Home > Citizens State Bank > Securities
Citizens State Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $121,802,000 | 1,487 |
| U.S. Government securities | $73,526,000 | 1,459 |
| U.S. Treasury securities | $5,639,000 | 1,767 |
| U.S. Government agency obligations | $67,887,000 | 1,314 |
| Securities issued by states & political subdivisions | $48,276,000 | 914 |
| Other domestic debt securities | $0 | 2,337 |
| 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 | $60,672,000 | 1,304 |
| Mortgage-backed securities | $54,287,000 | 1,201 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $49,112,000 | 842 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,175,000 | 1,405 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $121,802,000 | 1,301 |
| Total debt securities | $121,801,000 | 1,473 |
| 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 | $116,701,000 | 1,521 |
| U.S. Government securities | $71,578,000 | 1,487 |
| U.S. Treasury securities | $5,534,000 | 1,797 |
| U.S. Government agency obligations | $66,044,000 | 1,328 |
| Securities issued by states & political subdivisions | $45,123,000 | 949 |
| Other domestic debt securities | $0 | 2,352 |
| 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 | $62,169,000 | 1,230 |
| Mortgage-backed securities | $51,766,000 | 1,216 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $46,514,000 | 858 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,252,000 | 1,376 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $116,701,000 | 1,325 |
| Total debt securities | $116,701,000 | 1,503 |
| 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 | $116,753,000 | 1,560 |
| U.S. Government securities | $71,644,000 | 1,517 |
| U.S. Treasury securities | $5,534,000 | 1,835 |
| U.S. Government agency obligations | $66,110,000 | 1,360 |
| Securities issued by states & political subdivisions | $45,109,000 | 993 |
| Other domestic debt securities | $0 | 2,374 |
| 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 | $58,929,000 | 1,258 |
| Mortgage-backed securities | $52,605,000 | 1,238 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $48,058,000 | 863 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,547,000 | 1,466 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $116,753,000 | 1,365 |
| Total debt securities | $116,751,000 | 1,545 |
| 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 | $120,564,000 | 1,591 |
| U.S. Government securities | $73,702,000 | 1,553 |
| U.S. Treasury securities | $6,556,000 | 1,813 |
| U.S. Government agency obligations | $67,146,000 | 1,357 |
| Securities issued by states & political subdivisions | $46,862,000 | 1,005 |
| Other domestic debt securities | $0 | 2,426 |
| 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 | $52,729,000 | 1,316 |
| Mortgage-backed securities | $53,571,000 | 1,284 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $48,681,000 | 897 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,890,000 | 1,457 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $70,000 | 1,794 |
| Available-for-sale securities (fair market value) | $120,494,000 | 1,394 |
| Total debt securities | $120,566,000 | 1,577 |
| 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 | $124,941,000 | 1,574 |
| U.S. Government securities | $74,912,000 | 1,542 |
| U.S. Treasury securities | $6,483,000 | 1,862 |
| U.S. Government agency obligations | $68,429,000 | 1,337 |
| Securities issued by states & political subdivisions | $50,029,000 | 980 |
| Other domestic debt securities | $0 | 2,464 |
| 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 | $43,783,000 | 1,397 |
| Mortgage-backed securities | $55,625,000 | 1,252 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $50,527,000 | 882 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,098,000 | 1,460 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $70,000 | 1,814 |
| Available-for-sale securities (fair market value) | $124,871,000 | 1,372 |
| Total debt securities | $124,940,000 | 1,560 |
| 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 | $125,107,000 | 1,581 |
| U.S. Government securities | $76,650,000 | 1,552 |
| U.S. Treasury securities | $6,454,000 | 1,888 |
| U.S. Government agency obligations | $70,196,000 | 1,332 |
| Securities issued by states & political subdivisions | $48,457,000 | 1,008 |
| Other domestic debt securities | $0 | 2,426 |
| 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 | $42,540,000 | 1,348 |
| Mortgage-backed securities | $57,424,000 | 1,246 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $51,939,000 | 872 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,485,000 | 1,433 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $70,000 | 1,807 |
| Available-for-sale securities (fair market value) | $125,037,000 | 1,381 |
| Total debt securities | $125,107,000 | 1,566 |
| 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 | $121,732,000 | 1,631 |
| U.S. Government securities | $74,517,000 | 1,585 |
| U.S. Treasury securities | $6,572,000 | 1,852 |
| U.S. Government agency obligations | $67,945,000 | 1,376 |
| Securities issued by states & political subdivisions | $47,215,000 | 1,068 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,551,000 | 1,399 |
| Mortgage-backed securities | $55,887,000 | 1,316 |
| Certificates of participation in pools of residential mortgages | $49,835,000 | 939 |
| Issued or guaranteed by U.S. | $49,835,000 | 923 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $6,052,000 | 1,482 |
| CMOs issued by government agencies or sponsored agencies | $6,052,000 | 1,411 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $70,000 | 1,743 |
| Available-for-sale securities (fair market value) | $121,662,000 | 1,466 |
| Total debt securities | $121,731,000 | 1,618 |
| 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 | $93,282,000 | 1,925 |
| U.S. Government securities | $55,286,000 | 1,881 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $55,286,000 | 1,593 |
| Securities issued by states & political subdivisions | $37,996,000 | 1,314 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,270,000 | 1,443 |
| Mortgage-backed securities | $42,741,000 | 1,532 |
| Certificates of participation in pools of residential mortgages | $37,989,000 | 1,167 |
| Issued or guaranteed by U.S. | $37,989,000 | 1,148 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $4,752,000 | 1,608 |
| CMOs issued by government agencies or sponsored agencies | $4,752,000 | 1,540 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $70,000 | 1,667 |
| Available-for-sale securities (fair market value) | $93,212,000 | 1,775 |
| Total debt securities | $93,281,000 | 1,910 |
| 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 | $86,756,000 | 1,962 |
| U.S. Government securities | $47,659,000 | 1,920 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $47,659,000 | 1,709 |
| Securities issued by states & political subdivisions | $39,097,000 | 1,333 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,860,000 | 1,385 |
| Mortgage-backed securities | $39,655,000 | 1,584 |
| Certificates of participation in pools of residential mortgages | $35,420,000 | 1,207 |
| Issued or guaranteed by U.S. | $35,420,000 | 1,182 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $4,235,000 | 1,671 |
| CMOs issued by government agencies or sponsored agencies | $4,235,000 | 1,614 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $70,000 | 1,591 |
| Available-for-sale securities (fair market value) | $86,686,000 | 1,830 |
| Total debt securities | $86,757,000 | 1,944 |
| 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 | $84,407,000 | 1,923 |
| U.S. Government securities | $42,075,000 | 1,997 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $42,075,000 | 1,831 |
| Securities issued by states & political subdivisions | $42,332,000 | 1,219 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,993,000 | 1,501 |
| Mortgage-backed securities | $38,087,000 | 1,603 |
| Certificates of participation in pools of residential mortgages | $34,827,000 | 1,187 |
| Issued or guaranteed by U.S. | $34,827,000 | 1,162 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $3,260,000 | 1,803 |
| CMOs issued by government agencies or sponsored agencies | $3,260,000 | 1,757 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $150,000 | 1,569 |
| Available-for-sale securities (fair market value) | $84,257,000 | 1,800 |
| Total debt securities | $84,405,000 | 1,909 |
| 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 | $83,321,000 | 1,879 |
| U.S. Government securities | $41,436,000 | 1,969 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $41,436,000 | 1,813 |
| Securities issued by states & political subdivisions | $41,885,000 | 1,195 |
| 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 | $29,750,000 | 1,561 |
| Mortgage-backed securities | $37,464,000 | 1,583 |
| Certificates of participation in pools of residential mortgages | $34,681,000 | 1,144 |
| Issued or guaranteed by U.S. | $34,681,000 | 1,119 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $2,783,000 | 1,869 |
| CMOs issued by government agencies or sponsored agencies | $2,783,000 | 1,826 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $150,000 | 1,556 |
| Available-for-sale securities (fair market value) | $83,171,000 | 1,755 |
| Total debt securities | $83,321,000 | 1,862 |
| 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 | $86,086,000 | 1,700 |
| U.S. Government securities | $44,655,000 | 1,742 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $44,655,000 | 1,629 |
| Securities issued by states & political subdivisions | $41,431,000 | 1,143 |
| 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 | $30,542,000 | 1,502 |
| Mortgage-backed securities | $40,687,000 | 1,433 |
| Certificates of participation in pools of residential mortgages | $37,564,000 | 1,027 |
| Issued or guaranteed by U.S. | $37,564,000 | 1,003 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $3,123,000 | 1,774 |
| CMOs issued by government agencies or sponsored agencies | $3,123,000 | 1,730 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $150,000 | 1,551 |
| Available-for-sale securities (fair market value) | $85,936,000 | 1,575 |
| Total debt securities | $86,086,000 | 1,685 |
| 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 | $80,859,000 | 1,668 |
| U.S. Government securities | $40,424,000 | 1,728 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $40,424,000 | 1,639 |
| Securities issued by states & political subdivisions | $40,435,000 | 1,124 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,501,000 | 1,556 |
| Mortgage-backed securities | $36,431,000 | 1,466 |
| Certificates of participation in pools of residential mortgages | $33,016,000 | 1,032 |
| Issued or guaranteed by U.S. | $33,016,000 | 1,011 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $3,415,000 | 1,753 |
| CMOs issued by government agencies or sponsored agencies | $3,415,000 | 1,708 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $150,000 | 1,540 |
| Available-for-sale securities (fair market value) | $80,709,000 | 1,564 |
| Total debt securities | $80,858,000 | 1,651 |
| 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 | $68,899,000 | 1,777 |
| U.S. Government securities | $34,344,000 | 1,839 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $34,344,000 | 1,752 |
| Securities issued by states & political subdivisions | $34,555,000 | 1,172 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,672,000 | 1,543 |
| Mortgage-backed securities | $32,944,000 | 1,548 |
| Certificates of participation in pools of residential mortgages | $29,193,000 | 1,090 |
| Issued or guaranteed by U.S. | $29,193,000 | 1,062 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $3,751,000 | 1,739 |
| CMOs issued by government agencies or sponsored agencies | $3,751,000 | 1,695 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $239,000 | 1,501 |
| Available-for-sale securities (fair market value) | $68,660,000 | 1,672 |
| Total debt securities | $68,898,000 | 1,763 |
| 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 | $56,127,000 | 1,997 |
| U.S. Government securities | $29,115,000 | 2,034 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $29,115,000 | 1,931 |
| Securities issued by states & political subdivisions | $27,012,000 | 1,358 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,091,000 | 1,617 |
| Mortgage-backed securities | $27,715,000 | 1,695 |
| Certificates of participation in pools of residential mortgages | $23,649,000 | 1,229 |
| Issued or guaranteed by U.S. | $23,649,000 | 1,195 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $4,066,000 | 1,730 |
| CMOs issued by government agencies or sponsored agencies | $4,066,000 | 1,688 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $239,000 | 1,508 |
| Available-for-sale securities (fair market value) | $55,888,000 | 1,866 |
| Total debt securities | $56,128,000 | 1,982 |
| 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 | $44,501,000 | 2,264 |
| U.S. Government securities | $22,015,000 | 2,385 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $22,015,000 | 2,266 |
| Securities issued by states & political subdivisions | $22,486,000 | 1,428 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,395,000 | 1,592 |
| Mortgage-backed securities | $20,211,000 | 1,984 |
| Certificates of participation in pools of residential mortgages | $17,160,000 | 1,530 |
| Issued or guaranteed by U.S. | $17,160,000 | 1,488 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $3,051,000 | 1,885 |
| CMOs issued by government agencies or sponsored agencies | $3,051,000 | 1,839 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $239,000 | 1,524 |
| Available-for-sale securities (fair market value) | $44,262,000 | 2,122 |
| Total debt securities | $44,499,000 | 2,245 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $45,835,000 | 2,242 |
| U.S. Government securities | $24,426,000 | 2,314 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $24,426,000 | 2,181 |
| Securities issued by states & political subdivisions | $21,409,000 | 1,445 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,684,000 | 1,547 |
| Mortgage-backed securities | $19,080,000 | 2,000 |
| Certificates of participation in pools of residential mortgages | $16,247,000 | 1,514 |
| Issued or guaranteed by U.S. | $16,247,000 | 1,471 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $2,833,000 | 1,944 |
| CMOs issued by government agencies or sponsored agencies | $2,833,000 | 1,896 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $239,000 | 1,574 |
| Available-for-sale securities (fair market value) | $45,596,000 | 2,093 |
| Total debt securities | $45,835,000 | 2,224 |
| 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 | $44,914,000 | 2,265 |
| U.S. Government securities | $22,856,000 | 2,418 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $22,856,000 | 2,287 |
| Securities issued by states & political subdivisions | $22,058,000 | 1,408 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,481,000 | 1,412 |
| Mortgage-backed securities | $18,378,000 | 2,015 |
| Certificates of participation in pools of residential mortgages | $16,301,000 | 1,493 |
| Issued or guaranteed by U.S. | $16,301,000 | 1,448 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $2,077,000 | 2,102 |
| CMOs issued by government agencies or sponsored agencies | $2,077,000 | 2,055 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $401,000 | 1,578 |
| Available-for-sale securities (fair market value) | $44,513,000 | 2,116 |
| Total debt securities | $44,914,000 | 2,251 |
| 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 | $43,513,000 | 2,368 |
| U.S. Government securities | $22,266,000 | 2,495 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $22,266,000 | 2,367 |
| Securities issued by states & political subdivisions | $21,247,000 | 1,474 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,812,000 | 1,507 |
| Mortgage-backed securities | $16,990,000 | 2,090 |
| Certificates of participation in pools of residential mortgages | $14,800,000 | 1,582 |
| Issued or guaranteed by U.S. | $14,800,000 | 1,556 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $2,190,000 | 2,050 |
| CMOs issued by government agencies or sponsored agencies | $2,190,000 | 2,002 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $401,000 | 1,625 |
| Available-for-sale securities (fair market value) | $43,112,000 | 2,201 |
| Total debt securities | $43,514,000 | 2,349 |
| 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 | $43,651,000 | 2,384 |
| U.S. Government securities | $22,897,000 | 2,495 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $22,897,000 | 2,360 |
| Securities issued by states & political subdivisions | $20,754,000 | 1,567 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,680,000 | 1,777 |
| Mortgage-backed securities | $17,690,000 | 2,047 |
| Certificates of participation in pools of residential mortgages | $15,444,000 | 1,537 |
| Issued or guaranteed by U.S. | $15,444,000 | 1,511 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,246,000 | 2,039 |
| CMOs issued by government agencies or sponsored agencies | $2,246,000 | 1,990 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $401,000 | 1,648 |
| Available-for-sale securities (fair market value) | $43,250,000 | 2,201 |
| Total debt securities | $43,651,000 | 2,366 |
| 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 | $42,712,000 | 2,451 |
| U.S. Government securities | $23,303,000 | 2,493 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $23,303,000 | 2,359 |
| Securities issued by states & political subdivisions | $19,409,000 | 1,679 |
| 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 | $22,809,000 | 1,779 |
| Mortgage-backed securities | $17,201,000 | 2,058 |
| Certificates of participation in pools of residential mortgages | $15,519,000 | 1,544 |
| Issued or guaranteed by U.S. | $15,519,000 | 1,529 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,682,000 | 2,179 |
| CMOs issued by government agencies or sponsored agencies | $1,682,000 | 2,125 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $401,000 | 1,683 |
| Available-for-sale securities (fair market value) | $42,311,000 | 2,279 |
| Total debt securities | $42,712,000 | 2,432 |
| 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 | $42,806,000 | 2,456 |
| U.S. Government securities | $22,794,000 | 2,534 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $22,794,000 | 2,408 |
| Securities issued by states & political subdivisions | $20,012,000 | 1,656 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,042,000 | 1,668 |
| Mortgage-backed securities | $17,228,000 | 2,060 |
| Certificates of participation in pools of residential mortgages | $15,488,000 | 1,571 |
| Issued or guaranteed by U.S. | $15,488,000 | 1,564 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,740,000 | 2,156 |
| CMOs issued by government agencies or sponsored agencies | $1,740,000 | 2,103 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $484,000 | 1,700 |
| Available-for-sale securities (fair market value) | $42,322,000 | 2,279 |
| Total debt securities | $42,806,000 | 2,436 |
| 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 | $43,092,000 | 2,492 |
| U.S. Government securities | $23,746,000 | 2,479 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $23,746,000 | 2,353 |
| Securities issued by states & political subdivisions | $19,346,000 | 1,754 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,488,000 | 1,991 |
| Mortgage-backed securities | $18,182,000 | 2,041 |
| Certificates of participation in pools of residential mortgages | $16,349,000 | 1,553 |
| Issued or guaranteed by U.S. | $16,349,000 | 1,490 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,833,000 | 2,143 |
| CMOs issued by government agencies or sponsored agencies | $1,833,000 | 2,087 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $484,000 | 1,722 |
| Available-for-sale securities (fair market value) | $42,608,000 | 2,310 |
| Total debt securities | $43,092,000 | 2,474 |
| 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 | $44,305,000 | 2,470 |
| U.S. Government securities | $24,668,000 | 2,492 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $24,668,000 | 2,380 |
| Securities issued by states & political subdivisions | $19,637,000 | 1,783 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,711,000 | 2,011 |
| Mortgage-backed securities | $19,098,000 | 1,981 |
| Certificates of participation in pools of residential mortgages | $17,159,000 | 1,546 |
| Issued or guaranteed by U.S. | $17,159,000 | 1,543 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,939,000 | 2,101 |
| CMOs issued by government agencies or sponsored agencies | $1,939,000 | 2,042 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $484,000 | 1,745 |
| Available-for-sale securities (fair market value) | $43,821,000 | 2,291 |
| Total debt securities | $44,304,000 | 2,453 |
| 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 | $45,522,000 | 2,447 |
| U.S. Government securities | $25,171,000 | 2,481 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $25,171,000 | 2,370 |
| Securities issued by states & political subdivisions | $20,351,000 | 1,795 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,652,000 | 2,035 |
| Mortgage-backed securities | $19,536,000 | 1,972 |
| Certificates of participation in pools of residential mortgages | $18,267,000 | 1,512 |
| Issued or guaranteed by U.S. | $18,267,000 | 1,510 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,269,000 | 2,296 |
| CMOs issued by government agencies or sponsored agencies | $1,269,000 | 2,236 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $484,000 | 1,769 |
| Available-for-sale securities (fair market value) | $45,038,000 | 2,268 |
| Total debt securities | $45,520,000 | 2,429 |
| 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 | $48,028,000 | 2,396 |
| U.S. Government securities | $26,461,000 | 2,427 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $26,461,000 | 2,332 |
| Securities issued by states & political subdivisions | $21,567,000 | 1,753 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,493,000 | 1,596 |
| Mortgage-backed securities | $20,778,000 | 1,917 |
| Certificates of participation in pools of residential mortgages | $19,279,000 | 1,493 |
| Issued or guaranteed by U.S. | $19,279,000 | 1,489 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,499,000 | 2,239 |
| CMOs issued by government agencies or sponsored agencies | $1,499,000 | 2,181 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $852,000 | 1,713 |
| Available-for-sale securities (fair market value) | $47,176,000 | 2,228 |
| Total debt securities | $48,028,000 | 2,373 |
| 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 | $47,621,000 | 2,448 |
| U.S. Government securities | $47,621,000 | 1,650 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $47,621,000 | 1,570 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,789,000 | 1,646 |
| Mortgage-backed securities | $21,840,000 | 1,890 |
| Certificates of participation in pools of residential mortgages | $20,282,000 | 1,475 |
| Issued or guaranteed by U.S. | $20,282,000 | 1,473 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,558,000 | 2,252 |
| CMOs issued by government agencies or sponsored agencies | $1,558,000 | 2,186 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $852,000 | 1,737 |
| Available-for-sale securities (fair market value) | $46,769,000 | 2,267 |
| Total debt securities | $47,621,000 | 2,427 |
| 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 | $48,875,000 | 2,428 |
| U.S. Government securities | $28,406,000 | 2,391 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $28,406,000 | 2,288 |
| Securities issued by states & political subdivisions | $20,469,000 | 1,836 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,454,000 | 1,794 |
| Mortgage-backed securities | $23,041,000 | 1,866 |
| Certificates of participation in pools of residential mortgages | $21,286,000 | 1,457 |
| Issued or guaranteed by U.S. | $21,286,000 | 1,456 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,755,000 | 2,220 |
| CMOs issued by government agencies or sponsored agencies | $1,755,000 | 2,160 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $852,000 | 1,771 |
| Available-for-sale securities (fair market value) | $48,023,000 | 2,236 |
| Total debt securities | $48,875,000 | 2,410 |
| 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 | $50,394,000 | 2,354 |
| U.S. Government securities | $29,509,000 | 2,326 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $29,509,000 | 2,227 |
| Securities issued by states & political subdivisions | $20,885,000 | 1,820 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,895,000 | 1,758 |
| Mortgage-backed securities | $24,109,000 | 1,821 |
| Certificates of participation in pools of residential mortgages | $22,288,000 | 1,424 |
| Issued or guaranteed by U.S. | $22,288,000 | 1,423 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,821,000 | 2,208 |
| CMOs issued by government agencies or sponsored agencies | $1,821,000 | 2,139 |
| 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) | $852,000 | 1,795 |
| Available-for-sale securities (fair market value) | $49,542,000 | 2,171 |
| Total debt securities | $50,394,000 | 2,334 |
| 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 | $46,487,000 | 2,502 |
| U.S. Government securities | $26,089,000 | 2,508 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $26,089,000 | 2,409 |
| Securities issued by states & political subdivisions | $20,398,000 | 1,860 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,195,000 | 1,678 |
| Mortgage-backed securities | $22,065,000 | 1,927 |
| Certificates of participation in pools of residential mortgages | $20,306,000 | 1,547 |
| Issued or guaranteed by U.S. | $20,306,000 | 1,547 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,255,000 | 2,411 |
| CMOs issued by government agencies or sponsored agencies | $1,255,000 | 2,339 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $504,000 | 1,196 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $504,000 | 780 |
| Held to maturity securities (book value) | $687,000 | 1,848 |
| Available-for-sale securities (fair market value) | $45,800,000 | 2,295 |
| Total debt securities | $46,486,000 | 2,476 |
| 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 | $41,608,000 | 2,714 |
| U.S. Government securities | $21,415,000 | 2,858 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $21,415,000 | 2,747 |
| Securities issued by states & political subdivisions | $20,193,000 | 1,868 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,797,000 | 1,770 |
| Mortgage-backed securities | $18,317,000 | 2,154 |
| Certificates of participation in pools of residential mortgages | $16,476,000 | 1,764 |
| Issued or guaranteed by U.S. | $16,476,000 | 1,760 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,332,000 | 2,412 |
| CMOs issued by government agencies or sponsored agencies | $1,332,000 | 2,340 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $509,000 | 1,121 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $509,000 | 746 |
| Held to maturity securities (book value) | $687,000 | 1,890 |
| Available-for-sale securities (fair market value) | $40,921,000 | 2,507 |
| Total debt securities | $41,606,000 | 2,693 |
| 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 | $40,856,000 | 2,782 |
| U.S. Government securities | $20,738,000 | 2,989 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $20,738,000 | 2,877 |
| Securities issued by states & political subdivisions | $20,118,000 | 1,842 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,506,000 | 1,885 |
| Mortgage-backed securities | $17,149,000 | 2,249 |
| Certificates of participation in pools of residential mortgages | $15,833,000 | 1,798 |
| Issued or guaranteed by U.S. | $15,833,000 | 1,797 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $806,000 | 2,652 |
| CMOs issued by government agencies or sponsored agencies | $806,000 | 2,575 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $510,000 | 1,083 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $510,000 | 724 |
| Held to maturity securities (book value) | $687,000 | 1,928 |
| Available-for-sale securities (fair market value) | $40,169,000 | 2,561 |
| Total debt securities | $40,858,000 | 2,762 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $44,284,000 | 2,673 |
| U.S. Government securities | $23,864,000 | 2,793 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $23,864,000 | 2,693 |
| Securities issued by states & political subdivisions | $20,420,000 | 1,838 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,880,000 | 1,544 |
| Mortgage-backed securities | $19,238,000 | 2,110 |
| Certificates of participation in pools of residential mortgages | $17,341,000 | 1,710 |
| Issued or guaranteed by U.S. | $17,341,000 | 1,708 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,387,000 | 2,438 |
| CMOs issued by government agencies or sponsored agencies | $1,387,000 | 2,369 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $510,000 | 1,037 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $510,000 | 669 |
| Held to maturity securities (book value) | $642,000 | 1,975 |
| Available-for-sale securities (fair market value) | $43,642,000 | 2,468 |
| Total debt securities | $44,283,000 | 2,653 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $45,490,000 | 2,646 |
| U.S. Government securities | $24,968,000 | 2,765 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $24,968,000 | 2,678 |
| Securities issued by states & political subdivisions | $20,522,000 | 1,834 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,923,000 | 1,437 |
| Mortgage-backed securities | $19,817,000 | 2,103 |
| Certificates of participation in pools of residential mortgages | $17,785,000 | 1,693 |
| Issued or guaranteed by U.S. | $17,785,000 | 1,692 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,520,000 | 2,414 |
| CMOs issued by government agencies or sponsored agencies | $1,520,000 | 2,344 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $512,000 | 995 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $512,000 | 636 |
| Held to maturity securities (book value) | $772,000 | 1,950 |
| Available-for-sale securities (fair market value) | $44,718,000 | 2,454 |
| Total debt securities | $45,487,000 | 2,626 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $45,493,000 | 2,692 |
| U.S. Government securities | $25,292,000 | 2,836 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $25,292,000 | 2,749 |
| Securities issued by states & political subdivisions | $20,201,000 | 1,824 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,969,000 | 1,519 |
| Mortgage-backed securities | $20,090,000 | 2,148 |
| Certificates of participation in pools of residential mortgages | $17,916,000 | 1,740 |
| Issued or guaranteed by U.S. | $17,916,000 | 1,739 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,657,000 | 2,433 |
| CMOs issued by government agencies or sponsored agencies | $1,657,000 | 2,362 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $517,000 | 946 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $517,000 | 611 |
| Held to maturity securities (book value) | $355,000 | 2,153 |
| Available-for-sale securities (fair market value) | $45,138,000 | 2,480 |
| Total debt securities | $45,493,000 | 2,671 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $49,137,000 | 2,584 |
| U.S. Government securities | $27,696,000 | 2,730 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $27,696,000 | 2,642 |
| Securities issued by states & political subdivisions | $21,441,000 | 1,724 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,994,000 | 1,542 |
| Mortgage-backed securities | $21,479,000 | 2,123 |
| Certificates of participation in pools of residential mortgages | $19,146,000 | 1,696 |
| Issued or guaranteed by U.S. | $19,146,000 | 1,695 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,816,000 | 2,434 |
| CMOs issued by government agencies or sponsored agencies | $1,816,000 | 2,359 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $517,000 | 924 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $517,000 | 586 |
| Held to maturity securities (book value) | $1,455,000 | 1,821 |
| Available-for-sale securities (fair market value) | $47,682,000 | 2,414 |
| Total debt securities | $49,135,000 | 2,561 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $50,967,000 | 2,553 |
| U.S. Government securities | $28,843,000 | 2,688 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $28,843,000 | 2,606 |
| Securities issued by states & political subdivisions | $22,124,000 | 1,681 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,680,000 | 1,518 |
| Mortgage-backed securities | $22,611,000 | 2,093 |
| Certificates of participation in pools of residential mortgages | $20,135,000 | 1,672 |
| Issued or guaranteed by U.S. | $20,135,000 | 1,669 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,964,000 | 2,425 |
| CMOs issued by government agencies or sponsored agencies | $1,964,000 | 2,347 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $512,000 | 905 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $512,000 | 555 |
| Held to maturity securities (book value) | $1,455,000 | 1,848 |
| Available-for-sale securities (fair market value) | $49,512,000 | 2,377 |
| Total debt securities | $50,967,000 | 2,524 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $53,817,000 | 2,508 |
| U.S. Government securities | $30,303,000 | 2,684 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $30,303,000 | 2,602 |
| Securities issued by states & political subdivisions | $23,514,000 | 1,602 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,779,000 | 1,415 |
| Mortgage-backed securities | $24,098,000 | 2,063 |
| Certificates of participation in pools of residential mortgages | $19,435,000 | 1,763 |
| Issued or guaranteed by U.S. | $19,435,000 | 1,762 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $4,153,000 | 1,962 |
| CMOs issued by government agencies or sponsored agencies | $4,153,000 | 1,889 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $510,000 | 871 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $510,000 | 522 |
| Held to maturity securities (book value) | $2,053,000 | 1,761 |
| Available-for-sale securities (fair market value) | $51,764,000 | 2,334 |
| Total debt securities | $53,817,000 | 2,486 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $52,834,000 | 2,557 |
| U.S. Government securities | $30,878,000 | 2,694 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $30,878,000 | 2,609 |
| Securities issued by states & political subdivisions | $21,956,000 | 1,700 |
| 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 | $34,648,000 | 1,526 |
| Mortgage-backed securities | $25,057,000 | 2,057 |
| Certificates of participation in pools of residential mortgages | $20,050,000 | 1,772 |
| Issued or guaranteed by U.S. | $20,050,000 | 1,770 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,495,000 | 1,933 |
| CMOs issued by government agencies or sponsored agencies | $4,495,000 | 1,851 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $512,000 | 861 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $512,000 | 509 |
| Held to maturity securities (book value) | $1,061,000 | 1,960 |
| Available-for-sale securities (fair market value) | $51,773,000 | 2,371 |
| Total debt securities | $52,836,000 | 2,534 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $50,250,000 | 2,672 |
| U.S. Government securities | $28,572,000 | 2,841 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $28,572,000 | 2,764 |
| Securities issued by states & political subdivisions | $21,678,000 | 1,721 |
| 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 | $29,520,000 | 1,730 |
| Mortgage-backed securities | $22,766,000 | 2,169 |
| Certificates of participation in pools of residential mortgages | $19,204,000 | 1,809 |
| Issued or guaranteed by U.S. | $19,204,000 | 1,808 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $3,048,000 | 2,193 |
| CMOs issued by government agencies or sponsored agencies | $3,048,000 | 2,122 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $514,000 | 850 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $514,000 | 477 |
| Held to maturity securities (book value) | $1,062,000 | 1,967 |
| Available-for-sale securities (fair market value) | $49,188,000 | 2,473 |
| Total debt securities | $50,249,000 | 2,647 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $52,386,000 | 2,587 |
| U.S. Government securities | $30,388,000 | 2,728 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $30,388,000 | 2,655 |
| Securities issued by states & political subdivisions | $21,998,000 | 1,702 |
| 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 | $29,958,000 | 1,688 |
| Mortgage-backed securities | $24,251,000 | 2,105 |
| Certificates of participation in pools of residential mortgages | $20,516,000 | 1,731 |
| Issued or guaranteed by U.S. | $20,516,000 | 1,730 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $3,223,000 | 2,150 |
| CMOs issued by government agencies or sponsored agencies | $3,223,000 | 2,075 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $512,000 | 798 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $512,000 | 463 |
| Held to maturity securities (book value) | $1,062,000 | 1,957 |
| Available-for-sale securities (fair market value) | $51,324,000 | 2,383 |
| Total debt securities | $52,387,000 | 2,563 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $58,919,000 | 2,360 |
| U.S. Government securities | $36,061,000 | 2,437 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $36,061,000 | 2,370 |
| Securities issued by states & political subdivisions | $22,858,000 | 1,653 |
| 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 | $33,136,000 | 1,575 |
| Mortgage-backed securities | $28,392,000 | 1,933 |
| Certificates of participation in pools of residential mortgages | $24,047,000 | 1,571 |
| Issued or guaranteed by U.S. | $24,047,000 | 1,568 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $3,689,000 | 2,093 |
| CMOs issued by government agencies or sponsored agencies | $3,689,000 | 2,010 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $656,000 | 759 |
| Commercial mortgage pass-through securities | $148,000 | 588 |
| Other commercial mortgage-backed securities | $508,000 | 458 |
| Held to maturity securities (book value) | $1,253,000 | 1,907 |
| Available-for-sale securities (fair market value) | $57,666,000 | 2,186 |
| Total debt securities | $58,919,000 | 2,342 |
| Structured notes | ||
| Amortized cost | $415,000 | 2,110 |
| Fair value | $408,000 | 2,107 |
| 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 | $65,333,000 | 2,183 |
| U.S. Government securities | $42,357,000 | 2,128 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $42,357,000 | 2,070 |
| Securities issued by states & political subdivisions | $22,976,000 | 1,623 |
| 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 | $35,289,000 | 1,476 |
| Mortgage-backed securities | $35,428,000 | 1,658 |
| Certificates of participation in pools of residential mortgages | $26,953,000 | 1,432 |
| Issued or guaranteed by U.S. | $26,953,000 | 1,430 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $7,787,000 | 1,582 |
| CMOs issued by government agencies or sponsored agencies | $7,787,000 | 1,498 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $688,000 | 738 |
| Commercial mortgage pass-through securities | $164,000 | 585 |
| Other commercial mortgage-backed securities | $524,000 | 413 |
| Held to maturity securities (book value) | $1,590,000 | 1,761 |
| Available-for-sale securities (fair market value) | $63,743,000 | 2,025 |
| Total debt securities | $65,333,000 | 2,160 |
| Structured notes | ||
| Amortized cost | $506,000 | 1,921 |
| Fair value | $503,000 | 1,934 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $65,283,000 | 2,188 |
| U.S. Government securities | $43,358,000 | 2,141 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $43,358,000 | 2,081 |
| Securities issued by states & political subdivisions | $21,925,000 | 1,687 |
| 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 | $30,423,000 | 1,670 |
| Mortgage-backed securities | $36,207,000 | 1,665 |
| Certificates of participation in pools of residential mortgages | $27,187,000 | 1,462 |
| Issued or guaranteed by U.S. | $27,187,000 | 1,460 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $8,841,000 | 1,535 |
| CMOs issued by government agencies or sponsored agencies | $8,841,000 | 1,447 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $179,000 | 740 |
| Commercial mortgage pass-through securities | $179,000 | 538 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $1,040,000 | 1,885 |
| Available-for-sale securities (fair market value) | $64,243,000 | 2,034 |
| Total debt securities | $65,282,000 | 2,172 |
| Structured notes | ||
| Amortized cost | $1,116,000 | 1,540 |
| Fair value | $1,119,000 | 1,542 |
| 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 | $65,461,000 | 2,138 |
| U.S. Government securities | $44,058,000 | 2,065 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $44,058,000 | 2,010 |
| Securities issued by states & political subdivisions | $21,403,000 | 1,684 |
| 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 | $29,446,000 | 1,692 |
| Mortgage-backed securities | $36,187,000 | 1,650 |
| Certificates of participation in pools of residential mortgages | $26,196,000 | 1,473 |
| Issued or guaranteed by U.S. | $26,196,000 | 1,470 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $9,800,000 | 1,520 |
| CMOs issued by government agencies or sponsored agencies | $9,800,000 | 1,424 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $191,000 | 624 |
| Commercial mortgage pass-through securities | $191,000 | 467 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $1,040,000 | 1,903 |
| Available-for-sale securities (fair market value) | $64,421,000 | 1,984 |
| Total debt securities | $65,461,000 | 2,117 |
| Structured notes | ||
| Amortized cost | $1,225,000 | 1,546 |
| Fair value | $1,231,000 | 1,549 |
| 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 | $69,196,000 | 2,074 |
| U.S. Government securities | $48,494,000 | 1,948 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $48,494,000 | 1,909 |
| Securities issued by states & political subdivisions | $20,702,000 | 1,699 |
| 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 | $36,587,000 | 1,435 |
| Mortgage-backed securities | $39,511,000 | 1,634 |
| Certificates of participation in pools of residential mortgages | $27,973,000 | 1,467 |
| Issued or guaranteed by U.S. | $27,973,000 | 1,465 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $11,338,000 | 1,471 |
| CMOs issued by government agencies or sponsored agencies | $11,338,000 | 1,373 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $200,000 | 596 |
| Commercial mortgage pass-through securities | $200,000 | 434 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $1,135,000 | 1,904 |
| Available-for-sale securities (fair market value) | $68,061,000 | 1,901 |
| Total debt securities | $69,197,000 | 2,049 |
| Structured notes | ||
| Amortized cost | $1,339,000 | 1,640 |
| Fair value | $1,349,000 | 1,640 |
| 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 | $68,734,000 | 2,073 |
| U.S. Government securities | $49,307,000 | 1,937 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $49,307,000 | 1,888 |
| Securities issued by states & political subdivisions | $19,427,000 | 1,749 |
| 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 | $36,593,000 | 1,451 |
| Mortgage-backed securities | $39,767,000 | 1,641 |
| Certificates of participation in pools of residential mortgages | $29,060,000 | 1,460 |
| Issued or guaranteed by U.S. | $29,060,000 | 1,458 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $10,497,000 | 1,564 |
| CMOs issued by government agencies or sponsored agencies | $10,497,000 | 1,458 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $210,000 | 559 |
| Commercial mortgage pass-through securities | $210,000 | 396 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $1,156,000 | 1,912 |
| Available-for-sale securities (fair market value) | $67,578,000 | 1,905 |
| Total debt securities | $68,736,000 | 2,056 |
| Structured notes | ||
| Amortized cost | $1,734,000 | 1,667 |
| Fair value | $1,738,000 | 1,665 |
| 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 | $65,452,000 | 2,137 |
| U.S. Government securities | $49,256,000 | 1,986 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $49,256,000 | 1,942 |
| Securities issued by states & political subdivisions | $16,196,000 | 1,955 |
| 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 | $28,758,000 | 1,776 |
| Mortgage-backed securities | $39,397,000 | 1,669 |
| Certificates of participation in pools of residential mortgages | $29,598,000 | 1,402 |
| Issued or guaranteed by U.S. | $29,598,000 | 1,401 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $9,571,000 | 1,643 |
| CMOs issued by government agencies or sponsored agencies | $9,571,000 | 1,543 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $228,000 | 517 |
| Commercial mortgage pass-through securities | $228,000 | 363 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $1,156,000 | 1,953 |
| Available-for-sale securities (fair market value) | $64,296,000 | 1,996 |
| Total debt securities | $65,451,000 | 2,122 |
| Structured notes | ||
| Amortized cost | $800,000 | 2,510 |
| Fair value | $812,000 | 2,499 |
| 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 | $66,459,000 | 2,077 |
| U.S. Government securities | $50,567,000 | 1,883 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $50,567,000 | 1,834 |
| Securities issued by states & political subdivisions | $15,892,000 | 1,958 |
| 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 | $26,987,000 | 1,740 |
| Mortgage-backed securities | $40,865,000 | 1,547 |
| Certificates of participation in pools of residential mortgages | $30,443,000 | 1,313 |
| Issued or guaranteed by U.S. | $30,443,000 | 1,311 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $10,185,000 | 1,567 |
| CMOs issued by government agencies or sponsored agencies | $10,185,000 | 1,420 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $237,000 | 447 |
| Commercial mortgage pass-through securities | $237,000 | 313 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $1,156,000 | 2,038 |
| Available-for-sale securities (fair market value) | $65,303,000 | 1,912 |
| Total debt securities | $66,460,000 | 2,057 |
| Structured notes | ||
| Amortized cost | $831,000 | 2,403 |
| Fair value | $846,000 | 2,400 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $59,746,000 | 2,188 |
| U.S. Government securities | $45,238,000 | 1,985 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $45,238,000 | 1,933 |
| Securities issued by states & political subdivisions | $14,508,000 | 2,015 |
| 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 | $33,371,000 | 1,443 |
| Mortgage-backed securities | $34,917,000 | 1,679 |
| Certificates of participation in pools of residential mortgages | $27,533,000 | 1,355 |
| Issued or guaranteed by U.S. | $27,533,000 | 1,351 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $7,132,000 | 1,829 |
| CMOs issued by government agencies or sponsored agencies | $7,132,000 | 1,659 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $252,000 | 394 |
| Commercial mortgage pass-through securities | $252,000 | 279 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $1,325,000 | 2,005 |
| Available-for-sale securities (fair market value) | $58,421,000 | 2,019 |
| Total debt securities | $59,746,000 | 2,166 |
| Structured notes | ||
| Amortized cost | $864,000 | 2,465 |
| Fair value | $886,000 | 2,461 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $56,507,000 | 2,313 |
| U.S. Government securities | $42,692,000 | 2,095 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $42,692,000 | 2,035 |
| Securities issued by states & political subdivisions | $13,815,000 | 2,041 |
| 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 | $26,918,000 | 1,740 |
| Mortgage-backed securities | $31,686,000 | 1,758 |
| Certificates of participation in pools of residential mortgages | $23,830,000 | 1,462 |
| Issued or guaranteed by U.S. | $23,830,000 | 1,458 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $7,595,000 | 1,764 |
| CMOs issued by government agencies or sponsored agencies | $7,595,000 | 1,585 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $261,000 | 382 |
| Commercial mortgage pass-through securities | $261,000 | 279 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $1,431,000 | 1,994 |
| Available-for-sale securities (fair market value) | $55,076,000 | 2,138 |
| Total debt securities | $56,507,000 | 2,288 |
| Structured notes | ||
| Amortized cost | $1,136,000 | 2,389 |
| Fair value | $1,157,000 | 2,381 |
| 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 | $51,982,000 | 2,450 |
| U.S. Government securities | $39,584,000 | 2,233 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $39,584,000 | 2,167 |
| Securities issued by states & political subdivisions | $12,398,000 | 2,164 |
| 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 | $25,949,000 | 1,800 |
| Mortgage-backed securities | $28,144,000 | 1,873 |
| Certificates of participation in pools of residential mortgages | $20,493,000 | 1,601 |
| Issued or guaranteed by U.S. | $20,493,000 | 1,597 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $7,362,000 | 1,742 |
| CMOs issued by government agencies or sponsored agencies | $7,362,000 | 1,561 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $289,000 | 364 |
| Commercial mortgage pass-through securities | $289,000 | 268 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $1,431,000 | 2,020 |
| Available-for-sale securities (fair market value) | $50,551,000 | 2,265 |
| Total debt securities | $51,982,000 | 2,427 |
| Structured notes | ||
| Amortized cost | $1,153,000 | 2,427 |
| Fair value | $1,170,000 | 2,423 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $43,999,000 | 2,700 |
| U.S. Government securities | $32,387,000 | 2,497 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $32,387,000 | 2,418 |
| Securities issued by states & political subdivisions | $11,313,000 | 2,273 |
| Other domestic debt securities | $299,000 | 2,666 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $299,000 | 332 |
| 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 | $26,867,000 | 1,739 |
| Mortgage-backed securities | $23,609,000 | 2,021 |
| Certificates of participation in pools of residential mortgages | $16,929,000 | 1,769 |
| Issued or guaranteed by U.S. | $16,929,000 | 1,765 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $6,381,000 | 1,818 |
| CMOs issued by government agencies or sponsored agencies | $6,381,000 | 1,621 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $299,000 | 332 |
| Commercial mortgage pass-through securities | $299,000 | 253 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $1,431,000 | 2,031 |
| Available-for-sale securities (fair market value) | $42,568,000 | 2,481 |
| Total debt securities | $43,998,000 | 2,670 |
| Structured notes | ||
| Amortized cost | $692,000 | 2,666 |
| Fair value | $711,000 | 2,652 |
| 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 | $42,122,000 | 2,752 |
| U.S. Government securities | $31,056,000 | 2,563 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $31,056,000 | 2,477 |
| Securities issued by states & political subdivisions | $10,751,000 | 2,276 |
| Other domestic debt securities | $315,000 | 2,736 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $315,000 | 304 |
| 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 | $28,149,000 | 1,688 |
| Mortgage-backed securities | $22,771,000 | 2,038 |
| Certificates of participation in pools of residential mortgages | $18,153,000 | 1,645 |
| Issued or guaranteed by U.S. | $18,153,000 | 1,641 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $4,303,000 | 2,078 |
| CMOs issued by government agencies or sponsored agencies | $4,303,000 | 1,848 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $315,000 | 304 |
| Commercial mortgage pass-through securities | $315,000 | 225 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $883,000 | 2,273 |
| Available-for-sale securities (fair market value) | $41,239,000 | 2,507 |
| Total debt securities | $42,123,000 | 2,719 |
| Structured notes | ||
| Amortized cost | $968,000 | 2,585 |
| Fair value | $997,000 | 2,570 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $39,025,000 | 2,889 |
| U.S. Government securities | $29,318,000 | 2,725 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $29,318,000 | 2,638 |
| Securities issued by states & political subdivisions | $9,378,000 | 2,356 |
| Other domestic debt securities | $329,000 | 2,709 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $329,000 | 293 |
| 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 | $29,405,000 | 1,636 |
| Mortgage-backed securities | $20,064,000 | 2,199 |
| Certificates of participation in pools of residential mortgages | $16,634,000 | 1,775 |
| Issued or guaranteed by U.S. | $16,634,000 | 1,769 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $3,101,000 | 2,223 |
| CMOs issued by government agencies or sponsored agencies | $3,101,000 | 1,967 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $329,000 | 293 |
| Commercial mortgage pass-through securities | $329,000 | 215 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $1,210,000 | 2,199 |
| Available-for-sale securities (fair market value) | $37,815,000 | 2,662 |
| Total debt securities | $39,025,000 | 2,862 |
| Structured notes | ||
| Amortized cost | $769,000 | 2,740 |
| Fair value | $801,000 | 2,734 |
| 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 | $38,971,000 | 2,920 |
| U.S. Government securities | $27,909,000 | 2,846 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $27,909,000 | 2,773 |
| Securities issued by states & political subdivisions | $8,381,000 | 2,501 |
| Other domestic debt securities | $2,681,000 | 1,582 |
| Privately issued residential mortgage-backed securities | $2,341,000 | 819 |
| Commercial mortgage-backed securities - Total | $340,000 | 308 |
| 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 | $28,388,000 | 1,726 |
| Mortgage-backed securities | $19,456,000 | 2,297 |
| Certificates of participation in pools of residential mortgages | $16,775,000 | 1,840 |
| Issued or guaranteed by U.S. | $16,775,000 | 1,837 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,341,000 | 2,378 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $2,341,000 | 785 |
| Commercial mortgage-backed securities | $340,000 | 308 |
| Commercial mortgage pass-through securities | $340,000 | 226 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $1,210,000 | 2,238 |
| Available-for-sale securities (fair market value) | $37,761,000 | 2,676 |
| Total debt securities | $38,971,000 | 2,896 |
| Structured notes | ||
| Amortized cost | $809,000 | 2,520 |
| Fair value | $844,000 | 2,507 |
| 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 | $40,170,000 | 2,850 |
| U.S. Government securities | $31,377,000 | 2,593 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $31,377,000 | 2,519 |
| Securities issued by states & political subdivisions | $8,432,000 | 2,486 |
| Other domestic debt securities | $361,000 | 2,818 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $361,000 | 288 |
| 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 | $24,981,000 | 1,924 |
| Mortgage-backed securities | $22,012,000 | 2,152 |
| Certificates of participation in pools of residential mortgages | $19,022,000 | 1,747 |
| Issued or guaranteed by U.S. | $19,022,000 | 1,741 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,629,000 | 2,279 |
| CMOs issued by government agencies or sponsored agencies | $2,629,000 | 1,998 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $361,000 | 288 |
| Commercial mortgage pass-through securities | $361,000 | 210 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $285,000 | 2,816 |
| Available-for-sale securities (fair market value) | $39,885,000 | 2,554 |
| Total debt securities | $40,170,000 | 2,832 |
| Structured notes | ||
| Amortized cost | $850,000 | 2,253 |
| Fair value | $887,000 | 2,241 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $41,152,000 | 2,798 |
| U.S. Government securities | $32,112,000 | 2,537 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $32,112,000 | 2,479 |
| Securities issued by states & political subdivisions | $8,670,000 | 2,475 |
| Other domestic debt securities | $370,000 | 2,903 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $370,000 | 301 |
| 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 | $35,696,000 | 1,421 |
| Mortgage-backed securities | $22,466,000 | 2,174 |
| Certificates of participation in pools of residential mortgages | $19,203,000 | 1,786 |
| Issued or guaranteed by U.S. | $19,203,000 | 1,781 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,893,000 | 2,221 |
| CMOs issued by government agencies or sponsored agencies | $2,893,000 | 1,922 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $370,000 | 301 |
| Commercial mortgage pass-through securities | $370,000 | 206 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $285,000 | 2,893 |
| Available-for-sale securities (fair market value) | $40,867,000 | 2,496 |
| Total debt securities | $41,150,000 | 2,771 |
| Structured notes | ||
| Amortized cost | $886,000 | 1,806 |
| Fair value | $929,000 | 1,778 |
| 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 | $35,884,000 | 3,043 |
| U.S. Government securities | $27,913,000 | 2,775 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $27,913,000 | 2,708 |
| Securities issued by states & political subdivisions | $7,593,000 | 2,612 |
| Other domestic debt securities | $378,000 | 2,961 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $378,000 | 246 |
| 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 | $26,502,000 | 1,839 |
| Mortgage-backed securities | $19,798,000 | 2,379 |
| Certificates of participation in pools of residential mortgages | $16,761,000 | 2,020 |
| Issued or guaranteed by U.S. | $16,761,000 | 2,008 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,659,000 | 2,275 |
| CMOs issued by government agencies or sponsored agencies | $2,659,000 | 1,929 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $378,000 | 246 |
| Commercial mortgage pass-through securities | $378,000 | 155 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $305,000 | 2,907 |
| Available-for-sale securities (fair market value) | $35,579,000 | 2,742 |
| Total debt securities | $35,884,000 | 3,009 |
| Structured notes | ||
| Amortized cost | $935,000 | 1,326 |
| Fair value | $972,000 | 1,290 |
| 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 | $38,647,000 | 2,870 |
| U.S. Government securities | $30,913,000 | 2,608 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $30,913,000 | 2,551 |
| Securities issued by states & political subdivisions | $7,734,000 | 2,495 |
| 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 | $28,629,000 | 1,755 |
| Mortgage-backed securities | $21,752,000 | 2,273 |
| Certificates of participation in pools of residential mortgages | $18,823,000 | 1,907 |
| Issued or guaranteed by U.S. | $18,823,000 | 1,895 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,929,000 | 2,246 |
| CMOs issued by government agencies or sponsored agencies | $2,929,000 | 1,887 |
| 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) | $305,000 | 2,946 |
| Available-for-sale securities (fair market value) | $38,342,000 | 2,584 |
| Total debt securities | $38,649,000 | 2,841 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 892 |
| Fair value | $1,035,000 | 883 |
| 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 | $41,118,000 | 2,704 |
| U.S. Government securities | $33,290,000 | 2,438 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $33,290,000 | 2,389 |
| Securities issued by states & political subdivisions | $7,828,000 | 2,445 |
| 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 | $29,493,000 | 1,710 |
| Mortgage-backed securities | $23,084,000 | 2,144 |
| Certificates of participation in pools of residential mortgages | $19,873,000 | 1,789 |
| Issued or guaranteed by U.S. | $19,873,000 | 1,779 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $3,211,000 | 2,114 |
| CMOs issued by government agencies or sponsored agencies | $3,211,000 | 1,793 |
| 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) | $305,000 | 2,978 |
| Available-for-sale securities (fair market value) | $40,813,000 | 2,432 |
| Total debt securities | $41,115,000 | 2,677 |
| Structured notes | ||
| Amortized cost | $1,039,000 | 921 |
| Fair value | $1,050,000 | 929 |
| 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 | $38,561,000 | 2,816 |
| U.S. Government securities | $30,768,000 | 2,544 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $30,768,000 | 2,487 |
| Securities issued by states & political subdivisions | $7,793,000 | 2,428 |
| 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 | $34,696,000 | 1,467 |
| Mortgage-backed securities | $20,271,000 | 2,225 |
| Certificates of participation in pools of residential mortgages | $18,111,000 | 1,806 |
| Issued or guaranteed by U.S. | $18,111,000 | 1,793 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,160,000 | 2,298 |
| CMOs issued by government agencies or sponsored agencies | $2,160,000 | 1,958 |
| 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) | $350,000 | 2,962 |
| Available-for-sale securities (fair market value) | $38,211,000 | 2,508 |
| Total debt securities | $38,561,000 | 2,780 |
| Structured notes | ||
| Amortized cost | $1,059,000 | 901 |
| Fair value | $1,060,000 | 897 |
| 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 | $39,719,000 | 2,800 |
| U.S. Government securities | $31,883,000 | 2,507 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $31,883,000 | 2,458 |
| Securities issued by states & political subdivisions | $7,836,000 | 2,450 |
| 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 | $28,907,000 | 1,677 |
| Mortgage-backed securities | $20,662,000 | 2,191 |
| Certificates of participation in pools of residential mortgages | $18,398,000 | 1,783 |
| Issued or guaranteed by U.S. | $18,398,000 | 1,772 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,264,000 | 2,275 |
| CMOs issued by government agencies or sponsored agencies | $2,264,000 | 1,946 |
| 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) | $350,000 | 2,981 |
| Available-for-sale securities (fair market value) | $39,369,000 | 2,492 |
| Total debt securities | $39,716,000 | 2,759 |
| Structured notes | ||
| Amortized cost | $1,085,000 | 949 |
| Fair value | $1,080,000 | 945 |
| 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 | $41,662,000 | 2,674 |
| U.S. Government securities | $33,301,000 | 2,396 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $33,301,000 | 2,346 |
| Securities issued by states & political subdivisions | $8,111,000 | 2,402 |
| Other domestic debt securities | $250,000 | 2,831 |
| 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 | $250,000 | 2,095 |
| 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 | $23,270,000 | 2,004 |
| Mortgage-backed securities | $19,685,000 | 2,196 |
| Certificates of participation in pools of residential mortgages | $17,262,000 | 1,801 |
| Issued or guaranteed by U.S. | $17,262,000 | 1,792 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,423,000 | 2,213 |
| CMOs issued by government agencies or sponsored agencies | $2,423,000 | 1,895 |
| 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) | $350,000 | 3,015 |
| Available-for-sale securities (fair market value) | $41,312,000 | 2,382 |
| Total debt securities | $41,662,000 | 2,630 |
| Structured notes | ||
| Amortized cost | $1,115,000 | 1,007 |
| Fair value | $1,121,000 | 1,008 |
| 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 | $42,385,000 | 2,642 |
| U.S. Government securities | $33,862,000 | 2,401 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $33,862,000 | 2,344 |
| Securities issued by states & political subdivisions | $8,276,000 | 2,356 |
| Other domestic debt securities | $247,000 | 2,689 |
| 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 | $247,000 | 1,996 |
| 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 | $28,328,000 | 1,677 |
| Mortgage-backed securities | $15,523,000 | 2,277 |
| Certificates of participation in pools of residential mortgages | $13,603,000 | 1,892 |
| Issued or guaranteed by U.S. | $13,603,000 | 1,882 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,920,000 | 2,260 |
| CMOs issued by government agencies or sponsored agencies | $1,920,000 | 1,961 |
| 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) | $350,000 | 3,065 |
| Available-for-sale securities (fair market value) | $42,035,000 | 2,334 |
| Total debt securities | $42,386,000 | 2,599 |
| Structured notes | ||
| Amortized cost | $1,141,000 | 1,448 |
| Fair value | $1,140,000 | 1,447 |
| 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 | $38,076,000 | 2,881 |
| U.S. Government securities | $29,294,000 | 2,753 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $29,294,000 | 2,696 |
| Securities issued by states & political subdivisions | $8,537,000 | 2,275 |
| Other domestic debt securities | $245,000 | 2,651 |
| 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 | $245,000 | 1,978 |
| 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 | $30,950,000 | 1,519 |
| Mortgage-backed securities | $12,433,000 | 2,423 |
| Certificates of participation in pools of residential mortgages | $10,937,000 | 2,014 |
| Issued or guaranteed by U.S. | $10,937,000 | 2,004 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,496,000 | 2,355 |
| CMOs issued by government agencies or sponsored agencies | $1,496,000 | 2,058 |
| 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) | $350,000 | 3,125 |
| Available-for-sale securities (fair market value) | $37,726,000 | 2,529 |
| Total debt securities | $38,076,000 | 2,835 |
| Structured notes | ||
| Amortized cost | $370,000 | 2,427 |
| Fair value | $369,000 | 2,429 |
| 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 | $36,452,000 | 2,968 |
| U.S. Government securities | $28,007,000 | 2,843 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $28,007,000 | 2,775 |
| Securities issued by states & political subdivisions | $8,202,000 | 2,333 |
| Other domestic debt securities | $243,000 | 2,598 |
| 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 | $243,000 | 1,948 |
| 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 | $26,789,000 | 1,710 |
| Mortgage-backed securities | $11,346,000 | 2,494 |
| Certificates of participation in pools of residential mortgages | $9,812,000 | 2,094 |
| Issued or guaranteed by U.S. | $9,812,000 | 2,087 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,534,000 | 2,307 |
| CMOs issued by government agencies or sponsored agencies | $1,534,000 | 2,025 |
| 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) | $350,000 | 3,154 |
| Available-for-sale securities (fair market value) | $36,102,000 | 2,619 |
| Total debt securities | $36,453,000 | 2,927 |
| Structured notes | ||
| Amortized cost | $384,000 | 2,507 |
| Fair value | $380,000 | 2,506 |
| 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 | $36,856,000 | 2,974 |
| U.S. Government securities | $28,218,000 | 2,832 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $28,218,000 | 2,766 |
| Securities issued by states & political subdivisions | $8,396,000 | 2,309 |
| Other domestic debt securities | $242,000 | 2,622 |
| 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 | $242,000 | 1,998 |
| 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 | $26,399,000 | 1,743 |
| Mortgage-backed securities | $11,336,000 | 2,472 |
| Certificates of participation in pools of residential mortgages | $9,687,000 | 2,098 |
| Issued or guaranteed by U.S. | $9,687,000 | 2,090 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,649,000 | 2,228 |
| CMOs issued by government agencies or sponsored agencies | $1,649,000 | 1,951 |
| 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) | $350,000 | 3,216 |
| Available-for-sale securities (fair market value) | $36,506,000 | 2,602 |
| Total debt securities | $36,855,000 | 2,928 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,546 |
| Fair value | $398,000 | 2,556 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $37,130,000 | 2,994 |
| U.S. Government securities | $28,220,000 | 2,865 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $28,220,000 | 2,788 |
| Securities issued by states & political subdivisions | $8,670,000 | 2,248 |
| Other domestic debt securities | $240,000 | 2,661 |
| 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 | $240,000 | 2,057 |
| 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 | $26,340,000 | 1,755 |
| Mortgage-backed securities | $11,369,000 | 2,471 |
| Certificates of participation in pools of residential mortgages | $9,609,000 | 2,132 |
| Issued or guaranteed by U.S. | $9,609,000 | 2,121 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,760,000 | 2,190 |
| CMOs issued by government agencies or sponsored agencies | $1,760,000 | 1,919 |
| 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) | $350,000 | 3,289 |
| Available-for-sale securities (fair market value) | $36,780,000 | 2,608 |
| Total debt securities | $37,129,000 | 2,949 |
| Structured notes | ||
| Amortized cost | $413,000 | 2,650 |
| Fair value | $410,000 | 2,651 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $34,904,000 | 3,151 |
| U.S. Government securities | $25,842,000 | 3,111 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $25,842,000 | 3,027 |
| Securities issued by states & political subdivisions | $8,823,000 | 2,205 |
| Other domestic debt securities | $239,000 | 2,706 |
| 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 | $239,000 | 2,094 |
| 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 | $26,188,000 | 1,734 |
| Mortgage-backed securities | $9,656,000 | 2,681 |
| Certificates of participation in pools of residential mortgages | $8,704,000 | 2,278 |
| Issued or guaranteed by U.S. | $8,704,000 | 2,264 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $952,000 | 2,537 |
| CMOs issued by government agencies or sponsored agencies | $952,000 | 2,261 |
| 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) | $395,000 | 3,335 |
| Available-for-sale securities (fair market value) | $34,509,000 | 2,747 |
| Total debt securities | $34,903,000 | 3,115 |
| Structured notes | ||
| Amortized cost | $426,000 | 2,779 |
| Fair value | $425,000 | 2,777 |
| 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 | $33,566,000 | 3,231 |
| U.S. Government securities | $24,459,000 | 3,256 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $24,459,000 | 3,145 |
| Securities issued by states & political subdivisions | $8,871,000 | 2,170 |
| Other domestic debt securities | $236,000 | 2,749 |
| 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 | $236,000 | 2,156 |
| 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 | $25,464,000 | 1,765 |
| Mortgage-backed securities | $9,171,000 | 2,730 |
| Certificates of participation in pools of residential mortgages | $8,119,000 | 2,384 |
| Issued or guaranteed by U.S. | $8,119,000 | 2,373 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,052,000 | 2,432 |
| CMOs issued by government agencies or sponsored agencies | $1,052,000 | 2,158 |
| 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) | $468,000 | 3,317 |
| Available-for-sale securities (fair market value) | $33,098,000 | 2,826 |
| Total debt securities | $33,565,000 | 3,192 |
| Structured notes | ||
| Amortized cost | $446,000 | 2,836 |
| Fair value | $443,000 | 2,833 |
| 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 | $34,042,000 | 3,220 |
| U.S. Government securities | $24,833,000 | 3,246 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $24,833,000 | 3,137 |
| Securities issued by states & political subdivisions | $8,972,000 | 2,148 |
| Other domestic debt securities | $237,000 | 2,827 |
| 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 | $237,000 | 2,265 |
| 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 | $25,190,000 | 1,792 |
| Mortgage-backed securities | $9,502,000 | 2,739 |
| Certificates of participation in pools of residential mortgages | $8,325,000 | 2,389 |
| Issued or guaranteed by U.S. | $8,325,000 | 2,377 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,177,000 | 2,381 |
| CMOs issued by government agencies or sponsored agencies | $1,177,000 | 2,108 |
| 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) | $468,000 | 3,373 |
| Available-for-sale securities (fair market value) | $33,574,000 | 2,809 |
| Total debt securities | $34,043,000 | 3,170 |
| Structured notes | ||
| Amortized cost | $467,000 | 2,819 |
| Fair value | $462,000 | 2,822 |
| 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 | $34,200,000 | 3,199 |
| U.S. Government securities | $24,571,000 | 3,277 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $24,571,000 | 3,171 |
| Securities issued by states & political subdivisions | $9,394,000 | 2,048 |
| Other domestic debt securities | $235,000 | 2,910 |
| 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 | $235,000 | 2,378 |
| 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 | $24,290,000 | 1,832 |
| Mortgage-backed securities | $9,717,000 | 2,723 |
| Certificates of participation in pools of residential mortgages | $8,433,000 | 2,391 |
| Issued or guaranteed by U.S. | $8,433,000 | 2,382 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,284,000 | 2,330 |
| CMOs issued by government agencies or sponsored agencies | $1,284,000 | 2,069 |
| 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) | $468,000 | 3,447 |
| Available-for-sale securities (fair market value) | $33,732,000 | 2,792 |
| Total debt securities | $34,200,000 | 3,152 |
| Structured notes | ||
| Amortized cost | $491,000 | 2,807 |
| Fair value | $491,000 | 2,724 |
| 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 | $33,789,000 | 3,214 |
| U.S. Government securities | $23,622,000 | 3,336 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $23,622,000 | 3,210 |
| Securities issued by states & political subdivisions | $9,929,000 | 1,941 |
| Other domestic debt securities | $238,000 | 2,960 |
| 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 | $238,000 | 2,442 |
| 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 | $24,671,000 | 1,742 |
| Mortgage-backed securities | $9,041,000 | 2,875 |
| Certificates of participation in pools of residential mortgages | $7,541,000 | 2,562 |
| Issued or guaranteed by U.S. | $7,541,000 | 2,550 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,500,000 | 2,249 |
| CMOs issued by government agencies or sponsored agencies | $1,500,000 | 2,001 |
| 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) | $493,000 | 3,466 |
| Available-for-sale securities (fair market value) | $33,296,000 | 2,812 |
| Total debt securities | $33,788,000 | 3,164 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,532 |
| Fair value | $501,000 | 2,530 |
| 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 | $35,815,000 | 3,120 |
| U.S. Government securities | $25,082,000 | 3,227 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $25,082,000 | 3,107 |
| Securities issued by states & political subdivisions | $10,395,000 | 1,858 |
| Other domestic debt securities | $338,000 | 2,874 |
| 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 | $338,000 | 2,390 |
| 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 | $21,636,000 | 1,951 |
| Mortgage-backed securities | $9,961,000 | 2,825 |
| Certificates of participation in pools of residential mortgages | $8,220,000 | 2,514 |
| Issued or guaranteed by U.S. | $8,220,000 | 2,502 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,741,000 | 2,207 |
| CMOs issued by government agencies or sponsored agencies | $1,741,000 | 1,973 |
| 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) | $562,000 | 3,449 |
| Available-for-sale securities (fair market value) | $35,253,000 | 2,723 |
| Total debt securities | $35,815,000 | 3,068 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,778 |
| Fair value | $1,497,000 | 1,791 |
| 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 | $34,917,000 | 3,221 |
| U.S. Government securities | $25,291,000 | 3,262 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $25,291,000 | 3,127 |
| Securities issued by states & political subdivisions | $9,289,000 | 2,033 |
| Other domestic debt securities | $337,000 | 2,927 |
| 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 | $337,000 | 2,472 |
| 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 | $20,489,000 | 2,046 |
| Mortgage-backed securities | $10,646,000 | 2,798 |
| Certificates of participation in pools of residential mortgages | $8,738,000 | 2,503 |
| Issued or guaranteed by U.S. | $8,738,000 | 2,495 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,908,000 | 2,182 |
| CMOs issued by government agencies or sponsored agencies | $1,908,000 | 1,954 |
| 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) | $142,000 | 4,033 |
| Available-for-sale securities (fair market value) | $34,775,000 | 2,775 |
| Total debt securities | $34,917,000 | 3,168 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,753 |
| Fair value | $1,494,000 | 1,757 |
| 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 | $35,212,000 | 3,217 |
| U.S. Government securities | $24,760,000 | 3,310 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $24,760,000 | 3,178 |
| Securities issued by states & political subdivisions | $10,111,000 | 1,924 |
| Other domestic debt securities | $341,000 | 2,962 |
| 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 | $341,000 | 2,516 |
| 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 | $19,663,000 | 2,099 |
| Mortgage-backed securities | $10,415,000 | 2,871 |
| Certificates of participation in pools of residential mortgages | $8,869,000 | 2,525 |
| Issued or guaranteed by U.S. | $8,869,000 | 2,517 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,546,000 | 2,380 |
| CMOs issued by government agencies or sponsored agencies | $1,546,000 | 2,135 |
| 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) | $142,000 | 4,086 |
| Available-for-sale securities (fair market value) | $35,070,000 | 2,763 |
| Total debt securities | $35,212,000 | 3,166 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,720 |
| Fair value | $1,496,000 | 1,744 |
| 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 | $33,805,000 | 3,321 |
| U.S. Government securities | $23,928,000 | 3,392 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $23,928,000 | 3,268 |
| Securities issued by states & political subdivisions | $9,533,000 | 2,018 |
| Other domestic debt securities | $344,000 | 2,996 |
| 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 | $344,000 | 2,574 |
| 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 | $20,346,000 | 2,004 |
| Mortgage-backed securities | $9,133,000 | 3,088 |
| Certificates of participation in pools of residential mortgages | $7,447,000 | 2,793 |
| Issued or guaranteed by U.S. | $7,447,000 | 2,785 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,686,000 | 2,323 |
| CMOs issued by government agencies or sponsored agencies | $1,686,000 | 2,086 |
| 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) | $212,000 | 4,011 |
| Available-for-sale securities (fair market value) | $33,593,000 | 2,862 |
| Total debt securities | $33,802,000 | 3,259 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,717 |
| Fair value | $1,499,000 | 1,756 |
| 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 | $34,121,000 | 3,321 |
| U.S. Government securities | $24,561,000 | 3,382 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $24,561,000 | 3,256 |
| Securities issued by states & political subdivisions | $9,222,000 | 2,060 |
| Other domestic debt securities | $338,000 | 3,091 |
| 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 | $338,000 | 2,682 |
| 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 | $20,180,000 | 2,016 |
| Mortgage-backed securities | $9,953,000 | 3,001 |
| Certificates of participation in pools of residential mortgages | $7,922,000 | 2,737 |
| Issued or guaranteed by U.S. | $7,922,000 | 2,728 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,031,000 | 2,208 |
| CMOs issued by government agencies or sponsored agencies | $2,031,000 | 1,978 |
| 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) | $524,000 | 3,670 |
| Available-for-sale securities (fair market value) | $33,597,000 | 2,903 |
| Total debt securities | $34,120,000 | 3,257 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,700 |
| Fair value | $1,482,000 | 1,734 |
| 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 | $36,417,000 | 3,159 |
| U.S. Government securities | $25,788,000 | 3,199 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $25,788,000 | 3,092 |
| Securities issued by states & political subdivisions | $10,276,000 | 1,903 |
| Other domestic debt securities | $353,000 | 3,185 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,293 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $350,000 | 2,760 |
| 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 | $22,420,000 | 1,829 |
| Mortgage-backed securities | $11,311,000 | 2,834 |
| Certificates of participation in pools of residential mortgages | $8,891,000 | 2,588 |
| Issued or guaranteed by U.S. | $8,891,000 | 2,576 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $2,420,000 | 2,141 |
| CMOs issued by government agencies or sponsored agencies | $2,417,000 | 1,913 |
| Privately issued | $3,000 | 1,178 |
| 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) | $318,000 | 3,960 |
| Available-for-sale securities (fair market value) | $36,099,000 | 2,746 |
| Total debt securities | $36,417,000 | 3,095 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 1,554 |
| Fair value | $1,502,000 | 1,560 |
| 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 | $38,196,000 | 3,091 |
| U.S. Government securities | $27,839,000 | 3,077 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $27,839,000 | 2,967 |
| Securities issued by states & political subdivisions | $10,009,000 | 1,941 |
| Other domestic debt securities | $348,000 | 3,254 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,151 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $344,000 | 2,909 |
| 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 | $22,180,000 | 1,791 |
| Mortgage-backed securities | $10,905,000 | 2,870 |
| Certificates of participation in pools of residential mortgages | $7,951,000 | 2,764 |
| Issued or guaranteed by U.S. | $7,951,000 | 2,749 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,954,000 | 2,004 |
| CMOs issued by government agencies or sponsored agencies | $2,950,000 | 1,881 |
| Privately issued | $4,000 | 1,000 |
| 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) | $318,000 | 4,019 |
| Available-for-sale securities (fair market value) | $37,878,000 | 2,684 |
| Total debt securities | $38,195,000 | 3,028 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 1,427 |
| Fair value | $1,484,000 | 1,446 |
| 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 | $36,428,000 | 3,147 |
| U.S. Government securities | $26,035,000 | 3,133 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $26,035,000 | 3,022 |
| Securities issued by states & political subdivisions | $10,044,000 | 1,941 |
| Other domestic debt securities | $349,000 | 3,383 |
| Privately issued residential mortgage-backed securities | $5,000 | 1,226 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $344,000 | 3,019 |
| 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 | $21,524,000 | 1,769 |
| Mortgage-backed securities | $9,023,000 | 3,149 |
| Certificates of participation in pools of residential mortgages | $6,799,000 | 2,965 |
| Issued or guaranteed by U.S. | $6,799,000 | 2,951 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $2,224,000 | 2,235 |
| CMOs issued by government agencies or sponsored agencies | $2,219,000 | 2,107 |
| Privately issued | $5,000 | 1,071 |
| 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) | $248,000 | 4,152 |
| Available-for-sale securities (fair market value) | $36,180,000 | 2,733 |
| Total debt securities | $36,427,000 | 3,079 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,378 |
| Fair value | $980,000 | 1,556 |
| 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 | $32,894,000 | 3,319 |
| U.S. Government securities | $22,603,000 | 3,390 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $22,603,000 | 3,259 |
| Securities issued by states & political subdivisions | $9,527,000 | 1,995 |
| Other domestic debt securities | $764,000 | 2,978 |
| Privately issued residential mortgage-backed securities | $6,000 | 1,266 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $758,000 | 2,657 |
| 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 | $23,700,000 | 1,608 |
| Mortgage-backed securities | $8,351,000 | 3,334 |
| Certificates of participation in pools of residential mortgages | $5,484,000 | 3,295 |
| Issued or guaranteed by U.S. | $5,484,000 | 3,283 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,867,000 | 2,209 |
| CMOs issued by government agencies or sponsored agencies | $2,861,000 | 2,095 |
| Privately issued | $6,000 | 1,117 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $32,894,000 | 2,872 |
| Total debt securities | $32,894,000 | 3,238 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,191 |
| Fair value | $1,008,000 | 1,258 |
| 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 | $31,408,000 | 3,405 |
| U.S. Government securities | $21,775,000 | 3,480 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $21,775,000 | 3,326 |
| Securities issued by states & political subdivisions | $9,118,000 | 1,990 |
| Other domestic debt securities | $515,000 | 3,246 |
| Privately issued residential mortgage-backed securities | $6,000 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $509,000 | 2,895 |
| 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 | $21,067,000 | 1,780 |
| Mortgage-backed securities | $7,473,000 | 3,514 |
| Certificates of participation in pools of residential mortgages | $4,275,000 | 3,668 |
| Issued or guaranteed by U.S. | $4,275,000 | 3,658 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $3,198,000 | 2,164 |
| CMOs issued by government agencies or sponsored agencies | $3,192,000 | 2,060 |
| Privately issued | $6,000 | 1,149 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $31,408,000 | 2,942 |
| Total debt securities | $31,408,000 | 3,325 |
| Structured notes | ||
| Amortized cost | $1,493,000 | 808 |
| Fair value | $1,458,000 | 810 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $33,838,000 | 3,195 |
| U.S. Government securities | $24,223,000 | 3,200 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $24,223,000 | 3,048 |
| Securities issued by states & political subdivisions | $8,894,000 | 2,002 |
| Other domestic debt securities | $721,000 | 3,058 |
| Privately issued residential mortgage-backed securities | $7,000 | 1,316 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $714,000 | 2,719 |
| 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 | $19,780,000 | 1,863 |
| Mortgage-backed securities | $8,839,000 | 3,206 |
| Certificates of participation in pools of residential mortgages | $4,949,000 | 3,405 |
| Issued or guaranteed by U.S. | $4,949,000 | 3,391 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $3,890,000 | 2,042 |
| CMOs issued by government agencies or sponsored agencies | $3,883,000 | 1,943 |
| Privately issued | $7,000 | 1,171 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $33,838,000 | 2,729 |
| Total debt securities | $33,838,000 | 3,118 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,148 |
| Fair value | $501,000 | 1,277 |
| 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 | $35,728,000 | 2,931 |
| U.S. Government securities | $26,791,000 | 2,789 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $26,791,000 | 2,641 |
| Securities issued by states & political subdivisions | $8,466,000 | 1,977 |
| Other domestic debt securities | $471,000 | 3,463 |
| Privately issued residential mortgage-backed securities | $10,000 | 1,405 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $461,000 | 3,009 |
| 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 | $18,823,000 | 1,823 |
| Mortgage-backed securities | $7,329,000 | 3,368 |
| Certificates of participation in pools of residential mortgages | $4,770,000 | 3,216 |
| Issued or guaranteed by U.S. | $4,770,000 | 3,201 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $2,559,000 | 2,511 |
| CMOs issued by government agencies or sponsored agencies | $2,549,000 | 2,356 |
| Privately issued | $10,000 | 1,260 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $35,728,000 | 2,439 |
| Total debt securities | $35,728,000 | 2,867 |
| 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 | $37,783,000 | 2,830 |
| U.S. Government securities | $34,190,000 | 2,356 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $34,190,000 | 2,160 |
| Securities issued by states & political subdivisions | $3,287,000 | 3,558 |
| Other domestic debt securities | $13,000 | 3,858 |
| Privately issued residential mortgage-backed securities | $13,000 | 1,381 |
| 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 | $0 | 313 |
| Equity securities | $293,000 | 5,033 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,762,000 | 2,532 |
| Mortgage-backed securities | $203,000 | 6,621 |
| Certificates of participation in pools of residential mortgages | $190,000 | 6,099 |
| Issued or guaranteed by U.S. | $190,000 | 6,079 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $13,000 | 4,184 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $13,000 | 1,202 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $37,783,000 | 2,247 |
| Total debt securities | $37,490,000 | 2,757 |
| 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 | $35,843,000 | 3,085 |
| U.S. Government securities | $32,925,000 | 2,526 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $32,925,000 | 2,252 |
| Securities issued by states & political subdivisions | $2,628,000 | 4,156 |
| Other domestic debt securities | $16,000 | 3,816 |
| Privately issued residential mortgage-backed securities | $16,000 | 1,464 |
| 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 | $0 | 343 |
| Equity securities | $274,000 | 5,063 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,997,000 | 3,395 |
| Mortgage-backed securities | $264,000 | 6,835 |
| Certificates of participation in pools of residential mortgages | $248,000 | 6,246 |
| Issued or guaranteed by U.S. | $248,000 | 6,230 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $16,000 | 4,466 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $16,000 | 1,273 |
| 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 | 6,120 |
| Available-for-sale securities (fair market value) | $35,843,000 | 2,398 |
| Total debt securities | $35,569,000 | 3,014 |
| 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 | $22,490,000 | 4,463 |
| U.S. Government securities | $18,926,000 | 4,069 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $18,926,000 | 3,471 |
| Securities issued by states & political subdivisions | $3,265,000 | 3,810 |
| Other domestic debt securities | $49,000 | 3,660 |
| Privately issued residential mortgage-backed securities | $49,000 | 1,361 |
| 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 | $250,000 | 5,009 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,241,000 | 6,883 |
| Mortgage-backed securities | $412,000 | 6,812 |
| Certificates of participation in pools of residential mortgages | $363,000 | 6,236 |
| Issued or guaranteed by U.S. | $363,000 | 6,218 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $49,000 | 4,623 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $49,000 | 1,163 |
| 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 | 6,613 |
| Available-for-sale securities (fair market value) | $22,490,000 | 3,476 |
| Total debt securities | $22,240,000 | 4,388 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $13,878,000 | 6,276 |
| U.S. Government securities | $10,601,000 | 6,278 |
| U.S. Treasury securities | $200,000 | 7,718 |
| U.S. Government agency obligations | $10,401,000 | 5,094 |
| Securities issued by states & political subdivisions | $3,153,000 | 3,723 |
| Other domestic debt securities | $100,000 | 3,251 |
| Privately issued residential mortgage-backed securities | $100,000 | 1,244 |
| 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 | $24,000 | 7,560 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,432,000 | 7,054 |
| Mortgage-backed securities | $480,000 | 7,021 |
| Certificates of participation in pools of residential mortgages | $380,000 | 6,427 |
| Issued or guaranteed by U.S. | $380,000 | 6,406 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $100,000 | 4,769 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $100,000 | 1,024 |
| 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 | 7,375 |
| Available-for-sale securities (fair market value) | $13,878,000 | 4,734 |
| Total debt securities | $13,854,000 | 6,157 |
| 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 | $14,319,000 | 6,612 |
| U.S. Government securities | $8,464,000 | 7,635 |
| U.S. Treasury securities | $700,000 | 7,761 |
| U.S. Government agency obligations | $7,764,000 | 6,377 |
| Securities issued by states & political subdivisions | $5,707,000 | 2,548 |
| Other domestic debt securities | $122,000 | 3,663 |
| Privately issued residential mortgage-backed securities | $122,000 | 1,480 |
| 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 | $26,000 | 7,569 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,294,000 | 6,461 |
| Mortgage-backed securities | $901,000 | 6,998 |
| Certificates of participation in pools of residential mortgages | $481,000 | 6,724 |
| Issued or guaranteed by U.S. | $481,000 | 6,705 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $420,000 | 4,611 |
| CMOs issued by government agencies or sponsored agencies | $298,000 | 4,628 |
| Privately issued | $122,000 | 1,223 |
| 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 | 8,064 |
| Available-for-sale securities (fair market value) | $14,319,000 | 4,850 |
| Total debt securities | $14,293,000 | 6,487 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $15,979,000 | 6,440 |
| U.S. Government securities | $9,357,000 | 7,564 |
| U.S. Treasury securities | $2,014,000 | 7,045 |
| U.S. Government agency obligations | $7,343,000 | 6,540 |
| Securities issued by states & political subdivisions | $6,137,000 | 2,384 |
| Other domestic debt securities | $453,000 | 3,331 |
| Privately issued residential mortgage-backed securities | $453,000 | 1,234 |
| 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 | $32,000 | 7,422 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,800,000 | 7,080 |
| Mortgage-backed securities | $1,004,000 | 7,291 |
| Certificates of participation in pools of residential mortgages | $256,000 | 7,668 |
| Issued or guaranteed by U.S. | $256,000 | 7,639 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $748,000 | 4,555 |
| CMOs issued by government agencies or sponsored agencies | $295,000 | 5,050 |
| Privately issued | $453,000 | 976 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,047,000 | 3,647 |
| Available-for-sale securities (fair market value) | $6,932,000 | 7,184 |
| Total debt securities | $15,947,000 | 6,321 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $14,809,000 | 7,166 |
| U.S. Government securities | $8,657,000 | 8,354 |
| U.S. Treasury securities | $1,978,000 | 8,320 |
| U.S. Government agency obligations | $6,679,000 | 6,812 |
| Securities issued by states & political subdivisions | $5,935,000 | 2,532 |
| Other domestic debt securities | $186,000 | 4,691 |
| Privately issued residential mortgage-backed securities | $186,000 | 1,860 |
| 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 | $30,000 | 7,452 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,152,000 | 6,883 |
| Mortgage-backed securities | $1,350,000 | 7,325 |
| Certificates of participation in pools of residential mortgages | $862,000 | 6,667 |
| Issued or guaranteed by U.S. | $862,000 | 6,644 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $488,000 | 5,292 |
| CMOs issued by government agencies or sponsored agencies | $302,000 | 5,404 |
| Privately issued | $186,000 | 1,568 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,187,000 | 6,003 |
| Available-for-sale securities (fair market value) | $5,622,000 | 6,535 |
| Total debt securities | $14,779,000 | 7,074 |
| 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 | $16,360,000 | 7,003 |
| U.S. Government securities | $10,953,000 | 7,623 |
| U.S. Treasury securities | $1,725,000 | 8,882 |
| U.S. Government agency obligations | $9,228,000 | 5,849 |
| Securities issued by states & political subdivisions | $5,051,000 | 2,984 |
| Other domestic debt securities | $313,000 | 4,786 |
| Privately issued residential mortgage-backed securities | $313,000 | 2,017 |
| 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 | $43,000 | 6,980 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,658,000 | 7,487 |
| Mortgage-backed securities | $1,153,000 | 8,202 |
| Certificates of participation in pools of residential mortgages | $840,000 | 7,366 |
| Issued or guaranteed by U.S. | $840,000 | 7,315 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $313,000 | 6,067 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $313,000 | 1,663 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $16,317,000 | 6,876 |
| 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 | $15,356,000 | 7,247 |
| U.S. Government securities | $9,566,000 | 8,251 |
| U.S. Treasury securities | $3,038,000 | 7,469 |
| U.S. Government agency obligations | $6,528,000 | 7,051 |
| Securities issued by states & political subdivisions | $4,933,000 | 2,796 |
| Other domestic debt securities | $802,000 | 4,430 |
| Privately issued residential mortgage-backed securities | $802,000 | 1,995 |
| 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 | $55,000 | 6,200 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $915,000 | 8,910 |
| Mortgage-backed securities | $2,235,000 | 7,407 |
| Certificates of participation in pools of residential mortgages | $918,000 | 7,678 |
| Issued or guaranteed by U.S. | $918,000 | 7,618 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,317,000 | 4,664 |
| CMOs issued by government agencies or sponsored agencies | $515,000 | 5,351 |
| Privately issued | $802,000 | 1,636 |
| 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 | $15,301,000 | 7,137 |
| 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 |