 |
| CMOs issued by government agencies or sponsored agencies | $1,138,000 | 2,615 |
| Privately issued | $268,000 | 525 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $54,403,000 | 2,205 |
| Total debt securities | $48,948,000 | 2,611 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $53,977,000 | 2,504 |
| U.S. Government securities | $36,668,000 | 2,374 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $36,668,000 | 2,290 |
| Securities issued by states & political subdivisions | $10,990,000 | 2,738 |
| Other domestic debt securities | $718,000 | 1,906 |
| Privately issued residential mortgage-backed securities | $286,000 | 588 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $432,000 | 1,706 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $5,601,000 | 223 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,188,000 | 4,609 |
| Mortgage-backed securities | $29,138,000 | 1,837 |
| Certificates of participation in pools of residential mortgages | $27,692,000 | 1,351 |
| Issued or guaranteed by U.S. | $27,692,000 | 1,351 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,446,000 | 2,640 |
| CMOs issued by government agencies or sponsored agencies | $1,160,000 | 2,648 |
| Privately issued | $286,000 | 560 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $53,977,000 | 2,270 |
| Total debt securities | $48,377,000 | 2,679 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $56,015,000 | 2,446 |
| U.S. Government securities | $37,952,000 | 2,328 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $37,952,000 | 2,262 |
| Securities issued by states & political subdivisions | $11,724,000 | 2,650 |
| Other domestic debt securities | $716,000 | 1,960 |
| Privately issued residential mortgage-backed securities | $295,000 | 602 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $421,000 | 1,758 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $5,623,000 | 227 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,268,000 | 4,628 |
| Mortgage-backed securities | $30,316,000 | 1,823 |
| Certificates of participation in pools of residential mortgages | $28,842,000 | 1,340 |
| Issued or guaranteed by U.S. | $28,842,000 | 1,340 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,474,000 | 2,667 |
| CMOs issued by government agencies or sponsored agencies | $1,179,000 | 2,682 |
| Privately issued | $295,000 | 576 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $56,015,000 | 2,222 |
| Total debt securities | $50,392,000 | 2,625 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| 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 | $45,783,000 | 2,861 |
| U.S. Government securities | $27,967,000 | 2,876 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $27,967,000 | 2,797 |
| Securities issued by states & political subdivisions | $11,647,000 | 2,675 |
| Other domestic debt securities | $699,000 | 2,027 |
| Privately issued residential mortgage-backed securities | $317,000 | 615 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $382,000 | 1,824 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $5,470,000 | 239 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,351,000 | 4,629 |
| Mortgage-backed securities | $22,820,000 | 2,166 |
| Certificates of participation in pools of residential mortgages | $21,310,000 | 1,704 |
| Issued or guaranteed by U.S. | $21,310,000 | 1,704 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,510,000 | 2,666 |
| CMOs issued by government agencies or sponsored agencies | $1,193,000 | 2,685 |
| Privately issued | $317,000 | 589 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $45,783,000 | 2,608 |
| Total debt securities | $40,313,000 | 3,081 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $45,738,000 | 2,859 |
| U.S. Government securities | $27,671,000 | 2,886 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $27,671,000 | 2,812 |
| Securities issued by states & political subdivisions | $12,105,000 | 2,603 |
| Other domestic debt securities | $687,000 | 2,081 |
| Privately issued residential mortgage-backed securities | $317,000 | 647 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $370,000 | 1,865 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $5,275,000 | 249 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,431,000 | 4,625 |
| Mortgage-backed securities | $22,936,000 | 2,173 |
| Certificates of participation in pools of residential mortgages | $21,404,000 | 1,681 |
| Issued or guaranteed by U.S. | $21,404,000 | 1,680 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,532,000 | 2,645 |
| CMOs issued by government agencies or sponsored agencies | $1,215,000 | 2,660 |
| Privately issued | $317,000 | 617 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $45,738,000 | 2,605 |
| Total debt securities | $40,461,000 | 3,069 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $43,660,000 | 2,980 |
| U.S. Government securities | $25,848,000 | 3,039 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $25,848,000 | 2,963 |
| Securities issued by states & political subdivisions | $12,128,000 | 2,596 |
| Other domestic debt securities | $722,000 | 2,113 |
| Privately issued residential mortgage-backed securities | $347,000 | 666 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $375,000 | 1,899 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $4,962,000 | 272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,637,000 | 4,619 |
| Mortgage-backed securities | $21,129,000 | 2,283 |
| Certificates of participation in pools of residential mortgages | $19,577,000 | 1,816 |
| Issued or guaranteed by U.S. | $19,577,000 | 1,813 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,552,000 | 2,656 |
| CMOs issued by government agencies or sponsored agencies | $1,205,000 | 2,699 |
| Privately issued | $347,000 | 637 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $43,660,000 | 2,719 |
| Total debt securities | $38,697,000 | 3,186 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| 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 | $43,076,000 | 2,972 |
| U.S. Government securities | $24,615,000 | 3,127 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $24,615,000 | 3,047 |
| Securities issued by states & political subdivisions | $12,839,000 | 2,497 |
| Other domestic debt securities | $738,000 | 2,173 |
| Privately issued residential mortgage-backed securities | $366,000 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $372,000 | 1,946 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $4,884,000 | 275 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,822,000 | 4,578 |
| Mortgage-backed securities | $20,794,000 | 2,323 |
| Certificates of participation in pools of residential mortgages | $19,158,000 | 1,841 |
| Issued or guaranteed by U.S. | $19,158,000 | 1,839 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,636,000 | 2,676 |
| CMOs issued by government agencies or sponsored agencies | $1,270,000 | 2,705 |
| Privately issued | $366,000 | 650 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $43,076,000 | 2,729 |
| Total debt securities | $38,192,000 | 3,192 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $43,479,000 | 2,974 |
| U.S. Government securities | $24,488,000 | 3,151 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $24,488,000 | 3,077 |
| Securities issued by states & political subdivisions | $13,359,000 | 2,433 |
| Other domestic debt securities | $788,000 | 2,125 |
| Privately issued residential mortgage-backed securities | $391,000 | 704 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $397,000 | 1,917 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $4,844,000 | 285 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,060,000 | 4,295 |
| Mortgage-backed securities | $20,488,000 | 2,369 |
| Certificates of participation in pools of residential mortgages | $18,739,000 | 1,895 |
| Issued or guaranteed by U.S. | $18,739,000 | 1,894 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,749,000 | 2,699 |
| CMOs issued by government agencies or sponsored agencies | $1,358,000 | 2,722 |
| Privately issued | $391,000 | 677 |
| 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) | $43,479,000 | 2,762 |
| Total debt securities | $38,636,000 | 3,190 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $41,353,000 | 3,047 |
| U.S. Government securities | $22,551,000 | 3,266 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $22,551,000 | 3,192 |
| Securities issued by states & political subdivisions | $13,487,000 | 2,380 |
| Other domestic debt securities | $805,000 | 2,124 |
| Privately issued residential mortgage-backed securities | $421,000 | 724 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $384,000 | 1,886 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $4,510,000 | 277 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,287,000 | 4,221 |
| Mortgage-backed securities | $18,956,000 | 2,469 |
| Certificates of participation in pools of residential mortgages | $17,209,000 | 1,960 |
| Issued or guaranteed by U.S. | $17,209,000 | 1,955 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,747,000 | 2,745 |
| CMOs issued by government agencies or sponsored agencies | $1,326,000 | 2,791 |
| Privately issued | $421,000 | 696 |
| 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) | $41,353,000 | 2,813 |
| Total debt securities | $36,842,000 | 3,226 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $43,513,000 | 2,965 |
| U.S. Government securities | $24,622,000 | 3,171 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $24,622,000 | 3,106 |
| Securities issued by states & political subdivisions | $13,596,000 | 2,336 |
| Other domestic debt securities | $795,000 | 2,191 |
| Privately issued residential mortgage-backed securities | $446,000 | 769 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $349,000 | 1,961 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $4,500,000 | 277 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,593,000 | 4,199 |
| Mortgage-backed securities | $20,702,000 | 2,471 |
| Certificates of participation in pools of residential mortgages | $18,672,000 | 1,950 |
| Issued or guaranteed by U.S. | $18,672,000 | 1,949 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,511,000 | 2,929 |
| CMOs issued by government agencies or sponsored agencies | $1,065,000 | 2,944 |
| Privately issued | $446,000 | 739 |
| Commercial mortgage-backed securities | $519,000 | 544 |
| Commercial mortgage pass-through securities | $519,000 | 389 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $43,513,000 | 2,741 |
| Total debt securities | $39,014,000 | 3,154 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $46,097,000 | 2,866 |
| U.S. Government securities | $27,400,000 | 3,016 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $27,400,000 | 2,959 |
| Securities issued by states & political subdivisions | $13,581,000 | 2,303 |
| Other domestic debt securities | $810,000 | 2,181 |
| Privately issued residential mortgage-backed securities | $475,000 | 813 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $335,000 | 1,958 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $4,306,000 | 280 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,986,000 | 4,156 |
| Mortgage-backed securities | $23,248,000 | 2,325 |
| Certificates of participation in pools of residential mortgages | $20,261,000 | 1,874 |
| Issued or guaranteed by U.S. | $20,261,000 | 1,872 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,579,000 | 2,913 |
| CMOs issued by government agencies or sponsored agencies | $1,104,000 | 2,935 |
| Privately issued | $475,000 | 782 |
| Commercial mortgage-backed securities | $1,408,000 | 393 |
| Commercial mortgage pass-through securities | $1,408,000 | 256 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $46,097,000 | 2,635 |
| Total debt securities | $41,792,000 | 3,028 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $49,618,000 | 2,688 |
| U.S. Government securities | $30,777,000 | 2,846 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $30,777,000 | 2,785 |
| Securities issued by states & political subdivisions | $13,517,000 | 2,240 |
| Other domestic debt securities | $934,000 | 2,102 |
| Privately issued residential mortgage-backed securities | $552,000 | 819 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $382,000 | 1,937 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $4,390,000 | 263 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,072,000 | 4,383 |
| Mortgage-backed securities | $24,633,000 | 2,263 |
| Certificates of participation in pools of residential mortgages | $21,439,000 | 1,784 |
| Issued or guaranteed by U.S. | $21,439,000 | 1,780 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,769,000 | 2,882 |
| CMOs issued by government agencies or sponsored agencies | $1,217,000 | 2,914 |
| Privately issued | $552,000 | 790 |
| Commercial mortgage-backed securities | $1,425,000 | 357 |
| Commercial mortgage pass-through securities | $1,425,000 | 226 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $49,618,000 | 2,462 |
| Total debt securities | $45,229,000 | 2,887 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $50,303,000 | 2,575 |
| U.S. Government securities | $32,226,000 | 2,653 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $32,226,000 | 2,595 |
| Securities issued by states & political subdivisions | $13,254,000 | 2,220 |
| Other domestic debt securities | $905,000 | 2,082 |
| Privately issued residential mortgage-backed securities | $574,000 | 890 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $331,000 | 1,879 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $3,918,000 | 277 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,068,000 | 4,173 |
| Mortgage-backed securities | $24,922,000 | 2,159 |
| Certificates of participation in pools of residential mortgages | $21,630,000 | 1,686 |
| Issued or guaranteed by U.S. | $21,630,000 | 1,685 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,823,000 | 2,839 |
| CMOs issued by government agencies or sponsored agencies | $1,249,000 | 2,785 |
| Privately issued | $574,000 | 845 |
| Commercial mortgage-backed securities | $1,469,000 | 292 |
| Commercial mortgage pass-through securities | $1,469,000 | 181 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $50,303,000 | 2,343 |
| Total debt securities | $46,385,000 | 2,729 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $55,139,000 | 2,344 |
| U.S. Government securities | $37,431,000 | 2,301 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $37,431,000 | 2,232 |
| Securities issued by states & political subdivisions | $12,927,000 | 2,195 |
| Other domestic debt securities | $1,054,000 | 1,955 |
| Privately issued residential mortgage-backed securities | $695,000 | 884 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $359,000 | 1,837 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $3,727,000 | 297 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,042,000 | 4,452 |
| Mortgage-backed securities | $26,163,000 | 2,024 |
| Certificates of participation in pools of residential mortgages | $22,343,000 | 1,581 |
| Issued or guaranteed by U.S. | $22,343,000 | 1,578 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $924,000 | 3,163 |
| CMOs issued by government agencies or sponsored agencies | $229,000 | 3,267 |
| Privately issued | $695,000 | 838 |
| Commercial mortgage-backed securities | $2,896,000 | 206 |
| Commercial mortgage pass-through securities | $2,896,000 | 124 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $250,000 | 2,519 |
| Available-for-sale securities (fair market value) | $54,889,000 | 2,129 |
| Total debt securities | $51,412,000 | 2,457 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $58,931,000 | 2,228 |
| U.S. Government securities | $41,762,000 | 2,136 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $41,762,000 | 2,074 |
| Securities issued by states & political subdivisions | $11,656,000 | 2,293 |
| Other domestic debt securities | $1,235,000 | 1,806 |
| Privately issued residential mortgage-backed securities | $835,000 | 860 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $400,000 | 1,739 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $4,278,000 | 273 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,057,000 | 4,480 |
| Mortgage-backed securities | $28,500,000 | 1,882 |
| Certificates of participation in pools of residential mortgages | $24,444,000 | 1,435 |
| Issued or guaranteed by U.S. | $24,444,000 | 1,430 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,119,000 | 3,020 |
| CMOs issued by government agencies or sponsored agencies | $284,000 | 3,213 |
| Privately issued | $835,000 | 816 |
| Commercial mortgage-backed securities | $2,937,000 | 172 |
| Commercial mortgage pass-through securities | $2,937,000 | 104 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $250,000 | 2,560 |
| Available-for-sale securities (fair market value) | $58,681,000 | 2,010 |
| Total debt securities | $54,653,000 | 2,353 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $57,936,000 | 2,227 |
| U.S. Government securities | $39,907,000 | 2,219 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $39,907,000 | 2,151 |
| Securities issued by states & political subdivisions | $11,487,000 | 2,283 |
| Other domestic debt securities | $2,304,000 | 1,490 |
| Privately issued residential mortgage-backed securities | $894,000 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $1,410,000 | 1,210 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $4,238,000 | 278 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,066,000 | 4,206 |
| Mortgage-backed securities | $30,336,000 | 1,766 |
| Certificates of participation in pools of residential mortgages | $25,838,000 | 1,335 |
| Issued or guaranteed by U.S. | $25,838,000 | 1,329 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,239,000 | 2,917 |
| CMOs issued by government agencies or sponsored agencies | $345,000 | 3,125 |
| Privately issued | $894,000 | 842 |
| Commercial mortgage-backed securities | $3,259,000 | 154 |
| Commercial mortgage pass-through securities | $3,259,000 | 91 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $250,000 | 2,565 |
| Available-for-sale securities (fair market value) | $57,686,000 | 2,022 |
| Total debt securities | $53,698,000 | 2,372 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $59,418,000 | 2,101 |
| U.S. Government securities | $36,001,000 | 2,300 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $36,001,000 | 2,224 |
| Securities issued by states & political subdivisions | $11,204,000 | 2,293 |
| Other domestic debt securities | $8,254,000 | 847 |
| Privately issued residential mortgage-backed securities | $1,017,000 | 890 |
| Commercial mortgage-backed securities - Total | $3,323,000 | 132 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $3,914,000 | 714 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $3,959,000 | 298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,065,000 | 4,472 |
| Mortgage-backed securities | $28,747,000 | 1,783 |
| Certificates of participation in pools of residential mortgages | $23,970,000 | 1,379 |
| Issued or guaranteed by U.S. | $23,970,000 | 1,372 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,454,000 | 2,816 |
| CMOs issued by government agencies or sponsored agencies | $437,000 | 3,051 |
| Privately issued | $1,017,000 | 849 |
| Commercial mortgage-backed securities | $3,323,000 | 132 |
| Commercial mortgage pass-through securities | $3,323,000 | 83 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $250,000 | 2,602 |
| Available-for-sale securities (fair market value) | $59,168,000 | 1,915 |
| Total debt securities | $55,459,000 | 2,202 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $64,877,000 | 1,907 |
| U.S. Government securities | $42,297,000 | 1,990 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $42,297,000 | 1,920 |
| Securities issued by states & political subdivisions | $12,242,000 | 2,074 |
| Other domestic debt securities | $6,472,000 | 1,005 |
| Privately issued residential mortgage-backed securities | $1,130,000 | 933 |
| Commercial mortgage-backed securities - Total | $1,381,000 | 189 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $3,961,000 | 711 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $3,866,000 | 318 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,024,000 | 4,237 |
| Mortgage-backed securities | $31,635,000 | 1,660 |
| Certificates of participation in pools of residential mortgages | $28,593,000 | 1,180 |
| Issued or guaranteed by U.S. | $28,593,000 | 1,169 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,661,000 | 2,713 |
| CMOs issued by government agencies or sponsored agencies | $531,000 | 2,952 |
| Privately issued | $1,130,000 | 888 |
| Commercial mortgage-backed securities | $1,381,000 | 189 |
| Commercial mortgage pass-through securities | $1,381,000 | 130 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $250,000 | 2,675 |
| Available-for-sale securities (fair market value) | $64,627,000 | 1,706 |
| Total debt securities | $61,012,000 | 2,001 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,383 |
| Fair value | $1,002,000 | 2,508 |
| 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 | $61,164,000 | 2,008 |
| U.S. Government securities | $39,191,000 | 2,152 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $39,191,000 | 2,078 |
| Securities issued by states & political subdivisions | $11,902,000 | 2,021 |
| Other domestic debt securities | $6,590,000 | 988 |
| Privately issued residential mortgage-backed securities | $1,241,000 | 950 |
| Commercial mortgage-backed securities - Total | $1,389,000 | 190 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $3,960,000 | 686 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $3,481,000 | 346 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,015,000 | 4,305 |
| Mortgage-backed securities | $30,595,000 | 1,668 |
| Certificates of participation in pools of residential mortgages | $27,336,000 | 1,202 |
| Issued or guaranteed by U.S. | $27,336,000 | 1,196 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,870,000 | 2,562 |
| CMOs issued by government agencies or sponsored agencies | $629,000 | 2,799 |
| Privately issued | $1,241,000 | 914 |
| Commercial mortgage-backed securities | $1,389,000 | 190 |
| Commercial mortgage pass-through securities | $1,389,000 | 128 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $250,000 | 2,746 |
| Available-for-sale securities (fair market value) | $60,914,000 | 1,803 |
| Total debt securities | $57,683,000 | 2,083 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,460 |
| Fair value | $1,003,000 | 2,564 |
| 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 | $61,588,000 | 2,022 |
| U.S. Government securities | $38,979,000 | 2,207 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $38,979,000 | 2,136 |
| Securities issued by states & political subdivisions | $11,975,000 | 1,991 |
| Other domestic debt securities | $6,771,000 | 1,014 |
| Privately issued residential mortgage-backed securities | $1,314,000 | 985 |
| Commercial mortgage-backed securities - Total | $1,434,000 | 199 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $4,023,000 | 691 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $3,863,000 | 323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,677,000 | 3,561 |
| Mortgage-backed securities | $33,539,000 | 1,596 |
| Certificates of participation in pools of residential mortgages | $30,058,000 | 1,187 |
| Issued or guaranteed by U.S. | $30,058,000 | 1,181 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,047,000 | 2,463 |
| CMOs issued by government agencies or sponsored agencies | $733,000 | 2,716 |
| Privately issued | $1,314,000 | 947 |
| Commercial mortgage-backed securities | $1,434,000 | 199 |
| Commercial mortgage pass-through securities | $1,434,000 | 132 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $250,000 | 2,802 |
| Available-for-sale securities (fair market value) | $61,338,000 | 1,811 |
| Total debt securities | $57,725,000 | 2,102 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,246 |
| Fair value | $997,000 | 2,385 |
| 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 | $62,705,000 | 1,968 |
| U.S. Government securities | $39,395,000 | 2,136 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $39,395,000 | 2,073 |
| Securities issued by states & political subdivisions | $12,353,000 | 1,949 |
| Other domestic debt securities | $7,299,000 | 1,018 |
| Privately issued residential mortgage-backed securities | $1,402,000 | 999 |
| Commercial mortgage-backed securities - Total | $1,444,000 | 195 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $4,453,000 | 658 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $3,658,000 | 357 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,841,000 | 4,453 |
| Mortgage-backed securities | $36,476,000 | 1,526 |
| Certificates of participation in pools of residential mortgages | $32,674,000 | 1,143 |
| Issued or guaranteed by U.S. | $32,674,000 | 1,134 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,358,000 | 2,355 |
| CMOs issued by government agencies or sponsored agencies | $956,000 | 2,567 |
| Privately issued | $1,402,000 | 960 |
| Commercial mortgage-backed securities | $1,444,000 | 195 |
| Commercial mortgage pass-through securities | $1,444,000 | 129 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $250,000 | 2,857 |
| Available-for-sale securities (fair market value) | $62,455,000 | 1,761 |
| Total debt securities | $59,047,000 | 2,054 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,340 |
| Fair value | $2,500,000 | 1,343 |
| 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 | $66,188,000 | 1,871 |
| U.S. Government securities | $38,182,000 | 2,188 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $38,182,000 | 2,130 |
| Securities issued by states & political subdivisions | $16,210,000 | 1,531 |
| Other domestic debt securities | $7,776,000 | 1,043 |
| Privately issued residential mortgage-backed securities | $1,517,000 | 1,028 |
| Commercial mortgage-backed securities - Total | $1,874,000 | 188 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $4,385,000 | 704 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $4,020,000 | 370 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,033,000 | 4,387 |
| Mortgage-backed securities | $37,127,000 | 1,533 |
| Certificates of participation in pools of residential mortgages | $32,695,000 | 1,170 |
| Issued or guaranteed by U.S. | $32,695,000 | 1,162 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,558,000 | 2,303 |
| CMOs issued by government agencies or sponsored agencies | $1,041,000 | 2,498 |
| Privately issued | $1,517,000 | 987 |
| Commercial mortgage-backed securities | $1,874,000 | 188 |
| Commercial mortgage pass-through securities | $1,874,000 | 112 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $250,000 | 2,932 |
| Available-for-sale securities (fair market value) | $65,938,000 | 1,656 |
| Total debt securities | $62,168,000 | 1,961 |
| Structured notes | ||
| Amortized cost | $1,198,000 | 1,463 |
| Fair value | $1,188,000 | 1,468 |
| 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 | $66,472,000 | 1,846 |
| U.S. Government securities | $41,744,000 | 1,977 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $41,744,000 | 1,931 |
| Securities issued by states & political subdivisions | $15,400,000 | 1,542 |
| Other domestic debt securities | $5,758,000 | 1,241 |
| Privately issued residential mortgage-backed securities | $1,582,000 | 1,047 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $4,176,000 | 746 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $3,570,000 | 440 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,842,000 | 4,802 |
| Mortgage-backed securities | $38,812,000 | 1,492 |
| Certificates of participation in pools of residential mortgages | $36,085,000 | 1,101 |
| Issued or guaranteed by U.S. | $36,085,000 | 1,091 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,727,000 | 2,254 |
| CMOs issued by government agencies or sponsored agencies | $1,145,000 | 2,441 |
| Privately issued | $1,582,000 | 1,005 |
| 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) | $250,000 | 2,979 |
| Available-for-sale securities (fair market value) | $66,222,000 | 1,619 |
| Total debt securities | $62,902,000 | 1,914 |
| Structured notes | ||
| Amortized cost | $1,198,000 | 1,055 |
| Fair value | $1,200,000 | 1,051 |
| 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 | $67,347,000 | 1,800 |
| U.S. Government securities | $43,730,000 | 1,921 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $43,730,000 | 1,878 |
| Securities issued by states & political subdivisions | $15,483,000 | 1,486 |
| Other domestic debt securities | $5,135,000 | 1,225 |
| Privately issued residential mortgage-backed securities | $1,449,000 | 1,112 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,686,000 | 810 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $2,999,000 | 490 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,984,000 | 4,474 |
| Mortgage-backed securities | $40,821,000 | 1,446 |
| Certificates of participation in pools of residential mortgages | $38,079,000 | 1,096 |
| Issued or guaranteed by U.S. | $38,079,000 | 1,083 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,742,000 | 2,287 |
| CMOs issued by government agencies or sponsored agencies | $1,293,000 | 2,393 |
| Privately issued | $1,449,000 | 1,064 |
| 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) | $250,000 | 3,004 |
| Available-for-sale securities (fair market value) | $67,097,000 | 1,590 |
| Total debt securities | $64,348,000 | 1,860 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $66,852,000 | 1,790 |
| U.S. Government securities | $41,520,000 | 2,011 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $41,520,000 | 1,972 |
| Securities issued by states & political subdivisions | $15,396,000 | 1,472 |
| Other domestic debt securities | $6,579,000 | 1,060 |
| Privately issued residential mortgage-backed securities | $1,831,000 | 992 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,748,000 | 675 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $3,357,000 | 421 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,120,000 | 4,496 |
| Mortgage-backed securities | $38,950,000 | 1,433 |
| Certificates of participation in pools of residential mortgages | $35,690,000 | 1,115 |
| Issued or guaranteed by U.S. | $35,690,000 | 1,106 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $3,260,000 | 2,110 |
| CMOs issued by government agencies or sponsored agencies | $1,429,000 | 2,308 |
| Privately issued | $1,831,000 | 953 |
| 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) | $250,000 | 3,032 |
| Available-for-sale securities (fair market value) | $66,602,000 | 1,568 |
| Total debt securities | $63,495,000 | 1,856 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $69,066,000 | 1,708 |
| U.S. Government securities | $41,573,000 | 1,956 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $41,573,000 | 1,914 |
| Securities issued by states & political subdivisions | $15,982,000 | 1,394 |
| Other domestic debt securities | $7,673,000 | 950 |
| Privately issued residential mortgage-backed securities | $1,868,000 | 976 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,805,000 | 565 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $3,838,000 | 406 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,057,000 | 4,513 |
| Mortgage-backed securities | $39,088,000 | 1,364 |
| Certificates of participation in pools of residential mortgages | $35,728,000 | 1,067 |
| Issued or guaranteed by U.S. | $35,728,000 | 1,057 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $3,360,000 | 2,016 |
| CMOs issued by government agencies or sponsored agencies | $1,492,000 | 2,203 |
| Privately issued | $1,868,000 | 936 |
| 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) | $251,000 | 3,055 |
| Available-for-sale securities (fair market value) | $68,815,000 | 1,487 |
| Total debt securities | $65,228,000 | 1,763 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $72,185,000 | 1,655 |
| U.S. Government securities | $43,253,000 | 1,907 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $43,253,000 | 1,866 |
| Securities issued by states & political subdivisions | $15,734,000 | 1,416 |
| Other domestic debt securities | $10,068,000 | 862 |
| Privately issued residential mortgage-backed securities | $1,034,000 | 1,113 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,034,000 | 469 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $3,130,000 | 617 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,067,000 | 4,496 |
| Mortgage-backed securities | $39,866,000 | 1,336 |
| Certificates of participation in pools of residential mortgages | $37,286,000 | 1,018 |
| Issued or guaranteed by U.S. | $37,286,000 | 1,007 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,580,000 | 2,184 |
| CMOs issued by government agencies or sponsored agencies | $1,546,000 | 2,189 |
| Privately issued | $1,034,000 | 1,054 |
| 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) | $252,000 | 3,068 |
| Available-for-sale securities (fair market value) | $71,933,000 | 1,448 |
| Total debt securities | $69,055,000 | 1,701 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $72,814,000 | 1,630 |
| U.S. Government securities | $42,040,000 | 1,953 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $42,040,000 | 1,915 |
| Securities issued by states & political subdivisions | $16,261,000 | 1,384 |
| Other domestic debt securities | $11,257,000 | 796 |
| Privately issued residential mortgage-backed securities | $1,119,000 | 1,078 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,138,000 | 428 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $3,256,000 | 650 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,307,000 | 4,701 |
| Mortgage-backed securities | $37,609,000 | 1,352 |
| Certificates of participation in pools of residential mortgages | $34,790,000 | 1,026 |
| Issued or guaranteed by U.S. | $34,790,000 | 1,015 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,819,000 | 2,108 |
| CMOs issued by government agencies or sponsored agencies | $1,700,000 | 2,129 |
| Privately issued | $1,119,000 | 1,022 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $487,000 | 2,918 |
| Available-for-sale securities (fair market value) | $72,327,000 | 1,428 |
| Total debt securities | $69,558,000 | 1,657 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $73,411,000 | 1,613 |
| U.S. Government securities | $41,025,000 | 2,010 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $41,025,000 | 1,966 |
| Securities issued by states & political subdivisions | $16,509,000 | 1,336 |
| Other domestic debt securities | $12,410,000 | 702 |
| Privately issued residential mortgage-backed securities | $1,136,000 | 975 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,274,000 | 390 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $3,467,000 | 595 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,198,000 | 4,761 |
| Mortgage-backed securities | $34,120,000 | 1,298 |
| Certificates of participation in pools of residential mortgages | $31,178,000 | 992 |
| Issued or guaranteed by U.S. | $31,178,000 | 983 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,942,000 | 1,979 |
| CMOs issued by government agencies or sponsored agencies | $1,806,000 | 2,002 |
| Privately issued | $1,136,000 | 925 |
| 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) | $487,000 | 2,968 |
| Available-for-sale securities (fair market value) | $72,924,000 | 1,412 |
| Total debt securities | $69,944,000 | 1,639 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $74,164,000 | 1,608 |
| U.S. Government securities | $39,218,000 | 2,094 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $39,218,000 | 2,047 |
| Securities issued by states & political subdivisions | $16,457,000 | 1,303 |
| Other domestic debt securities | $14,895,000 | 590 |
| Privately issued residential mortgage-backed securities | $1,143,000 | 943 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,752,000 | 325 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $3,594,000 | 559 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,021,000 | 4,853 |
| Mortgage-backed securities | $31,845,000 | 1,297 |
| Certificates of participation in pools of residential mortgages | $28,849,000 | 1,008 |
| Issued or guaranteed by U.S. | $28,849,000 | 1,002 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,996,000 | 1,904 |
| CMOs issued by government agencies or sponsored agencies | $1,853,000 | 1,944 |
| Privately issued | $1,143,000 | 896 |
| 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) | $488,000 | 3,029 |
| Available-for-sale securities (fair market value) | $73,676,000 | 1,401 |
| Total debt securities | $70,570,000 | 1,643 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $72,178,000 | 1,632 |
| U.S. Government securities | $37,573,000 | 2,199 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $37,573,000 | 2,139 |
| Securities issued by states & political subdivisions | $16,095,000 | 1,303 |
| Other domestic debt securities | $15,075,000 | 562 |
| Privately issued residential mortgage-backed securities | $1,149,000 | 902 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,926,000 | 298 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $3,435,000 | 580 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,996,000 | 4,895 |
| Mortgage-backed securities | $30,746,000 | 1,305 |
| Certificates of participation in pools of residential mortgages | $27,679,000 | 1,016 |
| Issued or guaranteed by U.S. | $27,679,000 | 1,012 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,067,000 | 1,863 |
| CMOs issued by government agencies or sponsored agencies | $1,918,000 | 1,903 |
| Privately issued | $1,149,000 | 852 |
| 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) | $488,000 | 3,063 |
| Available-for-sale securities (fair market value) | $71,690,000 | 1,420 |
| Total debt securities | $68,743,000 | 1,666 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $74,636,000 | 1,591 |
| U.S. Government securities | $38,115,000 | 2,200 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $38,115,000 | 2,135 |
| Securities issued by states & political subdivisions | $16,510,000 | 1,250 |
| Other domestic debt securities | $16,719,000 | 533 |
| Privately issued residential mortgage-backed securities | $1,205,000 | 859 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,514,000 | 287 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $3,292,000 | 595 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,008,000 | 4,901 |
| Mortgage-backed securities | $29,346,000 | 1,330 |
| Certificates of participation in pools of residential mortgages | $27,438,000 | 1,013 |
| Issued or guaranteed by U.S. | $27,149,000 | 1,014 |
| Privately issued | $289,000 | 159 |
| Collaterized mortgage obligations | $1,908,000 | 2,149 |
| CMOs issued by government agencies or sponsored agencies | $992,000 | 2,262 |
| Privately issued | $916,000 | 868 |
| 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) | $488,000 | 3,118 |
| Available-for-sale securities (fair market value) | $74,148,000 | 1,381 |
| Total debt securities | $71,344,000 | 1,618 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $77,536,000 | 1,565 |
| U.S. Government securities | $40,025,000 | 2,119 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $40,025,000 | 2,062 |
| Securities issued by states & political subdivisions | $13,506,000 | 1,558 |
| Other domestic debt securities | $20,687,000 | 464 |
| Privately issued residential mortgage-backed securities | $299,000 | 1,104 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,388,000 | 246 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $3,318,000 | 618 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,994,000 | 4,925 |
| Mortgage-backed securities | $28,382,000 | 1,376 |
| Certificates of participation in pools of residential mortgages | $28,382,000 | 993 |
| Issued or guaranteed by U.S. | $28,083,000 | 995 |
| Privately issued | $299,000 | 145 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $488,000 | 3,181 |
| Available-for-sale securities (fair market value) | $77,048,000 | 1,369 |
| Total debt securities | $74,218,000 | 1,582 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $73,504,000 | 1,647 |
| U.S. Government securities | $37,499,000 | 2,292 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $37,499,000 | 2,227 |
| Securities issued by states & political subdivisions | $11,218,000 | 1,792 |
| Other domestic debt securities | $21,616,000 | 468 |
| Privately issued residential mortgage-backed securities | $303,000 | 1,081 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,313,000 | 241 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $3,171,000 | 618 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,986,000 | 5,361 |
| Mortgage-backed securities | $25,890,000 | 1,479 |
| Certificates of participation in pools of residential mortgages | $25,890,000 | 1,088 |
| Issued or guaranteed by U.S. | $25,587,000 | 1,088 |
| Privately issued | $303,000 | 153 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $650,000 | 3,119 |
| Available-for-sale securities (fair market value) | $72,854,000 | 1,416 |
| Total debt securities | $70,333,000 | 1,674 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $61,804,000 | 1,952 |
| U.S. Government securities | $35,217,000 | 2,424 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $35,217,000 | 2,354 |
| Securities issued by states & political subdivisions | $7,151,000 | 2,527 |
| Other domestic debt securities | $16,412,000 | 550 |
| Privately issued residential mortgage-backed securities | $312,000 | 1,067 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,100,000 | 292 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $3,024,000 | 628 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,958,000 | 5,871 |
| Mortgage-backed securities | $21,704,000 | 1,662 |
| Certificates of participation in pools of residential mortgages | $21,704,000 | 1,255 |
| Issued or guaranteed by U.S. | $21,392,000 | 1,261 |
| Privately issued | $312,000 | 150 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $650,000 | 3,155 |
| Available-for-sale securities (fair market value) | $61,154,000 | 1,674 |
| Total debt securities | $58,780,000 | 1,993 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $60,511,000 | 1,998 |
| U.S. Government securities | $36,207,000 | 2,396 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $36,207,000 | 2,333 |
| Securities issued by states & political subdivisions | $5,161,000 | 3,022 |
| Other domestic debt securities | $16,097,000 | 557 |
| Privately issued residential mortgage-backed securities | $346,000 | 1,034 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,751,000 | 311 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $3,046,000 | 650 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,953,000 | 5,868 |
| Mortgage-backed securities | $22,738,000 | 1,630 |
| Certificates of participation in pools of residential mortgages | $22,738,000 | 1,226 |
| Issued or guaranteed by U.S. | $22,392,000 | 1,228 |
| Privately issued | $346,000 | 142 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $649,000 | 3,216 |
| Available-for-sale securities (fair market value) | $59,862,000 | 1,715 |
| Total debt securities | $57,465,000 | 2,044 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $62,726,000 | 1,926 |
| U.S. Government securities | $37,227,000 | 2,337 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $37,227,000 | 2,264 |
| Securities issued by states & political subdivisions | $5,252,000 | 2,990 |
| Other domestic debt securities | $17,201,000 | 553 |
| Privately issued residential mortgage-backed securities | $369,000 | 987 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,832,000 | 310 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $3,046,000 | 664 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $977,000 | 6,468 |
| Mortgage-backed securities | $22,776,000 | 1,643 |
| Certificates of participation in pools of residential mortgages | $22,776,000 | 1,243 |
| Issued or guaranteed by U.S. | $22,407,000 | 1,250 |
| Privately issued | $369,000 | 144 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $649,000 | 3,302 |
| Available-for-sale securities (fair market value) | $62,077,000 | 1,664 |
| Total debt securities | $59,680,000 | 1,968 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $62,919,000 | 1,916 |
| U.S. Government securities | $38,168,000 | 2,272 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $38,168,000 | 2,197 |
| Securities issued by states & political subdivisions | $4,471,000 | 3,241 |
| Other domestic debt securities | $17,232,000 | 554 |
| Privately issued residential mortgage-backed securities | $402,000 | 965 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,830,000 | 317 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $3,048,000 | 674 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $978,000 | 6,496 |
| Mortgage-backed securities | $22,714,000 | 1,678 |
| Certificates of participation in pools of residential mortgages | $22,714,000 | 1,284 |
| Issued or guaranteed by U.S. | $22,312,000 | 1,286 |
| Privately issued | $402,000 | 145 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $649,000 | 3,336 |
| Available-for-sale securities (fair market value) | $62,270,000 | 1,632 |
| Total debt securities | $59,871,000 | 1,959 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $64,134,000 | 1,888 |
| U.S. Government securities | $36,043,000 | 2,407 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $36,043,000 | 2,327 |
| Securities issued by states & political subdivisions | $2,630,000 | 3,979 |
| Other domestic debt securities | $22,434,000 | 484 |
| Privately issued residential mortgage-backed securities | $446,000 | 930 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,988,000 | 266 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $3,027,000 | 688 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $984,000 | 6,490 |
| Mortgage-backed securities | $19,524,000 | 1,881 |
| Certificates of participation in pools of residential mortgages | $19,524,000 | 1,460 |
| Issued or guaranteed by U.S. | $19,078,000 | 1,464 |
| Privately issued | $446,000 | 146 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $649,000 | 3,394 |
| Available-for-sale securities (fair market value) | $63,485,000 | 1,606 |
| Total debt securities | $61,107,000 | 1,930 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $65,485,000 | 1,875 |
| U.S. Government securities | $38,173,000 | 2,329 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $38,173,000 | 2,251 |
| Securities issued by states & political subdivisions | $644,000 | 5,444 |
| Other domestic debt securities | $22,602,000 | 493 |
| Privately issued residential mortgage-backed securities | $479,000 | 900 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $22,123,000 | 284 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $4,066,000 | 604 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $978,000 | 6,540 |
| Mortgage-backed securities | $20,731,000 | 1,862 |
| Certificates of participation in pools of residential mortgages | $20,731,000 | 1,429 |
| Issued or guaranteed by U.S. | $20,252,000 | 1,442 |
| Privately issued | $479,000 | 131 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $649,000 | 3,437 |
| Available-for-sale securities (fair market value) | $64,836,000 | 1,605 |
| Total debt securities | $61,419,000 | 1,962 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $67,095,000 | 1,858 |
| U.S. Government securities | $39,264,000 | 2,262 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $39,264,000 | 2,179 |
| Securities issued by states & political subdivisions | $644,000 | 5,459 |
| Other domestic debt securities | $23,969,000 | 493 |
| Privately issued residential mortgage-backed securities | $522,000 | 863 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,447,000 | 282 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $3,218,000 | 731 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $989,000 | 6,539 |
| Mortgage-backed securities | $21,645,000 | 1,839 |
| Certificates of participation in pools of residential mortgages | $21,645,000 | 1,408 |
| Issued or guaranteed by U.S. | $21,123,000 | 1,419 |
| Privately issued | $522,000 | 126 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $649,000 | 3,474 |
| Available-for-sale securities (fair market value) | $66,446,000 | 1,580 |
| Total debt securities | $63,877,000 | 1,896 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $68,829,000 | 1,798 |
| U.S. Government securities | $37,677,000 | 2,332 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $37,677,000 | 2,249 |
| Securities issued by states & political subdivisions | $643,000 | 5,516 |
| Other domestic debt securities | $25,334,000 | 468 |
| Privately issued residential mortgage-backed securities | $569,000 | 800 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,765,000 | 275 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $5,175,000 | 556 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $997,000 | 6,562 |
| Mortgage-backed securities | $20,952,000 | 1,875 |
| Certificates of participation in pools of residential mortgages | $20,952,000 | 1,436 |
| Issued or guaranteed by U.S. | $20,383,000 | 1,451 |
| Privately issued | $569,000 | 128 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $648,000 | 3,541 |
| Available-for-sale securities (fair market value) | $68,181,000 | 1,531 |
| Total debt securities | $63,654,000 | 1,885 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| 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 | $69,744,000 | 1,809 |
| U.S. Government securities | $38,053,000 | 2,359 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $38,053,000 | 2,276 |
| Securities issued by states & political subdivisions | $1,002,000 | 5,165 |
| Other domestic debt securities | $25,464,000 | 465 |
| Privately issued residential mortgage-backed securities | $629,000 | 773 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,835,000 | 278 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $5,225,000 | 588 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $986,000 | 6,590 |
| Mortgage-backed securities | $20,462,000 | 1,948 |
| Certificates of participation in pools of residential mortgages | $20,462,000 | 1,486 |
| Issued or guaranteed by U.S. | $19,833,000 | 1,502 |
| Privately issued | $629,000 | 126 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,007,000 | 3,308 |
| Available-for-sale securities (fair market value) | $68,737,000 | 1,544 |
| Total debt securities | $64,519,000 | 1,877 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $77,922,000 | 1,653 |
| U.S. Government securities | $46,632,000 | 1,968 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $46,632,000 | 1,904 |
| Securities issued by states & political subdivisions | $1,206,000 | 4,963 |
| Other domestic debt securities | $27,354,000 | 466 |
| Privately issued residential mortgage-backed securities | $827,000 | 762 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,006,000 | 213 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,521,000 | 293 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $2,730,000 | 889 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $22,863,000 | 1,843 |
| Certificates of participation in pools of residential mortgages | $22,863,000 | 1,386 |
| Issued or guaranteed by U.S. | $22,036,000 | 1,411 |
| Privately issued | $827,000 | 122 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,211,000 | 3,191 |
| Available-for-sale securities (fair market value) | $76,711,000 | 1,428 |
| Total debt securities | $75,192,000 | 1,650 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $80,119,000 | 1,662 |
| U.S. Government securities | $47,353,000 | 2,006 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $47,353,000 | 1,934 |
| Securities issued by states & political subdivisions | $1,206,000 | 5,015 |
| Other domestic debt securities | $28,376,000 | 433 |
| Privately issued residential mortgage-backed securities | $911,000 | 632 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,017,000 | 229 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $26,448,000 | 301 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $3,184,000 | 817 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $23,618,000 | 1,826 |
| Certificates of participation in pools of residential mortgages | $23,618,000 | 1,366 |
| Issued or guaranteed by U.S. | $22,707,000 | 1,396 |
| Privately issued | $911,000 | 130 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,211,000 | 3,237 |
| Available-for-sale securities (fair market value) | $78,908,000 | 1,445 |
| Total debt securities | $76,935,000 | 1,671 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| 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 | $77,813,000 | 1,686 |
| U.S. Government securities | $43,416,000 | 2,099 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $43,416,000 | 2,026 |
| Securities issued by states & political subdivisions | $1,426,000 | 4,832 |
| Other domestic debt securities | $25,284,000 | 487 |
| Privately issued residential mortgage-backed securities | $996,000 | 654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,030,000 | 244 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,258,000 | 367 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $7,687,000 | 514 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $19,633,000 | 2,025 |
| Certificates of participation in pools of residential mortgages | $19,633,000 | 1,545 |
| Issued or guaranteed by U.S. | $18,637,000 | 1,598 |
| Privately issued | $996,000 | 124 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,432,000 | 3,152 |
| Available-for-sale securities (fair market value) | $76,381,000 | 1,464 |
| Total debt securities | $70,126,000 | 1,775 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $74,387,000 | 1,693 |
| U.S. Government securities | $47,232,000 | 1,868 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $47,232,000 | 1,800 |
| Securities issued by states & political subdivisions | $1,425,000 | 4,811 |
| Other domestic debt securities | $20,628,000 | 576 |
| Privately issued residential mortgage-backed securities | $496,000 | 832 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,041,000 | 253 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,091,000 | 444 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $5,102,000 | 684 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $10,937,000 | 2,939 |
| Certificates of participation in pools of residential mortgages | $10,441,000 | 2,343 |
| Issued or guaranteed by U.S. | $10,441,000 | 2,332 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $496,000 | 3,467 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $496,000 | 734 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,431,000 | 3,186 |
| Available-for-sale securities (fair market value) | $72,956,000 | 1,464 |
| Total debt securities | $69,285,000 | 1,740 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $73,604,000 | 1,674 |
| U.S. Government securities | $45,946,000 | 1,904 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $45,946,000 | 1,833 |
| Securities issued by states & political subdivisions | $1,573,000 | 4,604 |
| Other domestic debt securities | $19,549,000 | 607 |
| Privately issued residential mortgage-backed securities | $1,016,000 | 685 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,050,000 | 252 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,483,000 | 477 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $6,536,000 | 583 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $9,037,000 | 3,226 |
| Certificates of participation in pools of residential mortgages | $8,021,000 | 2,689 |
| Issued or guaranteed by U.S. | $8,021,000 | 2,674 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,016,000 | 3,115 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $1,016,000 | 608 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,582,000 | 3,141 |
| Available-for-sale securities (fair market value) | $72,022,000 | 1,453 |
| Total debt securities | $67,068,000 | 1,759 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $73,357,000 | 1,678 |
| U.S. Government securities | $49,006,000 | 1,773 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $49,006,000 | 1,701 |
| Securities issued by states & political subdivisions | $1,692,000 | 4,508 |
| Other domestic debt securities | $18,420,000 | 633 |
| Privately issued residential mortgage-backed securities | $1,008,000 | 715 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,058,000 | 254 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,354,000 | 500 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $4,239,000 | 758 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $9,917,000 | 3,029 |
| Certificates of participation in pools of residential mortgages | $8,909,000 | 2,499 |
| Issued or guaranteed by U.S. | $8,909,000 | 2,484 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,008,000 | 3,156 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $1,008,000 | 639 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,701,000 | 3,154 |
| Available-for-sale securities (fair market value) | $71,656,000 | 1,444 |
| Total debt securities | $69,118,000 | 1,707 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $48,838,000 | 2,248 |
| U.S. Government securities | $31,739,000 | 2,427 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $31,739,000 | 2,287 |
| Securities issued by states & political subdivisions | $1,910,000 | 4,389 |
| Other domestic debt securities | $5,709,000 | 1,313 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,045,000 | 287 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,664,000 | 1,198 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $9,480,000 | 448 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $2,638,000 | 4,908 |
| Certificates of participation in pools of residential mortgages | $2,638,000 | 4,096 |
| Issued or guaranteed by U.S. | $2,638,000 | 4,079 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,926,000 | 3,246 |
| Available-for-sale securities (fair market value) | $46,912,000 | 1,922 |
| Total debt securities | $39,358,000 | 2,619 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $48,166,000 | 2,259 |
| U.S. Government securities | $25,538,000 | 3,018 |
| U.S. Treasury securities | $1,001,000 | 2,753 |
| U.S. Government agency obligations | $24,537,000 | 2,890 |
| Securities issued by states & political subdivisions | $1,908,000 | 4,463 |
| Other domestic debt securities | $8,499,000 | 886 |
| 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 | $8,499,000 | 724 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $12,221,000 | 435 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $905,000 | 5,631 |
| Certificates of participation in pools of residential mortgages | $905,000 | 4,895 |
| Issued or guaranteed by U.S. | $905,000 | 4,881 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,932,000 | 3,887 |
| Available-for-sale securities (fair market value) | $46,234,000 | 1,884 |
| Total debt securities | $35,945,000 | 2,857 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $50,694,000 | 2,237 |
| U.S. Government securities | $25,651,000 | 3,173 |
| U.S. Treasury securities | $3,003,000 | 2,174 |
| U.S. Government agency obligations | $22,648,000 | 3,140 |
| Securities issued by states & political subdivisions | $2,051,000 | 4,585 |
| Other domestic debt securities | $15,567,000 | 639 |
| 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 | $15,567,000 | 498 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $7,425,000 | 627 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $959,000 | 5,890 |
| Certificates of participation in pools of residential mortgages | $959,000 | 5,081 |
| Issued or guaranteed by U.S. | $959,000 | 5,069 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,078,000 | 4,194 |
| Available-for-sale securities (fair market value) | $48,616,000 | 1,776 |
| Total debt securities | $43,269,000 | 2,520 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $39,046,000 | 2,899 |
| U.S. Government securities | $14,761,000 | 4,820 |
| U.S. Treasury securities | $9,084,000 | 1,430 |
| U.S. Government agency obligations | $5,677,000 | 6,876 |
| Securities issued by states & political subdivisions | $1,709,000 | 5,000 |
| Other domestic debt securities | $15,431,000 | 590 |
| 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 | $15,431,000 | 443 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $7,145,000 | 647 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $140,000 | 7,373 |
| Certificates of participation in pools of residential mortgages | $140,000 | 6,826 |
| Issued or guaranteed by U.S. | $140,000 | 6,808 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,296,000 | 3,041 |
| Available-for-sale securities (fair market value) | $32,750,000 | 2,566 |
| Total debt securities | $31,901,000 | 3,351 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $35,674,000 | 3,139 |
| U.S. Government securities | $22,781,000 | 3,699 |
| U.S. Treasury securities | $12,565,000 | 1,489 |
| U.S. Government agency obligations | $10,216,000 | 5,158 |
| Securities issued by states & political subdivisions | $1,807,000 | 4,787 |
| Other domestic debt securities | $5,997,000 | 772 |
| 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 | $5,997,000 | 591 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $5,089,000 | 787 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $218,000 | 7,555 |
| Certificates of participation in pools of residential mortgages | $218,000 | 6,862 |
| Issued or guaranteed by U.S. | $218,000 | 6,840 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,550,000 | 2,891 |
| Available-for-sale securities (fair market value) | $26,124,000 | 2,943 |
| Total debt securities | $30,585,000 | 3,470 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $36,575,000 | 3,313 |
| U.S. Government securities | $29,137,000 | 3,288 |
| U.S. Treasury securities | $17,605,000 | 1,311 |
| U.S. Government agency obligations | $11,532,000 | 5,051 |
| Securities issued by states & political subdivisions | $1,805,000 | 5,004 |
| Other domestic debt securities | $1,040,000 | 1,995 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,040,000 | 1,502 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $4,593,000 | 815 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $328,000 | 7,863 |
| Certificates of participation in pools of residential mortgages | $328,000 | 7,087 |
| Issued or guaranteed by U.S. | $328,000 | 7,067 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,006,000 | 2,247 |
| Available-for-sale securities (fair market value) | $20,569,000 | 3,732 |
| Total debt securities | $32,031,000 | 3,628 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $42,438,000 | 2,971 |
| U.S. Government securities | $36,392,000 | 2,775 |
| U.S. Treasury securities | $21,549,000 | 1,315 |
| U.S. Government agency obligations | $14,843,000 | 4,229 |
| Securities issued by states & political subdivisions | $1,803,000 | 5,128 |
| Other domestic debt securities | $1,100,000 | 2,373 |
| Privately issued residential mortgage-backed securities | $8,000 | 2,481 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,092,000 | 1,843 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $3,143,000 | 1,052 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $644,000 | 7,781 |
| Certificates of participation in pools of residential mortgages | $406,000 | 7,239 |
| Issued or guaranteed by U.S. | $406,000 | 7,204 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $238,000 | 5,392 |
| CMOs issued by government agencies or sponsored agencies | $230,000 | 5,186 |
| Privately issued | $8,000 | 2,139 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,049,000 | 2,008 |
| Available-for-sale securities (fair market value) | $22,389,000 | 3,604 |
| Total debt securities | $39,023,000 | 3,149 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $36,641,000 | 3,580 |
| U.S. Government securities | $30,382,000 | 3,419 |
| U.S. Treasury securities | $28,035,000 | 1,243 |
| U.S. Government agency obligations | $2,347,000 | 9,611 |
| Securities issued by states & political subdivisions | $1,802,000 | 5,465 |
| Other domestic debt securities | $1,384,000 | 2,420 |
| Privately issued residential mortgage-backed securities | $183,000 | 1,868 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,201,000 | 2,028 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $3,073,000 | 948 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $873,000 | 7,940 |
| Certificates of participation in pools of residential mortgages | $458,000 | 7,498 |
| Issued or guaranteed by U.S. | $458,000 | 7,466 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $415,000 | 5,445 |
| CMOs issued by government agencies or sponsored agencies | $232,000 | 5,569 |
| Privately issued | $183,000 | 1,575 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,087,000 | 2,859 |
| Available-for-sale securities (fair market value) | $11,554,000 | 4,345 |
| Total debt securities | $33,671,000 | 3,786 |
| 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 | $32,760,000 | 4,170 |
| U.S. Government securities | $22,547,000 | 4,637 |
| U.S. Treasury securities | $21,411,000 | 1,723 |
| U.S. Government agency obligations | $1,136,000 | 11,036 |
| Securities issued by states & political subdivisions | $1,799,000 | 5,577 |
| Other domestic debt securities | $1,400,000 | 2,855 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,400,000 | 2,189 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $7,014,000 | 543 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $581,000 | 9,079 |
| Certificates of participation in pools of residential mortgages | $581,000 | 7,884 |
| Issued or guaranteed by U.S. | $581,000 | 7,830 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $25,746,000 | 4,970 |
| 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 | $31,621,000 | 4,257 |
| U.S. Government securities | $24,619,000 | 4,274 |
| U.S. Treasury securities | $23,686,000 | 1,581 |
| U.S. Government agency obligations | $933,000 | 11,682 |
| Securities issued by states & political subdivisions | $509,000 | 7,682 |
| Other domestic debt securities | $1,905,000 | 3,022 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,905,000 | 2,137 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $4,588,000 | 679 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $352,000 | 10,090 |
| Certificates of participation in pools of residential mortgages | $352,000 | 8,982 |
| Issued or guaranteed by U.S. | $352,000 | 8,913 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $27,033,000 | 4,775 |
| 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 |