Home > First National Bank Colorado > Securities
First National Bank Colorado, Securities
| 2023-12-31 | Rank | |
| Total securities | $190,694,000 | 1,013 |
| U.S. Government securities | $54,492,000 | 1,764 |
| U.S. Treasury securities | $21,001,000 | 889 |
| U.S. Government agency obligations | $33,491,000 | 2,052 |
| Securities issued by states & political subdivisions | $92,807,000 | 490 |
| Other domestic debt securities | $43,395,000 | 443 |
| Privately issued residential mortgage-backed securities | $29,293,000 | 145 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $4,500,000 | 1,007 |
| 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 | $135,210,000 | 690 |
| Mortgage-backed securities | $66,681,000 | 1,050 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,070,000 | 2,681 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $10,866,000 | 1,013 |
| Privately issued | $29,293,000 | 122 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,814,000 | 1,030 |
| Other commercial mortgage-backed securities | $20,638,000 | 321 |
| Held to maturity securities (book value) | $4,500,000 | 1,213 |
| Available-for-sale securities (fair market value) | $186,194,000 | 882 |
| Total debt securities | $190,694,000 | 997 |
| 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 | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $174,506,000 | 1,083 |
| U.S. Government securities | $50,457,000 | 1,841 |
| U.S. Treasury securities | $20,084,000 | 946 |
| U.S. Government agency obligations | $30,373,000 | 2,128 |
| Securities issued by states & political subdivisions | $81,608,000 | 550 |
| Other domestic debt securities | $42,441,000 | 437 |
| Privately issued residential mortgage-backed securities | $28,288,000 | 147 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $4,500,000 | 1,004 |
| 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 | $107,669,000 | 818 |
| Mortgage-backed securities | $64,363,000 | 1,047 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,933,000 | 2,691 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $10,830,000 | 1,002 |
| Privately issued | $28,288,000 | 128 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $365,000 | 1,423 |
| Other commercial mortgage-backed securities | $20,947,000 | 319 |
| Held to maturity securities (book value) | $4,500,000 | 1,227 |
| Available-for-sale securities (fair market value) | $170,006,000 | 946 |
| Total debt securities | $174,506,000 | 1,072 |
| 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 | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $180,871,000 | 1,086 |
| U.S. Government securities | $49,779,000 | 1,912 |
| U.S. Treasury securities | $20,597,000 | 945 |
| U.S. Government agency obligations | $29,182,000 | 2,200 |
| Securities issued by states & political subdivisions | $85,445,000 | 556 |
| Other domestic debt securities | $45,647,000 | 424 |
| Privately issued residential mortgage-backed securities | $30,034,000 | 146 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $4,500,000 | 1,009 |
| 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 | $111,248,000 | 802 |
| Mortgage-backed securities | $66,174,000 | 1,059 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,280,000 | 2,836 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,677,000 | 1,055 |
| Privately issued | $30,034,000 | 124 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $377,000 | 1,415 |
| Other commercial mortgage-backed securities | $22,806,000 | 305 |
| Held to maturity securities (book value) | $4,500,000 | 1,242 |
| Available-for-sale securities (fair market value) | $176,371,000 | 952 |
| Total debt securities | $180,870,000 | 1,075 |
| 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 | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $196,146,000 | 1,055 |
| U.S. Government securities | $51,254,000 | 1,961 |
| U.S. Treasury securities | $20,824,000 | 993 |
| U.S. Government agency obligations | $30,430,000 | 2,160 |
| Securities issued by states & political subdivisions | $98,291,000 | 489 |
| Other domestic debt securities | $46,601,000 | 442 |
| Privately issued residential mortgage-backed securities | $30,906,000 | 156 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $4,500,000 | 1,062 |
| 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 | $113,964,000 | 727 |
| Mortgage-backed securities | $68,188,000 | 1,086 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,435,000 | 2,862 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $10,309,000 | 1,064 |
| Privately issued | $30,906,000 | 123 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $384,000 | 1,431 |
| Other commercial mortgage-backed securities | $23,154,000 | 310 |
| Held to maturity securities (book value) | $4,500,000 | 1,279 |
| Available-for-sale securities (fair market value) | $191,646,000 | 923 |
| Total debt securities | $196,144,000 | 1,041 |
| 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 | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $199,754,000 | 1,054 |
| U.S. Government securities | $38,649,000 | 2,299 |
| U.S. Treasury securities | $20,390,000 | 1,045 |
| U.S. Government agency obligations | $18,259,000 | 2,740 |
| Securities issued by states & political subdivisions | $107,397,000 | 455 |
| Other domestic debt securities | $53,708,000 | 407 |
| Privately issued residential mortgage-backed securities | $31,070,000 | 158 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $6,970,000 | 309 |
| Other domestic debt securities - All other | $4,500,000 | 1,070 |
| 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 | $94,515,000 | 783 |
| Mortgage-backed securities | $59,041,000 | 1,208 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,515,000 | 2,873 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $10,563,000 | 1,061 |
| Privately issued | $31,070,000 | 125 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $383,000 | 1,430 |
| Other commercial mortgage-backed securities | $13,510,000 | 444 |
| Held to maturity securities (book value) | $4,500,000 | 1,295 |
| Available-for-sale securities (fair market value) | $195,254,000 | 919 |
| Total debt securities | $199,756,000 | 1,041 |
| 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 | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $199,882,000 | 1,052 |
| U.S. Government securities | $77,237,000 | 1,539 |
| U.S. Treasury securities | $51,311,000 | 550 |
| U.S. Government agency obligations | $25,926,000 | 2,378 |
| Securities issued by states & political subdivisions | $106,760,000 | 466 |
| Other domestic debt securities | $15,885,000 | 817 |
| Privately issued residential mortgage-backed securities | $180,000 | 605 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $4,500,000 | 1,066 |
| 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 | $112,391,000 | 654 |
| Mortgage-backed securities | $35,875,000 | 1,627 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,584,000 | 2,883 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $11,209,000 | 1,053 |
| Privately issued | $180,000 | 453 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $383,000 | 1,448 |
| Other commercial mortgage-backed securities | $20,519,000 | 371 |
| Held to maturity securities (book value) | $4,500,000 | 1,274 |
| Available-for-sale securities (fair market value) | $195,382,000 | 931 |
| Total debt securities | $199,882,000 | 1,043 |
| 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 | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $214,143,000 | 1,006 |
| U.S. Government securities | $84,036,000 | 1,458 |
| U.S. Treasury securities | $55,846,000 | 505 |
| U.S. Government agency obligations | $28,190,000 | 2,321 |
| Securities issued by states & political subdivisions | $114,154,000 | 456 |
| Other domestic debt securities | $15,953,000 | 772 |
| Privately issued residential mortgage-backed securities | $200,000 | 614 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $4,500,000 | 1,080 |
| 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 | $93,320,000 | 737 |
| Mortgage-backed securities | $38,123,000 | 1,617 |
| Certificates of participation in pools of residential mortgages | $4,010,000 | 2,928 |
| Issued or guaranteed by U.S. | $4,010,000 | 2,842 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $12,574,000 | 1,090 |
| CMOs issued by government agencies or sponsored agencies | $12,374,000 | 1,026 |
| Privately issued | $200,000 | 453 |
| Commercial mortgage-backed securities | $21,539,000 | 596 |
| Commercial mortgage pass-through securities | $466,000 | 1,401 |
| Other commercial mortgage-backed securities | $21,073,000 | 409 |
| Held to maturity securities (book value) | $4,500,000 | 1,208 |
| Available-for-sale securities (fair market value) | $209,643,000 | 907 |
| Total debt securities | $214,142,000 | 993 |
| 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 | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $203,910,000 | 1,054 |
| U.S. Government securities | $81,613,000 | 1,454 |
| U.S. Treasury securities | $54,427,000 | 455 |
| U.S. Government agency obligations | $27,186,000 | 2,374 |
| Securities issued by states & political subdivisions | $106,079,000 | 510 |
| Other domestic debt securities | $16,218,000 | 761 |
| Privately issued residential mortgage-backed securities | $220,000 | 596 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $4,500,000 | 1,065 |
| 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 | $88,737,000 | 719 |
| Mortgage-backed securities | $37,302,000 | 1,676 |
| Certificates of participation in pools of residential mortgages | $4,442,000 | 2,883 |
| Issued or guaranteed by U.S. | $4,442,000 | 2,805 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $12,118,000 | 1,100 |
| CMOs issued by government agencies or sponsored agencies | $11,898,000 | 1,050 |
| Privately issued | $220,000 | 432 |
| Commercial mortgage-backed securities | $20,742,000 | 611 |
| Commercial mortgage pass-through securities | $481,000 | 1,378 |
| Other commercial mortgage-backed securities | $20,261,000 | 413 |
| Held to maturity securities (book value) | $4,500,000 | 1,107 |
| Available-for-sale securities (fair market value) | $199,410,000 | 955 |
| Total debt securities | $203,918,000 | 1,042 |
| 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 | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $161,790,000 | 1,245 |
| U.S. Government securities | $43,292,000 | 2,040 |
| U.S. Treasury securities | $23,466,000 | 626 |
| U.S. Government agency obligations | $19,826,000 | 2,670 |
| Securities issued by states & political subdivisions | $106,973,000 | 535 |
| Other domestic debt securities | $11,525,000 | 878 |
| Privately issued residential mortgage-backed securities | $236,000 | 561 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $3,750,000 | 1,087 |
| 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 | $90,061,000 | 715 |
| Mortgage-backed securities | $25,863,000 | 1,984 |
| Certificates of participation in pools of residential mortgages | $5,036,000 | 2,801 |
| Issued or guaranteed by U.S. | $5,036,000 | 2,714 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $9,572,000 | 1,206 |
| CMOs issued by government agencies or sponsored agencies | $9,336,000 | 1,174 |
| Privately issued | $236,000 | 388 |
| Commercial mortgage-backed securities | $11,255,000 | 835 |
| Commercial mortgage pass-through securities | $613,000 | 1,315 |
| Other commercial mortgage-backed securities | $10,642,000 | 570 |
| Held to maturity securities (book value) | $3,750,000 | 1,041 |
| Available-for-sale securities (fair market value) | $158,040,000 | 1,169 |
| Total debt securities | $161,788,000 | 1,229 |
| 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 | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $140,358,000 | 1,333 |
| U.S. Government securities | $40,030,000 | 2,052 |
| U.S. Treasury securities | $18,525,000 | 601 |
| U.S. Government agency obligations | $21,505,000 | 2,587 |
| Securities issued by states & political subdivisions | $94,306,000 | 588 |
| Other domestic debt securities | $6,022,000 | 1,142 |
| Privately issued residential mortgage-backed securities | $259,000 | 531 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $3,750,000 | 1,024 |
| 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 | $81,258,000 | 768 |
| Mortgage-backed securities | $22,033,000 | 2,113 |
| Certificates of participation in pools of residential mortgages | $5,483,000 | 2,757 |
| Issued or guaranteed by U.S. | $5,483,000 | 2,684 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $10,509,000 | 1,140 |
| CMOs issued by government agencies or sponsored agencies | $10,250,000 | 1,119 |
| Privately issued | $259,000 | 366 |
| Commercial mortgage-backed securities | $6,041,000 | 1,087 |
| Commercial mortgage pass-through securities | $626,000 | 1,329 |
| Other commercial mortgage-backed securities | $5,415,000 | 759 |
| Held to maturity securities (book value) | $3,750,000 | 1,017 |
| Available-for-sale securities (fair market value) | $136,608,000 | 1,249 |
| Total debt securities | $140,356,000 | 1,315 |
| 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 | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $126,396,000 | 1,386 |
| U.S. Government securities | $42,467,000 | 1,936 |
| U.S. Treasury securities | $18,441,000 | 521 |
| U.S. Government agency obligations | $24,026,000 | 2,423 |
| Securities issued by states & political subdivisions | $81,663,000 | 661 |
| Other domestic debt securities | $2,266,000 | 1,473 |
| Privately issued residential mortgage-backed securities | $266,000 | 537 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $2,000,000 | 1,198 |
| 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 | $69,506,000 | 858 |
| Mortgage-backed securities | $22,567,000 | 2,050 |
| Certificates of participation in pools of residential mortgages | $5,886,000 | 2,690 |
| Issued or guaranteed by U.S. | $5,886,000 | 2,612 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $11,579,000 | 1,050 |
| CMOs issued by government agencies or sponsored agencies | $11,313,000 | 1,027 |
| Privately issued | $266,000 | 356 |
| Commercial mortgage-backed securities | $5,102,000 | 1,125 |
| Commercial mortgage pass-through securities | $772,000 | 1,293 |
| Other commercial mortgage-backed securities | $4,330,000 | 805 |
| Held to maturity securities (book value) | $2,000,000 | 1,177 |
| Available-for-sale securities (fair market value) | $124,396,000 | 1,293 |
| Total debt securities | $126,396,000 | 1,367 |
| 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 | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $115,477,000 | 1,385 |
| U.S. Government securities | $38,721,000 | 1,921 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $38,721,000 | 1,798 |
| Securities issued by states & political subdivisions | $75,723,000 | 671 |
| Other domestic debt securities | $1,033,000 | 1,727 |
| Privately issued residential mortgage-backed securities | $283,000 | 544 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $750,000 | 1,462 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,564,000 | 815 |
| Mortgage-backed securities | $22,720,000 | 1,972 |
| Certificates of participation in pools of residential mortgages | $4,300,000 | 2,872 |
| Issued or guaranteed by U.S. | $4,300,000 | 2,780 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $12,958,000 | 975 |
| CMOs issued by government agencies or sponsored agencies | $12,675,000 | 957 |
| Privately issued | $283,000 | 350 |
| Commercial mortgage-backed securities | $5,462,000 | 1,072 |
| Commercial mortgage pass-through securities | $779,000 | 1,285 |
| Other commercial mortgage-backed securities | $4,683,000 | 749 |
| Held to maturity securities (book value) | $750,000 | 1,363 |
| Available-for-sale securities (fair market value) | $114,727,000 | 1,293 |
| Total debt securities | $115,477,000 | 1,371 |
| 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 | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $100,688,000 | 1,414 |
| U.S. Government securities | $20,535,000 | 2,497 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $20,535,000 | 2,373 |
| Securities issued by states & political subdivisions | $79,345,000 | 605 |
| Other domestic debt securities | $808,000 | 1,781 |
| Privately issued residential mortgage-backed securities | $308,000 | 518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $500,000 | 1,483 |
| 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 | $75,777,000 | 765 |
| Mortgage-backed securities | $20,843,000 | 1,979 |
| Certificates of participation in pools of residential mortgages | $4,749,000 | 2,745 |
| Issued or guaranteed by U.S. | $4,749,000 | 2,668 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $12,203,000 | 1,017 |
| CMOs issued by government agencies or sponsored agencies | $11,895,000 | 995 |
| Privately issued | $308,000 | 339 |
| Commercial mortgage-backed securities | $3,891,000 | 1,170 |
| Commercial mortgage pass-through securities | $807,000 | 1,239 |
| Other commercial mortgage-backed securities | $3,084,000 | 834 |
| Held to maturity securities (book value) | $500,000 | 1,406 |
| Available-for-sale securities (fair market value) | $100,188,000 | 1,326 |
| Total debt securities | $100,688,000 | 1,402 |
| 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 | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $95,059,000 | 1,397 |
| U.S. Government securities | $22,717,000 | 2,348 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $22,717,000 | 2,220 |
| Securities issued by states & political subdivisions | $71,516,000 | 603 |
| Other domestic debt securities | $826,000 | 1,735 |
| Privately issued residential mortgage-backed securities | $326,000 | 509 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $500,000 | 1,463 |
| 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 | $77,872,000 | 738 |
| Mortgage-backed securities | $23,043,000 | 1,858 |
| Certificates of participation in pools of residential mortgages | $5,246,000 | 2,647 |
| Issued or guaranteed by U.S. | $5,246,000 | 2,569 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $13,832,000 | 951 |
| CMOs issued by government agencies or sponsored agencies | $13,506,000 | 934 |
| Privately issued | $326,000 | 322 |
| Commercial mortgage-backed securities | $3,965,000 | 1,135 |
| Commercial mortgage pass-through securities | $820,000 | 1,221 |
| Other commercial mortgage-backed securities | $3,145,000 | 802 |
| Held to maturity securities (book value) | $500,000 | 1,401 |
| Available-for-sale securities (fair market value) | $94,559,000 | 1,306 |
| Total debt securities | $95,060,000 | 1,382 |
| 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 | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $87,494,000 | 1,451 |
| U.S. Government securities | $26,163,000 | 2,172 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $26,163,000 | 2,060 |
| Securities issued by states & political subdivisions | $60,976,000 | 653 |
| Other domestic debt securities | $355,000 | 1,879 |
| Privately issued residential mortgage-backed securities | $355,000 | 481 |
| 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 | $57,112,000 | 925 |
| Mortgage-backed securities | $26,518,000 | 1,731 |
| Certificates of participation in pools of residential mortgages | $6,849,000 | 2,384 |
| Issued or guaranteed by U.S. | $6,849,000 | 2,316 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $15,665,000 | 917 |
| CMOs issued by government agencies or sponsored agencies | $15,310,000 | 898 |
| Privately issued | $355,000 | 300 |
| Commercial mortgage-backed securities | $4,004,000 | 1,103 |
| Commercial mortgage pass-through securities | $826,000 | 1,217 |
| Other commercial mortgage-backed securities | $3,178,000 | 775 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $87,494,000 | 1,341 |
| Total debt securities | $87,493,000 | 1,436 |
| 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 | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $89,322,000 | 1,388 |
| U.S. Government securities | $29,374,000 | 2,037 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $29,374,000 | 1,934 |
| Securities issued by states & political subdivisions | $59,596,000 | 593 |
| Other domestic debt securities | $352,000 | 1,811 |
| Privately issued residential mortgage-backed securities | $352,000 | 499 |
| 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 | $54,267,000 | 917 |
| Mortgage-backed securities | $28,897,000 | 1,632 |
| Certificates of participation in pools of residential mortgages | $7,466,000 | 2,320 |
| Issued or guaranteed by U.S. | $7,466,000 | 2,248 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $17,266,000 | 883 |
| CMOs issued by government agencies or sponsored agencies | $16,914,000 | 865 |
| Privately issued | $352,000 | 307 |
| Commercial mortgage-backed securities | $4,165,000 | 1,061 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $4,165,000 | 690 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $89,322,000 | 1,294 |
| Total debt securities | $89,317,000 | 1,375 |
| 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 | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $74,239,000 | 1,585 |
| U.S. Government securities | $35,908,000 | 1,846 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $35,908,000 | 1,742 |
| Securities issued by states & political subdivisions | $37,890,000 | 876 |
| Other domestic debt securities | $441,000 | 1,751 |
| Privately issued residential mortgage-backed securities | $441,000 | 454 |
| 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 | $54,630,000 | 897 |
| Mortgage-backed securities | $35,528,000 | 1,394 |
| Certificates of participation in pools of residential mortgages | $7,818,000 | 2,222 |
| Issued or guaranteed by U.S. | $7,818,000 | 2,163 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $18,470,000 | 844 |
| CMOs issued by government agencies or sponsored agencies | $18,029,000 | 830 |
| Privately issued | $441,000 | 288 |
| Commercial mortgage-backed securities | $9,240,000 | 735 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $9,240,000 | 467 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $74,239,000 | 1,466 |
| Total debt securities | $74,240,000 | 1,571 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $69,259,000 | 1,654 |
| U.S. Government securities | $36,872,000 | 1,825 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $36,872,000 | 1,730 |
| Securities issued by states & political subdivisions | $31,922,000 | 1,016 |
| Other domestic debt securities | $465,000 | 1,777 |
| Privately issued residential mortgage-backed securities | $465,000 | 478 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,287,000 | 1,271 |
| Mortgage-backed securities | $36,480,000 | 1,346 |
| Certificates of participation in pools of residential mortgages | $8,395,000 | 2,133 |
| Issued or guaranteed by U.S. | $8,395,000 | 2,069 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $18,747,000 | 833 |
| CMOs issued by government agencies or sponsored agencies | $18,282,000 | 817 |
| Privately issued | $465,000 | 277 |
| Commercial mortgage-backed securities | $9,338,000 | 734 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $9,338,000 | 459 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $69,259,000 | 1,537 |
| Total debt securities | $69,262,000 | 1,640 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $71,042,000 | 1,638 |
| U.S. Government securities | $38,693,000 | 1,803 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $38,693,000 | 1,703 |
| Securities issued by states & political subdivisions | $31,863,000 | 1,053 |
| Other domestic debt securities | $486,000 | 1,761 |
| Privately issued residential mortgage-backed securities | $486,000 | 431 |
| 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 | $35,305,000 | 1,306 |
| Mortgage-backed securities | $33,352,000 | 1,413 |
| Certificates of participation in pools of residential mortgages | $8,902,000 | 2,070 |
| Issued or guaranteed by U.S. | $8,902,000 | 2,029 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $19,796,000 | 794 |
| CMOs issued by government agencies or sponsored agencies | $19,310,000 | 768 |
| Privately issued | $486,000 | 278 |
| Commercial mortgage-backed securities | $4,654,000 | 974 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $4,654,000 | 571 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $71,042,000 | 1,517 |
| Total debt securities | $71,042,000 | 1,623 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $78,529,000 | 1,551 |
| U.S. Government securities | $45,762,000 | 1,577 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $45,762,000 | 1,489 |
| Securities issued by states & political subdivisions | $32,281,000 | 1,058 |
| Other domestic debt securities | $486,000 | 1,759 |
| Privately issued residential mortgage-backed securities | $486,000 | 440 |
| 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 | $50,638,000 | 1,000 |
| Mortgage-backed securities | $34,295,000 | 1,366 |
| Certificates of participation in pools of residential mortgages | $9,316,000 | 2,051 |
| Issued or guaranteed by U.S. | $9,316,000 | 2,006 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $19,318,000 | 792 |
| CMOs issued by government agencies or sponsored agencies | $18,832,000 | 772 |
| Privately issued | $486,000 | 290 |
| Commercial mortgage-backed securities | $5,661,000 | 835 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $5,661,000 | 489 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $78,529,000 | 1,426 |
| Total debt securities | $78,526,000 | 1,533 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $76,882,000 | 1,583 |
| U.S. Government securities | $44,186,000 | 1,636 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $44,186,000 | 1,552 |
| Securities issued by states & political subdivisions | $32,206,000 | 1,100 |
| Other domestic debt securities | $490,000 | 1,743 |
| Privately issued residential mortgage-backed securities | $490,000 | 415 |
| 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 | $55,412,000 | 930 |
| Mortgage-backed securities | $32,810,000 | 1,415 |
| Certificates of participation in pools of residential mortgages | $8,513,000 | 2,146 |
| Issued or guaranteed by U.S. | $8,513,000 | 2,113 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $18,700,000 | 804 |
| CMOs issued by government agencies or sponsored agencies | $18,210,000 | 779 |
| Privately issued | $490,000 | 292 |
| Commercial mortgage-backed securities | $5,597,000 | 824 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $5,597,000 | 487 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $76,882,000 | 1,456 |
| Total debt securities | $76,882,000 | 1,564 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $71,059,000 | 1,669 |
| U.S. Government securities | $41,822,000 | 1,725 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $41,822,000 | 1,633 |
| Securities issued by states & political subdivisions | $28,700,000 | 1,229 |
| Other domestic debt securities | $537,000 | 1,641 |
| Privately issued residential mortgage-backed securities | $537,000 | 350 |
| 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 | $56,978,000 | 899 |
| Mortgage-backed securities | $30,544,000 | 1,489 |
| Certificates of participation in pools of residential mortgages | $8,824,000 | 2,123 |
| Issued or guaranteed by U.S. | $8,824,000 | 2,112 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $17,131,000 | 818 |
| CMOs issued by government agencies or sponsored agencies | $16,594,000 | 803 |
| Privately issued | $537,000 | 282 |
| Commercial mortgage-backed securities | $4,589,000 | 880 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $4,589,000 | 510 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $71,059,000 | 1,534 |
| Total debt securities | $71,059,000 | 1,651 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $58,270,000 | 1,991 |
| U.S. Government securities | $30,601,000 | 2,131 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $30,601,000 | 2,015 |
| Securities issued by states & political subdivisions | $27,108,000 | 1,333 |
| Other domestic debt securities | $561,000 | 1,819 |
| Privately issued residential mortgage-backed securities | $561,000 | 576 |
| 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 | $51,870,000 | 1,002 |
| Mortgage-backed securities | $19,191,000 | 1,993 |
| Certificates of participation in pools of residential mortgages | $928,000 | 3,749 |
| Issued or guaranteed by U.S. | $928,000 | 3,572 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $14,613,000 | 908 |
| CMOs issued by government agencies or sponsored agencies | $14,052,000 | 896 |
| Privately issued | $561,000 | 291 |
| Commercial mortgage-backed securities | $3,650,000 | 948 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $3,650,000 | 546 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $58,270,000 | 1,827 |
| Total debt securities | $58,270,000 | 1,973 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $56,629,000 | 2,066 |
| U.S. Government securities | $29,350,000 | 2,243 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $29,350,000 | 2,137 |
| Securities issued by states & political subdivisions | $26,665,000 | 1,386 |
| Other domestic debt securities | $614,000 | 1,636 |
| Privately issued residential mortgage-backed securities | $614,000 | 319 |
| 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 | $49,296,000 | 1,062 |
| Mortgage-backed securities | $18,882,000 | 1,993 |
| Certificates of participation in pools of residential mortgages | $1,011,000 | 3,766 |
| Issued or guaranteed by U.S. | $1,011,000 | 3,759 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $14,178,000 | 924 |
| CMOs issued by government agencies or sponsored agencies | $13,564,000 | 900 |
| Privately issued | $614,000 | 297 |
| Commercial mortgage-backed securities | $3,693,000 | 830 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $3,693,000 | 540 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $56,629,000 | 1,895 |
| Total debt securities | $56,629,000 | 2,050 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $54,783,000 | 2,154 |
| U.S. Government securities | $28,077,000 | 2,321 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $28,077,000 | 2,219 |
| Securities issued by states & political subdivisions | $26,076,000 | 1,482 |
| Other domestic debt securities | $630,000 | 1,644 |
| Privately issued residential mortgage-backed securities | $630,000 | 323 |
| 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 | $41,218,000 | 1,230 |
| Mortgage-backed securities | $17,391,000 | 2,097 |
| Certificates of participation in pools of residential mortgages | $1,103,000 | 3,772 |
| Issued or guaranteed by U.S. | $1,103,000 | 3,766 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $12,503,000 | 1,012 |
| CMOs issued by government agencies or sponsored agencies | $11,873,000 | 1,000 |
| Privately issued | $630,000 | 303 |
| Commercial mortgage-backed securities | $3,785,000 | 807 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $3,785,000 | 519 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $54,783,000 | 1,977 |
| Total debt securities | $54,783,000 | 2,135 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $52,432,000 | 2,251 |
| U.S. Government securities | $25,376,000 | 2,483 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $25,376,000 | 2,384 |
| Securities issued by states & political subdivisions | $26,401,000 | 1,476 |
| Other domestic debt securities | $655,000 | 1,651 |
| Privately issued residential mortgage-backed securities | $655,000 | 325 |
| 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 | $43,103,000 | 1,197 |
| Mortgage-backed securities | $14,512,000 | 2,345 |
| Certificates of participation in pools of residential mortgages | $1,199,000 | 3,793 |
| Issued or guaranteed by U.S. | $1,199,000 | 3,788 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $9,455,000 | 1,169 |
| CMOs issued by government agencies or sponsored agencies | $8,800,000 | 1,160 |
| Privately issued | $655,000 | 307 |
| Commercial mortgage-backed securities | $3,858,000 | 779 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $3,858,000 | 484 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $52,432,000 | 2,062 |
| Total debt securities | $52,432,000 | 2,232 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $54,453,000 | 2,217 |
| U.S. Government securities | $26,934,000 | 2,440 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $26,934,000 | 2,342 |
| Securities issued by states & political subdivisions | $26,839,000 | 1,472 |
| Other domestic debt securities | $680,000 | 1,671 |
| Privately issued residential mortgage-backed securities | $680,000 | 336 |
| 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 | $38,874,000 | 1,318 |
| Mortgage-backed securities | $16,038,000 | 2,250 |
| Certificates of participation in pools of residential mortgages | $1,333,000 | 3,787 |
| Issued or guaranteed by U.S. | $1,333,000 | 3,781 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $9,817,000 | 1,158 |
| CMOs issued by government agencies or sponsored agencies | $9,137,000 | 1,152 |
| Privately issued | $680,000 | 316 |
| Commercial mortgage-backed securities | $4,888,000 | 700 |
| Commercial mortgage pass-through securities | $983,000 | 813 |
| Other commercial mortgage-backed securities | $3,905,000 | 465 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $54,453,000 | 2,032 |
| Total debt securities | $54,453,000 | 2,197 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $54,519,000 | 2,240 |
| U.S. Government securities | $27,281,000 | 2,460 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $27,281,000 | 2,352 |
| Securities issued by states & political subdivisions | $26,523,000 | 1,501 |
| Other domestic debt securities | $715,000 | 1,712 |
| Privately issued residential mortgage-backed securities | $715,000 | 355 |
| 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 | $36,683,000 | 1,382 |
| Mortgage-backed securities | $16,436,000 | 2,251 |
| Certificates of participation in pools of residential mortgages | $1,463,000 | 3,813 |
| Issued or guaranteed by U.S. | $1,463,000 | 3,808 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $10,110,000 | 1,136 |
| CMOs issued by government agencies or sponsored agencies | $9,395,000 | 1,128 |
| Privately issued | $715,000 | 335 |
| Commercial mortgage-backed securities | $4,863,000 | 689 |
| Commercial mortgage pass-through securities | $969,000 | 790 |
| Other commercial mortgage-backed securities | $3,894,000 | 461 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $54,519,000 | 2,053 |
| Total debt securities | $54,519,000 | 2,216 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $49,742,000 | 2,376 |
| U.S. Government securities | $23,910,000 | 2,629 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $23,910,000 | 2,510 |
| Securities issued by states & political subdivisions | $25,101,000 | 1,565 |
| Other domestic debt securities | $731,000 | 1,714 |
| Privately issued residential mortgage-backed securities | $731,000 | 368 |
| 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 | $34,359,000 | 1,443 |
| Mortgage-backed securities | $13,095,000 | 2,491 |
| Certificates of participation in pools of residential mortgages | $1,568,000 | 3,810 |
| Issued or guaranteed by U.S. | $1,568,000 | 3,804 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $6,664,000 | 1,373 |
| CMOs issued by government agencies or sponsored agencies | $5,933,000 | 1,392 |
| Privately issued | $731,000 | 346 |
| Commercial mortgage-backed securities | $4,863,000 | 660 |
| Commercial mortgage pass-through securities | $959,000 | 772 |
| Other commercial mortgage-backed securities | $3,904,000 | 451 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $49,742,000 | 2,166 |
| Total debt securities | $49,742,000 | 2,353 |
| 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 | $48,825,000 | 2,418 |
| U.S. Government securities | $21,702,000 | 2,765 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $21,702,000 | 2,654 |
| Securities issued by states & political subdivisions | $26,346,000 | 1,502 |
| Other domestic debt securities | $777,000 | 1,694 |
| Privately issued residential mortgage-backed securities | $777,000 | 365 |
| 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 | $37,484,000 | 1,375 |
| Mortgage-backed securities | $10,363,000 | 2,751 |
| Certificates of participation in pools of residential mortgages | $1,712,000 | 3,799 |
| Issued or guaranteed by U.S. | $1,712,000 | 3,796 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,565,000 | 1,666 |
| CMOs issued by government agencies or sponsored agencies | $3,788,000 | 1,715 |
| Privately issued | $777,000 | 346 |
| Commercial mortgage-backed securities | $4,086,000 | 678 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $4,086,000 | 438 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $48,825,000 | 2,200 |
| Total debt securities | $48,825,000 | 2,394 |
| 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 | $48,429,000 | 2,481 |
| U.S. Government securities | $20,118,000 | 2,944 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $20,118,000 | 2,824 |
| Securities issued by states & political subdivisions | $27,229,000 | 1,465 |
| Other domestic debt securities | $1,082,000 | 1,537 |
| Privately issued residential mortgage-backed securities | $1,082,000 | 333 |
| 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 | $38,783,000 | 1,357 |
| Mortgage-backed securities | $8,945,000 | 2,939 |
| Certificates of participation in pools of residential mortgages | $1,861,000 | 3,775 |
| Issued or guaranteed by U.S. | $1,861,000 | 3,769 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,969,000 | 1,953 |
| CMOs issued by government agencies or sponsored agencies | $1,887,000 | 2,160 |
| Privately issued | $1,082,000 | 314 |
| Commercial mortgage-backed securities | $4,115,000 | 640 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $4,115,000 | 426 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $48,429,000 | 2,250 |
| Total debt securities | $48,429,000 | 2,457 |
| 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 | $50,064,000 | 2,442 |
| U.S. Government securities | $21,708,000 | 2,900 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $21,708,000 | 2,792 |
| Securities issued by states & political subdivisions | $26,714,000 | 1,463 |
| Other domestic debt securities | $1,642,000 | 1,397 |
| Privately issued residential mortgage-backed securities | $1,127,000 | 333 |
| Commercial mortgage-backed securities - Total | $515,000 | 135 |
| 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 | $34,674,000 | 1,481 |
| Mortgage-backed securities | $11,288,000 | 2,726 |
| Certificates of participation in pools of residential mortgages | $1,998,000 | 3,767 |
| Issued or guaranteed by U.S. | $1,998,000 | 3,763 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,213,000 | 1,601 |
| CMOs issued by government agencies or sponsored agencies | $4,086,000 | 1,685 |
| Privately issued | $1,127,000 | 317 |
| Commercial mortgage-backed securities | $4,077,000 | 633 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $4,077,000 | 416 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $50,064,000 | 2,215 |
| Total debt securities | $50,064,000 | 2,413 |
| 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 | $56,898,000 | 2,242 |
| U.S. Government securities | $21,448,000 | 2,956 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $21,448,000 | 2,847 |
| Securities issued by states & political subdivisions | $34,226,000 | 1,159 |
| Other domestic debt securities | $1,224,000 | 1,512 |
| Privately issued residential mortgage-backed securities | $1,224,000 | 323 |
| 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 | $39,654,000 | 1,334 |
| Mortgage-backed securities | $10,754,000 | 2,760 |
| Certificates of participation in pools of residential mortgages | $2,153,000 | 3,738 |
| Issued or guaranteed by U.S. | $2,153,000 | 3,735 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,584,000 | 1,573 |
| CMOs issued by government agencies or sponsored agencies | $4,360,000 | 1,666 |
| Privately issued | $1,224,000 | 308 |
| Commercial mortgage-backed securities | $3,017,000 | 656 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $3,017,000 | 428 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $56,898,000 | 2,033 |
| Total debt securities | $56,898,000 | 2,221 |
| 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 | $59,041,000 | 2,204 |
| U.S. Government securities | $22,144,000 | 2,965 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $22,144,000 | 2,874 |
| Securities issued by states & political subdivisions | $35,601,000 | 1,110 |
| Other domestic debt securities | $1,296,000 | 1,488 |
| Privately issued residential mortgage-backed securities | $1,296,000 | 313 |
| 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 | $41,641,000 | 1,284 |
| Mortgage-backed securities | $11,411,000 | 2,747 |
| Certificates of participation in pools of residential mortgages | $2,334,000 | 3,734 |
| Issued or guaranteed by U.S. | $2,334,000 | 3,731 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $5,991,000 | 1,534 |
| CMOs issued by government agencies or sponsored agencies | $4,695,000 | 1,640 |
| Privately issued | $1,296,000 | 298 |
| Commercial mortgage-backed securities | $3,086,000 | 631 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $3,086,000 | 400 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $59,041,000 | 2,003 |
| Total debt securities | $59,041,000 | 2,178 |
| 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 | $58,798,000 | 2,245 |
| U.S. Government securities | $22,274,000 | 3,051 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $22,274,000 | 2,960 |
| Securities issued by states & political subdivisions | $35,162,000 | 1,101 |
| Other domestic debt securities | $1,362,000 | 1,488 |
| Privately issued residential mortgage-backed securities | $1,362,000 | 323 |
| 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 | $43,542,000 | 1,259 |
| Mortgage-backed securities | $11,984,000 | 2,750 |
| Certificates of participation in pools of residential mortgages | $2,505,000 | 3,769 |
| Issued or guaranteed by U.S. | $2,505,000 | 3,765 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,418,000 | 1,543 |
| CMOs issued by government agencies or sponsored agencies | $5,056,000 | 1,641 |
| Privately issued | $1,362,000 | 306 |
| Commercial mortgage-backed securities | $3,061,000 | 605 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $3,061,000 | 392 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $58,798,000 | 2,038 |
| Total debt securities | $58,797,000 | 2,221 |
| 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 | $63,042,000 | 2,162 |
| U.S. Government securities | $26,715,000 | 2,792 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $26,715,000 | 2,704 |
| Securities issued by states & political subdivisions | $34,856,000 | 1,100 |
| Other domestic debt securities | $1,471,000 | 1,508 |
| Privately issued residential mortgage-backed securities | $1,471,000 | 342 |
| 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 | $39,178,000 | 1,386 |
| Mortgage-backed securities | $16,248,000 | 2,430 |
| Certificates of participation in pools of residential mortgages | $3,779,000 | 3,506 |
| Issued or guaranteed by U.S. | $3,779,000 | 3,504 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $9,339,000 | 1,342 |
| CMOs issued by government agencies or sponsored agencies | $7,868,000 | 1,386 |
| Privately issued | $1,471,000 | 325 |
| Commercial mortgage-backed securities | $3,130,000 | 582 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $3,130,000 | 369 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $63,042,000 | 1,950 |
| Total debt securities | $63,042,000 | 2,137 |
| 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 | $66,592,000 | 2,102 |
| U.S. Government securities | $29,653,000 | 2,643 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $29,653,000 | 2,556 |
| Securities issued by states & political subdivisions | $35,064,000 | 1,098 |
| Other domestic debt securities | $1,875,000 | 1,396 |
| Privately issued residential mortgage-backed securities | $1,875,000 | 308 |
| 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 | $44,658,000 | 1,259 |
| Mortgage-backed securities | $19,719,000 | 2,260 |
| Certificates of participation in pools of residential mortgages | $6,438,000 | 3,031 |
| Issued or guaranteed by U.S. | $6,438,000 | 3,029 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $10,184,000 | 1,313 |
| CMOs issued by government agencies or sponsored agencies | $8,309,000 | 1,372 |
| Privately issued | $1,875,000 | 291 |
| Commercial mortgage-backed securities | $3,097,000 | 567 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $3,097,000 | 350 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $66,592,000 | 1,894 |
| Total debt securities | $66,592,000 | 2,076 |
| 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 | $68,692,000 | 2,066 |
| U.S. Government securities | $29,682,000 | 2,714 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $29,682,000 | 2,628 |
| Securities issued by states & political subdivisions | $36,742,000 | 1,047 |
| Other domestic debt securities | $2,268,000 | 1,321 |
| Privately issued residential mortgage-backed securities | $2,268,000 | 307 |
| 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 | $47,889,000 | 1,221 |
| Mortgage-backed securities | $20,248,000 | 2,282 |
| Certificates of participation in pools of residential mortgages | $7,985,000 | 2,869 |
| Issued or guaranteed by U.S. | $7,985,000 | 2,867 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $11,195,000 | 1,262 |
| CMOs issued by government agencies or sponsored agencies | $8,927,000 | 1,349 |
| Privately issued | $2,268,000 | 292 |
| Commercial mortgage-backed securities | $1,068,000 | 755 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $1,068,000 | 455 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $68,692,000 | 1,863 |
| Total debt securities | $68,694,000 | 2,047 |
| 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 | $67,304,000 | 2,121 |
| U.S. Government securities | $28,258,000 | 2,847 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $28,258,000 | 2,761 |
| Securities issued by states & political subdivisions | $36,622,000 | 1,050 |
| Other domestic debt securities | $2,424,000 | 1,319 |
| Privately issued residential mortgage-backed securities | $2,424,000 | 298 |
| 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 | $44,646,000 | 1,270 |
| Mortgage-backed securities | $19,834,000 | 2,337 |
| Certificates of participation in pools of residential mortgages | $8,425,000 | 2,857 |
| Issued or guaranteed by U.S. | $8,425,000 | 2,857 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $10,331,000 | 1,338 |
| CMOs issued by government agencies or sponsored agencies | $7,907,000 | 1,441 |
| Privately issued | $2,424,000 | 285 |
| Commercial mortgage-backed securities | $1,078,000 | 743 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $1,078,000 | 442 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $67,304,000 | 1,904 |
| Total debt securities | $67,304,000 | 2,101 |
| 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 | $71,840,000 | 2,025 |
| U.S. Government securities | $33,368,000 | 2,586 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $33,368,000 | 2,513 |
| Securities issued by states & political subdivisions | $35,890,000 | 1,084 |
| Other domestic debt securities | $2,582,000 | 1,311 |
| Privately issued residential mortgage-backed securities | $2,582,000 | 304 |
| 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 | $37,095,000 | 1,455 |
| Mortgage-backed securities | $25,326,000 | 2,052 |
| Certificates of participation in pools of residential mortgages | $12,173,000 | 2,402 |
| Issued or guaranteed by U.S. | $12,173,000 | 2,401 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $12,100,000 | 1,231 |
| CMOs issued by government agencies or sponsored agencies | $9,518,000 | 1,326 |
| Privately issued | $2,582,000 | 294 |
| Commercial mortgage-backed securities | $1,053,000 | 733 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $1,053,000 | 427 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $71,840,000 | 1,826 |
| Total debt securities | $71,840,000 | 2,001 |
| 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 | $78,584,000 | 1,864 |
| U.S. Government securities | $39,719,000 | 2,259 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $39,719,000 | 2,193 |
| Securities issued by states & political subdivisions | $36,187,000 | 1,055 |
| Other domestic debt securities | $2,678,000 | 1,326 |
| Privately issued residential mortgage-backed securities | $2,678,000 | 317 |
| 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 | $40,314,000 | 1,380 |
| Mortgage-backed securities | $31,961,000 | 1,779 |
| Certificates of participation in pools of residential mortgages | $16,900,000 | 1,995 |
| Issued or guaranteed by U.S. | $16,900,000 | 1,995 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $14,038,000 | 1,136 |
| CMOs issued by government agencies or sponsored agencies | $11,360,000 | 1,212 |
| Privately issued | $2,678,000 | 305 |
| Commercial mortgage-backed securities | $1,023,000 | 699 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $1,023,000 | 421 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $78,584,000 | 1,666 |
| Total debt securities | $78,584,000 | 1,843 |
| 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 | $87,522,000 | 1,716 |
| U.S. Government securities | $45,900,000 | 2,034 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $45,900,000 | 1,974 |
| Securities issued by states & political subdivisions | $38,790,000 | 983 |
| Other domestic debt securities | $2,832,000 | 1,340 |
| Privately issued residential mortgage-backed securities | $2,832,000 | 325 |
| 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 | $43,722,000 | 1,282 |
| Mortgage-backed securities | $38,157,000 | 1,566 |
| Certificates of participation in pools of residential mortgages | $20,293,000 | 1,767 |
| Issued or guaranteed by U.S. | $20,293,000 | 1,764 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $16,834,000 | 1,040 |
| CMOs issued by government agencies or sponsored agencies | $14,002,000 | 1,091 |
| Privately issued | $2,832,000 | 309 |
| Commercial mortgage-backed securities | $1,030,000 | 683 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $1,030,000 | 418 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $87,522,000 | 1,528 |
| Total debt securities | $87,521,000 | 1,688 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $90,062,000 | 1,654 |
| U.S. Government securities | $47,570,000 | 1,956 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $47,570,000 | 1,901 |
| Securities issued by states & political subdivisions | $38,311,000 | 982 |
| Other domestic debt securities | $4,181,000 | 1,143 |
| Privately issued residential mortgage-backed securities | $3,105,000 | 319 |
| Commercial mortgage-backed securities - Total | $1,076,000 | 106 |
| 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 | $46,832,000 | 1,189 |
| Mortgage-backed securities | $42,276,000 | 1,435 |
| Certificates of participation in pools of residential mortgages | $22,107,000 | 1,657 |
| Issued or guaranteed by U.S. | $22,107,000 | 1,655 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $19,093,000 | 975 |
| CMOs issued by government agencies or sponsored agencies | $15,988,000 | 1,025 |
| Privately issued | $3,105,000 | 302 |
| Commercial mortgage-backed securities | $1,076,000 | 644 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $1,076,000 | 364 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $90,062,000 | 1,489 |
| Total debt securities | $90,062,000 | 1,632 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $87,039,000 | 1,729 |
| U.S. Government securities | $44,841,000 | 2,062 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $44,841,000 | 2,008 |
| Securities issued by states & political subdivisions | $38,900,000 | 958 |
| Other domestic debt securities | $3,298,000 | 1,271 |
| Privately issued residential mortgage-backed securities | $3,298,000 | 336 |
| 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 | $40,319,000 | 1,357 |
| Mortgage-backed securities | $42,531,000 | 1,487 |
| Certificates of participation in pools of residential mortgages | $21,272,000 | 1,749 |
| Issued or guaranteed by U.S. | $21,272,000 | 1,748 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $21,259,000 | 955 |
| CMOs issued by government agencies or sponsored agencies | $17,961,000 | 1,002 |
| Privately issued | $3,298,000 | 324 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $87,039,000 | 1,570 |
| Total debt securities | $87,039,000 | 1,706 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $75,896,000 | 1,917 |
| U.S. Government securities | $32,819,000 | 2,585 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $32,819,000 | 2,525 |
| Securities issued by states & political subdivisions | $39,609,000 | 920 |
| Other domestic debt securities | $3,468,000 | 1,218 |
| Privately issued residential mortgage-backed securities | $3,468,000 | 345 |
| 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 | $37,969,000 | 1,407 |
| Mortgage-backed securities | $34,990,000 | 1,695 |
| Certificates of participation in pools of residential mortgages | $14,864,000 | 2,162 |
| Issued or guaranteed by U.S. | $14,864,000 | 2,160 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $20,126,000 | 1,009 |
| CMOs issued by government agencies or sponsored agencies | $16,658,000 | 1,056 |
| Privately issued | $3,468,000 | 333 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $75,896,000 | 1,736 |
| Total debt securities | $75,896,000 | 1,895 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $74,413,000 | 1,952 |
| U.S. Government securities | $31,945,000 | 2,691 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $31,945,000 | 2,633 |
| Securities issued by states & political subdivisions | $38,571,000 | 912 |
| Other domestic debt securities | $3,897,000 | 1,195 |
| Privately issued residential mortgage-backed securities | $3,897,000 | 363 |
| 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 | $34,290,000 | 1,505 |
| Mortgage-backed securities | $35,842,000 | 1,761 |
| Certificates of participation in pools of residential mortgages | $10,221,000 | 2,751 |
| Issued or guaranteed by U.S. | $10,221,000 | 2,748 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $25,621,000 | 914 |
| CMOs issued by government agencies or sponsored agencies | $21,724,000 | 936 |
| Privately issued | $3,897,000 | 348 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $74,413,000 | 1,774 |
| Total debt securities | $74,413,000 | 1,931 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $74,440,000 | 1,944 |
| U.S. Government securities | $32,341,000 | 2,707 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $32,341,000 | 2,652 |
| Securities issued by states & political subdivisions | $38,146,000 | 892 |
| Other domestic debt securities | $3,953,000 | 1,197 |
| Privately issued residential mortgage-backed securities | $3,953,000 | 381 |
| 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 | $30,252,000 | 1,693 |
| Mortgage-backed securities | $36,294,000 | 1,761 |
| Certificates of participation in pools of residential mortgages | $8,789,000 | 3,009 |
| Issued or guaranteed by U.S. | $8,789,000 | 3,009 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $27,505,000 | 874 |
| CMOs issued by government agencies or sponsored agencies | $23,552,000 | 891 |
| Privately issued | $3,953,000 | 369 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $74,440,000 | 1,769 |
| Total debt securities | $74,440,000 | 1,924 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $62,293,000 | 2,253 |
| U.S. Government securities | $28,291,000 | 2,992 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $28,291,000 | 2,936 |
| Securities issued by states & political subdivisions | $29,841,000 | 1,111 |
| Other domestic debt securities | $4,161,000 | 1,161 |
| Privately issued residential mortgage-backed securities | $4,161,000 | 393 |
| 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 | $29,943,000 | 1,719 |
| Mortgage-backed securities | $31,857,000 | 1,926 |
| Certificates of participation in pools of residential mortgages | $6,989,000 | 3,297 |
| Issued or guaranteed by U.S. | $6,989,000 | 3,295 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $24,868,000 | 947 |
| CMOs issued by government agencies or sponsored agencies | $20,707,000 | 979 |
| Privately issued | $4,161,000 | 380 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $62,293,000 | 2,057 |
| Total debt securities | $62,294,000 | 2,234 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $56,228,000 | 2,392 |
| U.S. Government securities | $23,739,000 | 3,283 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $23,739,000 | 3,213 |
| Securities issued by states & political subdivisions | $28,126,000 | 1,153 |
| Other domestic debt securities | $4,363,000 | 1,120 |
| Privately issued residential mortgage-backed securities | $4,363,000 | 445 |
| 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 | $29,361,000 | 1,628 |
| Mortgage-backed securities | $25,206,000 | 2,144 |
| Certificates of participation in pools of residential mortgages | $4,713,000 | 3,674 |
| Issued or guaranteed by U.S. | $4,713,000 | 3,669 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $20,493,000 | 1,055 |
| CMOs issued by government agencies or sponsored agencies | $16,130,000 | 1,095 |
| Privately issued | $4,363,000 | 426 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $56,228,000 | 2,162 |
| Total debt securities | $56,225,000 | 2,378 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $50,153,000 | 2,521 |
| U.S. Government securities | $16,616,000 | 3,966 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $16,616,000 | 3,877 |
| Securities issued by states & political subdivisions | $28,806,000 | 1,074 |
| Other domestic debt securities | $4,721,000 | 1,076 |
| Privately issued residential mortgage-backed securities | $4,721,000 | 447 |
| 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 | $10,000 | 1,217 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,140,000 | 1,624 |
| Mortgage-backed securities | $18,409,000 | 2,547 |
| Certificates of participation in pools of residential mortgages | $4,104,000 | 3,765 |
| Issued or guaranteed by U.S. | $4,104,000 | 3,755 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $14,305,000 | 1,316 |
| CMOs issued by government agencies or sponsored agencies | $9,584,000 | 1,456 |
| Privately issued | $4,721,000 | 426 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $50,153,000 | 2,289 |
| Total debt securities | $50,144,000 | 2,499 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $55,562,000 | 2,343 |
| U.S. Government securities | $17,789,000 | 3,922 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $17,789,000 | 3,823 |
| Securities issued by states & political subdivisions | $32,800,000 | 883 |
| Other domestic debt securities | $4,962,000 | 1,025 |
| Privately issued residential mortgage-backed securities | $4,962,000 | 450 |
| 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 | $11,000 | 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 | $27,826,000 | 1,700 |
| Mortgage-backed securities | $17,582,000 | 2,551 |
| Certificates of participation in pools of residential mortgages | $4,289,000 | 3,692 |
| Issued or guaranteed by U.S. | $4,289,000 | 3,681 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $13,293,000 | 1,336 |
| CMOs issued by government agencies or sponsored agencies | $8,331,000 | 1,523 |
| Privately issued | $4,962,000 | 430 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $55,562,000 | 2,118 |
| Total debt securities | $55,551,000 | 2,317 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $53,940,000 | 2,383 |
| U.S. Government securities | $16,799,000 | 3,999 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $16,799,000 | 3,886 |
| Securities issued by states & political subdivisions | $31,774,000 | 886 |
| Other domestic debt securities | $5,359,000 | 1,015 |
| Privately issued residential mortgage-backed securities | $5,359,000 | 465 |
| 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 | $8,000 | 1,287 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,835,000 | 1,754 |
| Mortgage-backed securities | $17,094,000 | 2,525 |
| Certificates of participation in pools of residential mortgages | $4,356,000 | 3,604 |
| Issued or guaranteed by U.S. | $4,356,000 | 3,596 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $12,738,000 | 1,336 |
| CMOs issued by government agencies or sponsored agencies | $7,379,000 | 1,558 |
| Privately issued | $5,359,000 | 449 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $53,940,000 | 2,154 |
| Total debt securities | $53,933,000 | 2,360 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $37,833,000 | 3,015 |
| U.S. Government securities | $6,038,000 | 5,671 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $6,038,000 | 5,553 |
| Securities issued by states & political subdivisions | $25,797,000 | 1,090 |
| Other domestic debt securities | $5,995,000 | 1,028 |
| Privately issued residential mortgage-backed securities | $5,995,000 | 476 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $3,000 | 1,374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,990,000 | 1,995 |
| Mortgage-backed securities | $10,329,000 | 3,117 |
| Certificates of participation in pools of residential mortgages | $841,000 | 4,800 |
| Issued or guaranteed by U.S. | $841,000 | 4,792 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $9,488,000 | 1,542 |
| CMOs issued by government agencies or sponsored agencies | $3,493,000 | 2,020 |
| Privately issued | $5,995,000 | 456 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $37,833,000 | 2,740 |
| Total debt securities | $37,830,000 | 2,994 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $36,872,000 | 3,024 |
| U.S. Government securities | $3,699,000 | 6,235 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $3,699,000 | 6,116 |
| Securities issued by states & political subdivisions | $26,450,000 | 1,026 |
| Other domestic debt securities | $6,721,000 | 977 |
| Privately issued residential mortgage-backed securities | $6,721,000 | 492 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $2,000 | 1,451 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,116,000 | 1,949 |
| Mortgage-backed securities | $9,817,000 | 3,176 |
| Certificates of participation in pools of residential mortgages | $976,000 | 4,733 |
| Issued or guaranteed by U.S. | $976,000 | 4,725 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $8,841,000 | 1,556 |
| CMOs issued by government agencies or sponsored agencies | $2,120,000 | 2,301 |
| Privately issued | $6,721,000 | 469 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $36,872,000 | 2,742 |
| Total debt securities | $36,870,000 | 3,001 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| 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 | $37,620,000 | 2,970 |
| U.S. Government securities | $3,155,000 | 6,514 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $3,155,000 | 6,391 |
| Securities issued by states & political subdivisions | $27,428,000 | 927 |
| Other domestic debt securities | $7,035,000 | 958 |
| Privately issued residential mortgage-backed securities | $7,035,000 | 505 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $2,000 | 1,501 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,878,000 | 1,919 |
| Mortgage-backed securities | $10,190,000 | 3,132 |
| Certificates of participation in pools of residential mortgages | $1,019,000 | 4,744 |
| Issued or guaranteed by U.S. | $1,019,000 | 4,737 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $9,171,000 | 1,481 |
| CMOs issued by government agencies or sponsored agencies | $2,136,000 | 2,211 |
| Privately issued | $7,035,000 | 489 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $37,620,000 | 2,675 |
| Total debt securities | $37,617,000 | 2,943 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| 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 | $36,840,000 | 3,050 |
| U.S. Government securities | $2,119,000 | 6,896 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $2,119,000 | 6,786 |
| Securities issued by states & political subdivisions | $27,260,000 | 900 |
| Other domestic debt securities | $7,454,000 | 956 |
| Privately issued residential mortgage-backed securities | $7,454,000 | 522 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $7,000 | 1,468 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,107,000 | 2,149 |
| Mortgage-backed securities | $9,573,000 | 3,275 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $9,573,000 | 1,409 |
| CMOs issued by government agencies or sponsored agencies | $2,119,000 | 2,155 |
| Privately issued | $7,454,000 | 501 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $36,840,000 | 2,738 |
| Total debt securities | $36,833,000 | 3,020 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| 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 | $40,776,000 | 2,811 |
| U.S. Government securities | $6,921,000 | 5,628 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $6,921,000 | 5,527 |
| Securities issued by states & political subdivisions | $25,800,000 | 952 |
| Other domestic debt securities | $8,050,000 | 962 |
| Privately issued residential mortgage-backed securities | $8,050,000 | 532 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $5,000 | 1,547 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,480,000 | 1,887 |
| Mortgage-backed securities | $14,470,000 | 2,772 |
| Certificates of participation in pools of residential mortgages | $4,301,000 | 3,722 |
| Issued or guaranteed by U.S. | $4,301,000 | 3,715 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $10,169,000 | 1,353 |
| CMOs issued by government agencies or sponsored agencies | $2,119,000 | 2,115 |
| Privately issued | $8,050,000 | 511 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $40,776,000 | 2,505 |
| Total debt securities | $40,771,000 | 2,790 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| 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 | $43,009,000 | 2,702 |
| U.S. Government securities | $8,396,000 | 5,314 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $8,396,000 | 5,219 |
| Securities issued by states & political subdivisions | $26,122,000 | 931 |
| Other domestic debt securities | $8,482,000 | 984 |
| Privately issued residential mortgage-backed securities | $8,482,000 | 557 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $9,000 | 1,570 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,163,000 | 1,783 |
| Mortgage-backed securities | $15,339,000 | 2,717 |
| Certificates of participation in pools of residential mortgages | $4,573,000 | 3,745 |
| Issued or guaranteed by U.S. | $4,573,000 | 3,734 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $10,766,000 | 1,316 |
| CMOs issued by government agencies or sponsored agencies | $2,284,000 | 2,048 |
| Privately issued | $8,482,000 | 532 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $43,009,000 | 2,397 |
| Total debt securities | $43,000,000 | 2,674 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $42,875,000 | 2,643 |
| U.S. Government securities | $9,705,000 | 5,039 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $9,705,000 | 4,943 |
| Securities issued by states & political subdivisions | $21,966,000 | 1,074 |
| Other domestic debt securities | $11,200,000 | 854 |
| Privately issued residential mortgage-backed securities | $11,200,000 | 497 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $4,000 | 1,666 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,877,000 | 1,765 |
| Mortgage-backed securities | $18,412,000 | 2,475 |
| Certificates of participation in pools of residential mortgages | $4,937,000 | 3,689 |
| Issued or guaranteed by U.S. | $4,937,000 | 3,678 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $13,475,000 | 1,152 |
| CMOs issued by government agencies or sponsored agencies | $2,275,000 | 2,035 |
| Privately issued | $11,200,000 | 474 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $12,115,000 | 1,031 |
| Available-for-sale securities (fair market value) | $30,760,000 | 3,029 |
| Total debt securities | $42,870,000 | 2,619 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $41,792,000 | 2,683 |
| U.S. Government securities | $8,568,000 | 5,385 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $8,568,000 | 5,302 |
| Securities issued by states & political subdivisions | $20,395,000 | 1,103 |
| Other domestic debt securities | $12,825,000 | 739 |
| Privately issued residential mortgage-backed securities | $12,825,000 | 463 |
| 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 | $4,000 | 1,681 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,737,000 | 1,455 |
| Mortgage-backed securities | $19,871,000 | 2,405 |
| Certificates of participation in pools of residential mortgages | $6,331,000 | 3,446 |
| Issued or guaranteed by U.S. | $6,331,000 | 3,435 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $13,540,000 | 1,156 |
| CMOs issued by government agencies or sponsored agencies | $715,000 | 2,727 |
| Privately issued | $12,825,000 | 442 |
| 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) | $12,421,000 | 1,025 |
| Available-for-sale securities (fair market value) | $29,371,000 | 3,148 |
| Total debt securities | $41,785,000 | 2,661 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $39,227,000 | 2,822 |
| U.S. Government securities | $7,473,000 | 5,728 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $7,473,000 | 5,647 |
| Securities issued by states & political subdivisions | $17,759,000 | 1,269 |
| Other domestic debt securities | $13,995,000 | 671 |
| Privately issued residential mortgage-backed securities | $13,995,000 | 427 |
| 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 | $28,502,000 | 1,763 |
| Mortgage-backed securities | $21,468,000 | 2,253 |
| Certificates of participation in pools of residential mortgages | $6,720,000 | 3,311 |
| Issued or guaranteed by U.S. | $6,720,000 | 3,298 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $14,748,000 | 1,054 |
| CMOs issued by government agencies or sponsored agencies | $753,000 | 2,684 |
| Privately issued | $13,995,000 | 410 |
| 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) | $12,547,000 | 1,006 |
| Available-for-sale securities (fair market value) | $26,680,000 | 3,335 |
| Total debt securities | $39,224,000 | 2,789 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $29,767,000 | 3,412 |
| U.S. Government securities | $5,259,000 | 6,310 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $5,259,000 | 6,220 |
| Securities issued by states & political subdivisions | $18,282,000 | 1,192 |
| Other domestic debt securities | $6,215,000 | 1,066 |
| Privately issued residential mortgage-backed securities | $6,215,000 | 630 |
| 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 | $11,000 | 1,731 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,435,000 | 1,692 |
| Mortgage-backed securities | $11,474,000 | 3,059 |
| Certificates of participation in pools of residential mortgages | $4,476,000 | 3,792 |
| Issued or guaranteed by U.S. | $4,476,000 | 3,780 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $6,998,000 | 1,494 |
| CMOs issued by government agencies or sponsored agencies | $783,000 | 2,579 |
| Privately issued | $6,215,000 | 602 |
| 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) | $14,579,000 | 929 |
| Available-for-sale securities (fair market value) | $15,188,000 | 4,543 |
| Total debt securities | $29,756,000 | 3,380 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $29,432,000 | 3,494 |
| U.S. Government securities | $4,350,000 | 6,639 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $4,350,000 | 6,541 |
| Securities issued by states & political subdivisions | $18,529,000 | 1,195 |
| Other domestic debt securities | $6,553,000 | 1,087 |
| Privately issued residential mortgage-backed securities | $6,553,000 | 616 |
| 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 | $19,188,000 | 2,298 |
| Mortgage-backed securities | $10,128,000 | 3,235 |
| Certificates of participation in pools of residential mortgages | $3,575,000 | 4,102 |
| Issued or guaranteed by U.S. | $3,575,000 | 4,087 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $6,553,000 | 1,535 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $6,553,000 | 585 |
| 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) | $14,803,000 | 910 |
| Available-for-sale securities (fair market value) | $14,629,000 | 4,669 |
| Total debt securities | $29,432,000 | 3,454 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $24,083,000 | 3,962 |
| U.S. Government securities | $5,455,000 | 6,331 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $5,455,000 | 6,235 |
| Securities issued by states & political subdivisions | $18,628,000 | 1,192 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,551,000 | 2,409 |
| Mortgage-backed securities | $5,199,000 | 4,048 |
| Certificates of participation in pools of residential mortgages | $5,199,000 | 3,473 |
| Issued or guaranteed by U.S. | $5,199,000 | 3,458 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,812,000 | 904 |
| Available-for-sale securities (fair market value) | $9,271,000 | 5,546 |
| Total debt securities | $24,083,000 | 3,908 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $24,611,000 | 3,925 |
| U.S. Government securities | $5,626,000 | 6,399 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $5,626,000 | 6,299 |
| Securities issued by states & political subdivisions | $18,985,000 | 1,136 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,614,000 | 2,333 |
| Mortgage-backed securities | $3,803,000 | 4,205 |
| Certificates of participation in pools of residential mortgages | $3,803,000 | 3,603 |
| Issued or guaranteed by U.S. | $3,803,000 | 3,588 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,822,000 | 947 |
| Available-for-sale securities (fair market value) | $9,789,000 | 5,473 |
| Total debt securities | $24,611,000 | 3,878 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $23,215,000 | 4,089 |
| U.S. Government securities | $4,720,000 | 6,761 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $4,720,000 | 6,650 |
| Securities issued by states & political subdivisions | $18,495,000 | 1,145 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,076,000 | 2,355 |
| Mortgage-backed securities | $1,873,000 | 4,795 |
| Certificates of participation in pools of residential mortgages | $1,873,000 | 4,271 |
| Issued or guaranteed by U.S. | $1,873,000 | 4,259 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,721,000 | 942 |
| Available-for-sale securities (fair market value) | $7,494,000 | 5,965 |
| Total debt securities | $23,215,000 | 4,037 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $23,247,000 | 4,068 |
| U.S. Government securities | $4,811,000 | 6,781 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $4,811,000 | 6,659 |
| Securities issued by states & political subdivisions | $18,436,000 | 1,130 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,132,000 | 2,342 |
| Mortgage-backed securities | $1,515,000 | 4,971 |
| Certificates of participation in pools of residential mortgages | $1,515,000 | 4,460 |
| Issued or guaranteed by U.S. | $1,515,000 | 4,446 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,726,000 | 957 |
| Available-for-sale securities (fair market value) | $7,521,000 | 5,952 |
| Total debt securities | $23,248,000 | 4,028 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $22,287,000 | 4,201 |
| U.S. Government securities | $4,287,000 | 6,961 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $4,287,000 | 6,823 |
| Securities issued by states & political subdivisions | $18,000,000 | 1,159 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,148,000 | 2,351 |
| Mortgage-backed securities | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,737,000 | 977 |
| Available-for-sale securities (fair market value) | $6,550,000 | 6,204 |
| Total debt securities | $22,287,000 | 4,151 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $22,980,000 | 4,156 |
| U.S. Government securities | $4,977,000 | 6,818 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $4,977,000 | 6,692 |
| Securities issued by states & political subdivisions | $18,003,000 | 1,138 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,104,000 | 2,356 |
| Mortgage-backed securities | $0 | 6,730 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,747,000 | 1,001 |
| Available-for-sale securities (fair market value) | $7,233,000 | 6,080 |
| Total debt securities | $22,980,000 | 4,104 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $22,343,000 | 4,268 |
| U.S. Government securities | $6,215,000 | 6,512 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $6,215,000 | 6,377 |
| Securities issued by states & political subdivisions | $16,128,000 | 1,253 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,878,000 | 2,370 |
| Mortgage-backed securities | $0 | 6,779 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,128,000 | 1,018 |
| Available-for-sale securities (fair market value) | $6,215,000 | 6,333 |
| Total debt securities | $22,343,000 | 4,218 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $23,310,000 | 4,152 |
| U.S. Government securities | $7,146,000 | 6,234 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $7,146,000 | 6,104 |
| Securities issued by states & political subdivisions | $16,164,000 | 1,229 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,456,000 | 2,505 |
| Mortgage-backed securities | $0 | 6,845 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,164,000 | 1,027 |
| Available-for-sale securities (fair market value) | $7,146,000 | 6,145 |
| Total debt securities | $23,310,000 | 4,096 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $20,426,000 | 4,569 |
| U.S. Government securities | $4,251,000 | 7,159 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $4,251,000 | 7,014 |
| Securities issued by states & political subdivisions | $16,175,000 | 1,245 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,494,000 | 2,501 |
| Mortgage-backed securities | $0 | 6,885 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,175,000 | 1,041 |
| Available-for-sale securities (fair market value) | $4,251,000 | 6,847 |
| Total debt securities | $20,426,000 | 4,507 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $20,137,000 | 4,615 |
| U.S. Government securities | $4,255,000 | 7,177 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $4,255,000 | 7,023 |
| Securities issued by states & political subdivisions | $15,882,000 | 1,263 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,044,000 | 2,524 |
| Mortgage-backed securities | $0 | 6,961 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,882,000 | 1,087 |
| Available-for-sale securities (fair market value) | $4,255,000 | 6,868 |
| Total debt securities | $20,137,000 | 4,557 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $19,601,000 | 4,666 |
| U.S. Government securities | $3,738,000 | 7,363 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $3,738,000 | 7,223 |
| Securities issued by states & political subdivisions | $15,863,000 | 1,257 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,500,000 | 2,442 |
| Mortgage-backed securities | $0 | 6,997 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,863,000 | 1,092 |
| Available-for-sale securities (fair market value) | $3,738,000 | 7,006 |
| Total debt securities | $19,601,000 | 4,607 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $19,228,000 | 4,746 |
| U.S. Government securities | $3,753,000 | 7,414 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $3,753,000 | 7,269 |
| Securities issued by states & political subdivisions | $15,475,000 | 1,279 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,206,000 | 2,458 |
| Mortgage-backed securities | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,475,000 | 1,125 |
| Available-for-sale securities (fair market value) | $3,753,000 | 7,046 |
| Total debt securities | $19,228,000 | 4,681 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $18,033,000 | 4,990 |
| U.S. Government securities | $3,259,000 | 7,645 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $3,259,000 | 7,480 |
| Securities issued by states & political subdivisions | $14,774,000 | 1,334 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,172,000 | 2,582 |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,774,000 | 1,172 |
| Available-for-sale securities (fair market value) | $3,259,000 | 7,228 |
| Total debt securities | $18,033,000 | 4,938 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $17,968,000 | 5,024 |
| U.S. Government securities | $3,285,000 | 7,643 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $3,285,000 | 7,480 |
| Securities issued by states & political subdivisions | $14,683,000 | 1,351 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,106,000 | 2,554 |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,683,000 | 1,174 |
| Available-for-sale securities (fair market value) | $3,285,000 | 7,264 |
| Total debt securities | $17,968,000 | 4,966 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $18,932,000 | 4,852 |
| U.S. Government securities | $3,828,000 | 7,505 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $3,828,000 | 7,352 |
| Securities issued by states & political subdivisions | $15,104,000 | 1,302 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,879,000 | 2,426 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,104,000 | 1,145 |
| Available-for-sale securities (fair market value) | $3,828,000 | 7,167 |
| Total debt securities | $18,932,000 | 4,789 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $19,056,000 | 4,935 |
| U.S. Government securities | $3,820,000 | 7,583 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $3,820,000 | 7,426 |
| Securities issued by states & political subdivisions | $15,236,000 | 1,270 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,981,000 | 2,396 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,236,000 | 1,148 |
| Available-for-sale securities (fair market value) | $3,820,000 | 7,237 |
| Total debt securities | $19,056,000 | 4,871 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $19,675,000 | 4,812 |
| U.S. Government securities | $4,427,000 | 7,358 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $4,427,000 | 7,203 |
| Securities issued by states & political subdivisions | $15,248,000 | 1,279 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,599,000 | 2,314 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,248,000 | 1,131 |
| Available-for-sale securities (fair market value) | $4,427,000 | 7,090 |
| Total debt securities | $19,675,000 | 4,741 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $19,156,000 | 4,938 |
| U.S. Government securities | $4,418,000 | 7,415 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $4,418,000 | 7,244 |
| Securities issued by states & political subdivisions | $14,738,000 | 1,342 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,349,000 | 2,927 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,738,000 | 1,162 |
| Available-for-sale securities (fair market value) | $4,418,000 | 7,135 |
| Total debt securities | $19,156,000 | 4,860 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $17,924,000 | 5,046 |
| U.S. Government securities | $4,929,000 | 7,175 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $4,929,000 | 7,000 |
| Securities issued by states & political subdivisions | $12,995,000 | 1,533 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,384,000 | 2,663 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,995,000 | 1,238 |
| Available-for-sale securities (fair market value) | $4,929,000 | 6,987 |
| Total debt securities | $17,924,000 | 4,956 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $16,385,000 | 5,246 |
| U.S. Government securities | $3,980,000 | 7,455 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $3,980,000 | 7,272 |
| Securities issued by states & political subdivisions | $12,405,000 | 1,564 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,806,000 | 2,890 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,405,000 | 1,267 |
| Available-for-sale securities (fair market value) | $3,980,000 | 7,214 |
| Total debt securities | $16,385,000 | 5,150 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $16,254,000 | 5,298 |
| U.S. Government securities | $4,839,000 | 7,208 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $4,839,000 | 7,006 |
| Securities issued by states & political subdivisions | $11,415,000 | 1,628 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,728,000 | 2,942 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,415,000 | 1,341 |
| Available-for-sale securities (fair market value) | $4,839,000 | 7,013 |
| Total debt securities | $16,254,000 | 5,201 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $15,863,000 | 5,309 |
| U.S. Government securities | $4,871,000 | 7,219 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $4,871,000 | 7,016 |
| Securities issued by states & political subdivisions | $10,992,000 | 1,641 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,691,000 | 2,933 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,992,000 | 1,412 |
| Available-for-sale securities (fair market value) | $4,871,000 | 6,994 |
| Total debt securities | $15,863,000 | 5,223 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $14,353,000 | 5,503 |
| U.S. Government securities | $8,284,000 | 6,009 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $8,284,000 | 5,774 |
| Securities issued by states & political subdivisions | $6,069,000 | 2,525 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,752,000 | 3,491 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,069,000 | 2,065 |
| Available-for-sale securities (fair market value) | $8,284,000 | 6,066 |
| Total debt securities | $14,353,000 | 5,410 |
| 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 | $16,070,000 | 5,360 |
| U.S. Government securities | $10,283,000 | 5,757 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $10,283,000 | 5,440 |
| Securities issued by states & political subdivisions | $4,881,000 | 2,848 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $906,000 | 2,683 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,197,000 | 3,350 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,881,000 | 2,809 |
| Available-for-sale securities (fair market value) | $11,189,000 | 5,421 |
| Total debt securities | $15,164,000 | 5,402 |
| 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 | $14,000,000 | 6,026 |
| U.S. Government securities | $8,204,000 | 6,704 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $8,204,000 | 6,169 |
| Securities issued by states & political subdivisions | $4,936,000 | 2,933 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $860,000 | 2,692 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,248,000 | 3,091 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,936,000 | 3,094 |
| Available-for-sale securities (fair market value) | $9,064,000 | 6,132 |
| Total debt securities | $13,140,000 | 6,141 |
| 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 | $13,067,000 | 6,262 |
| U.S. Government securities | $5,924,000 | 7,629 |
| U.S. Treasury securities | $515,000 | 5,776 |
| U.S. Government agency obligations | $5,409,000 | 7,003 |
| Securities issued by states & political subdivisions | $5,504,000 | 2,787 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,639,000 | 1,718 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,213,000 | 3,811 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,504,000 | 3,269 |
| Available-for-sale securities (fair market value) | $7,563,000 | 6,496 |
| Total debt securities | $11,428,000 | 6,553 |
| 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 | $16,210,000 | 5,703 |
| U.S. Government securities | $9,388,000 | 6,703 |
| U.S. Treasury securities | $2,782,000 | 4,475 |
| U.S. Government agency obligations | $6,606,000 | 6,542 |
| Securities issued by states & political subdivisions | $5,280,000 | 2,642 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,542,000 | 1,754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,511,000 | 3,023 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,280,000 | 4,026 |
| Available-for-sale securities (fair market value) | $10,930,000 | 5,471 |
| Total debt securities | $14,668,000 | 5,961 |
| 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 | $14,325,000 | 6,608 |
| U.S. Government securities | $8,187,000 | 7,733 |
| U.S. Treasury securities | $3,330,000 | 4,792 |
| U.S. Government agency obligations | $4,857,000 | 7,733 |
| Securities issued by states & political subdivisions | $4,905,000 | 2,866 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,233,000 | 2,039 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,960,000 | 3,197 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,905,000 | 4,738 |
| Available-for-sale securities (fair market value) | $9,420,000 | 6,149 |
| Total debt securities | $13,092,000 | 6,835 |
| 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 | $13,841,000 | 7,013 |
| U.S. Government securities | $8,361,000 | 8,007 |
| U.S. Treasury securities | $4,839,000 | 4,724 |
| U.S. Government agency obligations | $3,522,000 | 8,633 |
| Securities issued by states & political subdivisions | $4,315,000 | 3,165 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,165,000 | 1,988 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,864,000 | 3,511 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,315,000 | 5,330 |
| Available-for-sale securities (fair market value) | $9,526,000 | 6,290 |
| Total debt securities | $12,676,000 | 7,236 |
| 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 | $12,157,000 | 8,005 |
| U.S. Government securities | $8,356,000 | 8,487 |
| U.S. Treasury securities | $6,413,000 | 4,735 |
| U.S. Government agency obligations | $1,943,000 | 10,009 |
| Securities issued by states & political subdivisions | $3,173,000 | 4,043 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $628,000 | 2,698 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,925,000 | 4,805 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,173,000 | 9,198 |
| Available-for-sale securities (fair market value) | $8,984,000 | 5,089 |
| Total debt securities | $11,529,000 | 8,087 |
| 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 | $11,767,000 | 8,433 |
| U.S. Government securities | $8,476,000 | 8,681 |
| U.S. Treasury securities | $6,327,000 | 4,890 |
| U.S. Government agency obligations | $2,149,000 | 10,102 |
| Securities issued by states & political subdivisions | $2,947,000 | 4,325 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $344,000 | 3,654 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,123,000 | 4,544 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $11,424,000 | 8,418 |
| 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 | $10,006,000 | 9,147 |
| U.S. Government securities | $7,587,000 | 9,210 |
| U.S. Treasury securities | $3,114,000 | 7,371 |
| U.S. Government agency obligations | $4,473,000 | 8,360 |
| Securities issued by states & political subdivisions | $2,354,000 | 4,655 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $65,000 | 5,889 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,919,000 | 4,563 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $9,941,000 | 9,041 |
| 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 |