Home > Chelsea Savings Bank > Securities
Chelsea Savings Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $110,007,000 | 1,603 |
| U.S. Government securities | $16,840,000 | 3,161 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $16,840,000 | 2,782 |
| Securities issued by states & political subdivisions | $81,253,000 | 571 |
| Other domestic debt securities | $11,912,000 | 932 |
| 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 | $11,912,000 | 580 |
| 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 | $7,707,000 | 3,117 |
| Mortgage-backed securities | $10,600,000 | 2,532 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,415,000 | 2,955 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,096,000 | 2,137 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $273,000 | 1,469 |
| Other commercial mortgage-backed securities | $6,816,000 | 619 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $110,005,000 | 1,417 |
| Total debt securities | $110,006,000 | 1,589 |
| Structured notes | ||
| Amortized cost | $6,230,000 | 244 |
| Fair value | $5,197,000 | 263 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $106,094,000 | 1,631 |
| U.S. Government securities | $15,064,000 | 3,272 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $15,064,000 | 2,880 |
| Securities issued by states & political subdivisions | $79,282,000 | 565 |
| Other domestic debt securities | $11,746,000 | 930 |
| 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 | $11,746,000 | 581 |
| 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 | $7,744,000 | 3,094 |
| Mortgage-backed securities | $9,595,000 | 2,587 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,423,000 | 2,953 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $328,000 | 2,419 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $276,000 | 1,449 |
| Other commercial mortgage-backed securities | $6,568,000 | 618 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $106,092,000 | 1,425 |
| Total debt securities | $106,092,000 | 1,617 |
| Structured notes | ||
| Amortized cost | $6,228,000 | 257 |
| Fair value | $5,109,000 | 275 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $110,246,000 | 1,637 |
| U.S. Government securities | $15,658,000 | 3,290 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $15,658,000 | 2,898 |
| Securities issued by states & political subdivisions | $82,835,000 | 570 |
| Other domestic debt securities | $11,751,000 | 936 |
| 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 | $11,751,000 | 585 |
| 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 | $7,941,000 | 3,045 |
| Mortgage-backed securities | $9,619,000 | 2,612 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,583,000 | 2,957 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $341,000 | 2,410 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $292,000 | 1,437 |
| Other commercial mortgage-backed securities | $6,403,000 | 625 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $110,244,000 | 1,427 |
| Total debt securities | $110,244,000 | 1,621 |
| Structured notes | ||
| Amortized cost | $6,225,000 | 283 |
| Fair value | $5,149,000 | 297 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $111,589,000 | 1,674 |
| U.S. Government securities | $16,265,000 | 3,330 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $16,265,000 | 2,872 |
| Securities issued by states & political subdivisions | $83,604,000 | 591 |
| Other domestic debt securities | $11,718,000 | 984 |
| 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 | $11,718,000 | 613 |
| 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 | $6,542,000 | 3,102 |
| Mortgage-backed securities | $10,005,000 | 2,641 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,679,000 | 2,982 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $360,000 | 2,442 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $305,000 | 1,456 |
| Other commercial mortgage-backed securities | $6,661,000 | 630 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $111,587,000 | 1,470 |
| Total debt securities | $111,585,000 | 1,661 |
| Structured notes | ||
| Amortized cost | $6,222,000 | 307 |
| Fair value | $5,218,000 | 319 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $108,243,000 | 1,736 |
| U.S. Government securities | $13,891,000 | 3,496 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $13,891,000 | 3,009 |
| Securities issued by states & political subdivisions | $82,652,000 | 616 |
| Other domestic debt securities | $11,698,000 | 1,004 |
| 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 | $11,698,000 | 628 |
| 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 | $6,593,000 | 3,012 |
| Mortgage-backed securities | $10,174,000 | 2,660 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,749,000 | 2,991 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $369,000 | 2,452 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $311,000 | 1,455 |
| Other commercial mortgage-backed securities | $6,745,000 | 624 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $108,241,000 | 1,528 |
| Total debt securities | $108,240,000 | 1,722 |
| Structured notes | ||
| Amortized cost | $6,220,000 | 319 |
| Fair value | $5,168,000 | 346 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $107,294,000 | 1,754 |
| U.S. Government securities | $12,559,000 | 3,592 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $12,559,000 | 3,119 |
| Securities issued by states & political subdivisions | $82,858,000 | 623 |
| Other domestic debt securities | $11,875,000 | 961 |
| 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 | $11,875,000 | 617 |
| 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 | $5,178,000 | 3,112 |
| Mortgage-backed securities | $8,828,000 | 2,795 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,806,000 | 3,001 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $385,000 | 2,468 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $323,000 | 1,473 |
| Other commercial mortgage-backed securities | $5,314,000 | 724 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $107,292,000 | 1,548 |
| Total debt securities | $107,290,000 | 1,738 |
| Structured notes | ||
| Amortized cost | $6,217,000 | 312 |
| Fair value | $5,234,000 | 336 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $107,827,000 | 1,760 |
| U.S. Government securities | $12,393,000 | 3,620 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $12,393,000 | 3,175 |
| Securities issued by states & political subdivisions | $84,041,000 | 636 |
| Other domestic debt securities | $11,391,000 | 933 |
| 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 | $11,391,000 | 644 |
| 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 | $5,375,000 | 3,106 |
| Mortgage-backed securities | $8,524,000 | 2,866 |
| Certificates of participation in pools of residential mortgages | $2,986,000 | 3,096 |
| Issued or guaranteed by U.S. | $2,986,000 | 3,004 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $413,000 | 2,552 |
| CMOs issued by government agencies or sponsored agencies | $413,000 | 2,480 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $5,125,000 | 1,158 |
| Commercial mortgage pass-through securities | $337,000 | 1,466 |
| Other commercial mortgage-backed securities | $4,788,000 | 812 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $107,825,000 | 1,593 |
| Total debt securities | $107,825,000 | 1,747 |
| Structured notes | ||
| Amortized cost | $5,714,000 | 338 |
| Fair value | $4,811,000 | 360 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $117,816,000 | 1,635 |
| U.S. Government securities | $13,751,000 | 3,472 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $13,751,000 | 3,062 |
| Securities issued by states & political subdivisions | $91,794,000 | 606 |
| Other domestic debt securities | $12,269,000 | 873 |
| 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 | $12,269,000 | 595 |
| 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 | $6,820,000 | 2,926 |
| Mortgage-backed securities | $9,502,000 | 2,799 |
| Certificates of participation in pools of residential mortgages | $3,430,000 | 3,049 |
| Issued or guaranteed by U.S. | $3,430,000 | 2,966 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $465,000 | 2,520 |
| CMOs issued by government agencies or sponsored agencies | $465,000 | 2,449 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $5,607,000 | 1,114 |
| Commercial mortgage pass-through securities | $355,000 | 1,444 |
| Other commercial mortgage-backed securities | $5,252,000 | 777 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $117,814,000 | 1,500 |
| Total debt securities | $117,814,000 | 1,623 |
| Structured notes | ||
| Amortized cost | $5,710,000 | 294 |
| Fair value | $5,275,000 | 295 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $120,628,000 | 1,542 |
| U.S. Government securities | $14,922,000 | 3,242 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $14,922,000 | 2,962 |
| Securities issued by states & political subdivisions | $94,991,000 | 605 |
| Other domestic debt securities | $10,713,000 | 913 |
| 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 | $10,713,000 | 629 |
| 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 | $7,561,000 | 2,871 |
| Mortgage-backed securities | $10,541,000 | 2,711 |
| Certificates of participation in pools of residential mortgages | $3,854,000 | 2,975 |
| Issued or guaranteed by U.S. | $3,854,000 | 2,884 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $528,000 | 2,477 |
| CMOs issued by government agencies or sponsored agencies | $528,000 | 2,420 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $6,159,000 | 1,070 |
| Commercial mortgage pass-through securities | $376,000 | 1,415 |
| Other commercial mortgage-backed securities | $5,783,000 | 745 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $120,626,000 | 1,434 |
| Total debt securities | $120,626,000 | 1,527 |
| Structured notes | ||
| Amortized cost | $4,707,000 | 299 |
| Fair value | $4,674,000 | 298 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $113,695,000 | 1,547 |
| U.S. Government securities | $14,998,000 | 3,187 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $14,998,000 | 2,947 |
| Securities issued by states & political subdivisions | $89,207,000 | 619 |
| Other domestic debt securities | $9,488,000 | 921 |
| 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 | $9,488,000 | 631 |
| 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 | $7,973,000 | 2,846 |
| Mortgage-backed securities | $11,533,000 | 2,665 |
| Certificates of participation in pools of residential mortgages | $4,300,000 | 2,924 |
| Issued or guaranteed by U.S. | $4,300,000 | 2,840 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $622,000 | 2,473 |
| CMOs issued by government agencies or sponsored agencies | $622,000 | 2,413 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $6,611,000 | 1,049 |
| Commercial mortgage pass-through securities | $393,000 | 1,426 |
| Other commercial mortgage-backed securities | $6,218,000 | 721 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $113,693,000 | 1,444 |
| Total debt securities | $113,692,000 | 1,531 |
| Structured notes | ||
| Amortized cost | $4,244,000 | 264 |
| Fair value | $4,265,000 | 264 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $102,061,000 | 1,618 |
| U.S. Government securities | $15,690,000 | 3,085 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $15,690,000 | 2,874 |
| Securities issued by states & political subdivisions | $77,468,000 | 703 |
| Other domestic debt securities | $8,901,000 | 924 |
| 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 | $8,901,000 | 610 |
| 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 | $8,368,000 | 2,782 |
| Mortgage-backed securities | $12,244,000 | 2,609 |
| Certificates of participation in pools of residential mortgages | $4,616,000 | 2,879 |
| Issued or guaranteed by U.S. | $4,616,000 | 2,789 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $704,000 | 2,422 |
| CMOs issued by government agencies or sponsored agencies | $704,000 | 2,369 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $6,924,000 | 1,013 |
| Commercial mortgage pass-through securities | $403,000 | 1,430 |
| Other commercial mortgage-backed securities | $6,521,000 | 694 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $102,059,000 | 1,499 |
| Total debt securities | $102,058,000 | 1,599 |
| Structured notes | ||
| Amortized cost | $3,744,000 | 259 |
| Fair value | $3,703,000 | 258 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $90,731,000 | 1,638 |
| U.S. Government securities | $14,614,000 | 3,027 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $14,614,000 | 2,850 |
| Securities issued by states & political subdivisions | $69,833,000 | 725 |
| Other domestic debt securities | $6,282,000 | 1,035 |
| 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 | $6,282,000 | 688 |
| 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 | $4,538,000 | 3,189 |
| Mortgage-backed securities | $12,193,000 | 2,555 |
| Certificates of participation in pools of residential mortgages | $3,586,000 | 2,953 |
| Issued or guaranteed by U.S. | $3,586,000 | 2,861 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $894,000 | 2,318 |
| CMOs issued by government agencies or sponsored agencies | $894,000 | 2,273 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $7,713,000 | 928 |
| Commercial mortgage pass-through securities | $416,000 | 1,418 |
| Other commercial mortgage-backed securities | $7,297,000 | 627 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $90,729,000 | 1,523 |
| Total debt securities | $90,728,000 | 1,622 |
| Structured notes | ||
| Amortized cost | $3,244,000 | 178 |
| Fair value | $3,142,000 | 183 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $90,513,000 | 1,520 |
| U.S. Government securities | $13,499,000 | 2,975 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $13,499,000 | 2,830 |
| Securities issued by states & political subdivisions | $70,344,000 | 687 |
| Other domestic debt securities | $6,670,000 | 951 |
| 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 | $6,670,000 | 632 |
| 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 | $5,476,000 | 3,077 |
| Mortgage-backed securities | $13,499,000 | 2,390 |
| Certificates of participation in pools of residential mortgages | $2,506,000 | 3,124 |
| Issued or guaranteed by U.S. | $2,506,000 | 3,043 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,060,000 | 2,276 |
| CMOs issued by government agencies or sponsored agencies | $1,060,000 | 2,225 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $9,933,000 | 791 |
| Commercial mortgage pass-through securities | $1,313,000 | 1,077 |
| Other commercial mortgage-backed securities | $8,620,000 | 554 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $90,513,000 | 1,419 |
| Total debt securities | $90,513,000 | 1,506 |
| Structured notes | ||
| Amortized cost | $3,494,000 | 103 |
| Fair value | $3,499,000 | 102 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $81,452,000 | 1,563 |
| U.S. Government securities | $14,787,000 | 2,823 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $14,787,000 | 2,690 |
| Securities issued by states & political subdivisions | $60,531,000 | 722 |
| Other domestic debt securities | $5,884,000 | 961 |
| 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 | $5,884,000 | 651 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $250,000 | 9 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,073,000 | 3,282 |
| Mortgage-backed securities | $14,787,000 | 2,285 |
| Certificates of participation in pools of residential mortgages | $2,933,000 | 3,031 |
| Issued or guaranteed by U.S. | $2,933,000 | 2,942 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,350,000 | 2,211 |
| CMOs issued by government agencies or sponsored agencies | $1,350,000 | 2,164 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $10,504,000 | 742 |
| Commercial mortgage pass-through securities | $1,343,000 | 1,058 |
| Other commercial mortgage-backed securities | $9,161,000 | 519 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $81,452,000 | 1,463 |
| Total debt securities | $81,202,000 | 1,554 |
| Structured notes | ||
| Amortized cost | $3,994,000 | 94 |
| Fair value | $3,983,000 | 92 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $57,090,000 | 1,973 |
| U.S. Government securities | $12,401,000 | 3,052 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $12,401,000 | 2,910 |
| Securities issued by states & political subdivisions | $40,283,000 | 967 |
| Other domestic debt securities | $4,156,000 | 1,053 |
| 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 | $4,156,000 | 746 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $250,000 | 27 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,611,000 | 3,390 |
| Mortgage-backed securities | $12,401,000 | 2,453 |
| Certificates of participation in pools of residential mortgages | $3,509,000 | 2,907 |
| Issued or guaranteed by U.S. | $3,509,000 | 2,826 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,634,000 | 2,162 |
| CMOs issued by government agencies or sponsored agencies | $1,634,000 | 2,118 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $7,258,000 | 870 |
| Commercial mortgage pass-through securities | $441,000 | 1,346 |
| Other commercial mortgage-backed securities | $6,817,000 | 579 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $57,090,000 | 1,834 |
| Total debt securities | $56,840,000 | 1,964 |
| Structured notes | ||
| Amortized cost | $2,743,000 | 134 |
| Fair value | $2,632,000 | 133 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $55,472,000 | 1,954 |
| U.S. Government securities | $15,646,000 | 2,782 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $15,646,000 | 2,638 |
| Securities issued by states & political subdivisions | $36,461,000 | 946 |
| Other domestic debt securities | $3,115,000 | 1,121 |
| 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 | $3,115,000 | 771 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $250,000 | 121 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,898,000 | 3,348 |
| Mortgage-backed securities | $13,646,000 | 2,371 |
| Certificates of participation in pools of residential mortgages | $4,208,000 | 2,797 |
| Issued or guaranteed by U.S. | $4,208,000 | 2,706 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,715,000 | 2,153 |
| CMOs issued by government agencies or sponsored agencies | $1,715,000 | 2,109 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $7,723,000 | 834 |
| Commercial mortgage pass-through securities | $443,000 | 1,308 |
| Other commercial mortgage-backed securities | $7,280,000 | 558 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $55,472,000 | 1,816 |
| Total debt securities | $55,221,000 | 1,943 |
| Structured notes | ||
| Amortized cost | $4,743,000 | 111 |
| Fair value | $4,615,000 | 110 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $48,175,000 | 2,151 |
| U.S. Government securities | $14,213,000 | 2,985 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $14,213,000 | 2,826 |
| Securities issued by states & political subdivisions | $31,018,000 | 1,068 |
| Other domestic debt securities | $2,694,000 | 1,158 |
| 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 | $2,694,000 | 814 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $250,000 | 152 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,916,000 | 3,405 |
| Mortgage-backed securities | $14,213,000 | 2,296 |
| Certificates of participation in pools of residential mortgages | $4,643,000 | 2,672 |
| Issued or guaranteed by U.S. | $4,643,000 | 2,590 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,818,000 | 2,138 |
| CMOs issued by government agencies or sponsored agencies | $1,818,000 | 2,092 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $7,752,000 | 809 |
| Commercial mortgage pass-through securities | $442,000 | 1,304 |
| Other commercial mortgage-backed securities | $7,310,000 | 531 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $48,175,000 | 2,007 |
| Total debt securities | $47,925,000 | 2,145 |
| Structured notes | ||
| Amortized cost | $2,743,000 | 240 |
| Fair value | $2,694,000 | 239 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $53,000,000 | 2,011 |
| U.S. Government securities | $14,250,000 | 3,031 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $14,250,000 | 2,869 |
| Securities issued by states & political subdivisions | $33,120,000 | 977 |
| Other domestic debt securities | $5,380,000 | 859 |
| 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 | $5,380,000 | 580 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $250,000 | 210 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,188,000 | 2,954 |
| Mortgage-backed securities | $14,250,000 | 2,294 |
| Certificates of participation in pools of residential mortgages | $1,185,000 | 3,473 |
| Issued or guaranteed by U.S. | $1,185,000 | 3,383 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,960,000 | 2,123 |
| CMOs issued by government agencies or sponsored agencies | $1,960,000 | 2,079 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $11,105,000 | 667 |
| Commercial mortgage pass-through securities | $453,000 | 1,290 |
| Other commercial mortgage-backed securities | $10,652,000 | 422 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $53,000,000 | 1,858 |
| Total debt securities | $52,750,000 | 2,006 |
| Structured notes | ||
| Amortized cost | $1,992,000 | 410 |
| Fair value | $1,950,000 | 415 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $53,487,000 | 2,020 |
| U.S. Government securities | $14,729,000 | 3,031 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $14,729,000 | 2,864 |
| Securities issued by states & political subdivisions | $33,240,000 | 994 |
| Other domestic debt securities | $5,268,000 | 861 |
| 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 | $5,268,000 | 597 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $250,000 | 225 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,309,000 | 3,005 |
| Mortgage-backed securities | $14,729,000 | 2,238 |
| Certificates of participation in pools of residential mortgages | $1,240,000 | 3,469 |
| Issued or guaranteed by U.S. | $1,240,000 | 3,387 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $2,064,000 | 2,072 |
| CMOs issued by government agencies or sponsored agencies | $2,064,000 | 2,024 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $11,425,000 | 638 |
| Commercial mortgage pass-through securities | $464,000 | 1,277 |
| Other commercial mortgage-backed securities | $10,961,000 | 402 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $53,487,000 | 1,869 |
| Total debt securities | $53,236,000 | 2,009 |
| Structured notes | ||
| Amortized cost | $1,992,000 | 450 |
| Fair value | $1,946,000 | 459 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $52,267,000 | 2,081 |
| U.S. Government securities | $11,019,000 | 3,422 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $11,019,000 | 3,255 |
| Securities issued by states & political subdivisions | $35,918,000 | 965 |
| Other domestic debt securities | $5,080,000 | 867 |
| 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 | $5,080,000 | 609 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $250,000 | 240 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,161,000 | 3,061 |
| Mortgage-backed securities | $11,019,000 | 2,519 |
| Certificates of participation in pools of residential mortgages | $1,286,000 | 3,478 |
| Issued or guaranteed by U.S. | $1,286,000 | 3,393 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,115,000 | 2,064 |
| CMOs issued by government agencies or sponsored agencies | $2,115,000 | 2,013 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $7,618,000 | 742 |
| Commercial mortgage pass-through securities | $458,000 | 1,257 |
| Other commercial mortgage-backed securities | $7,160,000 | 443 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $52,267,000 | 1,927 |
| Total debt securities | $52,018,000 | 2,073 |
| Structured notes | ||
| Amortized cost | $1,992,000 | 464 |
| Fair value | $1,902,000 | 471 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $51,201,000 | 2,145 |
| U.S. Government securities | $11,131,000 | 3,440 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $11,131,000 | 3,283 |
| Securities issued by states & political subdivisions | $34,901,000 | 1,015 |
| Other domestic debt securities | $4,919,000 | 855 |
| 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 | $4,919,000 | 613 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $250,000 | 364 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,858,000 | 2,476 |
| Mortgage-backed securities | $11,131,000 | 2,511 |
| Certificates of participation in pools of residential mortgages | $1,317,000 | 3,481 |
| Issued or guaranteed by U.S. | $1,317,000 | 3,411 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,196,000 | 2,045 |
| CMOs issued by government agencies or sponsored agencies | $2,196,000 | 1,992 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $7,618,000 | 720 |
| Commercial mortgage pass-through securities | $460,000 | 1,243 |
| Other commercial mortgage-backed securities | $7,158,000 | 440 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $51,201,000 | 1,978 |
| Total debt securities | $50,952,000 | 2,134 |
| Structured notes | ||
| Amortized cost | $1,992,000 | 482 |
| Fair value | $1,810,000 | 491 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $50,701,000 | 2,184 |
| U.S. Government securities | $11,261,000 | 3,490 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $11,261,000 | 3,334 |
| Securities issued by states & political subdivisions | $34,223,000 | 1,042 |
| Other domestic debt securities | $4,967,000 | 827 |
| 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 | $4,967,000 | 604 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $250,000 | 392 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,000,000 | 3,447 |
| Mortgage-backed securities | $11,261,000 | 2,512 |
| Certificates of participation in pools of residential mortgages | $1,366,000 | 3,513 |
| Issued or guaranteed by U.S. | $1,366,000 | 3,483 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,274,000 | 2,015 |
| CMOs issued by government agencies or sponsored agencies | $2,274,000 | 1,964 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $7,621,000 | 704 |
| Commercial mortgage pass-through securities | $463,000 | 1,219 |
| Other commercial mortgage-backed securities | $7,158,000 | 435 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $50,701,000 | 2,004 |
| Total debt securities | $50,451,000 | 2,176 |
| Structured notes | ||
| Amortized cost | $1,991,000 | 481 |
| Fair value | $1,862,000 | 479 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $54,363,000 | 2,114 |
| U.S. Government securities | $11,585,000 | 3,464 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $11,585,000 | 3,313 |
| Securities issued by states & political subdivisions | $38,388,000 | 964 |
| Other domestic debt securities | $4,140,000 | 1,031 |
| 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 | $4,140,000 | 662 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $250,000 | 405 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,000,000 | 3,478 |
| Mortgage-backed securities | $11,585,000 | 2,526 |
| Certificates of participation in pools of residential mortgages | $1,438,000 | 3,541 |
| Issued or guaranteed by U.S. | $1,438,000 | 3,376 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $2,436,000 | 1,992 |
| CMOs issued by government agencies or sponsored agencies | $2,436,000 | 1,941 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $7,711,000 | 695 |
| Commercial mortgage pass-through securities | $478,000 | 1,189 |
| Other commercial mortgage-backed securities | $7,233,000 | 426 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $54,363,000 | 1,935 |
| Total debt securities | $54,113,000 | 2,102 |
| Structured notes | ||
| Amortized cost | $1,991,000 | 486 |
| Fair value | $1,852,000 | 486 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $57,676,000 | 2,043 |
| U.S. Government securities | $11,314,000 | 3,545 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $11,314,000 | 3,411 |
| Securities issued by states & political subdivisions | $41,924,000 | 906 |
| Other domestic debt securities | $4,188,000 | 899 |
| 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 | $4,188,000 | 682 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $250,000 | 434 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,746 |
| Mortgage-backed securities | $11,314,000 | 2,553 |
| Certificates of participation in pools of residential mortgages | $1,511,000 | 3,563 |
| Issued or guaranteed by U.S. | $1,511,000 | 3,556 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,637,000 | 1,945 |
| CMOs issued by government agencies or sponsored agencies | $2,637,000 | 1,885 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $7,166,000 | 631 |
| Commercial mortgage pass-through securities | $487,000 | 962 |
| Other commercial mortgage-backed securities | $6,679,000 | 423 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $57,676,000 | 1,872 |
| Total debt securities | $57,426,000 | 2,029 |
| Structured notes | ||
| Amortized cost | $1,990,000 | 479 |
| Fair value | $1,880,000 | 477 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $60,815,000 | 1,990 |
| U.S. Government securities | $13,060,000 | 3,381 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $13,060,000 | 3,241 |
| Securities issued by states & political subdivisions | $44,314,000 | 898 |
| Other domestic debt securities | $3,191,000 | 991 |
| 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 | $3,191,000 | 770 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $250,000 | 675 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,818 |
| Mortgage-backed securities | $13,060,000 | 2,430 |
| Certificates of participation in pools of residential mortgages | $1,602,000 | 3,583 |
| Issued or guaranteed by U.S. | $1,602,000 | 3,576 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $2,911,000 | 1,888 |
| CMOs issued by government agencies or sponsored agencies | $2,911,000 | 1,823 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $8,547,000 | 572 |
| Commercial mortgage pass-through securities | $506,000 | 949 |
| Other commercial mortgage-backed securities | $8,041,000 | 369 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $60,815,000 | 1,832 |
| Total debt securities | $60,564,000 | 1,986 |
| Structured notes | ||
| Amortized cost | $1,990,000 | 480 |
| Fair value | $1,925,000 | 478 |
| 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 | $62,301,000 | 1,964 |
| U.S. Government securities | $14,059,000 | 3,326 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $14,059,000 | 3,199 |
| Securities issued by states & political subdivisions | $44,803,000 | 908 |
| Other domestic debt securities | $3,189,000 | 1,018 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $3,189,000 | 800 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $250,000 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,886 |
| Mortgage-backed securities | $14,059,000 | 2,385 |
| Certificates of participation in pools of residential mortgages | $1,701,000 | 3,610 |
| Issued or guaranteed by U.S. | $1,701,000 | 3,605 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $3,192,000 | 1,849 |
| CMOs issued by government agencies or sponsored agencies | $3,192,000 | 1,790 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $9,166,000 | 535 |
| Commercial mortgage pass-through securities | $521,000 | 931 |
| Other commercial mortgage-backed securities | $8,645,000 | 341 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $62,301,000 | 1,807 |
| Total debt securities | $62,052,000 | 1,951 |
| Structured notes | ||
| Amortized cost | $1,989,000 | 499 |
| Fair value | $1,924,000 | 500 |
| 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 | $63,112,000 | 1,991 |
| U.S. Government securities | $14,341,000 | 3,350 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $14,341,000 | 3,227 |
| Securities issued by states & political subdivisions | $45,314,000 | 900 |
| Other domestic debt securities | $3,207,000 | 1,028 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $3,207,000 | 806 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $250,000 | 703 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,931 |
| Mortgage-backed securities | $14,341,000 | 2,375 |
| Certificates of participation in pools of residential mortgages | $1,790,000 | 3,626 |
| Issued or guaranteed by U.S. | $1,790,000 | 3,622 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,990,000 | 1,913 |
| CMOs issued by government agencies or sponsored agencies | $2,990,000 | 1,851 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $9,561,000 | 525 |
| Commercial mortgage pass-through securities | $532,000 | 900 |
| Other commercial mortgage-backed securities | $9,029,000 | 329 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $63,112,000 | 1,823 |
| Total debt securities | $62,863,000 | 1,979 |
| Structured notes | ||
| Amortized cost | $1,989,000 | 509 |
| Fair value | $1,933,000 | 510 |
| 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 | $63,961,000 | 2,006 |
| U.S. Government securities | $14,358,000 | 3,381 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $14,358,000 | 3,258 |
| Securities issued by states & political subdivisions | $46,210,000 | 898 |
| Other domestic debt securities | $3,143,000 | 1,072 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $3,143,000 | 835 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $250,000 | 715 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $14,358,000 | 2,417 |
| Certificates of participation in pools of residential mortgages | $1,869,000 | 3,660 |
| Issued or guaranteed by U.S. | $1,869,000 | 3,657 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,196,000 | 1,882 |
| CMOs issued by government agencies or sponsored agencies | $3,196,000 | 1,819 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $9,293,000 | 515 |
| Commercial mortgage pass-through securities | $532,000 | 865 |
| Other commercial mortgage-backed securities | $8,761,000 | 322 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $63,961,000 | 1,836 |
| Total debt securities | $63,711,000 | 1,990 |
| Structured notes | ||
| Amortized cost | $1,989,000 | 524 |
| Fair value | $1,891,000 | 529 |
| 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 | $64,448,000 | 1,974 |
| U.S. Government securities | $15,705,000 | 3,244 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $15,705,000 | 3,121 |
| Securities issued by states & political subdivisions | $45,351,000 | 911 |
| Other domestic debt securities | $3,142,000 | 1,070 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $3,142,000 | 824 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $250,000 | 714 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $15,705,000 | 2,297 |
| Certificates of participation in pools of residential mortgages | $1,964,000 | 3,653 |
| Issued or guaranteed by U.S. | $1,964,000 | 3,648 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,417,000 | 1,836 |
| CMOs issued by government agencies or sponsored agencies | $3,417,000 | 1,769 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $10,324,000 | 463 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $10,324,000 | 276 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $64,448,000 | 1,818 |
| Total debt securities | $64,198,000 | 1,961 |
| Structured notes | ||
| Amortized cost | $1,988,000 | 521 |
| Fair value | $1,872,000 | 527 |
| 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 | $65,553,000 | 1,949 |
| U.S. Government securities | $14,670,000 | 3,333 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $14,670,000 | 3,215 |
| Securities issued by states & political subdivisions | $48,693,000 | 846 |
| Other domestic debt securities | $1,940,000 | 1,305 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $1,940,000 | 1,048 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $250,000 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $14,670,000 | 2,372 |
| Certificates of participation in pools of residential mortgages | $2,169,000 | 3,627 |
| Issued or guaranteed by U.S. | $2,169,000 | 3,624 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,841,000 | 1,772 |
| CMOs issued by government agencies or sponsored agencies | $3,841,000 | 1,706 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $8,660,000 | 483 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $8,660,000 | 303 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $65,553,000 | 1,791 |
| Total debt securities | $65,303,000 | 1,932 |
| Structured notes | ||
| Amortized cost | $1,988,000 | 510 |
| Fair value | $1,940,000 | 514 |
| 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 | $67,906,000 | 1,921 |
| U.S. Government securities | $15,352,000 | 3,366 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $15,352,000 | 3,249 |
| Securities issued by states & political subdivisions | $50,320,000 | 802 |
| Other domestic debt securities | $1,984,000 | 1,320 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,984,000 | 1,045 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $250,000 | 738 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,199 |
| Mortgage-backed securities | $15,352,000 | 2,356 |
| Certificates of participation in pools of residential mortgages | $2,294,000 | 3,635 |
| Issued or guaranteed by U.S. | $2,294,000 | 3,630 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $4,273,000 | 1,724 |
| CMOs issued by government agencies or sponsored agencies | $4,273,000 | 1,656 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $8,785,000 | 454 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $8,785,000 | 284 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $67,906,000 | 1,740 |
| Total debt securities | $67,656,000 | 1,899 |
| Structured notes | ||
| Amortized cost | $1,988,000 | 589 |
| Fair value | $1,984,000 | 592 |
| 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 | $70,989,000 | 1,888 |
| U.S. Government securities | $16,249,000 | 3,360 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $16,249,000 | 3,250 |
| Securities issued by states & political subdivisions | $53,509,000 | 740 |
| Other domestic debt securities | $981,000 | 1,671 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $981,000 | 1,351 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $250,000 | 739 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,255 |
| Mortgage-backed securities | $15,841,000 | 2,329 |
| Certificates of participation in pools of residential mortgages | $4,412,000 | 3,159 |
| Issued or guaranteed by U.S. | $4,412,000 | 3,158 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,672,000 | 1,671 |
| CMOs issued by government agencies or sponsored agencies | $4,672,000 | 1,602 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $6,757,000 | 515 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $6,757,000 | 320 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $70,989,000 | 1,704 |
| Total debt securities | $70,739,000 | 1,869 |
| Structured notes | ||
| Amortized cost | $1,410,000 | 799 |
| Fair value | $1,389,000 | 801 |
| 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 | $66,379,000 | 2,005 |
| U.S. Government securities | $17,373,000 | 3,302 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $17,373,000 | 3,194 |
| Securities issued by states & political subdivisions | $48,756,000 | 815 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $250,000 | 749 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,301 |
| Mortgage-backed securities | $16,463,000 | 2,293 |
| Certificates of participation in pools of residential mortgages | $4,559,000 | 3,121 |
| Issued or guaranteed by U.S. | $4,559,000 | 3,119 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,365,000 | 1,494 |
| CMOs issued by government agencies or sponsored agencies | $6,365,000 | 1,428 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $5,539,000 | 516 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $5,539,000 | 326 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $66,379,000 | 1,825 |
| Total debt securities | $66,129,000 | 1,984 |
| Structured notes | ||
| Amortized cost | $910,000 | 1,143 |
| Fair value | $910,000 | 1,142 |
| 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 | $67,087,000 | 2,006 |
| U.S. Government securities | $16,549,000 | 3,465 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $16,549,000 | 3,354 |
| Securities issued by states & political subdivisions | $50,288,000 | 788 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $250,000 | 765 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $11,758,000 | 2,718 |
| Certificates of participation in pools of residential mortgages | $4,742,000 | 3,119 |
| Issued or guaranteed by U.S. | $4,742,000 | 3,116 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $4,830,000 | 1,677 |
| CMOs issued by government agencies or sponsored agencies | $4,830,000 | 1,615 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $2,186,000 | 707 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $2,186,000 | 463 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $67,087,000 | 1,816 |
| Total debt securities | $66,838,000 | 1,982 |
| Structured notes | ||
| Amortized cost | $4,903,000 | 484 |
| Fair value | $4,790,000 | 489 |
| 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 | $68,300,000 | 2,010 |
| U.S. Government securities | $15,991,000 | 3,602 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $15,991,000 | 3,483 |
| Securities issued by states & political subdivisions | $52,059,000 | 739 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $250,000 | 769 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $9,786,000 | 2,972 |
| Certificates of participation in pools of residential mortgages | $4,971,000 | 3,154 |
| Issued or guaranteed by U.S. | $4,971,000 | 3,152 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,629,000 | 2,145 |
| CMOs issued by government agencies or sponsored agencies | $2,629,000 | 2,078 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $2,186,000 | 672 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $2,186,000 | 447 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $68,300,000 | 1,818 |
| Total debt securities | $68,050,000 | 1,999 |
| Structured notes | ||
| Amortized cost | $6,401,000 | 434 |
| Fair value | $6,205,000 | 440 |
| 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 | $70,220,000 | 1,987 |
| U.S. Government securities | $22,379,000 | 3,096 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $22,379,000 | 3,007 |
| Securities issued by states & political subdivisions | $47,591,000 | 812 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $250,000 | 780 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $12,654,000 | 2,733 |
| Certificates of participation in pools of residential mortgages | $5,254,000 | 3,168 |
| Issued or guaranteed by U.S. | $5,254,000 | 3,166 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $5,191,000 | 1,731 |
| CMOs issued by government agencies or sponsored agencies | $5,191,000 | 1,669 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $2,209,000 | 647 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $2,209,000 | 428 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $70,220,000 | 1,805 |
| Total debt securities | $69,970,000 | 1,980 |
| Structured notes | ||
| Amortized cost | $9,898,000 | 353 |
| Fair value | $9,725,000 | 356 |
| 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 | $81,186,000 | 1,749 |
| U.S. Government securities | $31,568,000 | 2,542 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $31,568,000 | 2,457 |
| Securities issued by states & political subdivisions | $49,368,000 | 771 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $250,000 | 785 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $14,538,000 | 2,608 |
| Certificates of participation in pools of residential mortgages | $5,474,000 | 3,185 |
| Issued or guaranteed by U.S. | $5,474,000 | 3,182 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $6,898,000 | 1,566 |
| CMOs issued by government agencies or sponsored agencies | $6,898,000 | 1,504 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $2,166,000 | 640 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $2,166,000 | 413 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $81,186,000 | 1,567 |
| Total debt securities | $80,936,000 | 1,734 |
| Structured notes | ||
| Amortized cost | $17,403,000 | 195 |
| Fair value | $17,030,000 | 197 |
| 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 | $77,062,000 | 1,876 |
| U.S. Government securities | $30,187,000 | 2,689 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $30,187,000 | 2,605 |
| Securities issued by states & political subdivisions | $46,411,000 | 828 |
| Other domestic debt securities | $214,000 | 2,279 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $214,000 | 129 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $250,000 | 806 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $10,796,000 | 3,030 |
| Certificates of participation in pools of residential mortgages | $5,635,000 | 3,242 |
| Issued or guaranteed by U.S. | $5,635,000 | 3,240 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $4,947,000 | 1,830 |
| CMOs issued by government agencies or sponsored agencies | $4,947,000 | 1,755 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $214,000 | 949 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $214,000 | 557 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $77,062,000 | 1,679 |
| Total debt securities | $76,811,000 | 1,854 |
| Structured notes | ||
| Amortized cost | $20,340,000 | 186 |
| Fair value | $19,605,000 | 190 |
| 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 | $76,484,000 | 1,901 |
| U.S. Government securities | $29,909,000 | 2,753 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $29,909,000 | 2,667 |
| Securities issued by states & political subdivisions | $46,325,000 | 819 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $250,000 | 832 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $9,571,000 | 3,235 |
| Certificates of participation in pools of residential mortgages | $6,657,000 | 3,132 |
| Issued or guaranteed by U.S. | $6,657,000 | 3,131 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,698,000 | 2,286 |
| CMOs issued by government agencies or sponsored agencies | $2,698,000 | 2,207 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $216,000 | 937 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $216,000 | 541 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $76,484,000 | 1,706 |
| Total debt securities | $76,242,000 | 1,881 |
| Structured notes | ||
| Amortized cost | $19,917,000 | 216 |
| Fair value | $19,083,000 | 218 |
| 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 | $75,848,000 | 1,926 |
| U.S. Government securities | $25,856,000 | 3,023 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $25,856,000 | 2,947 |
| Securities issued by states & political subdivisions | $49,742,000 | 760 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $250,000 | 838 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $9,782,000 | 3,223 |
| Certificates of participation in pools of residential mortgages | $6,785,000 | 3,123 |
| Issued or guaranteed by U.S. | $6,785,000 | 3,123 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $2,997,000 | 2,210 |
| CMOs issued by government agencies or sponsored agencies | $2,997,000 | 2,135 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $75,848,000 | 1,722 |
| Total debt securities | $75,588,000 | 1,907 |
| Structured notes | ||
| Amortized cost | $17,470,000 | 262 |
| Fair value | $16,073,000 | 273 |
| 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 | $69,953,000 | 2,054 |
| U.S. Government securities | $21,690,000 | 3,337 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $21,690,000 | 3,248 |
| Securities issued by states & political subdivisions | $48,013,000 | 784 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $250,000 | 849 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 5,044 |
| Mortgage-backed securities | $6,231,000 | 3,718 |
| Certificates of participation in pools of residential mortgages | $5,862,000 | 3,290 |
| Issued or guaranteed by U.S. | $5,862,000 | 3,287 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $369,000 | 3,227 |
| CMOs issued by government agencies or sponsored agencies | $369,000 | 3,107 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $69,953,000 | 1,839 |
| Total debt securities | $69,703,000 | 2,036 |
| Structured notes | ||
| Amortized cost | $17,467,000 | 255 |
| Fair value | $15,459,000 | 266 |
| 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 | $66,941,000 | 2,146 |
| U.S. Government securities | $19,744,000 | 3,529 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $19,744,000 | 3,438 |
| Securities issued by states & political subdivisions | $46,947,000 | 808 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $250,000 | 861 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,001,000 | 4,803 |
| Mortgage-backed securities | $3,917,000 | 4,221 |
| Certificates of participation in pools of residential mortgages | $3,513,000 | 3,852 |
| Issued or guaranteed by U.S. | $3,513,000 | 3,846 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $404,000 | 3,241 |
| CMOs issued by government agencies or sponsored agencies | $404,000 | 3,119 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $66,941,000 | 1,939 |
| Total debt securities | $66,691,000 | 2,129 |
| Structured notes | ||
| Amortized cost | $17,464,000 | 249 |
| Fair value | $15,827,000 | 262 |
| 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 | $69,962,000 | 2,061 |
| U.S. Government securities | $20,699,000 | 3,445 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $20,699,000 | 3,356 |
| Securities issued by states & political subdivisions | $49,013,000 | 764 |
| Other domestic debt securities | $250,000 | 2,534 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $250,000 | 2,010 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,001,000 | 4,804 |
| Mortgage-backed securities | $4,208,000 | 4,171 |
| Certificates of participation in pools of residential mortgages | $3,748,000 | 3,780 |
| Issued or guaranteed by U.S. | $3,748,000 | 3,775 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $460,000 | 3,226 |
| CMOs issued by government agencies or sponsored agencies | $460,000 | 3,101 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $69,962,000 | 1,863 |
| Total debt securities | $69,962,000 | 2,034 |
| Structured notes | ||
| Amortized cost | $17,460,000 | 241 |
| Fair value | $16,741,000 | 247 |
| 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 | $65,045,000 | 2,197 |
| U.S. Government securities | $21,853,000 | 3,371 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $21,853,000 | 3,289 |
| Securities issued by states & political subdivisions | $42,942,000 | 870 |
| Other domestic debt securities | $250,000 | 2,535 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $250,000 | 1,990 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,001,000 | 4,856 |
| Mortgage-backed securities | $1,854,000 | 4,759 |
| Certificates of participation in pools of residential mortgages | $1,319,000 | 4,543 |
| Issued or guaranteed by U.S. | $1,319,000 | 4,541 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $535,000 | 3,220 |
| CMOs issued by government agencies or sponsored agencies | $535,000 | 3,080 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $65,045,000 | 2,012 |
| Total debt securities | $65,044,000 | 2,179 |
| Structured notes | ||
| Amortized cost | $20,067,000 | 207 |
| Fair value | $19,999,000 | 213 |
| 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 | $69,857,000 | 2,042 |
| U.S. Government securities | $27,890,000 | 2,874 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $27,890,000 | 2,803 |
| Securities issued by states & political subdivisions | $41,717,000 | 863 |
| Other domestic debt securities | $250,000 | 2,524 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $250,000 | 1,949 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,001,000 | 4,865 |
| Mortgage-backed securities | $1,999,000 | 4,745 |
| Certificates of participation in pools of residential mortgages | $1,382,000 | 4,545 |
| Issued or guaranteed by U.S. | $1,382,000 | 4,544 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $617,000 | 3,217 |
| CMOs issued by government agencies or sponsored agencies | $617,000 | 3,078 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $69,857,000 | 1,859 |
| Total debt securities | $69,856,000 | 2,021 |
| Structured notes | ||
| Amortized cost | $25,064,000 | 172 |
| Fair value | $25,056,000 | 172 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $65,902,000 | 2,150 |
| U.S. Government securities | $24,970,000 | 3,145 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $24,970,000 | 3,085 |
| Securities issued by states & political subdivisions | $40,682,000 | 869 |
| Other domestic debt securities | $250,000 | 2,609 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $250,000 | 2,026 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,001,000 | 4,918 |
| Mortgage-backed securities | $773,000 | 5,241 |
| Certificates of participation in pools of residential mortgages | $773,000 | 4,926 |
| Issued or guaranteed by U.S. | $773,000 | 4,923 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $65,902,000 | 1,961 |
| Total debt securities | $65,901,000 | 2,127 |
| Structured notes | ||
| Amortized cost | $23,334,000 | 196 |
| Fair value | $23,354,000 | 196 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $62,690,000 | 2,238 |
| U.S. Government securities | $28,764,000 | 2,921 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $28,764,000 | 2,861 |
| Securities issued by states & political subdivisions | $33,676,000 | 1,026 |
| Other domestic debt securities | $250,000 | 2,606 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $250,000 | 2,020 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,001,000 | 4,965 |
| Mortgage-backed securities | $0 | 5,941 |
| Certificates of participation in pools of residential mortgages | $0 | 5,754 |
| Issued or guaranteed by U.S. | $0 | 5,744 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $62,690,000 | 2,047 |
| Total debt securities | $62,689,000 | 2,217 |
| Structured notes | ||
| Amortized cost | $27,837,000 | 172 |
| Fair value | $27,912,000 | 172 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $63,207,000 | 2,218 |
| U.S. Government securities | $24,560,000 | 3,279 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $24,560,000 | 3,207 |
| Securities issued by states & political subdivisions | $38,397,000 | 850 |
| Other domestic debt securities | $250,000 | 2,592 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $250,000 | 2,018 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 5,367 |
| Mortgage-backed securities | $0 | 5,982 |
| Certificates of participation in pools of residential mortgages | $0 | 5,796 |
| Issued or guaranteed by U.S. | $0 | 5,788 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $63,207,000 | 2,027 |
| Total debt securities | $63,209,000 | 2,204 |
| Structured notes | ||
| Amortized cost | $22,841,000 | 250 |
| Fair value | $22,699,000 | 252 |
| 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 | $57,164,000 | 2,356 |
| U.S. Government securities | $21,290,000 | 3,507 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $21,290,000 | 3,425 |
| Securities issued by states & political subdivisions | $35,624,000 | 901 |
| Other domestic debt securities | $250,000 | 2,585 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $250,000 | 1,942 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 5,120 |
| Mortgage-backed securities | $0 | 5,999 |
| Certificates of participation in pools of residential mortgages | $0 | 5,792 |
| Issued or guaranteed by U.S. | $0 | 5,781 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $57,164,000 | 2,123 |
| Total debt securities | $57,165,000 | 2,340 |
| Structured notes | ||
| Amortized cost | $19,370,000 | 292 |
| Fair value | $19,419,000 | 291 |
| 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 | $56,422,000 | 2,300 |
| U.S. Government securities | $21,223,000 | 3,438 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $21,223,000 | 3,358 |
| Securities issued by states & political subdivisions | $34,949,000 | 869 |
| Other domestic debt securities | $250,000 | 2,568 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $250,000 | 1,908 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 5,147 |
| Mortgage-backed securities | $0 | 6,031 |
| Certificates of participation in pools of residential mortgages | $0 | 5,817 |
| Issued or guaranteed by U.S. | $0 | 5,805 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $56,422,000 | 2,083 |
| Total debt securities | $56,422,000 | 2,278 |
| Structured notes | ||
| Amortized cost | $19,213,000 | 282 |
| Fair value | $19,338,000 | 284 |
| 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 | $56,361,000 | 2,321 |
| U.S. Government securities | $21,684,000 | 3,488 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $21,684,000 | 3,396 |
| Securities issued by states & political subdivisions | $34,427,000 | 830 |
| Other domestic debt securities | $250,000 | 2,509 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $250,000 | 1,837 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,995,000 | 5,193 |
| Mortgage-backed securities | $0 | 6,067 |
| Certificates of participation in pools of residential mortgages | $0 | 5,842 |
| Issued or guaranteed by U.S. | $0 | 5,835 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $56,361,000 | 2,095 |
| Total debt securities | $56,362,000 | 2,295 |
| Structured notes | ||
| Amortized cost | $16,308,000 | 433 |
| Fair value | $16,403,000 | 434 |
| 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 | $52,591,000 | 2,435 |
| U.S. Government securities | $18,575,000 | 3,790 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $18,575,000 | 3,683 |
| Securities issued by states & political subdivisions | $33,766,000 | 824 |
| Other domestic debt securities | $250,000 | 2,562 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $250,000 | 1,878 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 5,204 |
| Mortgage-backed securities | $2,501,000 | 4,686 |
| Certificates of participation in pools of residential mortgages | $2,501,000 | 4,159 |
| Issued or guaranteed by U.S. | $2,501,000 | 4,149 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $52,591,000 | 2,202 |
| Total debt securities | $52,583,000 | 2,412 |
| Structured notes | ||
| Amortized cost | $11,503,000 | 627 |
| Fair value | $11,393,000 | 631 |
| 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 | $43,838,000 | 2,709 |
| U.S. Government securities | $10,918,000 | 4,710 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $10,918,000 | 4,587 |
| Securities issued by states & political subdivisions | $31,334,000 | 875 |
| Other domestic debt securities | $1,586,000 | 1,817 |
| Privately issued residential mortgage-backed securities | $1,014,000 | 892 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $572,000 | 1,591 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,054,000 | 5,204 |
| Mortgage-backed securities | $1,331,000 | 5,027 |
| Certificates of participation in pools of residential mortgages | $317,000 | 5,181 |
| Issued or guaranteed by U.S. | $317,000 | 5,169 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,014,000 | 2,986 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $1,014,000 | 851 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $43,838,000 | 2,429 |
| Total debt securities | $43,836,000 | 2,679 |
| Structured notes | ||
| Amortized cost | $6,002,000 | 976 |
| Fair value | $5,856,000 | 999 |
| 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 | $40,525,000 | 2,835 |
| U.S. Government securities | $6,698,000 | 5,488 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $6,698,000 | 5,366 |
| Securities issued by states & political subdivisions | $32,072,000 | 839 |
| Other domestic debt securities | $1,755,000 | 1,824 |
| Privately issued residential mortgage-backed securities | $1,168,000 | 926 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $587,000 | 1,602 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,082,000 | 5,248 |
| Mortgage-backed securities | $1,492,000 | 4,997 |
| Certificates of participation in pools of residential mortgages | $324,000 | 5,190 |
| Issued or guaranteed by U.S. | $324,000 | 5,178 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,168,000 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $1,168,000 | 882 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $40,525,000 | 2,556 |
| Total debt securities | $40,527,000 | 2,803 |
| Structured notes | ||
| Amortized cost | $1,799,000 | 2,057 |
| Fair value | $1,813,000 | 2,053 |
| 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 | $48,310,000 | 2,441 |
| U.S. Government securities | $20,793,000 | 3,411 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $20,793,000 | 3,326 |
| Securities issued by states & political subdivisions | $25,670,000 | 993 |
| Other domestic debt securities | $1,847,000 | 1,782 |
| Privately issued residential mortgage-backed securities | $1,276,000 | 936 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $571,000 | 1,573 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,045,000 | 4,591 |
| Mortgage-backed securities | $1,994,000 | 4,824 |
| Certificates of participation in pools of residential mortgages | $718,000 | 4,931 |
| Issued or guaranteed by U.S. | $718,000 | 4,923 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,276,000 | 2,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $1,276,000 | 901 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $48,310,000 | 2,182 |
| Total debt securities | $48,310,000 | 2,416 |
| Structured notes | ||
| Amortized cost | $11,031,000 | 603 |
| Fair value | $11,097,000 | 608 |
| 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 | $54,550,000 | 2,228 |
| U.S. Government securities | $29,297,000 | 2,754 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $29,297,000 | 2,686 |
| Securities issued by states & political subdivisions | $23,406,000 | 1,068 |
| Other domestic debt securities | $1,597,000 | 1,898 |
| Privately issued residential mortgage-backed securities | $1,287,000 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $310,000 | 1,833 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $250,000 | 986 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,904,000 | 3,894 |
| Mortgage-backed securities | $2,653,000 | 4,696 |
| Certificates of participation in pools of residential mortgages | $1,366,000 | 4,704 |
| Issued or guaranteed by U.S. | $1,366,000 | 4,694 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,287,000 | 2,743 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $1,287,000 | 954 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $54,550,000 | 1,990 |
| Total debt securities | $54,300,000 | 2,202 |
| Structured notes | ||
| Amortized cost | $12,080,000 | 446 |
| Fair value | $11,955,000 | 453 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $54,958,000 | 2,196 |
| U.S. Government securities | $33,097,000 | 2,482 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $33,097,000 | 2,416 |
| Securities issued by states & political subdivisions | $19,993,000 | 1,261 |
| Other domestic debt securities | $1,626,000 | 1,948 |
| Privately issued residential mortgage-backed securities | $1,326,000 | 1,014 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $300,000 | 1,889 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $242,000 | 1,021 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,780,000 | 3,558 |
| Mortgage-backed securities | $5,039,000 | 4,146 |
| Certificates of participation in pools of residential mortgages | $2,539,000 | 4,299 |
| Issued or guaranteed by U.S. | $2,539,000 | 4,292 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,500,000 | 2,311 |
| CMOs issued by government agencies or sponsored agencies | $1,174,000 | 2,466 |
| Privately issued | $1,326,000 | 973 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $54,958,000 | 1,957 |
| Total debt securities | $54,717,000 | 2,180 |
| Structured notes | ||
| Amortized cost | $12,280,000 | 338 |
| Fair value | $12,009,000 | 344 |
| 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 | $51,263,000 | 2,331 |
| U.S. Government securities | $34,343,000 | 2,402 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $34,343,000 | 2,344 |
| Securities issued by states & political subdivisions | $15,057,000 | 1,643 |
| Other domestic debt securities | $1,612,000 | 2,067 |
| Privately issued residential mortgage-backed securities | $1,297,000 | 1,084 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $315,000 | 1,975 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $251,000 | 1,068 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,971,000 | 5,128 |
| Mortgage-backed securities | $6,037,000 | 3,994 |
| Certificates of participation in pools of residential mortgages | $3,536,000 | 4,037 |
| Issued or guaranteed by U.S. | $3,536,000 | 4,028 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,501,000 | 2,319 |
| CMOs issued by government agencies or sponsored agencies | $1,204,000 | 2,430 |
| Privately issued | $1,297,000 | 1,039 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $51,263,000 | 2,062 |
| Total debt securities | $51,011,000 | 2,314 |
| Structured notes | ||
| Amortized cost | $7,848,000 | 346 |
| Fair value | $7,769,000 | 349 |
| 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 | $42,396,000 | 2,660 |
| U.S. Government securities | $25,442,000 | 2,965 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $25,442,000 | 2,898 |
| Securities issued by states & political subdivisions | $14,402,000 | 1,669 |
| Other domestic debt securities | $2,025,000 | 1,936 |
| Privately issued residential mortgage-backed securities | $1,473,000 | 1,068 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $552,000 | 1,781 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $527,000 | 932 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,135,000 | 3,875 |
| Mortgage-backed securities | $6,380,000 | 3,977 |
| Certificates of participation in pools of residential mortgages | $3,662,000 | 4,058 |
| Issued or guaranteed by U.S. | $3,662,000 | 4,045 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,718,000 | 2,257 |
| CMOs issued by government agencies or sponsored agencies | $1,245,000 | 2,399 |
| Privately issued | $1,473,000 | 1,025 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $42,396,000 | 2,351 |
| Total debt securities | $41,870,000 | 2,659 |
| Structured notes | ||
| Amortized cost | $3,850,000 | 454 |
| Fair value | $3,794,000 | 454 |
| 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 | $41,711,000 | 2,692 |
| U.S. Government securities | $28,637,000 | 2,776 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $28,637,000 | 2,710 |
| Securities issued by states & political subdivisions | $11,405,000 | 1,930 |
| Other domestic debt securities | $1,669,000 | 1,994 |
| Privately issued residential mortgage-backed securities | $1,419,000 | 1,120 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 2,218 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $8,044,000 | 3,735 |
| Certificates of participation in pools of residential mortgages | $5,302,000 | 3,682 |
| Issued or guaranteed by U.S. | $5,302,000 | 3,669 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,742,000 | 2,287 |
| CMOs issued by government agencies or sponsored agencies | $1,323,000 | 2,378 |
| Privately issued | $1,419,000 | 1,072 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $41,711,000 | 2,403 |
| Total debt securities | $41,711,000 | 2,666 |
| Structured notes | ||
| Amortized cost | $2,737,000 | 469 |
| Fair value | $2,747,000 | 465 |
| 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 | $46,671,000 | 2,461 |
| U.S. Government securities | $35,197,000 | 2,317 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $35,197,000 | 2,272 |
| Securities issued by states & political subdivisions | $9,827,000 | 2,101 |
| Other domestic debt securities | $1,647,000 | 1,970 |
| Privately issued residential mortgage-backed securities | $1,397,000 | 1,086 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 2,150 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $7,989,000 | 3,679 |
| Certificates of participation in pools of residential mortgages | $5,245,000 | 3,673 |
| Issued or guaranteed by U.S. | $5,245,000 | 3,658 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,744,000 | 2,220 |
| CMOs issued by government agencies or sponsored agencies | $1,347,000 | 2,346 |
| Privately issued | $1,397,000 | 1,041 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $46,671,000 | 2,173 |
| Total debt securities | $46,671,000 | 2,427 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 680 |
| Fair value | $2,014,000 | 631 |
| 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 | $45,824,000 | 2,434 |
| U.S. Government securities | $33,823,000 | 2,356 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $33,823,000 | 2,304 |
| Securities issued by states & political subdivisions | $10,294,000 | 2,007 |
| Other domestic debt securities | $1,457,000 | 2,003 |
| Privately issued residential mortgage-backed securities | $1,457,000 | 1,052 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $250,000 | 1,150 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $8,407,000 | 3,505 |
| Certificates of participation in pools of residential mortgages | $5,547,000 | 3,494 |
| Issued or guaranteed by U.S. | $5,547,000 | 3,481 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,860,000 | 2,127 |
| CMOs issued by government agencies or sponsored agencies | $1,403,000 | 2,239 |
| Privately issued | $1,457,000 | 1,008 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $45,824,000 | 2,138 |
| Total debt securities | $45,577,000 | 2,409 |
| Structured notes | ||
| Amortized cost | $2,776,000 | 498 |
| Fair value | $2,743,000 | 498 |
| 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 | $42,418,000 | 2,647 |
| U.S. Government securities | $32,308,000 | 2,473 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $32,308,000 | 2,421 |
| Securities issued by states & political subdivisions | $8,660,000 | 2,303 |
| Other domestic debt securities | $1,450,000 | 2,042 |
| Privately issued residential mortgage-backed securities | $1,450,000 | 1,036 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $7,753,000 | 3,601 |
| Certificates of participation in pools of residential mortgages | $4,813,000 | 3,701 |
| Issued or guaranteed by U.S. | $4,813,000 | 3,688 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,940,000 | 2,101 |
| CMOs issued by government agencies or sponsored agencies | $1,490,000 | 2,210 |
| Privately issued | $1,450,000 | 986 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $42,418,000 | 2,341 |
| Total debt securities | $42,418,000 | 2,610 |
| Structured notes | ||
| Amortized cost | $2,802,000 | 525 |
| Fair value | $2,783,000 | 524 |
| 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 | $34,569,000 | 3,098 |
| U.S. Government securities | $25,860,000 | 2,942 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $25,860,000 | 2,887 |
| Securities issued by states & political subdivisions | $8,709,000 | 2,283 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,000 | 6,499 |
| Mortgage-backed securities | $3,895,000 | 4,437 |
| Certificates of participation in pools of residential mortgages | $3,895,000 | 3,876 |
| Issued or guaranteed by U.S. | $3,895,000 | 3,863 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $34,569,000 | 2,764 |
| Total debt securities | $34,569,000 | 3,055 |
| Structured notes | ||
| Amortized cost | $2,099,000 | 677 |
| Fair value | $2,124,000 | 674 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $36,830,000 | 2,959 |
| U.S. Government securities | $28,415,000 | 2,786 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $28,415,000 | 2,723 |
| Securities issued by states & political subdivisions | $8,415,000 | 2,334 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,748,000 | 5,809 |
| Mortgage-backed securities | $2,739,000 | 4,584 |
| Certificates of participation in pools of residential mortgages | $2,739,000 | 4,023 |
| Issued or guaranteed by U.S. | $2,739,000 | 4,007 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $36,830,000 | 2,597 |
| Total debt securities | $36,828,000 | 2,917 |
| Structured notes | ||
| Amortized cost | $5,648,000 | 450 |
| Fair value | $5,650,000 | 449 |
| 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 | $40,922,000 | 2,709 |
| U.S. Government securities | $32,429,000 | 2,520 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $32,429,000 | 2,468 |
| Securities issued by states & political subdivisions | $8,493,000 | 2,282 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,705,000 | 5,846 |
| Mortgage-backed securities | $3,107,000 | 4,304 |
| Certificates of participation in pools of residential mortgages | $3,107,000 | 3,698 |
| Issued or guaranteed by U.S. | $3,107,000 | 3,682 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $40,922,000 | 2,361 |
| Total debt securities | $40,921,000 | 2,661 |
| Structured notes | ||
| Amortized cost | $5,147,000 | 603 |
| Fair value | $5,061,000 | 606 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $40,109,000 | 2,767 |
| U.S. Government securities | $31,847,000 | 2,553 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $31,847,000 | 2,484 |
| Securities issued by states & political subdivisions | $8,262,000 | 2,316 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,700,000 | 5,909 |
| Mortgage-backed securities | $3,639,000 | 4,065 |
| Certificates of participation in pools of residential mortgages | $3,639,000 | 3,459 |
| Issued or guaranteed by U.S. | $3,639,000 | 3,444 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $40,109,000 | 2,416 |
| Total debt securities | $40,105,000 | 2,722 |
| Structured notes | ||
| Amortized cost | $5,646,000 | 596 |
| Fair value | $5,452,000 | 601 |
| 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 | $39,834,000 | 2,791 |
| U.S. Government securities | $31,710,000 | 2,574 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $31,710,000 | 2,499 |
| Securities issued by states & political subdivisions | $8,124,000 | 2,353 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,700,000 | 5,919 |
| Mortgage-backed securities | $1,865,000 | 4,789 |
| Certificates of participation in pools of residential mortgages | $1,865,000 | 4,258 |
| Issued or guaranteed by U.S. | $1,865,000 | 4,241 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $39,834,000 | 2,427 |
| Total debt securities | $39,832,000 | 2,750 |
| Structured notes | ||
| Amortized cost | $6,444,000 | 563 |
| Fair value | $6,326,000 | 565 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $39,408,000 | 2,836 |
| U.S. Government securities | $31,326,000 | 2,639 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $31,326,000 | 2,575 |
| Securities issued by states & political subdivisions | $8,082,000 | 2,366 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,690,000 | 5,936 |
| Mortgage-backed securities | $2,013,000 | 4,702 |
| Certificates of participation in pools of residential mortgages | $2,013,000 | 4,167 |
| Issued or guaranteed by U.S. | $2,013,000 | 4,155 |
| Privately issued | $0 | 208 |
| 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) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $39,408,000 | 2,461 |
| Total debt securities | $39,407,000 | 2,790 |
| Structured notes | ||
| Amortized cost | $10,318,000 | 346 |
| Fair value | $10,137,000 | 349 |
| 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 | $40,511,000 | 2,792 |
| U.S. Government securities | $30,220,000 | 2,753 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $30,220,000 | 2,675 |
| Securities issued by states & political subdivisions | $10,291,000 | 1,961 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,683,000 | 5,976 |
| Mortgage-backed securities | $1,627,000 | 4,912 |
| Certificates of participation in pools of residential mortgages | $1,627,000 | 4,397 |
| Issued or guaranteed by U.S. | $1,627,000 | 4,372 |
| Privately issued | $0 | 214 |
| 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) | $8,114,000 | 1,517 |
| Available-for-sale securities (fair market value) | $32,397,000 | 2,883 |
| Total debt securities | $40,511,000 | 2,757 |
| Structured notes | ||
| Amortized cost | $11,977,000 | 326 |
| Fair value | $12,094,000 | 314 |
| 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 | $41,002,000 | 2,758 |
| U.S. Government securities | $30,849,000 | 2,689 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $30,849,000 | 2,608 |
| Securities issued by states & political subdivisions | $10,153,000 | 1,929 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,626,000 | 6,027 |
| Mortgage-backed securities | $1,621,000 | 4,926 |
| Certificates of participation in pools of residential mortgages | $1,621,000 | 4,410 |
| Issued or guaranteed by U.S. | $1,621,000 | 4,393 |
| Privately issued | $0 | 211 |
| 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) | $8,119,000 | 1,537 |
| Available-for-sale securities (fair market value) | $32,883,000 | 2,836 |
| Total debt securities | $41,002,000 | 2,726 |
| Structured notes | ||
| Amortized cost | $13,404,000 | 308 |
| Fair value | $12,927,000 | 309 |
| 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 | $42,546,000 | 2,718 |
| U.S. Government securities | $32,250,000 | 2,632 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $32,250,000 | 2,557 |
| Securities issued by states & political subdivisions | $10,296,000 | 1,903 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,151,000 | 5,720 |
| Mortgage-backed securities | $1,740,000 | 4,906 |
| Certificates of participation in pools of residential mortgages | $1,740,000 | 4,371 |
| Issued or guaranteed by U.S. | $1,740,000 | 4,356 |
| Privately issued | $0 | 205 |
| 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) | $8,234,000 | 1,546 |
| Available-for-sale securities (fair market value) | $34,312,000 | 2,759 |
| Total debt securities | $42,546,000 | 2,680 |
| Structured notes | ||
| Amortized cost | $14,401,000 | 299 |
| Fair value | $14,011,000 | 301 |
| 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 | $43,111,000 | 2,690 |
| U.S. Government securities | $32,421,000 | 2,599 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $32,421,000 | 2,523 |
| Securities issued by states & political subdivisions | $10,690,000 | 1,831 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,162,000 | 5,736 |
| Mortgage-backed securities | $1,807,000 | 4,902 |
| Certificates of participation in pools of residential mortgages | $1,807,000 | 4,355 |
| Issued or guaranteed by U.S. | $1,807,000 | 4,336 |
| Privately issued | $0 | 216 |
| 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) | $8,339,000 | 1,575 |
| Available-for-sale securities (fair market value) | $34,772,000 | 2,726 |
| Total debt securities | $43,110,000 | 2,648 |
| Structured notes | ||
| Amortized cost | $15,897,000 | 262 |
| Fair value | $15,534,000 | 260 |
| 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 | $41,530,000 | 2,733 |
| U.S. Government securities | $31,369,000 | 2,651 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $31,369,000 | 2,565 |
| Securities issued by states & political subdivisions | $10,161,000 | 1,901 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,205,000 | 5,733 |
| Mortgage-backed securities | $1,911,000 | 4,890 |
| Certificates of participation in pools of residential mortgages | $1,911,000 | 4,333 |
| Issued or guaranteed by U.S. | $1,911,000 | 4,318 |
| Privately issued | $0 | 225 |
| 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) | $8,590,000 | 1,545 |
| Available-for-sale securities (fair market value) | $32,940,000 | 2,841 |
| Total debt securities | $41,528,000 | 2,694 |
| Structured notes | ||
| Amortized cost | $15,893,000 | 261 |
| Fair value | $15,697,000 | 258 |
| 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 | $41,702,000 | 2,742 |
| U.S. Government securities | $31,600,000 | 2,687 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $31,600,000 | 2,589 |
| Securities issued by states & political subdivisions | $10,102,000 | 1,907 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,213,000 | 5,716 |
| Mortgage-backed securities | $1,942,000 | 4,969 |
| Certificates of participation in pools of residential mortgages | $1,942,000 | 4,400 |
| Issued or guaranteed by U.S. | $1,942,000 | 4,382 |
| Privately issued | $0 | 223 |
| 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) | $8,593,000 | 1,559 |
| Available-for-sale securities (fair market value) | $33,109,000 | 2,872 |
| Total debt securities | $41,703,000 | 2,697 |
| Structured notes | ||
| Amortized cost | $15,888,000 | 259 |
| Fair value | $15,747,000 | 255 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $42,147,000 | 2,768 |
| U.S. Government securities | $31,288,000 | 2,760 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $31,288,000 | 2,647 |
| Securities issued by states & political subdivisions | $10,859,000 | 1,786 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $247,000 | 7,002 |
| Mortgage-backed securities | $2,028,000 | 5,000 |
| Certificates of participation in pools of residential mortgages | $2,028,000 | 4,425 |
| Issued or guaranteed by U.S. | $2,028,000 | 4,411 |
| Privately issued | $0 | 207 |
| 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) | $10,424,000 | 1,451 |
| Available-for-sale securities (fair market value) | $31,723,000 | 2,993 |
| Total debt securities | $42,147,000 | 2,722 |
| Structured notes | ||
| Amortized cost | $15,383,000 | 275 |
| Fair value | $15,048,000 | 276 |
| 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 | $40,211,000 | 2,889 |
| U.S. Government securities | $28,253,000 | 2,984 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $28,253,000 | 2,874 |
| Securities issued by states & political subdivisions | $11,958,000 | 1,652 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,000 | 7,004 |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| 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) | $11,632,000 | 1,372 |
| Available-for-sale securities (fair market value) | $28,579,000 | 3,247 |
| Total debt securities | $40,211,000 | 2,837 |
| Structured notes | ||
| Amortized cost | $13,109,000 | 317 |
| Fair value | $12,908,000 | 321 |
| 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 | $38,446,000 | 2,981 |
| U.S. Government securities | $27,125,000 | 3,075 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $27,125,000 | 2,959 |
| Securities issued by states & political subdivisions | $11,321,000 | 1,729 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,000 | 7,050 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| 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) | $9,506,000 | 1,519 |
| Available-for-sale securities (fair market value) | $28,940,000 | 3,216 |
| Total debt securities | $38,446,000 | 2,923 |
| Structured notes | ||
| Amortized cost | $11,856,000 | 358 |
| Fair value | $11,772,000 | 358 |
| 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 | $40,660,000 | 2,904 |
| U.S. Government securities | $29,763,000 | 2,880 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $29,763,000 | 2,762 |
| Securities issued by states & political subdivisions | $10,897,000 | 1,768 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $244,000 | 7,098 |
| Mortgage-backed securities | $5,000 | 7,177 |
| Certificates of participation in pools of residential mortgages | $5,000 | 6,887 |
| Issued or guaranteed by U.S. | $5,000 | 6,874 |
| Privately issued | $0 | 225 |
| 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) | $9,668,000 | 1,508 |
| Available-for-sale securities (fair market value) | $30,992,000 | 3,082 |
| Total debt securities | $40,660,000 | 2,846 |
| Structured notes | ||
| Amortized cost | $12,354,000 | 324 |
| Fair value | $11,915,000 | 326 |
| 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 | $39,129,000 | 2,983 |
| U.S. Government securities | $29,165,000 | 2,884 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $29,165,000 | 2,789 |
| Securities issued by states & political subdivisions | $9,964,000 | 1,957 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $251,000 | 7,087 |
| Mortgage-backed securities | $8,000 | 7,154 |
| Certificates of participation in pools of residential mortgages | $8,000 | 6,856 |
| Issued or guaranteed by U.S. | $8,000 | 6,840 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,550,000 | 1,495 |
| Available-for-sale securities (fair market value) | $29,579,000 | 3,201 |
| Total debt securities | $39,131,000 | 2,919 |
| Structured notes | ||
| Amortized cost | $11,056,000 | 311 |
| Fair value | $11,064,000 | 312 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $41,360,000 | 2,900 |
| U.S. Government securities | $29,923,000 | 2,916 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $29,923,000 | 2,812 |
| Securities issued by states & political subdivisions | $10,584,000 | 1,866 |
| Other domestic debt securities | $853,000 | 2,713 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $853,000 | 2,404 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,000 | 7,111 |
| Mortgage-backed securities | $9,000 | 7,188 |
| Certificates of participation in pools of residential mortgages | $9,000 | 6,912 |
| Issued or guaranteed by U.S. | $9,000 | 6,888 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,646,000 | 1,502 |
| Available-for-sale securities (fair market value) | $31,714,000 | 3,081 |
| Total debt securities | $41,360,000 | 2,841 |
| Structured notes | ||
| Amortized cost | $6,191,000 | 511 |
| Fair value | $6,031,000 | 524 |
| 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 | $39,496,000 | 2,965 |
| U.S. Government securities | $27,988,000 | 2,962 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $27,988,000 | 2,856 |
| Securities issued by states & political subdivisions | $10,650,000 | 1,858 |
| Other domestic debt securities | $858,000 | 2,823 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $858,000 | 2,511 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $22,000 | 7,121 |
| Certificates of participation in pools of residential mortgages | $22,000 | 6,820 |
| Issued or guaranteed by U.S. | $22,000 | 6,798 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,712,000 | 1,489 |
| Available-for-sale securities (fair market value) | $29,784,000 | 3,175 |
| Total debt securities | $39,497,000 | 2,889 |
| Structured notes | ||
| Amortized cost | $6,192,000 | 412 |
| Fair value | $6,015,000 | 423 |
| 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 | $37,540,000 | 3,028 |
| U.S. Government securities | $25,475,000 | 3,099 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $25,475,000 | 2,974 |
| Securities issued by states & political subdivisions | $11,187,000 | 1,718 |
| Other domestic debt securities | $878,000 | 2,877 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $878,000 | 2,552 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $24,000 | 7,158 |
| Certificates of participation in pools of residential mortgages | $24,000 | 6,830 |
| Issued or guaranteed by U.S. | $24,000 | 6,810 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,421,000 | 1,500 |
| Available-for-sale securities (fair market value) | $28,119,000 | 3,215 |
| Total debt securities | $37,541,000 | 2,940 |
| Structured notes | ||
| Amortized cost | $3,499,000 | 562 |
| Fair value | $3,508,000 | 567 |
| 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 | $35,395,000 | 3,107 |
| U.S. Government securities | $22,564,000 | 3,393 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $22,564,000 | 3,240 |
| Securities issued by states & political subdivisions | $11,965,000 | 1,546 |
| Other domestic debt securities | $866,000 | 2,936 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $866,000 | 2,596 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $1,565,000 | 5,567 |
| Certificates of participation in pools of residential mortgages | $1,565,000 | 4,930 |
| Issued or guaranteed by U.S. | $1,565,000 | 4,915 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,623,000 | 1,499 |
| Available-for-sale securities (fair market value) | $25,772,000 | 3,383 |
| Total debt securities | $35,395,000 | 3,029 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,611 |
| Fair value | $250,000 | 1,649 |
| 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 | $33,888,000 | 3,192 |
| U.S. Government securities | $19,472,000 | 3,775 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $19,472,000 | 3,612 |
| Securities issued by states & political subdivisions | $13,560,000 | 1,353 |
| Other domestic debt securities | $856,000 | 2,957 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $856,000 | 2,613 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $3,743,000 | 4,573 |
| Certificates of participation in pools of residential mortgages | $3,743,000 | 3,825 |
| Issued or guaranteed by U.S. | $3,743,000 | 3,811 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,514,000 | 1,543 |
| Available-for-sale securities (fair market value) | $24,374,000 | 3,492 |
| Total debt securities | $33,888,000 | 3,113 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 765 |
| Fair value | $1,000,000 | 943 |
| 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 | $31,749,000 | 3,203 |
| U.S. Government securities | $17,997,000 | 3,844 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $17,997,000 | 3,657 |
| Securities issued by states & political subdivisions | $12,701,000 | 1,350 |
| Other domestic debt securities | $1,051,000 | 2,826 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,051,000 | 2,428 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $54,000 | 7,130 |
| Certificates of participation in pools of residential mortgages | $54,000 | 6,699 |
| Issued or guaranteed by U.S. | $54,000 | 6,677 |
| 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) | $10,185,000 | 1,530 |
| Available-for-sale securities (fair market value) | $21,564,000 | 3,630 |
| Total debt securities | $31,749,000 | 3,141 |
| Structured notes | ||
| Amortized cost | $500,000 | 530 |
| Fair value | $500,000 | 582 |
| 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 | $24,495,000 | 3,998 |
| U.S. Government securities | $17,158,000 | 4,098 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $17,158,000 | 3,826 |
| Securities issued by states & political subdivisions | $6,882,000 | 2,232 |
| Other domestic debt securities | $205,000 | 3,425 |
| 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 | $205,000 | 2,993 |
| Foreign debt securities | NA | NA |
| Equity securities | $250,000 | 5,362 |
| 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 | $1,163,000 | 5,391 |
| Certificates of participation in pools of residential mortgages | $1,163,000 | 4,628 |
| Issued or guaranteed by U.S. | $1,163,000 | 4,612 |
| 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) | $5,898,000 | 2,549 |
| Available-for-sale securities (fair market value) | $18,597,000 | 4,012 |
| Total debt securities | $24,245,000 | 3,915 |
| 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 | $24,002,000 | 4,256 |
| U.S. Government securities | $16,454,000 | 4,464 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $16,454,000 | 4,030 |
| Securities issued by states & political subdivisions | $7,290,000 | 2,236 |
| Other domestic debt securities | $8,000 | 3,878 |
| 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 | $8,000 | 3,202 |
| Foreign debt securities | NA | NA |
| Equity securities | $250,000 | 5,243 |
| 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 | $1,085,000 | 5,758 |
| Certificates of participation in pools of residential mortgages | $1,085,000 | 4,931 |
| Issued or guaranteed by U.S. | $1,085,000 | 4,916 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,224,000 | 2,753 |
| Available-for-sale securities (fair market value) | $17,778,000 | 4,222 |
| Total debt securities | $23,752,000 | 4,178 |
| 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 | $23,770,000 | 4,304 |
| U.S. Government securities | $16,735,000 | 4,449 |
| U.S. Treasury securities | $511,000 | 5,795 |
| U.S. Government agency obligations | $16,224,000 | 3,882 |
| Securities issued by states & political subdivisions | $5,156,000 | 2,915 |
| Other domestic debt securities | $1,729,000 | 1,843 |
| Privately issued residential mortgage-backed securities | $1,721,000 | 602 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,000 | 3,115 |
| Foreign debt securities | NA | NA |
| Equity securities | $150,000 | 5,909 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $511,000 | 7,669 |
| Mortgage-backed securities | $3,148,000 | 4,655 |
| Certificates of participation in pools of residential mortgages | $3,148,000 | 3,740 |
| Issued or guaranteed by U.S. | $1,427,000 | 4,818 |
| Privately issued | $1,721,000 | 141 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,501,000 | 3,973 |
| Available-for-sale securities (fair market value) | $20,269,000 | 3,757 |
| Total debt securities | $23,620,000 | 4,220 |
| 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 | $19,444,000 | 5,014 |
| U.S. Government securities | $13,939,000 | 5,294 |
| U.S. Treasury securities | $507,000 | 7,077 |
| U.S. Government agency obligations | $13,432,000 | 4,338 |
| Securities issued by states & political subdivisions | $5,357,000 | 2,606 |
| Other domestic debt securities | $8,000 | 3,815 |
| 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 | $8,000 | 2,923 |
| Foreign debt securities | NA | NA |
| Equity securities | $140,000 | 5,966 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 7,512 |
| Mortgage-backed securities | $149,000 | 7,731 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $149,000 | 4,645 |
| CMOs issued by government agencies or sponsored agencies | $149,000 | 4,470 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,837,000 | 4,639 |
| Available-for-sale securities (fair market value) | $15,607,000 | 4,362 |
| Total debt securities | $19,304,000 | 4,929 |
| 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 | $18,551,000 | 5,583 |
| U.S. Government securities | $12,982,000 | 6,039 |
| U.S. Treasury securities | $2,011,000 | 5,922 |
| U.S. Government agency obligations | $10,971,000 | 5,218 |
| Securities issued by states & political subdivisions | $5,430,000 | 2,656 |
| Other domestic debt securities | $7,000 | 4,386 |
| 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 | $7,000 | 3,275 |
| Foreign debt securities | NA | NA |
| Equity securities | $132,000 | 5,976 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,011,000 | 6,692 |
| Mortgage-backed securities | $259,000 | 8,033 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $259,000 | 4,862 |
| CMOs issued by government agencies or sponsored agencies | $259,000 | 4,681 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,915,000 | 5,193 |
| Available-for-sale securities (fair market value) | $14,636,000 | 4,788 |
| Total debt securities | $18,419,000 | 5,496 |
| 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 | $17,128,000 | 6,178 |
| U.S. Government securities | $13,120,000 | 6,240 |
| U.S. Treasury securities | $3,011,000 | 6,038 |
| U.S. Government agency obligations | $10,109,000 | 5,435 |
| Securities issued by states & political subdivisions | $3,873,000 | 3,416 |
| Other domestic debt securities | $7,000 | 5,089 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,000 | 3,877 |
| Foreign debt securities | NA | NA |
| Equity securities | $128,000 | 5,807 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,000,000 | 5,247 |
| Mortgage-backed securities | $866,000 | 7,473 |
| Certificates of participation in pools of residential mortgages | $377,000 | 7,319 |
| Issued or guaranteed by U.S. | $377,000 | 7,286 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $489,000 | 4,961 |
| CMOs issued by government agencies or sponsored agencies | $489,000 | 4,769 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,638,000 | 6,219 |
| Available-for-sale securities (fair market value) | $14,490,000 | 4,966 |
| Total debt securities | $17,000,000 | 6,089 |
| 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 | $17,537,000 | 6,452 |
| U.S. Government securities | $12,359,000 | 6,843 |
| U.S. Treasury securities | $2,900,000 | 7,280 |
| U.S. Government agency obligations | $9,459,000 | 5,571 |
| Securities issued by states & political subdivisions | $5,143,000 | 2,875 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $35,000 | 7,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,005,000 | 6,089 |
| Mortgage-backed securities | $1,302,000 | 7,385 |
| Certificates of participation in pools of residential mortgages | $461,000 | 7,491 |
| Issued or guaranteed by U.S. | $461,000 | 7,459 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $841,000 | 4,778 |
| CMOs issued by government agencies or sponsored agencies | $841,000 | 4,584 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,400,000 | 9,042 |
| Available-for-sale securities (fair market value) | $14,137,000 | 3,736 |
| Total debt securities | $17,501,000 | 6,350 |
| 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 | $20,070,000 | 6,122 |
| U.S. Government securities | $14,876,000 | 6,299 |
| U.S. Treasury securities | $4,149,000 | 6,295 |
| U.S. Government agency obligations | $10,727,000 | 5,326 |
| Securities issued by states & political subdivisions | $5,174,000 | 2,926 |
| Other domestic debt securities | $20,000 | 6,371 |
| Privately issued residential mortgage-backed securities | $13,000 | 3,311 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,000 | 5,050 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $766,000 | 9,007 |
| Mortgage-backed securities | $1,882,000 | 7,407 |
| Certificates of participation in pools of residential mortgages | $750,000 | 7,519 |
| Issued or guaranteed by U.S. | $750,000 | 7,470 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,132,000 | 4,788 |
| CMOs issued by government agencies or sponsored agencies | $1,119,000 | 4,577 |
| Privately issued | $13,000 | 2,824 |
| 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 | $20,005,000 | 6,005 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $21,538,000 | 5,816 |
| U.S. Government securities | $16,626,000 | 5,824 |
| U.S. Treasury securities | $4,521,000 | 6,151 |
| U.S. Government agency obligations | $12,105,000 | 4,844 |
| Securities issued by states & political subdivisions | $4,847,000 | 2,828 |
| Other domestic debt securities | $65,000 | 6,962 |
| Privately issued residential mortgage-backed securities | $59,000 | 3,724 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,000 | 5,780 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $781,000 | 9,160 |
| Mortgage-backed securities | $2,754,000 | 6,956 |
| Certificates of participation in pools of residential mortgages | $2,194,000 | 5,920 |
| Issued or guaranteed by U.S. | $2,194,000 | 5,854 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $560,000 | 5,698 |
| CMOs issued by government agencies or sponsored agencies | $501,000 | 5,422 |
| Privately issued | $59,000 | 3,199 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $21,538,000 | 5,710 |
| 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 |