Home > Citizens Community Bank > Securities
Citizens Community Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $76,034,000 | 2,046 |
| U.S. Government securities | $53,976,000 | 1,777 |
| U.S. Treasury securities | $1,948,000 | 2,315 |
| U.S. Government agency obligations | $52,028,000 | 1,570 |
| Securities issued by states & political subdivisions | $14,557,000 | 2,110 |
| Other domestic debt securities | $7,501,000 | 1,167 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,829,000 | 1,425 |
| Mortgage-backed securities | $55,943,000 | 1,176 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $30,791,000 | 1,164 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,950,000 | 1,185 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $9,701,000 | 471 |
| Other commercial mortgage-backed securities | $7,501,000 | 590 |
| Held to maturity securities (book value) | $852,000 | 1,546 |
| Available-for-sale securities (fair market value) | $75,182,000 | 1,855 |
| Total debt securities | $76,034,000 | 2,031 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $74,697,000 | 2,043 |
| U.S. Government securities | $53,189,000 | 1,783 |
| U.S. Treasury securities | $1,923,000 | 2,381 |
| U.S. Government agency obligations | $51,266,000 | 1,563 |
| Securities issued by states & political subdivisions | $13,902,000 | 2,131 |
| Other domestic debt securities | $7,606,000 | 1,147 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,757,000 | 1,385 |
| Mortgage-backed securities | $55,384,000 | 1,161 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $30,525,000 | 1,148 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,998,000 | 1,161 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $9,255,000 | 474 |
| Other commercial mortgage-backed securities | $7,606,000 | 573 |
| Held to maturity securities (book value) | $843,000 | 1,564 |
| Available-for-sale securities (fair market value) | $73,854,000 | 1,841 |
| Total debt securities | $74,696,000 | 2,029 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $78,379,000 | 2,037 |
| U.S. Government securities | $57,020,000 | 1,752 |
| U.S. Treasury securities | $2,753,000 | 2,248 |
| U.S. Government agency obligations | $54,267,000 | 1,540 |
| Securities issued by states & political subdivisions | $13,453,000 | 2,225 |
| Other domestic debt securities | $7,906,000 | 1,139 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,391,000 | 1,321 |
| Mortgage-backed securities | $58,559,000 | 1,151 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $32,530,000 | 1,142 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,506,000 | 1,134 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $9,617,000 | 468 |
| Other commercial mortgage-backed securities | $7,906,000 | 570 |
| Held to maturity securities (book value) | $834,000 | 1,585 |
| Available-for-sale securities (fair market value) | $77,545,000 | 1,832 |
| Total debt securities | $78,379,000 | 2,024 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $80,358,000 | 2,081 |
| U.S. Government securities | $56,900,000 | 1,841 |
| U.S. Treasury securities | $1,935,000 | 2,480 |
| U.S. Government agency obligations | $54,965,000 | 1,545 |
| Securities issued by states & political subdivisions | $15,354,000 | 2,146 |
| Other domestic debt securities | $8,104,000 | 1,181 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,087,000 | 1,235 |
| Mortgage-backed securities | $59,392,000 | 1,191 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $33,624,000 | 1,156 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,940,000 | 1,149 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $8,724,000 | 523 |
| Other commercial mortgage-backed securities | $8,104,000 | 578 |
| Held to maturity securities (book value) | $825,000 | 1,637 |
| Available-for-sale securities (fair market value) | $79,533,000 | 1,874 |
| Total debt securities | $80,358,000 | 2,066 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $81,570,000 | 2,079 |
| U.S. Government securities | $56,775,000 | 1,852 |
| U.S. Treasury securities | $1,922,000 | 2,504 |
| U.S. Government agency obligations | $54,853,000 | 1,541 |
| Securities issued by states & political subdivisions | $16,589,000 | 2,117 |
| Other domestic debt securities | $8,206,000 | 1,195 |
| 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 | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,338,000 | 1,124 |
| Mortgage-backed securities | $59,402,000 | 1,200 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $33,340,000 | 1,182 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,146,000 | 1,144 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $8,710,000 | 516 |
| Other commercial mortgage-backed securities | $8,206,000 | 575 |
| Held to maturity securities (book value) | $817,000 | 1,655 |
| Available-for-sale securities (fair market value) | $80,753,000 | 1,881 |
| Total debt securities | $81,570,000 | 2,065 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $80,937,000 | 2,108 |
| U.S. Government securities | $57,703,000 | 1,841 |
| U.S. Treasury securities | $1,921,000 | 2,529 |
| U.S. Government agency obligations | $55,782,000 | 1,540 |
| Securities issued by states & political subdivisions | $16,275,000 | 2,139 |
| Other domestic debt securities | $6,959,000 | 1,241 |
| 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 | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,646,000 | 1,324 |
| Mortgage-backed securities | $59,031,000 | 1,223 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $33,891,000 | 1,169 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,570,000 | 1,146 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $8,611,000 | 519 |
| Other commercial mortgage-backed securities | $6,959,000 | 649 |
| Held to maturity securities (book value) | $808,000 | 1,637 |
| Available-for-sale securities (fair market value) | $80,129,000 | 1,904 |
| Total debt securities | $80,936,000 | 2,093 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $74,084,000 | 2,255 |
| U.S. Government securities | $52,690,000 | 1,974 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $52,690,000 | 1,629 |
| Securities issued by states & political subdivisions | $17,797,000 | 2,106 |
| Other domestic debt securities | $3,597,000 | 1,462 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,434,000 | 1,280 |
| Mortgage-backed securities | $52,420,000 | 1,365 |
| Certificates of participation in pools of residential mortgages | $32,575,000 | 1,273 |
| Issued or guaranteed by U.S. | $32,575,000 | 1,247 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $7,483,000 | 1,356 |
| CMOs issued by government agencies or sponsored agencies | $7,483,000 | 1,287 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $12,362,000 | 791 |
| Commercial mortgage pass-through securities | $8,765,000 | 527 |
| Other commercial mortgage-backed securities | $3,597,000 | 898 |
| Held to maturity securities (book value) | $799,000 | 1,569 |
| Available-for-sale securities (fair market value) | $73,285,000 | 2,086 |
| Total debt securities | $74,084,000 | 2,243 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $73,756,000 | 2,231 |
| U.S. Government securities | $56,165,000 | 1,858 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $56,165,000 | 1,578 |
| Securities issued by states & political subdivisions | $14,696,000 | 2,320 |
| Other domestic debt securities | $2,895,000 | 1,533 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,198,000 | 1,191 |
| Mortgage-backed securities | $54,999,000 | 1,353 |
| Certificates of participation in pools of residential mortgages | $34,007,000 | 1,271 |
| Issued or guaranteed by U.S. | $34,007,000 | 1,250 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $7,420,000 | 1,371 |
| CMOs issued by government agencies or sponsored agencies | $7,420,000 | 1,311 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $13,572,000 | 768 |
| Commercial mortgage pass-through securities | $10,677,000 | 476 |
| Other commercial mortgage-backed securities | $2,895,000 | 950 |
| Held to maturity securities (book value) | $791,000 | 1,479 |
| Available-for-sale securities (fair market value) | $72,965,000 | 2,083 |
| Total debt securities | $73,753,000 | 2,219 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $66,950,000 | 2,300 |
| U.S. Government securities | $52,414,000 | 1,806 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $52,414,000 | 1,611 |
| Securities issued by states & political subdivisions | $12,844,000 | 2,475 |
| Other domestic debt securities | $1,692,000 | 1,702 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,417,000 | 1,101 |
| Mortgage-backed securities | $51,132,000 | 1,367 |
| Certificates of participation in pools of residential mortgages | $35,272,000 | 1,212 |
| Issued or guaranteed by U.S. | $35,272,000 | 1,187 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $2,664,000 | 1,893 |
| CMOs issued by government agencies or sponsored agencies | $2,664,000 | 1,836 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $13,196,000 | 782 |
| Commercial mortgage pass-through securities | $11,504,000 | 450 |
| Other commercial mortgage-backed securities | $1,692,000 | 1,079 |
| Held to maturity securities (book value) | $783,000 | 1,389 |
| Available-for-sale securities (fair market value) | $66,167,000 | 2,177 |
| Total debt securities | $66,950,000 | 2,287 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $60,481,000 | 2,373 |
| U.S. Government securities | $46,733,000 | 1,888 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $46,733,000 | 1,707 |
| Securities issued by states & political subdivisions | $11,835,000 | 2,528 |
| Other domestic debt securities | $1,913,000 | 1,604 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,413,000 | 1,020 |
| Mortgage-backed securities | $45,614,000 | 1,435 |
| Certificates of participation in pools of residential mortgages | $30,570,000 | 1,293 |
| Issued or guaranteed by U.S. | $30,570,000 | 1,264 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $3,178,000 | 1,815 |
| CMOs issued by government agencies or sponsored agencies | $3,178,000 | 1,769 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $11,866,000 | 805 |
| Commercial mortgage pass-through securities | $9,953,000 | 489 |
| Other commercial mortgage-backed securities | $1,913,000 | 1,056 |
| Held to maturity securities (book value) | $774,000 | 1,389 |
| Available-for-sale securities (fair market value) | $59,707,000 | 2,239 |
| Total debt securities | $60,482,000 | 2,355 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $61,425,000 | 2,281 |
| U.S. Government securities | $51,250,000 | 1,705 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $51,250,000 | 1,562 |
| Securities issued by states & political subdivisions | $10,175,000 | 2,651 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,410,000 | 973 |
| Mortgage-backed securities | $48,041,000 | 1,339 |
| Certificates of participation in pools of residential mortgages | $32,322,000 | 1,214 |
| Issued or guaranteed by U.S. | $32,322,000 | 1,187 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $3,855,000 | 1,678 |
| CMOs issued by government agencies or sponsored agencies | $3,855,000 | 1,641 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $11,864,000 | 771 |
| Commercial mortgage pass-through securities | $9,926,000 | 479 |
| Other commercial mortgage-backed securities | $1,938,000 | 1,030 |
| Held to maturity securities (book value) | $766,000 | 1,376 |
| Available-for-sale securities (fair market value) | $60,659,000 | 2,152 |
| Total debt securities | $61,425,000 | 2,264 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $53,728,000 | 2,336 |
| U.S. Government securities | $46,029,000 | 1,702 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $46,029,000 | 1,596 |
| Securities issued by states & political subdivisions | $7,699,000 | 2,880 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,617,000 | 1,044 |
| Mortgage-backed securities | $41,395,000 | 1,421 |
| Certificates of participation in pools of residential mortgages | $25,758,000 | 1,349 |
| Issued or guaranteed by U.S. | $25,758,000 | 1,310 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $4,634,000 | 1,547 |
| CMOs issued by government agencies or sponsored agencies | $4,634,000 | 1,505 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $11,003,000 | 772 |
| Commercial mortgage pass-through securities | $9,778,000 | 455 |
| Other commercial mortgage-backed securities | $1,225,000 | 1,091 |
| Held to maturity securities (book value) | $758,000 | 1,360 |
| Available-for-sale securities (fair market value) | $52,970,000 | 2,212 |
| Total debt securities | $53,727,000 | 2,319 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $42,674,000 | 2,549 |
| U.S. Government securities | $33,329,000 | 1,937 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $33,329,000 | 1,836 |
| Securities issued by states & political subdivisions | $7,885,000 | 2,830 |
| Other domestic debt securities | $1,460,000 | 1,581 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,216,000 | 1,234 |
| Mortgage-backed securities | $29,811,000 | 1,670 |
| Certificates of participation in pools of residential mortgages | $17,362,000 | 1,592 |
| Issued or guaranteed by U.S. | $17,362,000 | 1,553 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $5,525,000 | 1,446 |
| CMOs issued by government agencies or sponsored agencies | $5,525,000 | 1,403 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $6,924,000 | 928 |
| Commercial mortgage pass-through securities | $5,464,000 | 614 |
| Other commercial mortgage-backed securities | $1,460,000 | 1,016 |
| Held to maturity securities (book value) | $750,000 | 1,349 |
| Available-for-sale securities (fair market value) | $41,924,000 | 2,411 |
| Total debt securities | $42,673,000 | 2,526 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $39,462,000 | 2,561 |
| U.S. Government securities | $30,062,000 | 1,998 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $30,062,000 | 1,897 |
| Securities issued by states & political subdivisions | $7,854,000 | 2,718 |
| Other domestic debt securities | $1,546,000 | 1,515 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,951,000 | 1,294 |
| Mortgage-backed securities | $26,557,000 | 1,737 |
| Certificates of participation in pools of residential mortgages | $16,876,000 | 1,585 |
| Issued or guaranteed by U.S. | $16,876,000 | 1,543 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $5,652,000 | 1,478 |
| CMOs issued by government agencies or sponsored agencies | $5,652,000 | 1,438 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $4,029,000 | 1,125 |
| Commercial mortgage pass-through securities | $2,483,000 | 863 |
| Other commercial mortgage-backed securities | $1,546,000 | 986 |
| Held to maturity securities (book value) | $742,000 | 1,346 |
| Available-for-sale securities (fair market value) | $38,720,000 | 2,414 |
| Total debt securities | $39,461,000 | 2,541 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $36,620,000 | 2,614 |
| U.S. Government securities | $28,362,000 | 2,070 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $28,362,000 | 1,964 |
| Securities issued by states & political subdivisions | $6,544,000 | 2,843 |
| Other domestic debt securities | $1,714,000 | 1,414 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,897,000 | 1,382 |
| Mortgage-backed securities | $24,814,000 | 1,793 |
| Certificates of participation in pools of residential mortgages | $13,927,000 | 1,731 |
| Issued or guaranteed by U.S. | $13,927,000 | 1,683 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $6,690,000 | 1,404 |
| CMOs issued by government agencies or sponsored agencies | $6,690,000 | 1,365 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $4,197,000 | 1,082 |
| Commercial mortgage pass-through securities | $2,483,000 | 857 |
| Other commercial mortgage-backed securities | $1,714,000 | 936 |
| Held to maturity securities (book value) | $734,000 | 1,357 |
| Available-for-sale securities (fair market value) | $35,886,000 | 2,470 |
| Total debt securities | $36,620,000 | 2,593 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $39,366,000 | 2,454 |
| U.S. Government securities | $30,097,000 | 2,007 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $30,097,000 | 1,909 |
| Securities issued by states & political subdivisions | $7,508,000 | 2,616 |
| Other domestic debt securities | $1,761,000 | 1,352 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,291,000 | 1,267 |
| Mortgage-backed securities | $26,518,000 | 1,713 |
| Certificates of participation in pools of residential mortgages | $14,869,000 | 1,664 |
| Issued or guaranteed by U.S. | $14,869,000 | 1,619 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $7,486,000 | 1,348 |
| CMOs issued by government agencies or sponsored agencies | $7,486,000 | 1,311 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $4,163,000 | 1,063 |
| Commercial mortgage pass-through securities | $2,402,000 | 838 |
| Other commercial mortgage-backed securities | $1,761,000 | 901 |
| Held to maturity securities (book value) | $726,000 | 1,378 |
| Available-for-sale securities (fair market value) | $38,640,000 | 2,313 |
| Total debt securities | $39,366,000 | 2,436 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $37,012,000 | 2,554 |
| U.S. Government securities | $29,227,000 | 2,083 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $29,227,000 | 1,972 |
| Securities issued by states & political subdivisions | $6,024,000 | 2,822 |
| Other domestic debt securities | $1,761,000 | 1,329 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $1,761,000 | 147 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,877,000 | 1,391 |
| Mortgage-backed securities | $25,347,000 | 1,721 |
| Certificates of participation in pools of residential mortgages | $14,608,000 | 1,614 |
| Issued or guaranteed by U.S. | $14,608,000 | 1,569 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $7,984,000 | 1,304 |
| CMOs issued by government agencies or sponsored agencies | $7,984,000 | 1,267 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $2,755,000 | 1,213 |
| Commercial mortgage pass-through securities | $994,000 | 1,107 |
| Other commercial mortgage-backed securities | $1,761,000 | 870 |
| Held to maturity securities (book value) | $719,000 | 1,420 |
| Available-for-sale securities (fair market value) | $36,293,000 | 2,404 |
| Total debt securities | $37,011,000 | 2,537 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $36,575,000 | 2,589 |
| U.S. Government securities | $28,517,000 | 2,127 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $28,517,000 | 2,023 |
| Securities issued by states & political subdivisions | $7,278,000 | 2,652 |
| Other domestic debt securities | $780,000 | 1,616 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $780,000 | 160 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,956,000 | 1,370 |
| Mortgage-backed securities | $23,617,000 | 1,754 |
| Certificates of participation in pools of residential mortgages | $13,177,000 | 1,722 |
| Issued or guaranteed by U.S. | $13,177,000 | 1,669 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $8,657,000 | 1,274 |
| CMOs issued by government agencies or sponsored agencies | $8,657,000 | 1,238 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $1,783,000 | 1,358 |
| Commercial mortgage pass-through securities | $1,003,000 | 1,112 |
| Other commercial mortgage-backed securities | $780,000 | 1,041 |
| Held to maturity securities (book value) | $711,000 | 1,484 |
| Available-for-sale securities (fair market value) | $35,864,000 | 2,430 |
| Total debt securities | $36,572,000 | 2,571 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $36,304,000 | 2,646 |
| U.S. Government securities | $28,101,000 | 2,193 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $28,101,000 | 2,080 |
| Securities issued by states & political subdivisions | $7,243,000 | 2,726 |
| Other domestic debt securities | $960,000 | 1,563 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $960,000 | 152 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,899,000 | 1,465 |
| Mortgage-backed securities | $24,062,000 | 1,711 |
| Certificates of participation in pools of residential mortgages | $12,808,000 | 1,743 |
| Issued or guaranteed by U.S. | $12,808,000 | 1,712 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $9,292,000 | 1,225 |
| CMOs issued by government agencies or sponsored agencies | $9,292,000 | 1,188 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $1,962,000 | 1,316 |
| Commercial mortgage pass-through securities | $1,002,000 | 1,107 |
| Other commercial mortgage-backed securities | $960,000 | 987 |
| Held to maturity securities (book value) | $704,000 | 1,531 |
| Available-for-sale securities (fair market value) | $35,600,000 | 2,491 |
| Total debt securities | $36,298,000 | 2,630 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $36,931,000 | 2,653 |
| U.S. Government securities | $25,157,000 | 2,372 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $25,157,000 | 2,235 |
| Securities issued by states & political subdivisions | $10,824,000 | 2,342 |
| Other domestic debt securities | $950,000 | 1,566 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $950,000 | 142 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,797,000 | 1,730 |
| Mortgage-backed securities | $23,601,000 | 1,739 |
| Certificates of participation in pools of residential mortgages | $12,079,000 | 1,794 |
| Issued or guaranteed by U.S. | $12,079,000 | 1,757 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $9,582,000 | 1,203 |
| CMOs issued by government agencies or sponsored agencies | $9,582,000 | 1,164 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $1,940,000 | 1,251 |
| Commercial mortgage pass-through securities | $990,000 | 1,086 |
| Other commercial mortgage-backed securities | $950,000 | 921 |
| Held to maturity securities (book value) | $696,000 | 1,560 |
| Available-for-sale securities (fair market value) | $36,235,000 | 2,486 |
| Total debt securities | $36,932,000 | 2,635 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $35,700,000 | 2,724 |
| U.S. Government securities | $22,101,000 | 2,565 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $22,101,000 | 2,423 |
| Securities issued by states & political subdivisions | $13,599,000 | 2,127 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,377,000 | 1,627 |
| Mortgage-backed securities | $19,379,000 | 1,943 |
| Certificates of participation in pools of residential mortgages | $11,486,000 | 1,850 |
| Issued or guaranteed by U.S. | $11,486,000 | 1,826 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $5,941,000 | 1,473 |
| CMOs issued by government agencies or sponsored agencies | $5,941,000 | 1,425 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $1,952,000 | 1,221 |
| Commercial mortgage pass-through securities | $976,000 | 1,077 |
| Other commercial mortgage-backed securities | $976,000 | 866 |
| Held to maturity securities (book value) | $689,000 | 1,598 |
| Available-for-sale securities (fair market value) | $35,011,000 | 2,566 |
| Total debt securities | $35,701,000 | 2,705 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $39,609,000 | 2,585 |
| U.S. Government securities | $23,331,000 | 2,499 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $23,331,000 | 2,382 |
| Securities issued by states & political subdivisions | $15,267,000 | 2,011 |
| Other domestic debt securities | $1,011,000 | 1,457 |
| 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 | $1,011,000 | 1,144 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,153,000 | 1,557 |
| Mortgage-backed securities | $20,566,000 | 1,869 |
| Certificates of participation in pools of residential mortgages | $12,364,000 | 1,800 |
| Issued or guaranteed by U.S. | $12,364,000 | 1,789 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $6,239,000 | 1,419 |
| CMOs issued by government agencies or sponsored agencies | $6,239,000 | 1,371 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $1,963,000 | 1,189 |
| Commercial mortgage pass-through securities | $974,000 | 1,046 |
| Other commercial mortgage-backed securities | $989,000 | 838 |
| Held to maturity securities (book value) | $682,000 | 1,625 |
| Available-for-sale securities (fair market value) | $38,927,000 | 2,409 |
| Total debt securities | $39,609,000 | 2,565 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $41,351,000 | 2,549 |
| U.S. Government securities | $11,905,000 | 3,422 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $11,905,000 | 3,271 |
| Securities issued by states & political subdivisions | $15,365,000 | 2,050 |
| Other domestic debt securities | $14,081,000 | 535 |
| Privately issued residential mortgage-backed securities | $13,068,000 | 172 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $1,013,000 | 1,138 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,343,000 | 1,548 |
| Mortgage-backed securities | $21,816,000 | 1,838 |
| Certificates of participation in pools of residential mortgages | $13,209,000 | 1,771 |
| Issued or guaranteed by U.S. | $141,000 | 4,018 |
| Privately issued | $13,068,000 | 84 |
| Collaterized mortgage obligations | $6,639,000 | 1,384 |
| CMOs issued by government agencies or sponsored agencies | $6,639,000 | 1,339 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $1,968,000 | 1,166 |
| Commercial mortgage pass-through securities | $979,000 | 1,015 |
| Other commercial mortgage-backed securities | $989,000 | 835 |
| Held to maturity securities (book value) | $674,000 | 1,655 |
| Available-for-sale securities (fair market value) | $40,677,000 | 2,382 |
| Total debt securities | $41,351,000 | 2,532 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $44,425,000 | 2,466 |
| U.S. Government securities | $26,281,000 | 2,404 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $26,281,000 | 2,301 |
| Securities issued by states & political subdivisions | $17,145,000 | 1,960 |
| Other domestic debt securities | $999,000 | 1,484 |
| 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 | $999,000 | 1,192 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,909,000 | 1,542 |
| Mortgage-backed securities | $23,036,000 | 1,773 |
| Certificates of participation in pools of residential mortgages | $13,986,000 | 1,755 |
| Issued or guaranteed by U.S. | $13,986,000 | 1,753 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,065,000 | 1,352 |
| CMOs issued by government agencies or sponsored agencies | $7,065,000 | 1,302 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $1,985,000 | 1,025 |
| Commercial mortgage pass-through securities | $990,000 | 805 |
| Other commercial mortgage-backed securities | $995,000 | 812 |
| Held to maturity securities (book value) | $667,000 | 1,679 |
| Available-for-sale securities (fair market value) | $43,758,000 | 2,294 |
| Total debt securities | $44,424,000 | 2,447 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $43,446,000 | 2,523 |
| U.S. Government securities | $25,313,000 | 2,472 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $25,313,000 | 2,362 |
| Securities issued by states & political subdivisions | $17,123,000 | 2,010 |
| Other domestic debt securities | $1,010,000 | 1,466 |
| 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 | $1,010,000 | 1,191 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,145,000 | 1,662 |
| Mortgage-backed securities | $21,758,000 | 1,845 |
| Certificates of participation in pools of residential mortgages | $14,886,000 | 1,726 |
| Issued or guaranteed by U.S. | $14,886,000 | 1,726 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $4,832,000 | 1,582 |
| CMOs issued by government agencies or sponsored agencies | $4,832,000 | 1,527 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $2,040,000 | 1,004 |
| Commercial mortgage pass-through securities | $1,021,000 | 796 |
| Other commercial mortgage-backed securities | $1,019,000 | 780 |
| Held to maturity securities (book value) | $660,000 | 1,702 |
| Available-for-sale securities (fair market value) | $42,786,000 | 2,359 |
| Total debt securities | $43,446,000 | 2,507 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $42,219,000 | 2,594 |
| U.S. Government securities | $23,854,000 | 2,569 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $23,854,000 | 2,465 |
| Securities issued by states & political subdivisions | $17,344,000 | 2,028 |
| Other domestic debt securities | $1,021,000 | 1,477 |
| 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 | $1,021,000 | 1,217 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,694,000 | 1,658 |
| Mortgage-backed securities | $20,240,000 | 1,948 |
| Certificates of participation in pools of residential mortgages | $13,056,000 | 1,895 |
| Issued or guaranteed by U.S. | $13,056,000 | 1,893 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $5,123,000 | 1,545 |
| CMOs issued by government agencies or sponsored agencies | $5,123,000 | 1,494 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $2,061,000 | 996 |
| Commercial mortgage pass-through securities | $1,029,000 | 793 |
| Other commercial mortgage-backed securities | $1,032,000 | 763 |
| Held to maturity securities (book value) | $653,000 | 1,765 |
| Available-for-sale securities (fair market value) | $41,566,000 | 2,415 |
| Total debt securities | $42,218,000 | 2,578 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $43,318,000 | 2,593 |
| U.S. Government securities | $25,133,000 | 2,552 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $25,133,000 | 2,453 |
| Securities issued by states & political subdivisions | $17,162,000 | 2,057 |
| Other domestic debt securities | $1,023,000 | 1,494 |
| 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 | $1,023,000 | 1,239 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,396,000 | 1,697 |
| Mortgage-backed securities | $21,374,000 | 1,923 |
| Certificates of participation in pools of residential mortgages | $13,912,000 | 1,860 |
| Issued or guaranteed by U.S. | $13,912,000 | 1,858 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,397,000 | 1,534 |
| CMOs issued by government agencies or sponsored agencies | $5,397,000 | 1,482 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $2,065,000 | 969 |
| Commercial mortgage pass-through securities | $1,032,000 | 775 |
| Other commercial mortgage-backed securities | $1,033,000 | 728 |
| Held to maturity securities (book value) | $646,000 | 1,795 |
| Available-for-sale securities (fair market value) | $42,672,000 | 2,405 |
| Total debt securities | $43,317,000 | 2,576 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $40,930,000 | 2,714 |
| U.S. Government securities | $22,980,000 | 2,703 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $22,980,000 | 2,592 |
| Securities issued by states & political subdivisions | $16,929,000 | 2,089 |
| Other domestic debt securities | $1,021,000 | 1,540 |
| 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 | $1,021,000 | 1,252 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,747,000 | 1,778 |
| Mortgage-backed securities | $19,194,000 | 2,054 |
| Certificates of participation in pools of residential mortgages | $13,490,000 | 1,920 |
| Issued or guaranteed by U.S. | $13,490,000 | 1,920 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,675,000 | 1,815 |
| CMOs issued by government agencies or sponsored agencies | $3,675,000 | 1,756 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $2,029,000 | 945 |
| Commercial mortgage pass-through securities | $1,011,000 | 747 |
| Other commercial mortgage-backed securities | $1,018,000 | 716 |
| Held to maturity securities (book value) | $639,000 | 1,830 |
| Available-for-sale securities (fair market value) | $40,291,000 | 2,506 |
| Total debt securities | $40,928,000 | 2,696 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $34,761,000 | 2,976 |
| U.S. Government securities | $16,450,000 | 3,176 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $16,450,000 | 3,048 |
| Securities issued by states & political subdivisions | $17,299,000 | 2,060 |
| Other domestic debt securities | $1,012,000 | 1,555 |
| 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 | $1,012,000 | 1,262 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,245,000 | 1,949 |
| Mortgage-backed securities | $12,438,000 | 2,562 |
| Certificates of participation in pools of residential mortgages | $8,609,000 | 2,403 |
| Issued or guaranteed by U.S. | $8,609,000 | 2,401 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,829,000 | 1,766 |
| CMOs issued by government agencies or sponsored agencies | $3,829,000 | 1,701 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $633,000 | 1,851 |
| Available-for-sale securities (fair market value) | $34,128,000 | 2,757 |
| Total debt securities | $34,761,000 | 2,957 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $35,799,000 | 2,907 |
| U.S. Government securities | $17,790,000 | 3,056 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $17,790,000 | 2,945 |
| Securities issued by states & political subdivisions | $17,004,000 | 2,107 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $1,005,000 | 188 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,369,000 | 1,961 |
| Mortgage-backed securities | $13,621,000 | 2,457 |
| Certificates of participation in pools of residential mortgages | $9,490,000 | 2,330 |
| Issued or guaranteed by U.S. | $9,490,000 | 2,330 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,131,000 | 1,724 |
| CMOs issued by government agencies or sponsored agencies | $4,131,000 | 1,659 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $626,000 | 1,865 |
| Available-for-sale securities (fair market value) | $35,173,000 | 2,693 |
| Total debt securities | $35,800,000 | 2,890 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $36,945,000 | 2,911 |
| U.S. Government securities | $18,798,000 | 3,062 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $18,798,000 | 2,944 |
| Securities issued by states & political subdivisions | $17,150,000 | 2,095 |
| Other domestic debt securities | $997,000 | 1,623 |
| 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 | $997,000 | 1,315 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,731,000 | 1,974 |
| Mortgage-backed securities | $14,458,000 | 2,417 |
| Certificates of participation in pools of residential mortgages | $10,124,000 | 2,303 |
| Issued or guaranteed by U.S. | $10,124,000 | 2,299 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $4,334,000 | 1,716 |
| CMOs issued by government agencies or sponsored agencies | $4,334,000 | 1,648 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $619,000 | 1,906 |
| Available-for-sale securities (fair market value) | $36,326,000 | 2,698 |
| Total debt securities | $36,946,000 | 2,893 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $36,616,000 | 2,981 |
| U.S. Government securities | $18,160,000 | 3,188 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $18,160,000 | 3,078 |
| Securities issued by states & political subdivisions | $17,474,000 | 2,040 |
| Other domestic debt securities | $982,000 | 1,670 |
| 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 | $982,000 | 1,350 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,534,000 | 2,053 |
| Mortgage-backed securities | $11,811,000 | 2,664 |
| Certificates of participation in pools of residential mortgages | $8,405,000 | 2,521 |
| Issued or guaranteed by U.S. | $8,405,000 | 2,519 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,406,000 | 1,876 |
| CMOs issued by government agencies or sponsored agencies | $3,406,000 | 1,801 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $613,000 | 1,949 |
| Available-for-sale securities (fair market value) | $36,003,000 | 2,743 |
| Total debt securities | $36,615,000 | 2,961 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 623 |
| Fair value | $1,995,000 | 684 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $37,706,000 | 2,952 |
| U.S. Government securities | $18,565,000 | 3,189 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $18,565,000 | 3,078 |
| Securities issued by states & political subdivisions | $18,156,000 | 2,006 |
| Other domestic debt securities | $985,000 | 1,662 |
| 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 | $985,000 | 1,346 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,709,000 | 2,116 |
| Mortgage-backed securities | $11,152,000 | 2,732 |
| Certificates of participation in pools of residential mortgages | $8,739,000 | 2,479 |
| Issued or guaranteed by U.S. | $8,739,000 | 2,476 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,413,000 | 2,123 |
| CMOs issued by government agencies or sponsored agencies | $2,413,000 | 2,058 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $606,000 | 1,988 |
| Available-for-sale securities (fair market value) | $37,100,000 | 2,710 |
| Total debt securities | $37,705,000 | 2,931 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 708 |
| Fair value | $1,971,000 | 794 |
| 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 | $37,444,000 | 2,993 |
| U.S. Government securities | $18,453,000 | 3,265 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $18,453,000 | 3,160 |
| Securities issued by states & political subdivisions | $17,989,000 | 2,002 |
| Other domestic debt securities | $1,002,000 | 1,623 |
| 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 | $1,002,000 | 1,292 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,488,000 | 2,079 |
| Mortgage-backed securities | $8,973,000 | 2,991 |
| Certificates of participation in pools of residential mortgages | $6,425,000 | 2,845 |
| Issued or guaranteed by U.S. | $6,425,000 | 2,843 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $2,548,000 | 2,099 |
| CMOs issued by government agencies or sponsored agencies | $2,548,000 | 2,040 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $600,000 | 2,008 |
| Available-for-sale securities (fair market value) | $36,844,000 | 2,765 |
| Total debt securities | $37,443,000 | 2,967 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 822 |
| Fair value | $1,999,000 | 851 |
| 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 | $37,142,000 | 3,059 |
| U.S. Government securities | $18,871,000 | 3,329 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $18,871,000 | 3,226 |
| Securities issued by states & political subdivisions | $17,261,000 | 2,038 |
| Other domestic debt securities | $1,010,000 | 1,618 |
| 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 | $1,010,000 | 1,284 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,357,000 | 2,254 |
| Mortgage-backed securities | $9,368,000 | 3,020 |
| Certificates of participation in pools of residential mortgages | $6,706,000 | 2,887 |
| Issued or guaranteed by U.S. | $6,706,000 | 2,885 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,662,000 | 2,138 |
| CMOs issued by government agencies or sponsored agencies | $2,662,000 | 2,073 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $594,000 | 2,054 |
| Available-for-sale securities (fair market value) | $36,548,000 | 2,828 |
| Total debt securities | $37,142,000 | 3,031 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 930 |
| Fair value | $1,959,000 | 1,022 |
| 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 | $37,217,000 | 3,112 |
| U.S. Government securities | $18,534,000 | 3,412 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $18,534,000 | 3,303 |
| Securities issued by states & political subdivisions | $17,675,000 | 2,004 |
| Other domestic debt securities | $1,008,000 | 1,663 |
| 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 | $1,008,000 | 1,314 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,288,000 | 2,216 |
| Mortgage-backed securities | $8,865,000 | 3,140 |
| Certificates of participation in pools of residential mortgages | $7,115,000 | 2,873 |
| Issued or guaranteed by U.S. | $7,115,000 | 2,872 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,750,000 | 2,448 |
| CMOs issued by government agencies or sponsored agencies | $1,750,000 | 2,374 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $587,000 | 2,054 |
| Available-for-sale securities (fair market value) | $36,630,000 | 2,873 |
| Total debt securities | $37,217,000 | 3,089 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 987 |
| Fair value | $1,987,000 | 1,082 |
| 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 | $35,375,000 | 3,248 |
| U.S. Government securities | $18,147,000 | 3,507 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $18,147,000 | 3,395 |
| Securities issued by states & political subdivisions | $16,225,000 | 2,148 |
| Other domestic debt securities | $1,003,000 | 1,681 |
| 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 | $1,003,000 | 1,333 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,481,000 | 2,350 |
| Mortgage-backed securities | $9,243,000 | 3,140 |
| Certificates of participation in pools of residential mortgages | $7,407,000 | 2,881 |
| Issued or guaranteed by U.S. | $7,407,000 | 2,880 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,836,000 | 2,461 |
| CMOs issued by government agencies or sponsored agencies | $1,836,000 | 2,384 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $581,000 | 2,072 |
| Available-for-sale securities (fair market value) | $34,794,000 | 2,989 |
| Total debt securities | $35,376,000 | 3,226 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,057 |
| Fair value | $1,962,000 | 1,145 |
| 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 | $35,523,000 | 3,322 |
| U.S. Government securities | $18,256,000 | 3,590 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $18,256,000 | 3,469 |
| Securities issued by states & political subdivisions | $16,264,000 | 2,151 |
| Other domestic debt securities | $1,003,000 | 1,740 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $1,003,000 | 1,375 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,678,000 | 2,342 |
| Mortgage-backed securities | $9,520,000 | 3,186 |
| Certificates of participation in pools of residential mortgages | $7,595,000 | 2,936 |
| Issued or guaranteed by U.S. | $7,595,000 | 2,934 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,925,000 | 2,487 |
| CMOs issued by government agencies or sponsored agencies | $1,925,000 | 2,398 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $575,000 | 2,106 |
| Available-for-sale securities (fair market value) | $34,948,000 | 3,055 |
| Total debt securities | $35,523,000 | 3,300 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,141 |
| Fair value | $1,890,000 | 1,279 |
| 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 | $32,842,000 | 3,505 |
| U.S. Government securities | $16,635,000 | 3,811 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $16,635,000 | 3,702 |
| Securities issued by states & political subdivisions | $16,207,000 | 2,164 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,023,000 | 2,319 |
| Mortgage-backed securities | $8,905,000 | 3,329 |
| Certificates of participation in pools of residential mortgages | $6,847,000 | 3,095 |
| Issued or guaranteed by U.S. | $6,847,000 | 3,094 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,058,000 | 2,465 |
| CMOs issued by government agencies or sponsored agencies | $2,058,000 | 2,385 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $569,000 | 2,120 |
| Available-for-sale securities (fair market value) | $32,273,000 | 3,220 |
| Total debt securities | $32,843,000 | 3,478 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,190 |
| Fair value | $1,869,000 | 1,316 |
| 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 | $31,435,000 | 3,609 |
| U.S. Government securities | $15,736,000 | 3,934 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $15,736,000 | 3,833 |
| Securities issued by states & political subdivisions | $15,699,000 | 2,230 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,641,000 | 2,290 |
| Mortgage-backed securities | $8,095,000 | 3,458 |
| Certificates of participation in pools of residential mortgages | $6,943,000 | 3,099 |
| Issued or guaranteed by U.S. | $6,943,000 | 3,099 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,152,000 | 2,791 |
| CMOs issued by government agencies or sponsored agencies | $1,152,000 | 2,697 |
| 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) | $563,000 | 2,119 |
| Available-for-sale securities (fair market value) | $30,872,000 | 3,337 |
| Total debt securities | $31,435,000 | 3,579 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,222 |
| Fair value | $1,824,000 | 1,336 |
| 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 | $29,421,000 | 3,745 |
| U.S. Government securities | $14,942,000 | 4,009 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $14,942,000 | 3,910 |
| Securities issued by states & political subdivisions | $14,479,000 | 2,352 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,204,000 | 2,377 |
| Mortgage-backed securities | $8,387,000 | 3,408 |
| Certificates of participation in pools of residential mortgages | $7,155,000 | 3,070 |
| Issued or guaranteed by U.S. | $7,155,000 | 3,068 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,232,000 | 2,753 |
| CMOs issued by government agencies or sponsored agencies | $1,232,000 | 2,653 |
| 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) | $557,000 | 2,131 |
| Available-for-sale securities (fair market value) | $28,864,000 | 3,448 |
| Total debt securities | $29,423,000 | 3,717 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,200 |
| Fair value | $1,782,000 | 1,324 |
| 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 | $26,974,000 | 3,937 |
| U.S. Government securities | $13,126,000 | 4,275 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $13,126,000 | 4,171 |
| Securities issued by states & political subdivisions | $13,848,000 | 2,401 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,480,000 | 2,337 |
| Mortgage-backed securities | $6,563,000 | 3,705 |
| Certificates of participation in pools of residential mortgages | $6,357,000 | 3,222 |
| Issued or guaranteed by U.S. | $6,357,000 | 3,217 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $206,000 | 3,379 |
| CMOs issued by government agencies or sponsored agencies | $206,000 | 3,248 |
| 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) | $551,000 | 2,124 |
| Available-for-sale securities (fair market value) | $26,423,000 | 3,642 |
| Total debt securities | $26,974,000 | 3,912 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,174 |
| Fair value | $1,737,000 | 1,325 |
| 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 | $26,542,000 | 3,951 |
| U.S. Government securities | $12,669,000 | 4,317 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $12,669,000 | 4,217 |
| Securities issued by states & political subdivisions | $13,873,000 | 2,387 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,146,000 | 2,269 |
| Mortgage-backed securities | $6,963,000 | 3,652 |
| Certificates of participation in pools of residential mortgages | $6,717,000 | 3,140 |
| Issued or guaranteed by U.S. | $6,717,000 | 3,138 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $246,000 | 3,365 |
| CMOs issued by government agencies or sponsored agencies | $246,000 | 3,233 |
| 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) | $545,000 | 2,067 |
| Available-for-sale securities (fair market value) | $25,997,000 | 3,680 |
| Total debt securities | $26,540,000 | 3,920 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,166 |
| Fair value | $1,864,000 | 1,292 |
| 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 | $26,870,000 | 3,931 |
| U.S. Government securities | $14,650,000 | 4,106 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $14,650,000 | 4,006 |
| Securities issued by states & political subdivisions | $12,220,000 | 2,569 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,093,000 | 2,652 |
| Mortgage-backed securities | $7,642,000 | 3,615 |
| Certificates of participation in pools of residential mortgages | $7,341,000 | 3,065 |
| Issued or guaranteed by U.S. | $7,341,000 | 3,064 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $301,000 | 3,371 |
| CMOs issued by government agencies or sponsored agencies | $301,000 | 3,228 |
| 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) | $539,000 | 2,065 |
| Available-for-sale securities (fair market value) | $26,331,000 | 3,668 |
| Total debt securities | $26,870,000 | 3,904 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,189 |
| Fair value | $1,980,000 | 1,303 |
| 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 | $23,848,000 | 4,137 |
| U.S. Government securities | $11,890,000 | 4,428 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $11,890,000 | 4,328 |
| Securities issued by states & political subdivisions | $11,958,000 | 2,569 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,462,000 | 2,604 |
| Mortgage-backed securities | $4,868,000 | 4,107 |
| Certificates of participation in pools of residential mortgages | $4,520,000 | 3,638 |
| Issued or guaranteed by U.S. | $4,520,000 | 3,636 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $348,000 | 3,385 |
| CMOs issued by government agencies or sponsored agencies | $348,000 | 3,243 |
| 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) | $534,000 | 2,090 |
| Available-for-sale securities (fair market value) | $23,314,000 | 3,856 |
| Total debt securities | $23,848,000 | 4,108 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,223 |
| Fair value | $1,981,000 | 1,331 |
| 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 | $23,241,000 | 4,234 |
| U.S. Government securities | $12,299,000 | 4,474 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $12,299,000 | 4,379 |
| Securities issued by states & political subdivisions | $10,942,000 | 2,669 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,154,000 | 2,454 |
| Mortgage-backed securities | $9,278,000 | 3,533 |
| Certificates of participation in pools of residential mortgages | $5,664,000 | 3,540 |
| Issued or guaranteed by U.S. | $5,664,000 | 3,540 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $3,614,000 | 2,358 |
| CMOs issued by government agencies or sponsored agencies | $3,614,000 | 2,253 |
| 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) | $528,000 | 2,140 |
| Available-for-sale securities (fair market value) | $22,713,000 | 3,927 |
| Total debt securities | $23,242,000 | 4,203 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,762 |
| Fair value | $1,003,000 | 1,811 |
| 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 | $22,681,000 | 4,336 |
| U.S. Government securities | $11,945,000 | 4,597 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $11,945,000 | 4,505 |
| Securities issued by states & political subdivisions | $10,736,000 | 2,644 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,382,000 | 2,773 |
| Mortgage-backed securities | $7,915,000 | 3,751 |
| Certificates of participation in pools of residential mortgages | $4,984,000 | 3,704 |
| Issued or guaranteed by U.S. | $4,984,000 | 3,703 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,931,000 | 2,531 |
| CMOs issued by government agencies or sponsored agencies | $2,931,000 | 2,415 |
| 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) | $522,000 | 2,164 |
| Available-for-sale securities (fair market value) | $22,159,000 | 4,043 |
| Total debt securities | $22,681,000 | 4,300 |
| Structured notes | ||
| Amortized cost | $1,997,000 | 1,607 |
| Fair value | $2,008,000 | 1,515 |
| 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 | $21,631,000 | 4,465 |
| U.S. Government securities | $12,599,000 | 4,583 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $12,599,000 | 4,487 |
| Securities issued by states & political subdivisions | $9,032,000 | 2,828 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,101,000 | 3,061 |
| Mortgage-backed securities | $8,620,000 | 3,687 |
| Certificates of participation in pools of residential mortgages | $5,318,000 | 3,628 |
| Issued or guaranteed by U.S. | $5,318,000 | 3,623 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,302,000 | 2,462 |
| CMOs issued by government agencies or sponsored agencies | $3,302,000 | 2,349 |
| 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) | $517,000 | 2,212 |
| Available-for-sale securities (fair market value) | $21,114,000 | 4,150 |
| Total debt securities | $21,631,000 | 4,439 |
| Structured notes | ||
| Amortized cost | $3,996,000 | 1,221 |
| Fair value | $3,979,000 | 1,224 |
| 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 | $22,958,000 | 4,284 |
| U.S. Government securities | $13,685,000 | 4,380 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $13,685,000 | 4,292 |
| Securities issued by states & political subdivisions | $9,273,000 | 2,751 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,769,000 | 2,839 |
| Mortgage-backed securities | $11,682,000 | 3,207 |
| Certificates of participation in pools of residential mortgages | $8,044,000 | 3,007 |
| Issued or guaranteed by U.S. | $8,044,000 | 3,007 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $3,638,000 | 2,349 |
| CMOs issued by government agencies or sponsored agencies | $3,638,000 | 2,169 |
| 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) | $511,000 | 2,308 |
| Available-for-sale securities (fair market value) | $22,447,000 | 3,980 |
| Total debt securities | $22,958,000 | 4,256 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,666 |
| Fair value | $2,003,000 | 1,722 |
| 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 | $21,498,000 | 4,358 |
| U.S. Government securities | $12,055,000 | 4,582 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $12,055,000 | 4,491 |
| Securities issued by states & political subdivisions | $9,443,000 | 2,664 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,469,000 | 2,615 |
| Mortgage-backed securities | $11,554,000 | 3,168 |
| Certificates of participation in pools of residential mortgages | $8,630,000 | 2,870 |
| Issued or guaranteed by U.S. | $8,630,000 | 2,866 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,924,000 | 2,499 |
| CMOs issued by government agencies or sponsored agencies | $2,924,000 | 2,298 |
| 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) | $506,000 | 2,332 |
| Available-for-sale securities (fair market value) | $20,992,000 | 4,048 |
| Total debt securities | $21,498,000 | 4,318 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,637 |
| Fair value | $501,000 | 2,701 |
| 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 | $21,096,000 | 4,450 |
| U.S. Government securities | $11,700,000 | 4,769 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $11,700,000 | 4,654 |
| Securities issued by states & political subdivisions | $9,396,000 | 2,616 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,751,000 | 2,615 |
| Mortgage-backed securities | $10,198,000 | 3,288 |
| Certificates of participation in pools of residential mortgages | $8,073,000 | 2,899 |
| Issued or guaranteed by U.S. | $8,073,000 | 2,892 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,125,000 | 2,679 |
| CMOs issued by government agencies or sponsored agencies | $2,125,000 | 2,455 |
| 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) | $501,000 | 2,369 |
| Available-for-sale securities (fair market value) | $20,595,000 | 4,129 |
| Total debt securities | $21,096,000 | 4,421 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,196 |
| Fair value | $1,502,000 | 2,229 |
| 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 | $20,359,000 | 4,504 |
| U.S. Government securities | $11,197,000 | 4,816 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $11,197,000 | 4,689 |
| Securities issued by states & political subdivisions | $9,162,000 | 2,605 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,385,000 | 2,873 |
| Mortgage-backed securities | $7,864,000 | 3,571 |
| Certificates of participation in pools of residential mortgages | $6,730,000 | 3,089 |
| Issued or guaranteed by U.S. | $6,730,000 | 3,083 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,134,000 | 2,954 |
| CMOs issued by government agencies or sponsored agencies | $1,134,000 | 2,695 |
| 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) | $495,000 | 2,406 |
| Available-for-sale securities (fair market value) | $19,864,000 | 4,180 |
| Total debt securities | $20,359,000 | 4,467 |
| Structured notes | ||
| Amortized cost | $2,250,000 | 1,913 |
| Fair value | $2,257,000 | 1,913 |
| 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 | $17,579,000 | 4,705 |
| U.S. Government securities | $8,914,000 | 5,071 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $8,914,000 | 4,955 |
| Securities issued by states & political subdivisions | $8,665,000 | 2,674 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,960,000 | 2,756 |
| Mortgage-backed securities | $6,398,000 | 3,737 |
| Certificates of participation in pools of residential mortgages | $5,042,000 | 3,342 |
| Issued or guaranteed by U.S. | $5,042,000 | 3,336 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,356,000 | 2,850 |
| CMOs issued by government agencies or sponsored agencies | $1,356,000 | 2,579 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $490,000 | 2,419 |
| Available-for-sale securities (fair market value) | $17,089,000 | 4,367 |
| Total debt securities | $17,579,000 | 4,673 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,615 |
| Fair value | $760,000 | 2,613 |
| 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 | $18,155,000 | 4,570 |
| U.S. Government securities | $9,588,000 | 4,919 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $9,588,000 | 4,802 |
| Securities issued by states & political subdivisions | $8,567,000 | 2,612 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,063,000 | 2,894 |
| Mortgage-backed securities | $7,052,000 | 3,611 |
| Certificates of participation in pools of residential mortgages | $5,431,000 | 3,215 |
| Issued or guaranteed by U.S. | $5,431,000 | 3,208 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,621,000 | 2,730 |
| CMOs issued by government agencies or sponsored agencies | $1,621,000 | 2,460 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $485,000 | 2,491 |
| Available-for-sale securities (fair market value) | $17,670,000 | 4,234 |
| Total debt securities | $18,155,000 | 4,530 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,664 |
| Fair value | $765,000 | 2,666 |
| 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 | $19,839,000 | 4,408 |
| U.S. Government securities | $11,155,000 | 4,707 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $11,155,000 | 4,605 |
| Securities issued by states & political subdivisions | $8,684,000 | 2,468 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,463,000 | 2,758 |
| Mortgage-backed securities | $7,848,000 | 3,474 |
| Certificates of participation in pools of residential mortgages | $6,044,000 | 3,113 |
| Issued or guaranteed by U.S. | $6,044,000 | 3,105 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,804,000 | 2,581 |
| CMOs issued by government agencies or sponsored agencies | $1,804,000 | 2,300 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $480,000 | 2,563 |
| Available-for-sale securities (fair market value) | $19,359,000 | 4,062 |
| Total debt securities | $19,839,000 | 4,364 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,755 |
| Fair value | $767,000 | 2,747 |
| 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 | $23,033,000 | 4,105 |
| U.S. Government securities | $14,190,000 | 4,265 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $14,190,000 | 4,157 |
| Securities issued by states & political subdivisions | $8,843,000 | 2,426 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,147,000 | 2,775 |
| Mortgage-backed securities | $9,116,000 | 3,342 |
| Certificates of participation in pools of residential mortgages | $7,144,000 | 2,973 |
| Issued or guaranteed by U.S. | $7,144,000 | 2,965 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,972,000 | 2,491 |
| CMOs issued by government agencies or sponsored agencies | $1,972,000 | 2,193 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $475,000 | 2,607 |
| Available-for-sale securities (fair market value) | $22,558,000 | 3,782 |
| Total debt securities | $23,033,000 | 4,073 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,024 |
| Fair value | $1,519,000 | 2,021 |
| 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 | $19,746,000 | 4,430 |
| U.S. Government securities | $11,433,000 | 4,711 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $11,433,000 | 4,608 |
| Securities issued by states & political subdivisions | $8,313,000 | 2,515 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,067,000 | 3,188 |
| Mortgage-backed securities | $8,886,000 | 3,417 |
| Certificates of participation in pools of residential mortgages | $7,713,000 | 2,934 |
| Issued or guaranteed by U.S. | $7,713,000 | 2,926 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,173,000 | 2,800 |
| CMOs issued by government agencies or sponsored agencies | $1,173,000 | 2,468 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $19,746,000 | 4,023 |
| Total debt securities | $19,746,000 | 4,397 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,295 |
| Fair value | $768,000 | 2,291 |
| 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 | $20,499,000 | 4,378 |
| U.S. Government securities | $12,062,000 | 4,608 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $12,062,000 | 4,512 |
| Securities issued by states & political subdivisions | $8,437,000 | 2,522 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,548,000 | 3,099 |
| Mortgage-backed securities | $9,502,000 | 3,411 |
| Certificates of participation in pools of residential mortgages | $8,219,000 | 2,930 |
| Issued or guaranteed by U.S. | $8,219,000 | 2,920 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,283,000 | 2,754 |
| CMOs issued by government agencies or sponsored agencies | $1,283,000 | 2,400 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $20,499,000 | 3,960 |
| Total debt securities | $20,499,000 | 4,340 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,862 |
| Fair value | $765,000 | 1,858 |
| 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 | $19,157,000 | 4,527 |
| U.S. Government securities | $11,022,000 | 4,811 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $11,022,000 | 4,721 |
| Securities issued by states & political subdivisions | $8,135,000 | 2,512 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,097,000 | 3,036 |
| Mortgage-backed securities | $10,268,000 | 3,328 |
| Certificates of participation in pools of residential mortgages | $8,848,000 | 2,888 |
| Issued or guaranteed by U.S. | $8,848,000 | 2,874 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,420,000 | 2,693 |
| CMOs issued by government agencies or sponsored agencies | $1,420,000 | 2,332 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $19,157,000 | 4,085 |
| Total debt securities | $19,157,000 | 4,486 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $19,311,000 | 4,515 |
| U.S. Government securities | $12,107,000 | 4,692 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $12,107,000 | 4,608 |
| Securities issued by states & political subdivisions | $7,204,000 | 2,623 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,352,000 | 3,041 |
| Mortgage-backed securities | $9,061,000 | 3,559 |
| Certificates of participation in pools of residential mortgages | $7,481,000 | 3,194 |
| Issued or guaranteed by U.S. | $7,481,000 | 3,182 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,580,000 | 2,645 |
| CMOs issued by government agencies or sponsored agencies | $1,580,000 | 2,288 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $19,311,000 | 4,066 |
| Total debt securities | $19,311,000 | 4,477 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $18,699,000 | 4,602 |
| U.S. Government securities | $12,634,000 | 4,642 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $12,634,000 | 4,556 |
| Securities issued by states & political subdivisions | $6,065,000 | 2,851 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,846,000 | 3,008 |
| Mortgage-backed securities | $9,575,000 | 3,404 |
| Certificates of participation in pools of residential mortgages | $7,928,000 | 3,062 |
| Issued or guaranteed by U.S. | $7,928,000 | 3,050 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,647,000 | 2,551 |
| CMOs issued by government agencies or sponsored agencies | $1,647,000 | 2,224 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $18,699,000 | 4,133 |
| Total debt securities | $18,699,000 | 4,568 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $18,430,000 | 4,570 |
| U.S. Government securities | $13,578,000 | 4,432 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $13,578,000 | 4,355 |
| Securities issued by states & political subdivisions | $4,852,000 | 3,137 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,691,000 | 2,902 |
| Mortgage-backed securities | $9,846,000 | 3,280 |
| Certificates of participation in pools of residential mortgages | $8,159,000 | 2,940 |
| Issued or guaranteed by U.S. | $8,159,000 | 2,929 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,687,000 | 2,453 |
| CMOs issued by government agencies or sponsored agencies | $1,687,000 | 2,116 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $18,430,000 | 4,082 |
| Total debt securities | $18,430,000 | 4,532 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $17,807,000 | 4,726 |
| U.S. Government securities | $12,931,000 | 4,567 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $12,931,000 | 4,489 |
| Securities issued by states & political subdivisions | $4,876,000 | 3,143 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,015,000 | 2,814 |
| Mortgage-backed securities | $9,170,000 | 3,384 |
| Certificates of participation in pools of residential mortgages | $7,397,000 | 3,063 |
| Issued or guaranteed by U.S. | $7,397,000 | 3,049 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,773,000 | 2,433 |
| CMOs issued by government agencies or sponsored agencies | $1,773,000 | 2,101 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $17,807,000 | 4,252 |
| Total debt securities | $17,807,000 | 4,675 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $18,586,000 | 4,603 |
| U.S. Government securities | $13,761,000 | 4,437 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $13,761,000 | 4,359 |
| Securities issued by states & political subdivisions | $4,825,000 | 3,176 |
| 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 | $14,963,000 | 2,651 |
| Mortgage-backed securities | $8,929,000 | 3,332 |
| Certificates of participation in pools of residential mortgages | $8,065,000 | 2,840 |
| Issued or guaranteed by U.S. | $8,065,000 | 2,829 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $864,000 | 2,864 |
| CMOs issued by government agencies or sponsored agencies | $864,000 | 2,529 |
| 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) | $18,586,000 | 4,125 |
| Total debt securities | $18,586,000 | 4,542 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $20,244,000 | 4,424 |
| U.S. Government securities | $15,290,000 | 4,232 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $15,290,000 | 4,145 |
| Securities issued by states & political subdivisions | $4,954,000 | 3,111 |
| 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 | $11,976,000 | 3,085 |
| Mortgage-backed securities | $8,251,000 | 3,190 |
| Certificates of participation in pools of residential mortgages | $7,336,000 | 2,700 |
| Issued or guaranteed by U.S. | $7,336,000 | 2,686 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $915,000 | 2,713 |
| CMOs issued by government agencies or sponsored agencies | $915,000 | 2,406 |
| 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) | $20,244,000 | 3,922 |
| Total debt securities | $20,244,000 | 4,371 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,500 |
| Fair value | $998,000 | 1,656 |
| 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 | $22,444,000 | 4,175 |
| U.S. Government securities | $17,684,000 | 3,972 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $17,684,000 | 3,881 |
| Securities issued by states & political subdivisions | $4,760,000 | 3,161 |
| 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 | $12,111,000 | 3,066 |
| Mortgage-backed securities | $7,473,000 | 3,137 |
| Certificates of participation in pools of residential mortgages | $6,511,000 | 2,708 |
| Issued or guaranteed by U.S. | $6,511,000 | 2,695 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $962,000 | 2,631 |
| CMOs issued by government agencies or sponsored agencies | $962,000 | 2,326 |
| 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) | $22,444,000 | 3,690 |
| Total debt securities | $22,444,000 | 4,123 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,697 |
| Fair value | $994,000 | 1,858 |
| 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 | $20,518,000 | 4,422 |
| U.S. Government securities | $15,819,000 | 4,264 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $15,819,000 | 4,157 |
| Securities issued by states & political subdivisions | $4,699,000 | 3,171 |
| 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 | $12,245,000 | 3,054 |
| Mortgage-backed securities | $5,698,000 | 3,453 |
| Certificates of participation in pools of residential mortgages | $4,688,000 | 3,089 |
| Issued or guaranteed by U.S. | $4,688,000 | 3,075 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,010,000 | 2,545 |
| CMOs issued by government agencies or sponsored agencies | $1,010,000 | 2,256 |
| 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) | $20,518,000 | 3,894 |
| Total debt securities | $20,518,000 | 4,370 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 1,339 |
| Fair value | $1,984,000 | 1,315 |
| 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 | $21,602,000 | 4,288 |
| U.S. Government securities | $16,345,000 | 4,192 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $16,345,000 | 4,091 |
| Securities issued by states & political subdivisions | $5,257,000 | 3,014 |
| 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 | $12,969,000 | 2,956 |
| Mortgage-backed securities | $6,167,000 | 3,325 |
| Certificates of participation in pools of residential mortgages | $5,079,000 | 2,978 |
| Issued or guaranteed by U.S. | $5,079,000 | 2,963 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,088,000 | 2,471 |
| CMOs issued by government agencies or sponsored agencies | $1,088,000 | 2,195 |
| 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) | $21,602,000 | 3,772 |
| Total debt securities | $21,602,000 | 4,238 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 1,395 |
| Fair value | $1,979,000 | 1,417 |
| 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 | $21,538,000 | 4,336 |
| U.S. Government securities | $16,035,000 | 4,317 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $16,035,000 | 4,207 |
| Securities issued by states & political subdivisions | $5,503,000 | 2,965 |
| 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 | $14,051,000 | 2,803 |
| Mortgage-backed securities | $6,581,000 | 3,238 |
| Certificates of participation in pools of residential mortgages | $5,428,000 | 2,899 |
| Issued or guaranteed by U.S. | $5,428,000 | 2,886 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,153,000 | 2,432 |
| CMOs issued by government agencies or sponsored agencies | $1,153,000 | 2,154 |
| 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) | $21,538,000 | 3,791 |
| Total debt securities | $21,538,000 | 4,283 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 1,480 |
| Fair value | $1,970,000 | 1,515 |
| 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 | $20,119,000 | 4,553 |
| U.S. Government securities | $15,612,000 | 4,420 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $15,612,000 | 4,299 |
| Securities issued by states & political subdivisions | $4,507,000 | 3,239 |
| 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 | $15,087,000 | 2,668 |
| Mortgage-backed securities | $6,970,000 | 3,155 |
| Certificates of participation in pools of residential mortgages | $5,744,000 | 2,822 |
| Issued or guaranteed by U.S. | $5,744,000 | 2,809 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,226,000 | 2,372 |
| CMOs issued by government agencies or sponsored agencies | $1,226,000 | 2,100 |
| 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) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $20,119,000 | 3,977 |
| Total debt securities | $20,119,000 | 4,502 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 1,574 |
| Fair value | $1,960,000 | 1,606 |
| 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 | $19,277,000 | 4,669 |
| U.S. Government securities | $14,809,000 | 4,550 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $14,809,000 | 4,412 |
| Securities issued by states & political subdivisions | $4,468,000 | 3,232 |
| 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 | $15,232,000 | 2,647 |
| Mortgage-backed securities | $6,269,000 | 3,288 |
| Certificates of participation in pools of residential mortgages | $4,989,000 | 3,024 |
| Issued or guaranteed by U.S. | $4,989,000 | 3,012 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,280,000 | 2,338 |
| CMOs issued by government agencies or sponsored agencies | $1,280,000 | 2,063 |
| 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) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $19,277,000 | 4,064 |
| Total debt securities | $19,277,000 | 4,618 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 1,625 |
| Fair value | $1,942,000 | 1,642 |
| 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 | $17,912,000 | 4,915 |
| U.S. Government securities | $13,911,000 | 4,756 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $13,911,000 | 4,617 |
| Securities issued by states & political subdivisions | $4,001,000 | 3,406 |
| 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 | $14,466,000 | 2,743 |
| Mortgage-backed securities | $5,992,000 | 3,407 |
| Certificates of participation in pools of residential mortgages | $4,622,000 | 3,174 |
| Issued or guaranteed by U.S. | $4,622,000 | 3,161 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,370,000 | 2,308 |
| CMOs issued by government agencies or sponsored agencies | $1,370,000 | 2,036 |
| 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) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $17,912,000 | 4,282 |
| Total debt securities | $17,912,000 | 4,857 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 1,624 |
| Fair value | $1,954,000 | 1,646 |
| 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 | $16,849,000 | 5,078 |
| U.S. Government securities | $13,354,000 | 4,864 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $13,354,000 | 4,715 |
| Securities issued by states & political subdivisions | $3,495,000 | 3,625 |
| 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 | $12,312,000 | 3,008 |
| Mortgage-backed securities | $6,391,000 | 3,362 |
| Certificates of participation in pools of residential mortgages | $4,920,000 | 3,134 |
| Issued or guaranteed by U.S. | $4,920,000 | 3,123 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,471,000 | 2,263 |
| CMOs issued by government agencies or sponsored agencies | $1,471,000 | 2,005 |
| 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) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $16,849,000 | 4,411 |
| Total debt securities | $16,849,000 | 5,031 |
| Structured notes | ||
| Amortized cost | $2,748,000 | 1,372 |
| Fair value | $2,707,000 | 1,369 |
| 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 | $17,252,000 | 5,015 |
| U.S. Government securities | $14,039,000 | 4,685 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $14,039,000 | 4,550 |
| Securities issued by states & political subdivisions | $3,213,000 | 3,732 |
| 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 | $12,581,000 | 2,933 |
| Mortgage-backed securities | $7,021,000 | 3,240 |
| Certificates of participation in pools of residential mortgages | $5,396,000 | 3,028 |
| Issued or guaranteed by U.S. | $5,396,000 | 3,014 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,625,000 | 2,203 |
| CMOs issued by government agencies or sponsored agencies | $1,625,000 | 1,958 |
| 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) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $17,252,000 | 4,352 |
| Total debt securities | $17,252,000 | 4,966 |
| Structured notes | ||
| Amortized cost | $2,748,000 | 1,343 |
| Fair value | $2,718,000 | 1,340 |
| 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 | $18,119,000 | 4,908 |
| U.S. Government securities | $14,852,000 | 4,582 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $14,852,000 | 4,446 |
| Securities issued by states & political subdivisions | $3,267,000 | 3,683 |
| 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 | $13,311,000 | 2,824 |
| Mortgage-backed securities | $7,775,000 | 3,159 |
| Certificates of participation in pools of residential mortgages | $5,892,000 | 2,982 |
| Issued or guaranteed by U.S. | $5,892,000 | 2,969 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,883,000 | 2,163 |
| CMOs issued by government agencies or sponsored agencies | $1,883,000 | 1,924 |
| 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) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $18,119,000 | 4,270 |
| Total debt securities | $18,119,000 | 4,857 |
| Structured notes | ||
| Amortized cost | $2,748,000 | 1,339 |
| Fair value | $2,727,000 | 1,335 |
| 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 | $19,052,000 | 4,843 |
| U.S. Government securities | $15,540,000 | 4,538 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $15,540,000 | 4,393 |
| Securities issued by states & political subdivisions | $3,512,000 | 3,584 |
| 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 | $14,126,000 | 2,701 |
| Mortgage-backed securities | $8,469,000 | 3,116 |
| Certificates of participation in pools of residential mortgages | $6,321,000 | 2,962 |
| Issued or guaranteed by U.S. | $6,321,000 | 2,951 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,148,000 | 2,099 |
| CMOs issued by government agencies or sponsored agencies | $2,148,000 | 1,880 |
| 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) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $19,052,000 | 4,212 |
| Total debt securities | $19,052,000 | 4,795 |
| Structured notes | ||
| Amortized cost | $2,748,000 | 1,325 |
| Fair value | $2,708,000 | 1,329 |
| 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 | $18,370,000 | 4,962 |
| U.S. Government securities | $15,025,000 | 4,631 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $15,025,000 | 4,486 |
| Securities issued by states & political subdivisions | $3,345,000 | 3,657 |
| 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 | $12,745,000 | 2,877 |
| Mortgage-backed securities | $8,599,000 | 3,159 |
| Certificates of participation in pools of residential mortgages | $7,576,000 | 2,727 |
| Issued or guaranteed by U.S. | $7,576,000 | 2,720 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,023,000 | 2,646 |
| CMOs issued by government agencies or sponsored agencies | $1,023,000 | 2,394 |
| 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) | $77,000 | 4,233 |
| Available-for-sale securities (fair market value) | $18,293,000 | 4,341 |
| Total debt securities | $18,370,000 | 4,907 |
| Structured notes | ||
| Amortized cost | $3,498,000 | 1,106 |
| Fair value | $3,487,000 | 1,102 |
| 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 | $18,021,000 | 5,006 |
| U.S. Government securities | $14,871,000 | 4,647 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $14,871,000 | 4,498 |
| Securities issued by states & political subdivisions | $3,150,000 | 3,763 |
| 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 | $4,257,000 | 4,870 |
| Mortgage-backed securities | $7,796,000 | 3,323 |
| Certificates of participation in pools of residential mortgages | $6,536,000 | 2,983 |
| Issued or guaranteed by U.S. | $6,536,000 | 2,978 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,260,000 | 2,533 |
| CMOs issued by government agencies or sponsored agencies | $1,260,000 | 2,292 |
| 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) | $83,000 | 4,269 |
| Available-for-sale securities (fair market value) | $17,938,000 | 4,369 |
| Total debt securities | $18,021,000 | 4,933 |
| Structured notes | ||
| Amortized cost | $4,248,000 | 954 |
| Fair value | $4,257,000 | 950 |
| 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 | $18,072,000 | 5,085 |
| U.S. Government securities | $14,755,000 | 4,749 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $14,755,000 | 4,583 |
| Securities issued by states & political subdivisions | $3,317,000 | 3,690 |
| 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 | $12,944,000 | 2,790 |
| Mortgage-backed securities | $7,724,000 | 3,371 |
| Certificates of participation in pools of residential mortgages | $6,137,000 | 3,100 |
| Issued or guaranteed by U.S. | $6,137,000 | 3,092 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,587,000 | 2,423 |
| CMOs issued by government agencies or sponsored agencies | $1,587,000 | 2,188 |
| 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) | $275,000 | 3,970 |
| Available-for-sale securities (fair market value) | $17,797,000 | 4,482 |
| Total debt securities | $18,072,000 | 5,009 |
| Structured notes | ||
| Amortized cost | $4,248,000 | 938 |
| Fair value | $4,180,000 | 935 |
| 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 | $18,396,000 | 5,005 |
| U.S. Government securities | $14,707,000 | 4,711 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $14,707,000 | 4,568 |
| Securities issued by states & political subdivisions | $3,689,000 | 3,539 |
| 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 | $16,873,000 | 2,292 |
| Mortgage-backed securities | $7,493,000 | 3,459 |
| Certificates of participation in pools of residential mortgages | $5,466,000 | 3,308 |
| Issued or guaranteed by U.S. | $5,466,000 | 3,298 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $2,027,000 | 2,281 |
| CMOs issued by government agencies or sponsored agencies | $2,027,000 | 2,040 |
| 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) | $290,000 | 4,004 |
| Available-for-sale securities (fair market value) | $18,106,000 | 4,412 |
| Total debt securities | $18,396,000 | 4,933 |
| Structured notes | ||
| Amortized cost | $4,248,000 | 797 |
| Fair value | $4,280,000 | 793 |
| 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 | $15,254,000 | 5,576 |
| U.S. Government securities | $11,400,000 | 5,436 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $11,400,000 | 5,271 |
| Securities issued by states & political subdivisions | $3,854,000 | 3,482 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,835,000 | 3,641 |
| Mortgage-backed securities | $7,656,000 | 3,418 |
| Certificates of participation in pools of residential mortgages | $5,032,000 | 3,404 |
| Issued or guaranteed by U.S. | $5,032,000 | 3,393 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,624,000 | 2,096 |
| CMOs issued by government agencies or sponsored agencies | $2,624,000 | 1,970 |
| 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) | $489,000 | 3,834 |
| Available-for-sale securities (fair market value) | $14,765,000 | 4,953 |
| Total debt securities | $15,254,000 | 5,484 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,927 |
| Fair value | $753,000 | 1,934 |
| 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 | $14,937,000 | 5,552 |
| U.S. Government securities | $11,091,000 | 5,360 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $11,091,000 | 5,192 |
| Securities issued by states & political subdivisions | $3,846,000 | 3,482 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,105,000 | 3,508 |
| Mortgage-backed securities | $8,069,000 | 3,334 |
| Certificates of participation in pools of residential mortgages | $5,712,000 | 3,228 |
| Issued or guaranteed by U.S. | $5,712,000 | 3,214 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $2,357,000 | 2,200 |
| CMOs issued by government agencies or sponsored agencies | $2,357,000 | 2,073 |
| 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) | $518,000 | 3,827 |
| Available-for-sale securities (fair market value) | $14,419,000 | 4,941 |
| Total debt securities | $14,937,000 | 5,463 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $15,160,000 | 5,455 |
| U.S. Government securities | $11,201,000 | 5,260 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $11,201,000 | 5,095 |
| Securities issued by states & political subdivisions | $3,959,000 | 3,423 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,274,000 | 3,679 |
| Mortgage-backed securities | $8,861,000 | 3,244 |
| Certificates of participation in pools of residential mortgages | $6,786,000 | 2,985 |
| Issued or guaranteed by U.S. | $6,786,000 | 2,973 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,075,000 | 2,461 |
| CMOs issued by government agencies or sponsored agencies | $2,075,000 | 2,330 |
| 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) | $543,000 | 3,830 |
| Available-for-sale securities (fair market value) | $14,617,000 | 4,846 |
| Total debt securities | $15,160,000 | 5,350 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $16,569,000 | 5,238 |
| U.S. Government securities | $12,653,000 | 4,959 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $12,653,000 | 4,778 |
| Securities issued by states & political subdivisions | $3,916,000 | 3,363 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,039,000 | 3,281 |
| Mortgage-backed securities | $9,309,000 | 3,173 |
| Certificates of participation in pools of residential mortgages | $6,242,000 | 3,066 |
| Issued or guaranteed by U.S. | $6,242,000 | 3,053 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $3,067,000 | 2,208 |
| CMOs issued by government agencies or sponsored agencies | $3,067,000 | 2,099 |
| 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) | $601,000 | 3,815 |
| Available-for-sale securities (fair market value) | $15,968,000 | 4,617 |
| Total debt securities | $16,569,000 | 5,138 |
| Structured notes | ||
| Amortized cost | $965,000 | 1,144 |
| Fair value | $970,000 | 1,142 |
| 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 | $15,594,000 | 5,351 |
| U.S. Government securities | $11,745,000 | 5,171 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $11,745,000 | 4,994 |
| Securities issued by states & political subdivisions | $3,849,000 | 3,368 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,444,000 | 3,900 |
| Mortgage-backed securities | $7,046,000 | 3,600 |
| Certificates of participation in pools of residential mortgages | $4,614,000 | 3,521 |
| Issued or guaranteed by U.S. | $4,614,000 | 3,507 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,432,000 | 2,465 |
| CMOs issued by government agencies or sponsored agencies | $2,432,000 | 2,348 |
| 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) | $644,000 | 3,879 |
| Available-for-sale securities (fair market value) | $14,950,000 | 4,729 |
| Total debt securities | $15,594,000 | 5,258 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 693 |
| Fair value | $1,253,000 | 693 |
| 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 | $14,794,000 | 5,406 |
| U.S. Government securities | $11,557,000 | 5,117 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $11,557,000 | 4,904 |
| Securities issued by states & political subdivisions | $3,237,000 | 3,613 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,449,000 | 4,244 |
| Mortgage-backed securities | $7,406,000 | 3,356 |
| Certificates of participation in pools of residential mortgages | $5,158,000 | 3,092 |
| Issued or guaranteed by U.S. | $5,158,000 | 3,077 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $2,248,000 | 2,614 |
| CMOs issued by government agencies or sponsored agencies | $2,248,000 | 2,464 |
| 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) | $722,000 | 4,064 |
| Available-for-sale securities (fair market value) | $14,072,000 | 4,743 |
| Total debt securities | $14,794,000 | 5,311 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $13,307,000 | 5,918 |
| U.S. Government securities | $9,031,000 | 6,184 |
| U.S. Treasury securities | $250,000 | 3,826 |
| U.S. Government agency obligations | $8,781,000 | 5,897 |
| Securities issued by states & political subdivisions | $3,982,000 | 3,213 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $294,000 | 5,031 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,547,000 | 4,831 |
| Mortgage-backed securities | $3,413,000 | 3,973 |
| Certificates of participation in pools of residential mortgages | $2,223,000 | 3,818 |
| Issued or guaranteed by U.S. | $2,223,000 | 3,802 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,190,000 | 2,697 |
| CMOs issued by government agencies or sponsored agencies | $1,190,000 | 2,545 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,782,000 | 3,968 |
| Available-for-sale securities (fair market value) | $11,525,000 | 5,347 |
| Total debt securities | $13,013,000 | 5,870 |
| 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 | $10,542,000 | 6,904 |
| U.S. Government securities | $7,145,000 | 7,120 |
| U.S. Treasury securities | $248,000 | 5,061 |
| U.S. Government agency obligations | $6,897,000 | 6,688 |
| Securities issued by states & political subdivisions | $3,203,000 | 3,781 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $194,000 | 5,753 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,189,000 | 3,610 |
| Mortgage-backed securities | $3,543,000 | 4,192 |
| Certificates of participation in pools of residential mortgages | $2,196,000 | 4,078 |
| Issued or guaranteed by U.S. | $2,196,000 | 4,062 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,347,000 | 2,777 |
| CMOs issued by government agencies or sponsored agencies | $1,347,000 | 2,638 |
| 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) | $1,297,000 | 4,663 |
| Available-for-sale securities (fair market value) | $9,245,000 | 6,088 |
| Total debt securities | $10,348,000 | 6,843 |
| 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 | $9,944,000 | 7,126 |
| U.S. Government securities | $6,723,000 | 7,254 |
| U.S. Treasury securities | $254,000 | 6,442 |
| U.S. Government agency obligations | $6,469,000 | 6,525 |
| Securities issued by states & political subdivisions | $3,045,000 | 3,945 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $176,000 | 5,660 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,454,000 | 4,571 |
| Mortgage-backed securities | $2,949,000 | 4,771 |
| Certificates of participation in pools of residential mortgages | $1,858,000 | 4,496 |
| Issued or guaranteed by U.S. | $1,858,000 | 4,477 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,091,000 | 3,162 |
| CMOs issued by government agencies or sponsored agencies | $1,091,000 | 3,019 |
| 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) | $1,549,000 | 5,030 |
| Available-for-sale securities (fair market value) | $8,395,000 | 6,239 |
| Total debt securities | $9,768,000 | 7,039 |
| 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 | $9,723,000 | 7,488 |
| U.S. Government securities | $7,169,000 | 7,585 |
| U.S. Treasury securities | $255,000 | 7,599 |
| U.S. Government agency obligations | $6,914,000 | 6,424 |
| Securities issued by states & political subdivisions | $2,366,000 | 4,293 |
| Other domestic debt securities | $39,000 | 3,582 |
| Privately issued residential mortgage-backed securities | $39,000 | 1,452 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $149,000 | 5,889 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,221,000 | 4,879 |
| Mortgage-backed securities | $3,278,000 | 4,622 |
| Certificates of participation in pools of residential mortgages | $2,106,000 | 4,298 |
| Issued or guaranteed by U.S. | $2,106,000 | 4,284 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,172,000 | 3,234 |
| CMOs issued by government agencies or sponsored agencies | $1,133,000 | 3,142 |
| Privately issued | $39,000 | 1,213 |
| 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) | $2,716,000 | 5,199 |
| Available-for-sale securities (fair market value) | $7,007,000 | 6,698 |
| Total debt securities | $9,574,000 | 7,421 |
| 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 | $8,347,000 | 8,486 |
| U.S. Government securities | $6,302,000 | 8,527 |
| U.S. Treasury securities | $256,000 | 8,445 |
| U.S. Government agency obligations | $6,046,000 | 7,099 |
| Securities issued by states & political subdivisions | $1,825,000 | 4,976 |
| Other domestic debt securities | $90,000 | 3,910 |
| Privately issued residential mortgage-backed securities | $90,000 | 1,590 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $130,000 | 6,000 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,636,000 | 7,073 |
| Mortgage-backed securities | $1,765,000 | 6,068 |
| Certificates of participation in pools of residential mortgages | $886,000 | 5,997 |
| Issued or guaranteed by U.S. | $886,000 | 5,982 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $879,000 | 3,978 |
| CMOs issued by government agencies or sponsored agencies | $789,000 | 3,927 |
| Privately issued | $90,000 | 1,322 |
| 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) | $3,357,000 | 5,469 |
| Available-for-sale securities (fair market value) | $4,990,000 | 7,778 |
| Total debt securities | $8,217,000 | 8,423 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,460 |
| Fair value | $500,000 | 2,501 |
| 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 | $8,826,000 | 8,697 |
| U.S. Government securities | $7,021,000 | 8,616 |
| U.S. Treasury securities | $261,000 | 9,833 |
| U.S. Government agency obligations | $6,760,000 | 6,832 |
| Securities issued by states & political subdivisions | $1,552,000 | 5,482 |
| Other domestic debt securities | $144,000 | 4,224 |
| Privately issued residential mortgage-backed securities | $144,000 | 1,729 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $109,000 | 6,066 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,977,000 | 6,941 |
| Mortgage-backed securities | $1,809,000 | 6,444 |
| Certificates of participation in pools of residential mortgages | $733,000 | 6,547 |
| Issued or guaranteed by U.S. | $733,000 | 6,515 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,076,000 | 4,132 |
| CMOs issued by government agencies or sponsored agencies | $932,000 | 4,200 |
| Privately issued | $144,000 | 1,432 |
| 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) | $3,698,000 | 5,625 |
| Available-for-sale securities (fair market value) | $5,128,000 | 7,965 |
| Total debt securities | $8,717,000 | 8,618 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,530 |
| Fair value | $956,000 | 2,865 |
| 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 | $7,903,000 | 9,574 |
| U.S. Government securities | $6,510,000 | 9,377 |
| U.S. Treasury securities | $491,000 | 10,522 |
| U.S. Government agency obligations | $6,019,000 | 7,144 |
| Securities issued by states & political subdivisions | $1,305,000 | 6,132 |
| 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 | $88,000 | 6,180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,999,000 | 7,087 |
| Mortgage-backed securities | $1,915,000 | 6,745 |
| Certificates of participation in pools of residential mortgages | $783,000 | 6,790 |
| Issued or guaranteed by U.S. | $783,000 | 6,765 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,132,000 | 4,357 |
| CMOs issued by government agencies or sponsored agencies | $1,132,000 | 4,170 |
| 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) | $4,012,000 | 8,606 |
| Available-for-sale securities (fair market value) | $3,891,000 | 7,534 |
| Total debt securities | $7,815,000 | 9,505 |
| 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 | $4,027,000 | 11,721 |
| U.S. Government securities | $4,027,000 | 11,071 |
| U.S. Treasury securities | $251,000 | 11,272 |
| U.S. Government agency obligations | $3,776,000 | 8,769 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,993,000 | 7,088 |
| Mortgage-backed securities | $1,721,000 | 7,567 |
| Certificates of participation in pools of residential mortgages | $696,000 | 7,629 |
| Issued or guaranteed by U.S. | $696,000 | 7,580 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,025,000 | 4,898 |
| CMOs issued by government agencies or sponsored agencies | $1,025,000 | 4,678 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $4,027,000 | 11,595 |
| 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 | $2,213,000 | 12,969 |
| U.S. Government securities | $2,213,000 | 12,578 |
| U.S. Treasury securities | $1,290,000 | 9,856 |
| U.S. Government agency obligations | $923,000 | 11,697 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,290,000 | 8,181 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $2,213,000 | 12,845 |
| 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 |