Home > Sauk Valley Bank & Trust Company > Securities
Sauk Valley Bank & Trust Company, Securities
| 2023-12-31 | Rank | |
| Total securities | $173,706,000 | 1,105 |
| U.S. Government securities | $88,485,000 | 1,274 |
| U.S. Treasury securities | $6,820,000 | 1,644 |
| U.S. Government agency obligations | $81,665,000 | 1,143 |
| Securities issued by states & political subdivisions | $56,010,000 | 801 |
| Other domestic debt securities | $28,961,000 | 584 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $18,864,000 | 167 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $10,097,000 | 646 |
| 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 | $95,063,000 | 945 |
| Mortgage-backed securities | $65,889,000 | 1,058 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $29,554,000 | 1,198 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $28,644,000 | 578 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,231,000 | 717 |
| Other commercial mortgage-backed securities | $3,460,000 | 810 |
| Held to maturity securities (book value) | $504,000 | 1,592 |
| Available-for-sale securities (fair market value) | $172,952,000 | 943 |
| Total debt securities | $173,457,000 | 1,093 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 747 |
| Fair value | $904,000 | 845 |
| 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 | $182,595,000 | 1,039 |
| U.S. Government securities | $95,794,000 | 1,192 |
| U.S. Treasury securities | $9,688,000 | 1,453 |
| U.S. Government agency obligations | $86,106,000 | 1,078 |
| Securities issued by states & political subdivisions | $57,056,000 | 767 |
| Other domestic debt securities | $29,495,000 | 572 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $19,595,000 | 160 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $9,900,000 | 654 |
| 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 | $95,063,000 | 915 |
| Mortgage-backed securities | $68,188,000 | 1,013 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $29,068,000 | 1,193 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $28,428,000 | 566 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $7,224,000 | 537 |
| Other commercial mortgage-backed securities | $3,468,000 | 796 |
| Held to maturity securities (book value) | $508,000 | 1,611 |
| Available-for-sale securities (fair market value) | $181,837,000 | 884 |
| Total debt securities | $182,345,000 | 1,027 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 768 |
| Fair value | $859,000 | 876 |
| 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 | $191,802,000 | 1,024 |
| U.S. Government securities | $99,651,000 | 1,200 |
| U.S. Treasury securities | $13,652,000 | 1,212 |
| U.S. Government agency obligations | $85,999,000 | 1,119 |
| Securities issued by states & political subdivisions | $58,654,000 | 791 |
| Other domestic debt securities | $33,247,000 | 518 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $19,936,000 | 160 |
| Structured financial products - Total | $944,000 | 564 |
| Other domestic debt securities - All other | $11,372,000 | 600 |
| 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 | $105,625,000 | 851 |
| Mortgage-backed securities | $76,283,000 | 973 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $26,935,000 | 1,286 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $30,277,000 | 554 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $15,119,000 | 355 |
| Other commercial mortgage-backed securities | $3,952,000 | 766 |
| Held to maturity securities (book value) | $512,000 | 1,628 |
| Available-for-sale securities (fair market value) | $191,040,000 | 877 |
| Total debt securities | $191,551,000 | 1,009 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 811 |
| Fair value | $871,000 | 921 |
| 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 | $186,221,000 | 1,105 |
| U.S. Government securities | $101,871,000 | 1,240 |
| U.S. Treasury securities | $13,682,000 | 1,289 |
| U.S. Government agency obligations | $88,189,000 | 1,113 |
| Securities issued by states & political subdivisions | $60,366,000 | 799 |
| Other domestic debt securities | $23,734,000 | 683 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,321,000 | 232 |
| Structured financial products - Total | $959,000 | 561 |
| Other domestic debt securities - All other | $11,454,000 | 627 |
| 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 | $104,936,000 | 785 |
| Mortgage-backed securities | $76,416,000 | 1,017 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $27,848,000 | 1,299 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $29,938,000 | 588 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $15,581,000 | 365 |
| Other commercial mortgage-backed securities | $3,049,000 | 851 |
| Held to maturity securities (book value) | $516,000 | 1,686 |
| Available-for-sale securities (fair market value) | $185,455,000 | 961 |
| Total debt securities | $185,972,000 | 1,093 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 845 |
| Fair value | $871,000 | 962 |
| 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 | $178,763,000 | 1,175 |
| U.S. Government securities | $98,676,000 | 1,284 |
| U.S. Treasury securities | $13,558,000 | 1,338 |
| U.S. Government agency obligations | $85,118,000 | 1,143 |
| Securities issued by states & political subdivisions | $55,592,000 | 896 |
| Other domestic debt securities | $24,245,000 | 676 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,965,000 | 219 |
| Structured financial products - Total | $944,000 | 580 |
| Other domestic debt securities - All other | $11,336,000 | 646 |
| 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 | $87,175,000 | 822 |
| Mortgage-backed securities | $77,364,000 | 1,007 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $28,080,000 | 1,308 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $30,221,000 | 591 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $15,997,000 | 361 |
| Other commercial mortgage-backed securities | $3,066,000 | 851 |
| Held to maturity securities (book value) | $520,000 | 1,696 |
| Available-for-sale securities (fair market value) | $177,993,000 | 1,021 |
| Total debt securities | $178,512,000 | 1,166 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 869 |
| Fair value | $865,000 | 984 |
| 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 | $181,053,000 | 1,166 |
| U.S. Government securities | $102,694,000 | 1,250 |
| U.S. Treasury securities | $13,590,000 | 1,363 |
| U.S. Government agency obligations | $89,104,000 | 1,104 |
| Securities issued by states & political subdivisions | $54,984,000 | 904 |
| Other domestic debt securities | $23,125,000 | 673 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,141,000 | 231 |
| Structured financial products - Total | $956,000 | 427 |
| Other domestic debt securities - All other | $11,028,000 | 650 |
| 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 | $106,588,000 | 675 |
| Mortgage-backed securities | $81,301,000 | 975 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $29,019,000 | 1,292 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $32,314,000 | 568 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $16,709,000 | 356 |
| Other commercial mortgage-backed securities | $3,259,000 | 860 |
| Held to maturity securities (book value) | $523,000 | 1,683 |
| Available-for-sale securities (fair market value) | $180,280,000 | 1,019 |
| Total debt securities | $180,803,000 | 1,154 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 861 |
| Fair value | $869,000 | 964 |
| 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 | $191,287,000 | 1,110 |
| U.S. Government securities | $106,661,000 | 1,215 |
| U.S. Treasury securities | $13,730,000 | 1,343 |
| U.S. Government agency obligations | $92,931,000 | 1,105 |
| Securities issued by states & political subdivisions | $61,900,000 | 852 |
| Other domestic debt securities | $22,476,000 | 648 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,262,000 | 233 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $11,214,000 | 652 |
| 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 | $110,599,000 | 646 |
| Mortgage-backed securities | $84,908,000 | 971 |
| Certificates of participation in pools of residential mortgages | $28,316,000 | 1,379 |
| Issued or guaranteed by U.S. | $28,316,000 | 1,350 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $34,637,000 | 609 |
| CMOs issued by government agencies or sponsored agencies | $34,637,000 | 552 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $21,955,000 | 589 |
| Commercial mortgage pass-through securities | $17,538,000 | 352 |
| Other commercial mortgage-backed securities | $4,417,000 | 840 |
| Held to maturity securities (book value) | $527,000 | 1,621 |
| Available-for-sale securities (fair market value) | $190,510,000 | 991 |
| Total debt securities | $191,037,000 | 1,104 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 840 |
| Fair value | $900,000 | 949 |
| 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 | $194,022,000 | 1,107 |
| U.S. Government securities | $113,189,000 | 1,146 |
| U.S. Treasury securities | $14,029,000 | 1,181 |
| U.S. Government agency obligations | $99,160,000 | 1,050 |
| Securities issued by states & political subdivisions | $58,905,000 | 897 |
| Other domestic debt securities | $21,678,000 | 643 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,675,000 | 235 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $10,003,000 | 685 |
| 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 | $102,451,000 | 647 |
| Mortgage-backed securities | $90,712,000 | 938 |
| Certificates of participation in pools of residential mortgages | $31,610,000 | 1,329 |
| Issued or guaranteed by U.S. | $31,610,000 | 1,307 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $36,963,000 | 582 |
| CMOs issued by government agencies or sponsored agencies | $36,963,000 | 524 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $22,139,000 | 582 |
| Commercial mortgage pass-through securities | $17,338,000 | 355 |
| Other commercial mortgage-backed securities | $4,801,000 | 806 |
| Held to maturity securities (book value) | $531,000 | 1,530 |
| Available-for-sale securities (fair market value) | $193,241,000 | 991 |
| Total debt securities | $193,772,000 | 1,094 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 740 |
| Fair value | $951,000 | 800 |
| 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 | $191,301,000 | 1,082 |
| U.S. Government securities | $110,058,000 | 1,092 |
| U.S. Treasury securities | $13,503,000 | 876 |
| U.S. Government agency obligations | $96,555,000 | 1,058 |
| Securities issued by states & political subdivisions | $59,823,000 | 918 |
| Other domestic debt securities | $21,170,000 | 635 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,884,000 | 250 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $10,286,000 | 643 |
| 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 | $102,317,000 | 649 |
| Mortgage-backed securities | $89,685,000 | 941 |
| Certificates of participation in pools of residential mortgages | $30,819,000 | 1,335 |
| Issued or guaranteed by U.S. | $30,819,000 | 1,305 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $35,778,000 | 574 |
| CMOs issued by government agencies or sponsored agencies | $35,778,000 | 534 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $23,088,000 | 562 |
| Commercial mortgage pass-through securities | $17,552,000 | 350 |
| Other commercial mortgage-backed securities | $5,536,000 | 756 |
| Held to maturity securities (book value) | $535,000 | 1,437 |
| Available-for-sale securities (fair market value) | $190,516,000 | 991 |
| Total debt securities | $191,050,000 | 1,071 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 321 |
| Fair value | $4,000,000 | 322 |
| 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 | $176,262,000 | 1,110 |
| U.S. Government securities | $95,690,000 | 1,159 |
| U.S. Treasury securities | $5,320,000 | 1,126 |
| U.S. Government agency obligations | $90,370,000 | 1,076 |
| Securities issued by states & political subdivisions | $60,692,000 | 882 |
| Other domestic debt securities | $19,630,000 | 624 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,094,000 | 248 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $8,536,000 | 673 |
| 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 | $113,534,000 | 590 |
| Mortgage-backed securities | $86,344,000 | 933 |
| Certificates of participation in pools of residential mortgages | $29,589,000 | 1,323 |
| Issued or guaranteed by U.S. | $29,589,000 | 1,293 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $34,096,000 | 574 |
| CMOs issued by government agencies or sponsored agencies | $34,096,000 | 544 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $22,659,000 | 563 |
| Commercial mortgage pass-through securities | $15,989,000 | 359 |
| Other commercial mortgage-backed securities | $6,670,000 | 704 |
| Held to maturity securities (book value) | $1,539,000 | 1,246 |
| Available-for-sale securities (fair market value) | $174,473,000 | 1,022 |
| Total debt securities | $176,011,000 | 1,096 |
| 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 | $179,923,000 | 1,024 |
| U.S. Government securities | $96,330,000 | 1,095 |
| U.S. Treasury securities | $4,282,000 | 1,125 |
| U.S. Government agency obligations | $92,048,000 | 1,022 |
| Securities issued by states & political subdivisions | $64,072,000 | 818 |
| Other domestic debt securities | $19,521,000 | 600 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,295,000 | 247 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $8,226,000 | 641 |
| 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 | $121,412,000 | 539 |
| Mortgage-backed securities | $87,888,000 | 892 |
| Certificates of participation in pools of residential mortgages | $32,100,000 | 1,216 |
| Issued or guaranteed by U.S. | $32,100,000 | 1,189 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $31,974,000 | 572 |
| CMOs issued by government agencies or sponsored agencies | $31,974,000 | 541 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $23,814,000 | 535 |
| Commercial mortgage pass-through securities | $16,563,000 | 344 |
| Other commercial mortgage-backed securities | $7,251,000 | 654 |
| Held to maturity securities (book value) | $1,000,000 | 1,330 |
| Available-for-sale securities (fair market value) | $178,923,000 | 949 |
| Total debt securities | $179,922,000 | 1,012 |
| Structured notes | ||
| Amortized cost | $4,625,000 | 217 |
| Fair value | $4,694,000 | 214 |
| 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 | $174,581,000 | 984 |
| U.S. Government securities | $93,884,000 | 1,014 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $93,884,000 | 946 |
| Securities issued by states & political subdivisions | $57,830,000 | 858 |
| Other domestic debt securities | $22,867,000 | 543 |
| Privately issued residential mortgage-backed securities | $4,214,000 | 297 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,040,000 | 234 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $6,613,000 | 669 |
| 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 | $86,108,000 | 701 |
| Mortgage-backed securities | $93,894,000 | 804 |
| Certificates of participation in pools of residential mortgages | $35,608,000 | 1,062 |
| Issued or guaranteed by U.S. | $35,608,000 | 1,037 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $36,198,000 | 507 |
| CMOs issued by government agencies or sponsored agencies | $31,984,000 | 526 |
| Privately issued | $4,214,000 | 181 |
| Commercial mortgage-backed securities | $22,088,000 | 517 |
| Commercial mortgage pass-through securities | $16,775,000 | 327 |
| Other commercial mortgage-backed securities | $5,313,000 | 716 |
| Held to maturity securities (book value) | $1,000,000 | 1,312 |
| Available-for-sale securities (fair market value) | $173,581,000 | 908 |
| Total debt securities | $174,582,000 | 973 |
| 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 | $163,229,000 | 971 |
| U.S. Government securities | $88,877,000 | 961 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $88,877,000 | 913 |
| Securities issued by states & political subdivisions | $51,781,000 | 904 |
| Other domestic debt securities | $22,571,000 | 515 |
| Privately issued residential mortgage-backed securities | $4,460,000 | 266 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,109,000 | 230 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $6,002,000 | 675 |
| 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 | $92,691,000 | 635 |
| Mortgage-backed securities | $90,927,000 | 751 |
| Certificates of participation in pools of residential mortgages | $36,934,000 | 955 |
| Issued or guaranteed by U.S. | $36,934,000 | 935 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $37,321,000 | 493 |
| CMOs issued by government agencies or sponsored agencies | $32,861,000 | 509 |
| Privately issued | $4,460,000 | 168 |
| Commercial mortgage-backed securities | $16,672,000 | 585 |
| Commercial mortgage pass-through securities | $13,556,000 | 350 |
| Other commercial mortgage-backed securities | $3,116,000 | 830 |
| Held to maturity securities (book value) | $1,500,000 | 1,205 |
| Available-for-sale securities (fair market value) | $161,729,000 | 885 |
| Total debt securities | $163,229,000 | 960 |
| 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 | $145,572,000 | 1,000 |
| U.S. Government securities | $78,353,000 | 1,000 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $78,353,000 | 945 |
| Securities issued by states & political subdivisions | $47,538,000 | 887 |
| Other domestic debt securities | $19,681,000 | 528 |
| Privately issued residential mortgage-backed securities | $1,552,000 | 368 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,198,000 | 216 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $5,931,000 | 649 |
| 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 | $102,918,000 | 569 |
| Mortgage-backed securities | $78,497,000 | 814 |
| Certificates of participation in pools of residential mortgages | $34,370,000 | 979 |
| Issued or guaranteed by U.S. | $34,370,000 | 956 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $27,432,000 | 612 |
| CMOs issued by government agencies or sponsored agencies | $25,880,000 | 608 |
| Privately issued | $1,552,000 | 225 |
| Commercial mortgage-backed securities | $16,695,000 | 571 |
| Commercial mortgage pass-through securities | $13,192,000 | 351 |
| Other commercial mortgage-backed securities | $3,503,000 | 773 |
| Held to maturity securities (book value) | $1,500,000 | 1,209 |
| Available-for-sale securities (fair market value) | $144,072,000 | 921 |
| Total debt securities | $145,572,000 | 989 |
| Structured notes | ||
| Amortized cost | $8,102,000 | 47 |
| Fair value | $8,713,000 | 43 |
| 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 | $122,074,000 | 1,124 |
| U.S. Government securities | $63,446,000 | 1,194 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $63,446,000 | 1,119 |
| Securities issued by states & political subdivisions | $44,443,000 | 884 |
| Other domestic debt securities | $14,185,000 | 594 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,316,000 | 217 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $4,869,000 | 693 |
| 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 | $105,754,000 | 575 |
| Mortgage-backed securities | $61,964,000 | 979 |
| Certificates of participation in pools of residential mortgages | $25,129,000 | 1,183 |
| Issued or guaranteed by U.S. | $25,129,000 | 1,149 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $22,147,000 | 746 |
| CMOs issued by government agencies or sponsored agencies | $22,147,000 | 709 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $14,688,000 | 595 |
| Commercial mortgage pass-through securities | $11,121,000 | 391 |
| Other commercial mortgage-backed securities | $3,567,000 | 738 |
| Held to maturity securities (book value) | $1,501,000 | 1,210 |
| Available-for-sale securities (fair market value) | $120,573,000 | 1,026 |
| Total debt securities | $122,074,000 | 1,106 |
| 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 | $110,380,000 | 1,181 |
| U.S. Government securities | $60,426,000 | 1,236 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $60,426,000 | 1,169 |
| Securities issued by states & political subdivisions | $40,269,000 | 858 |
| Other domestic debt securities | $9,685,000 | 702 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,068,000 | 232 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $2,617,000 | 854 |
| 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 | $54,993,000 | 909 |
| Mortgage-backed securities | $58,888,000 | 1,004 |
| Certificates of participation in pools of residential mortgages | $19,524,000 | 1,408 |
| Issued or guaranteed by U.S. | $19,524,000 | 1,369 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $23,963,000 | 725 |
| CMOs issued by government agencies or sponsored agencies | $23,963,000 | 695 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $15,401,000 | 574 |
| Commercial mortgage pass-through securities | $11,718,000 | 361 |
| Other commercial mortgage-backed securities | $3,683,000 | 713 |
| Held to maturity securities (book value) | $1,502,000 | 1,218 |
| Available-for-sale securities (fair market value) | $108,878,000 | 1,090 |
| Total debt securities | $110,380,000 | 1,165 |
| 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 | $100,802,000 | 1,265 |
| U.S. Government securities | $59,010,000 | 1,274 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $59,010,000 | 1,206 |
| Securities issued by states & political subdivisions | $34,587,000 | 965 |
| Other domestic debt securities | $7,205,000 | 769 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $5,060,000 | 241 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $2,145,000 | 885 |
| 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 | $48,095,000 | 986 |
| Mortgage-backed securities | $56,904,000 | 1,008 |
| Certificates of participation in pools of residential mortgages | $17,429,000 | 1,453 |
| Issued or guaranteed by U.S. | $17,429,000 | 1,414 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $23,027,000 | 740 |
| CMOs issued by government agencies or sponsored agencies | $23,027,000 | 712 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $16,448,000 | 550 |
| Commercial mortgage pass-through securities | $12,466,000 | 346 |
| Other commercial mortgage-backed securities | $3,982,000 | 666 |
| Held to maturity securities (book value) | $2,202,000 | 1,156 |
| Available-for-sale securities (fair market value) | $98,600,000 | 1,179 |
| Total debt securities | $100,805,000 | 1,241 |
| Structured notes | ||
| Amortized cost | $1,817,000 | 324 |
| Fair value | $1,834,000 | 324 |
| 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 | $99,548,000 | 1,267 |
| U.S. Government securities | $57,480,000 | 1,301 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $57,480,000 | 1,227 |
| Securities issued by states & political subdivisions | $35,544,000 | 921 |
| Other domestic debt securities | $6,524,000 | 797 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $4,898,000 | 237 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,626,000 | 974 |
| 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 | $48,095,000 | 999 |
| Mortgage-backed securities | $55,182,000 | 1,018 |
| Certificates of participation in pools of residential mortgages | $17,936,000 | 1,394 |
| Issued or guaranteed by U.S. | $17,936,000 | 1,356 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $22,496,000 | 753 |
| CMOs issued by government agencies or sponsored agencies | $22,496,000 | 722 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $14,750,000 | 572 |
| Commercial mortgage pass-through securities | $13,428,000 | 331 |
| Other commercial mortgage-backed securities | $1,322,000 | 907 |
| Held to maturity securities (book value) | $2,203,000 | 1,220 |
| Available-for-sale securities (fair market value) | $97,345,000 | 1,175 |
| Total debt securities | $99,548,000 | 1,249 |
| Structured notes | ||
| Amortized cost | $485,000 | 746 |
| Fair value | $496,000 | 735 |
| 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 | $89,691,000 | 1,391 |
| U.S. Government securities | $45,955,000 | 1,573 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $45,955,000 | 1,484 |
| Securities issued by states & political subdivisions | $36,968,000 | 890 |
| Other domestic debt securities | $6,768,000 | 763 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $5,155,000 | 215 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $1,613,000 | 998 |
| 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 | $40,724,000 | 1,164 |
| Mortgage-backed securities | $43,490,000 | 1,203 |
| Certificates of participation in pools of residential mortgages | $15,777,000 | 1,507 |
| Issued or guaranteed by U.S. | $15,777,000 | 1,483 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $11,919,000 | 1,071 |
| CMOs issued by government agencies or sponsored agencies | $11,919,000 | 1,036 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $15,794,000 | 528 |
| Commercial mortgage pass-through securities | $13,987,000 | 330 |
| Other commercial mortgage-backed securities | $1,807,000 | 823 |
| Held to maturity securities (book value) | $2,204,000 | 1,261 |
| Available-for-sale securities (fair market value) | $87,487,000 | 1,293 |
| Total debt securities | $89,691,000 | 1,377 |
| Structured notes | ||
| Amortized cost | $484,000 | 806 |
| Fair value | $496,000 | 786 |
| 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 | $83,003,000 | 1,481 |
| U.S. Government securities | $44,033,000 | 1,631 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $44,033,000 | 1,539 |
| Securities issued by states & political subdivisions | $32,981,000 | 1,034 |
| Other domestic debt securities | $5,989,000 | 805 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $4,369,000 | 214 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,620,000 | 1,006 |
| 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 | $29,339,000 | 1,512 |
| Mortgage-backed securities | $41,475,000 | 1,216 |
| Certificates of participation in pools of residential mortgages | $14,484,000 | 1,610 |
| Issued or guaranteed by U.S. | $14,484,000 | 1,579 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $12,243,000 | 1,047 |
| CMOs issued by government agencies or sponsored agencies | $12,243,000 | 1,007 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $14,748,000 | 529 |
| Commercial mortgage pass-through securities | $12,885,000 | 342 |
| Other commercial mortgage-backed securities | $1,863,000 | 746 |
| Held to maturity securities (book value) | $2,204,000 | 1,280 |
| Available-for-sale securities (fair market value) | $80,799,000 | 1,382 |
| Total debt securities | $83,003,000 | 1,469 |
| Structured notes | ||
| Amortized cost | $482,000 | 820 |
| Fair value | $486,000 | 809 |
| 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 | $78,989,000 | 1,548 |
| U.S. Government securities | $39,290,000 | 1,813 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $39,290,000 | 1,704 |
| Securities issued by states & political subdivisions | $34,217,000 | 1,035 |
| Other domestic debt securities | $5,482,000 | 809 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $3,879,000 | 222 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,603,000 | 1,008 |
| 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 | $27,681,000 | 1,573 |
| Mortgage-backed securities | $36,582,000 | 1,316 |
| Certificates of participation in pools of residential mortgages | $10,294,000 | 1,965 |
| Issued or guaranteed by U.S. | $10,294,000 | 1,938 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $8,627,000 | 1,254 |
| CMOs issued by government agencies or sponsored agencies | $8,627,000 | 1,214 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $17,661,000 | 472 |
| Commercial mortgage pass-through securities | $15,787,000 | 298 |
| Other commercial mortgage-backed securities | $1,874,000 | 715 |
| Held to maturity securities (book value) | $2,205,000 | 1,319 |
| Available-for-sale securities (fair market value) | $76,784,000 | 1,458 |
| Total debt securities | $78,991,000 | 1,531 |
| Structured notes | ||
| Amortized cost | $481,000 | 848 |
| Fair value | $480,000 | 834 |
| 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 | $82,444,000 | 1,505 |
| U.S. Government securities | $41,201,000 | 1,748 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $41,201,000 | 1,656 |
| Securities issued by states & political subdivisions | $35,523,000 | 1,000 |
| Other domestic debt securities | $5,720,000 | 771 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $4,096,000 | 214 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $1,624,000 | 1,003 |
| 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 | $29,374,000 | 1,504 |
| Mortgage-backed securities | $38,350,000 | 1,280 |
| Certificates of participation in pools of residential mortgages | $10,796,000 | 1,951 |
| Issued or guaranteed by U.S. | $10,796,000 | 1,937 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $8,955,000 | 1,213 |
| CMOs issued by government agencies or sponsored agencies | $8,955,000 | 1,173 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $18,599,000 | 454 |
| Commercial mortgage pass-through securities | $16,713,000 | 285 |
| Other commercial mortgage-backed securities | $1,886,000 | 711 |
| Held to maturity securities (book value) | $4,706,000 | 1,117 |
| Available-for-sale securities (fair market value) | $77,738,000 | 1,443 |
| Total debt securities | $82,442,000 | 1,490 |
| Structured notes | ||
| Amortized cost | $2,979,000 | 365 |
| Fair value | $2,986,000 | 336 |
| 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 | $82,919,000 | 1,514 |
| U.S. Government securities | $41,200,000 | 1,728 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $41,200,000 | 1,634 |
| Securities issued by states & political subdivisions | $35,796,000 | 1,038 |
| Other domestic debt securities | $5,923,000 | 863 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $4,299,000 | 201 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $1,624,000 | 1,007 |
| 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 | $39,573,000 | 1,216 |
| Mortgage-backed securities | $39,647,000 | 1,268 |
| Certificates of participation in pools of residential mortgages | $11,466,000 | 1,940 |
| Issued or guaranteed by U.S. | $11,466,000 | 1,859 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $8,388,000 | 1,260 |
| CMOs issued by government agencies or sponsored agencies | $8,388,000 | 1,218 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $19,793,000 | 416 |
| Commercial mortgage pass-through securities | $17,843,000 | 259 |
| Other commercial mortgage-backed securities | $1,950,000 | 690 |
| Held to maturity securities (book value) | $4,707,000 | 1,134 |
| Available-for-sale securities (fair market value) | $78,212,000 | 1,456 |
| Total debt securities | $82,919,000 | 1,497 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 383 |
| Fair value | $2,500,000 | 381 |
| 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 | $81,875,000 | 1,542 |
| U.S. Government securities | $42,384,000 | 1,729 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $42,384,000 | 1,644 |
| Securities issued by states & political subdivisions | $33,353,000 | 1,122 |
| Other domestic debt securities | $6,138,000 | 742 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $4,518,000 | 184 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $1,620,000 | 1,028 |
| 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 | $26,896,000 | 1,643 |
| Mortgage-backed securities | $23,327,000 | 1,761 |
| Certificates of participation in pools of residential mortgages | $12,360,000 | 1,893 |
| Issued or guaranteed by U.S. | $12,360,000 | 1,891 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $8,913,000 | 1,213 |
| CMOs issued by government agencies or sponsored agencies | $8,913,000 | 1,169 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $2,054,000 | 1,007 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $2,054,000 | 650 |
| Held to maturity securities (book value) | $2,207,000 | 1,393 |
| Available-for-sale securities (fair market value) | $79,668,000 | 1,440 |
| Total debt securities | $81,875,000 | 1,525 |
| 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 | $81,188,000 | 1,590 |
| U.S. Government securities | $41,537,000 | 1,765 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $41,537,000 | 1,690 |
| Securities issued by states & political subdivisions | $33,045,000 | 1,173 |
| Other domestic debt securities | $6,606,000 | 717 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $4,753,000 | 176 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $1,853,000 | 1,005 |
| 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 | $24,858,000 | 1,757 |
| Mortgage-backed securities | $21,285,000 | 1,875 |
| Certificates of participation in pools of residential mortgages | $9,802,000 | 2,149 |
| Issued or guaranteed by U.S. | $9,802,000 | 2,148 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $9,347,000 | 1,181 |
| CMOs issued by government agencies or sponsored agencies | $9,347,000 | 1,138 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $2,136,000 | 989 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $2,136,000 | 621 |
| Held to maturity securities (book value) | $2,208,000 | 1,428 |
| Available-for-sale securities (fair market value) | $78,980,000 | 1,485 |
| Total debt securities | $81,188,000 | 1,569 |
| 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 | $82,936,000 | 1,585 |
| U.S. Government securities | $41,841,000 | 1,775 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $41,841,000 | 1,697 |
| Securities issued by states & political subdivisions | $34,472,000 | 1,136 |
| Other domestic debt securities | $6,623,000 | 727 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $4,981,000 | 165 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $1,642,000 | 1,076 |
| 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 | $40,684,000 | 1,250 |
| Mortgage-backed securities | $22,798,000 | 1,819 |
| Certificates of participation in pools of residential mortgages | $10,401,000 | 2,126 |
| Issued or guaranteed by U.S. | $10,401,000 | 2,124 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $10,226,000 | 1,129 |
| CMOs issued by government agencies or sponsored agencies | $10,226,000 | 1,084 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $2,171,000 | 979 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $2,171,000 | 600 |
| Held to maturity securities (book value) | $2,209,000 | 1,472 |
| Available-for-sale securities (fair market value) | $80,727,000 | 1,474 |
| Total debt securities | $82,926,000 | 1,562 |
| 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 | $78,901,000 | 1,680 |
| U.S. Government securities | $38,024,000 | 1,927 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $38,024,000 | 1,840 |
| Securities issued by states & political subdivisions | $33,533,000 | 1,185 |
| Other domestic debt securities | $7,344,000 | 694 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $5,249,000 | 145 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $2,095,000 | 967 |
| 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 | $42,188,000 | 1,229 |
| Mortgage-backed securities | $18,236,000 | 2,092 |
| Certificates of participation in pools of residential mortgages | $5,306,000 | 2,838 |
| Issued or guaranteed by U.S. | $5,306,000 | 2,837 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $10,686,000 | 1,108 |
| CMOs issued by government agencies or sponsored agencies | $10,686,000 | 1,057 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $2,244,000 | 945 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $2,244,000 | 579 |
| Held to maturity securities (book value) | $2,209,000 | 1,498 |
| Available-for-sale securities (fair market value) | $76,692,000 | 1,570 |
| Total debt securities | $78,902,000 | 1,658 |
| 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 | $81,276,000 | 1,650 |
| U.S. Government securities | $41,585,000 | 1,856 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $41,585,000 | 1,773 |
| Securities issued by states & political subdivisions | $32,619,000 | 1,226 |
| Other domestic debt securities | $7,072,000 | 720 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $5,504,000 | 151 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $1,568,000 | 1,113 |
| 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 | $38,786,000 | 1,320 |
| Mortgage-backed securities | $21,049,000 | 1,951 |
| Certificates of participation in pools of residential mortgages | $7,031,000 | 2,609 |
| Issued or guaranteed by U.S. | $7,031,000 | 2,609 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $11,672,000 | 1,049 |
| CMOs issued by government agencies or sponsored agencies | $11,672,000 | 1,002 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $2,346,000 | 908 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $2,346,000 | 569 |
| Held to maturity securities (book value) | $2,210,000 | 1,526 |
| Available-for-sale securities (fair market value) | $79,066,000 | 1,531 |
| Total debt securities | $81,277,000 | 1,624 |
| Structured notes | ||
| Amortized cost | $400,000 | 958 |
| Fair value | $402,000 | 955 |
| 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 | $80,307,000 | 1,657 |
| U.S. Government securities | $40,264,000 | 1,865 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $40,264,000 | 1,769 |
| Securities issued by states & political subdivisions | $32,625,000 | 1,231 |
| Other domestic debt securities | $7,418,000 | 698 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $5,605,000 | 145 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $1,813,000 | 1,068 |
| 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 | $34,813,000 | 1,430 |
| Mortgage-backed securities | $20,318,000 | 1,989 |
| Certificates of participation in pools of residential mortgages | $7,404,000 | 2,561 |
| Issued or guaranteed by U.S. | $7,404,000 | 2,557 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $10,509,000 | 1,104 |
| CMOs issued by government agencies or sponsored agencies | $10,509,000 | 1,054 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $2,405,000 | 865 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $2,405,000 | 547 |
| Held to maturity securities (book value) | $2,211,000 | 1,535 |
| Available-for-sale securities (fair market value) | $78,096,000 | 1,546 |
| Total debt securities | $80,308,000 | 1,630 |
| Structured notes | ||
| Amortized cost | $2,848,000 | 402 |
| Fair value | $2,961,000 | 369 |
| 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 | $80,697,000 | 1,647 |
| U.S. Government securities | $38,496,000 | 1,919 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $38,496,000 | 1,841 |
| Securities issued by states & political subdivisions | $34,635,000 | 1,164 |
| Other domestic debt securities | $7,566,000 | 699 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $5,738,000 | 141 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $1,828,000 | 1,061 |
| 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 | $50,630,000 | 1,080 |
| Mortgage-backed securities | $20,251,000 | 2,016 |
| Certificates of participation in pools of residential mortgages | $7,980,000 | 2,515 |
| Issued or guaranteed by U.S. | $7,980,000 | 2,514 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $9,712,000 | 1,168 |
| CMOs issued by government agencies or sponsored agencies | $9,712,000 | 1,116 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $2,559,000 | 806 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $2,559,000 | 524 |
| Held to maturity securities (book value) | $2,212,000 | 1,547 |
| Available-for-sale securities (fair market value) | $78,485,000 | 1,527 |
| Total debt securities | $80,696,000 | 1,619 |
| Structured notes | ||
| Amortized cost | $2,870,000 | 388 |
| Fair value | $3,028,000 | 349 |
| 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 | $80,954,000 | 1,661 |
| U.S. Government securities | $38,960,000 | 1,947 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $38,960,000 | 1,867 |
| Securities issued by states & political subdivisions | $34,358,000 | 1,175 |
| Other domestic debt securities | $7,636,000 | 707 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $5,824,000 | 144 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,812,000 | 1,082 |
| 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 | $61,933,000 | 937 |
| Mortgage-backed securities | $23,241,000 | 1,888 |
| Certificates of participation in pools of residential mortgages | $11,605,000 | 2,148 |
| Issued or guaranteed by U.S. | $11,605,000 | 2,144 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $8,901,000 | 1,243 |
| CMOs issued by government agencies or sponsored agencies | $8,901,000 | 1,182 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $2,735,000 | 744 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $2,735,000 | 503 |
| Held to maturity securities (book value) | $2,212,000 | 1,594 |
| Available-for-sale securities (fair market value) | $78,742,000 | 1,526 |
| Total debt securities | $80,952,000 | 1,638 |
| Structured notes | ||
| Amortized cost | $458,000 | 1,062 |
| Fair value | $467,000 | 1,059 |
| 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 | $82,884,000 | 1,647 |
| U.S. Government securities | $41,066,000 | 1,957 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $41,066,000 | 1,861 |
| Securities issued by states & political subdivisions | $34,066,000 | 1,159 |
| Other domestic debt securities | $7,752,000 | 690 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $5,943,000 | 147 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,809,000 | 1,079 |
| 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 | $69,535,000 | 846 |
| Mortgage-backed securities | $25,036,000 | 1,810 |
| Certificates of participation in pools of residential mortgages | $12,854,000 | 2,050 |
| Issued or guaranteed by U.S. | $12,854,000 | 2,048 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $9,413,000 | 1,209 |
| CMOs issued by government agencies or sponsored agencies | $9,413,000 | 1,150 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $2,769,000 | 723 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $2,769,000 | 477 |
| Held to maturity securities (book value) | $2,213,000 | 1,630 |
| Available-for-sale securities (fair market value) | $80,671,000 | 1,514 |
| Total debt securities | $82,884,000 | 1,627 |
| Structured notes | ||
| Amortized cost | $478,000 | 1,249 |
| Fair value | $490,000 | 1,241 |
| 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 | $79,865,000 | 1,717 |
| U.S. Government securities | $37,837,000 | 2,101 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $37,837,000 | 2,013 |
| Securities issued by states & political subdivisions | $34,153,000 | 1,161 |
| Other domestic debt securities | $7,875,000 | 676 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $6,076,000 | 152 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,799,000 | 1,072 |
| 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 | $60,870,000 | 969 |
| Mortgage-backed securities | $23,060,000 | 1,917 |
| Certificates of participation in pools of residential mortgages | $13,479,000 | 1,999 |
| Issued or guaranteed by U.S. | $13,479,000 | 1,997 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,814,000 | 1,446 |
| CMOs issued by government agencies or sponsored agencies | $6,814,000 | 1,380 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $2,767,000 | 685 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $2,767,000 | 449 |
| Held to maturity securities (book value) | $2,688,000 | 1,600 |
| Available-for-sale securities (fair market value) | $77,177,000 | 1,594 |
| Total debt securities | $79,866,000 | 1,695 |
| Structured notes | ||
| Amortized cost | $505,000 | 1,250 |
| Fair value | $520,000 | 1,244 |
| 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 | $80,224,000 | 1,716 |
| U.S. Government securities | $37,761,000 | 2,122 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $37,761,000 | 2,040 |
| Securities issued by states & political subdivisions | $34,422,000 | 1,145 |
| Other domestic debt securities | $8,041,000 | 668 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $6,218,000 | 157 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,823,000 | 1,065 |
| 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 | $66,734,000 | 887 |
| Mortgage-backed securities | $24,355,000 | 1,858 |
| Certificates of participation in pools of residential mortgages | $14,317,000 | 1,938 |
| Issued or guaranteed by U.S. | $14,317,000 | 1,937 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $7,226,000 | 1,421 |
| CMOs issued by government agencies or sponsored agencies | $7,226,000 | 1,354 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $2,812,000 | 657 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $2,812,000 | 422 |
| Held to maturity securities (book value) | $2,689,000 | 1,606 |
| Available-for-sale securities (fair market value) | $77,535,000 | 1,586 |
| Total debt securities | $80,224,000 | 1,696 |
| Structured notes | ||
| Amortized cost | $508,000 | 1,408 |
| Fair value | $524,000 | 1,406 |
| 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 | $88,502,000 | 1,601 |
| U.S. Government securities | $44,436,000 | 1,942 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $44,436,000 | 1,862 |
| Securities issued by states & political subdivisions | $36,831,000 | 1,055 |
| Other domestic debt securities | $7,235,000 | 714 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $6,411,000 | 160 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $824,000 | 1,396 |
| 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 | $57,788,000 | 1,019 |
| Mortgage-backed securities | $30,449,000 | 1,662 |
| Certificates of participation in pools of residential mortgages | $18,676,000 | 1,689 |
| Issued or guaranteed by U.S. | $18,676,000 | 1,689 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $8,608,000 | 1,358 |
| CMOs issued by government agencies or sponsored agencies | $8,608,000 | 1,295 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $3,165,000 | 594 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $3,165,000 | 380 |
| Held to maturity securities (book value) | $1,690,000 | 1,775 |
| Available-for-sale securities (fair market value) | $86,812,000 | 1,454 |
| Total debt securities | $88,501,000 | 1,585 |
| Structured notes | ||
| Amortized cost | $809,000 | 1,462 |
| Fair value | $829,000 | 1,457 |
| 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 | $83,413,000 | 1,707 |
| U.S. Government securities | $42,342,000 | 2,059 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $42,342,000 | 1,978 |
| Securities issued by states & political subdivisions | $33,730,000 | 1,132 |
| Other domestic debt securities | $7,341,000 | 708 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $6,525,000 | 165 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $816,000 | 1,425 |
| 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 | $55,674,000 | 1,079 |
| Mortgage-backed securities | $30,529,000 | 1,674 |
| Certificates of participation in pools of residential mortgages | $17,637,000 | 1,779 |
| Issued or guaranteed by U.S. | $17,637,000 | 1,779 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $9,708,000 | 1,316 |
| CMOs issued by government agencies or sponsored agencies | $9,708,000 | 1,258 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $3,184,000 | 577 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $3,184,000 | 365 |
| Held to maturity securities (book value) | $1,690,000 | 1,773 |
| Available-for-sale securities (fair market value) | $81,723,000 | 1,569 |
| Total debt securities | $83,413,000 | 1,681 |
| Structured notes | ||
| Amortized cost | $861,000 | 1,533 |
| Fair value | $883,000 | 1,530 |
| 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 | $77,655,000 | 1,828 |
| U.S. Government securities | $39,882,000 | 2,182 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $39,882,000 | 2,096 |
| Securities issued by states & political subdivisions | $30,233,000 | 1,278 |
| Other domestic debt securities | $7,540,000 | 693 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $6,699,000 | 162 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $841,000 | 1,435 |
| 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 | $52,612,000 | 1,126 |
| Mortgage-backed securities | $29,347,000 | 1,764 |
| Certificates of participation in pools of residential mortgages | $17,754,000 | 1,820 |
| Issued or guaranteed by U.S. | $17,754,000 | 1,818 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $8,427,000 | 1,430 |
| CMOs issued by government agencies or sponsored agencies | $8,427,000 | 1,362 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $3,166,000 | 562 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $3,166,000 | 347 |
| Held to maturity securities (book value) | $1,691,000 | 1,797 |
| Available-for-sale securities (fair market value) | $75,964,000 | 1,672 |
| Total debt securities | $77,655,000 | 1,805 |
| Structured notes | ||
| Amortized cost | $902,000 | 1,610 |
| Fair value | $922,000 | 1,608 |
| 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 | $79,713,000 | 1,812 |
| U.S. Government securities | $40,489,000 | 2,216 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $40,489,000 | 2,130 |
| Securities issued by states & political subdivisions | $30,461,000 | 1,269 |
| Other domestic debt securities | $8,763,000 | 654 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $1,096,000 | 105 |
| Asset backed securities | $6,835,000 | 167 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $832,000 | 1,469 |
| 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 | $66,078,000 | 905 |
| Mortgage-backed securities | $30,704,000 | 1,773 |
| Certificates of participation in pools of residential mortgages | $18,745,000 | 1,810 |
| Issued or guaranteed by U.S. | $18,745,000 | 1,808 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $8,800,000 | 1,437 |
| CMOs issued by government agencies or sponsored agencies | $8,800,000 | 1,358 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $3,159,000 | 541 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $3,159,000 | 322 |
| Held to maturity securities (book value) | $1,692,000 | 1,825 |
| Available-for-sale securities (fair market value) | $78,021,000 | 1,659 |
| Total debt securities | $79,712,000 | 1,787 |
| Structured notes | ||
| Amortized cost | $955,000 | 1,705 |
| Fair value | $976,000 | 1,645 |
| 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 | $81,064,000 | 1,799 |
| U.S. Government securities | $43,544,000 | 2,106 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $43,544,000 | 2,031 |
| Securities issued by states & political subdivisions | $29,228,000 | 1,331 |
| Other domestic debt securities | $8,292,000 | 694 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $7,470,000 | 173 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $822,000 | 1,510 |
| 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 | $68,476,000 | 880 |
| Mortgage-backed securities | $32,272,000 | 1,754 |
| Certificates of participation in pools of residential mortgages | $19,931,000 | 1,778 |
| Issued or guaranteed by U.S. | $19,931,000 | 1,776 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $9,168,000 | 1,414 |
| CMOs issued by government agencies or sponsored agencies | $9,168,000 | 1,342 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $3,173,000 | 542 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $3,173,000 | 313 |
| Held to maturity securities (book value) | $1,692,000 | 1,836 |
| Available-for-sale securities (fair market value) | $79,372,000 | 1,635 |
| Total debt securities | $81,063,000 | 1,774 |
| Structured notes | ||
| Amortized cost | $1,033,000 | 1,563 |
| Fair value | $1,047,000 | 1,559 |
| 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 | $80,578,000 | 1,822 |
| U.S. Government securities | $43,703,000 | 2,122 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $43,703,000 | 2,054 |
| Securities issued by states & political subdivisions | $28,963,000 | 1,329 |
| Other domestic debt securities | $7,912,000 | 735 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $7,099,000 | 179 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $813,000 | 1,548 |
| 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 | $60,450,000 | 996 |
| Mortgage-backed securities | $33,883,000 | 1,700 |
| Certificates of participation in pools of residential mortgages | $23,627,000 | 1,564 |
| Issued or guaranteed by U.S. | $23,627,000 | 1,563 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $7,102,000 | 1,586 |
| CMOs issued by government agencies or sponsored agencies | $7,102,000 | 1,519 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $3,154,000 | 514 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $3,154,000 | 295 |
| Held to maturity securities (book value) | $1,693,000 | 1,838 |
| Available-for-sale securities (fair market value) | $78,885,000 | 1,661 |
| Total debt securities | $80,579,000 | 1,799 |
| Structured notes | ||
| Amortized cost | $1,138,000 | 1,545 |
| Fair value | $1,155,000 | 1,533 |
| 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 | $88,869,000 | 1,661 |
| U.S. Government securities | $50,287,000 | 1,860 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $50,287,000 | 1,807 |
| Securities issued by states & political subdivisions | $29,188,000 | 1,331 |
| Other domestic debt securities | $9,394,000 | 710 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $8,586,000 | 156 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $808,000 | 1,585 |
| 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 | $62,611,000 | 954 |
| Mortgage-backed securities | $39,583,000 | 1,511 |
| Certificates of participation in pools of residential mortgages | $28,717,000 | 1,362 |
| Issued or guaranteed by U.S. | $28,717,000 | 1,362 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $7,673,000 | 1,545 |
| CMOs issued by government agencies or sponsored agencies | $7,673,000 | 1,476 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $3,193,000 | 485 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $3,193,000 | 282 |
| Held to maturity securities (book value) | $1,693,000 | 1,825 |
| Available-for-sale securities (fair market value) | $87,176,000 | 1,501 |
| Total debt securities | $88,871,000 | 1,636 |
| Structured notes | ||
| Amortized cost | $1,400,000 | 1,470 |
| Fair value | $1,420,000 | 1,434 |
| 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 | $89,321,000 | 1,675 |
| U.S. Government securities | $49,698,000 | 1,894 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $49,698,000 | 1,833 |
| Securities issued by states & political subdivisions | $29,939,000 | 1,295 |
| Other domestic debt securities | $9,684,000 | 718 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $8,876,000 | 161 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $808,000 | 1,623 |
| 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 | $69,325,000 | 859 |
| Mortgage-backed securities | $41,552,000 | 1,468 |
| Certificates of participation in pools of residential mortgages | $30,287,000 | 1,312 |
| Issued or guaranteed by U.S. | $30,287,000 | 1,309 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $8,086,000 | 1,518 |
| CMOs issued by government agencies or sponsored agencies | $8,086,000 | 1,445 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $3,179,000 | 477 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $3,179,000 | 285 |
| Held to maturity securities (book value) | $2,969,000 | 1,608 |
| Available-for-sale securities (fair market value) | $86,352,000 | 1,556 |
| Total debt securities | $89,319,000 | 1,653 |
| Structured notes | ||
| Amortized cost | $1,554,000 | 1,371 |
| Fair value | $1,566,000 | 1,364 |
| 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 | $97,041,000 | 1,536 |
| U.S. Government securities | $56,366,000 | 1,691 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $56,366,000 | 1,640 |
| Securities issued by states & political subdivisions | $30,724,000 | 1,242 |
| Other domestic debt securities | $9,951,000 | 708 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $9,144,000 | 152 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $807,000 | 1,666 |
| 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 | $71,687,000 | 817 |
| Mortgage-backed securities | $47,734,000 | 1,326 |
| Certificates of participation in pools of residential mortgages | $35,945,000 | 1,127 |
| Issued or guaranteed by U.S. | $35,945,000 | 1,127 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $8,575,000 | 1,501 |
| CMOs issued by government agencies or sponsored agencies | $8,575,000 | 1,417 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $3,214,000 | 452 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $3,214,000 | 250 |
| Held to maturity securities (book value) | $2,970,000 | 1,550 |
| Available-for-sale securities (fair market value) | $94,071,000 | 1,416 |
| Total debt securities | $97,039,000 | 1,521 |
| Structured notes | ||
| Amortized cost | $1,811,000 | 1,311 |
| Fair value | $1,838,000 | 1,301 |
| 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 | $95,577,000 | 1,591 |
| U.S. Government securities | $59,910,000 | 1,646 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $59,910,000 | 1,592 |
| Securities issued by states & political subdivisions | $25,551,000 | 1,452 |
| Other domestic debt securities | $10,116,000 | 708 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $9,517,000 | 142 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $599,000 | 1,733 |
| 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 | $62,085,000 | 944 |
| Mortgage-backed securities | $51,633,000 | 1,266 |
| Certificates of participation in pools of residential mortgages | $35,496,000 | 1,154 |
| Issued or guaranteed by U.S. | $35,496,000 | 1,152 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $12,820,000 | 1,267 |
| CMOs issued by government agencies or sponsored agencies | $12,820,000 | 1,193 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $3,317,000 | 398 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $3,317,000 | 208 |
| Held to maturity securities (book value) | $2,970,000 | 1,524 |
| Available-for-sale securities (fair market value) | $92,607,000 | 1,486 |
| Total debt securities | $95,578,000 | 1,570 |
| Structured notes | ||
| Amortized cost | $2,449,000 | 1,124 |
| Fair value | $2,510,000 | 1,081 |
| 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 | $85,458,000 | 1,704 |
| U.S. Government securities | $54,380,000 | 1,733 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $54,380,000 | 1,683 |
| Securities issued by states & political subdivisions | $23,295,000 | 1,564 |
| Other domestic debt securities | $7,783,000 | 800 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $7,212,000 | 145 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $571,000 | 1,714 |
| 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 | $63,742,000 | 907 |
| Mortgage-backed securities | $46,294,000 | 1,371 |
| Certificates of participation in pools of residential mortgages | $30,587,000 | 1,312 |
| Issued or guaranteed by U.S. | $30,587,000 | 1,309 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $14,560,000 | 1,219 |
| CMOs issued by government agencies or sponsored agencies | $14,560,000 | 1,139 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $1,147,000 | 458 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $1,147,000 | 230 |
| Held to maturity securities (book value) | $2,971,000 | 1,528 |
| Available-for-sale securities (fair market value) | $82,487,000 | 1,608 |
| Total debt securities | $85,456,000 | 1,682 |
| Structured notes | ||
| Amortized cost | $2,702,000 | 1,094 |
| Fair value | $2,770,000 | 1,081 |
| 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 | $89,566,000 | 1,647 |
| U.S. Government securities | $61,362,000 | 1,617 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $61,362,000 | 1,566 |
| Securities issued by states & political subdivisions | $20,300,000 | 1,726 |
| Other domestic debt securities | $7,904,000 | 820 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $7,324,000 | 136 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $580,000 | 1,772 |
| 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 | $67,062,000 | 877 |
| Mortgage-backed securities | $52,864,000 | 1,309 |
| Certificates of participation in pools of residential mortgages | $32,509,000 | 1,317 |
| Issued or guaranteed by U.S. | $32,509,000 | 1,316 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $19,211,000 | 1,080 |
| CMOs issued by government agencies or sponsored agencies | $19,211,000 | 1,012 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $1,144,000 | 440 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $1,144,000 | 224 |
| Held to maturity securities (book value) | $2,971,000 | 1,549 |
| Available-for-sale securities (fair market value) | $86,595,000 | 1,553 |
| Total debt securities | $89,567,000 | 1,626 |
| Structured notes | ||
| Amortized cost | $2,953,000 | 1,119 |
| Fair value | $3,031,000 | 1,058 |
| 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 | $87,986,000 | 1,670 |
| U.S. Government securities | $66,137,000 | 1,547 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $66,137,000 | 1,504 |
| Securities issued by states & political subdivisions | $18,598,000 | 1,819 |
| Other domestic debt securities | $3,054,000 | 1,336 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $2,678,000 | 194 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $376,000 | 1,942 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $197,000 | 891 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,214,000 | 955 |
| Mortgage-backed securities | $57,183,000 | 1,257 |
| Certificates of participation in pools of residential mortgages | $30,845,000 | 1,383 |
| Issued or guaranteed by U.S. | $30,845,000 | 1,382 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $25,189,000 | 922 |
| CMOs issued by government agencies or sponsored agencies | $25,189,000 | 853 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $1,149,000 | 413 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $1,149,000 | 213 |
| Held to maturity securities (book value) | $2,972,000 | 1,544 |
| Available-for-sale securities (fair market value) | $85,014,000 | 1,573 |
| Total debt securities | $87,788,000 | 1,654 |
| Structured notes | ||
| Amortized cost | $3,239,000 | 1,189 |
| Fair value | $3,304,000 | 1,178 |
| 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 | $86,546,000 | 1,697 |
| U.S. Government securities | $68,892,000 | 1,530 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $68,892,000 | 1,483 |
| Securities issued by states & political subdivisions | $16,678,000 | 1,911 |
| Other domestic debt securities | $787,000 | 2,169 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $397,000 | 260 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $390,000 | 1,931 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $189,000 | 874 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,737,000 | 1,099 |
| Mortgage-backed securities | $59,672,000 | 1,212 |
| Certificates of participation in pools of residential mortgages | $31,815,000 | 1,328 |
| Issued or guaranteed by U.S. | $31,815,000 | 1,327 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $27,857,000 | 880 |
| CMOs issued by government agencies or sponsored agencies | $27,857,000 | 818 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $2,972,000 | 1,566 |
| Available-for-sale securities (fair market value) | $83,574,000 | 1,603 |
| Total debt securities | $86,357,000 | 1,683 |
| Structured notes | ||
| Amortized cost | $3,513,000 | 1,287 |
| Fair value | $3,555,000 | 1,280 |
| 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 | $74,077,000 | 1,886 |
| U.S. Government securities | $59,355,000 | 1,648 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $59,355,000 | 1,609 |
| Securities issued by states & political subdivisions | $14,353,000 | 2,106 |
| Other domestic debt securities | $369,000 | 2,471 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $369,000 | 1,860 |
| 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 | $53,326,000 | 1,010 |
| Mortgage-backed securities | $56,061,000 | 1,220 |
| Certificates of participation in pools of residential mortgages | $27,358,000 | 1,428 |
| Issued or guaranteed by U.S. | $27,358,000 | 1,426 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $28,703,000 | 860 |
| CMOs issued by government agencies or sponsored agencies | $28,703,000 | 762 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $2,973,000 | 1,620 |
| Available-for-sale securities (fair market value) | $71,104,000 | 1,775 |
| Total debt securities | $74,077,000 | 1,869 |
| Structured notes | ||
| Amortized cost | $2,233,000 | 1,610 |
| Fair value | $2,278,000 | 1,595 |
| 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 | $70,408,000 | 1,919 |
| U.S. Government securities | $55,787,000 | 1,680 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $55,787,000 | 1,635 |
| Securities issued by states & political subdivisions | $14,241,000 | 2,043 |
| Other domestic debt securities | $380,000 | 2,459 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $380,000 | 1,830 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,351,000 | 962 |
| Mortgage-backed securities | $52,340,000 | 1,246 |
| Certificates of participation in pools of residential mortgages | $24,324,000 | 1,464 |
| Issued or guaranteed by U.S. | $24,324,000 | 1,459 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $28,016,000 | 840 |
| CMOs issued by government agencies or sponsored agencies | $28,016,000 | 733 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $1,698,000 | 1,897 |
| Available-for-sale securities (fair market value) | $68,710,000 | 1,779 |
| Total debt securities | $70,418,000 | 1,898 |
| Structured notes | ||
| Amortized cost | $2,356,000 | 1,633 |
| Fair value | $2,424,000 | 1,620 |
| 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 | $57,170,000 | 2,288 |
| U.S. Government securities | $43,520,000 | 2,061 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $43,520,000 | 2,002 |
| Securities issued by states & political subdivisions | $13,266,000 | 2,101 |
| Other domestic debt securities | $384,000 | 2,412 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $384,000 | 1,757 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,130,000 | 1,089 |
| Mortgage-backed securities | $41,156,000 | 1,433 |
| Certificates of participation in pools of residential mortgages | $18,718,000 | 1,761 |
| Issued or guaranteed by U.S. | $18,718,000 | 1,758 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $22,438,000 | 972 |
| CMOs issued by government agencies or sponsored agencies | $22,438,000 | 839 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $1,699,000 | 1,918 |
| Available-for-sale securities (fair market value) | $55,471,000 | 2,121 |
| Total debt securities | $57,170,000 | 2,262 |
| Structured notes | ||
| Amortized cost | $1,248,000 | 2,354 |
| Fair value | $1,332,000 | 2,311 |
| 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 | $54,496,000 | 2,353 |
| U.S. Government securities | $40,953,000 | 2,176 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $40,953,000 | 2,110 |
| Securities issued by states & political subdivisions | $13,157,000 | 2,065 |
| Other domestic debt securities | $386,000 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $386,000 | 1,801 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,886,000 | 1,249 |
| Mortgage-backed securities | $38,525,000 | 1,484 |
| Certificates of participation in pools of residential mortgages | $16,165,000 | 1,913 |
| Issued or guaranteed by U.S. | $16,165,000 | 1,910 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $22,360,000 | 951 |
| CMOs issued by government agencies or sponsored agencies | $22,360,000 | 813 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $1,699,000 | 1,934 |
| Available-for-sale securities (fair market value) | $52,797,000 | 2,196 |
| Total debt securities | $54,497,000 | 2,329 |
| Structured notes | ||
| Amortized cost | $1,317,000 | 2,361 |
| Fair value | $1,388,000 | 2,342 |
| 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 | $49,134,000 | 2,449 |
| U.S. Government securities | $37,016,000 | 2,239 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $37,016,000 | 2,168 |
| Securities issued by states & political subdivisions | $11,739,000 | 2,215 |
| Other domestic debt securities | $379,000 | 2,610 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $379,000 | 1,815 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,037,000 | 1,160 |
| Mortgage-backed securities | $34,437,000 | 1,565 |
| Certificates of participation in pools of residential mortgages | $15,371,000 | 1,888 |
| Issued or guaranteed by U.S. | $15,371,000 | 1,883 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $19,066,000 | 1,040 |
| CMOs issued by government agencies or sponsored agencies | $19,066,000 | 877 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $475,000 | 2,425 |
| Available-for-sale securities (fair market value) | $48,659,000 | 2,222 |
| Total debt securities | $49,133,000 | 2,423 |
| Structured notes | ||
| Amortized cost | $1,451,000 | 2,178 |
| Fair value | $1,534,000 | 2,082 |
| 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 | $51,002,000 | 2,338 |
| U.S. Government securities | $39,503,000 | 2,111 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $39,503,000 | 2,036 |
| Securities issued by states & political subdivisions | $11,104,000 | 2,227 |
| Other domestic debt securities | $395,000 | 2,686 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $395,000 | 1,826 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,281,000 | 1,180 |
| Mortgage-backed securities | $36,244,000 | 1,496 |
| Certificates of participation in pools of residential mortgages | $17,971,000 | 1,658 |
| Issued or guaranteed by U.S. | $17,971,000 | 1,654 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $18,273,000 | 1,055 |
| CMOs issued by government agencies or sponsored agencies | $18,273,000 | 899 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $475,000 | 2,494 |
| Available-for-sale securities (fair market value) | $50,527,000 | 2,116 |
| Total debt securities | $51,002,000 | 2,308 |
| Structured notes | ||
| Amortized cost | $1,615,000 | 2,106 |
| Fair value | $1,698,000 | 2,094 |
| 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 | $53,141,000 | 2,265 |
| U.S. Government securities | $44,240,000 | 1,958 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $44,240,000 | 1,890 |
| Securities issued by states & political subdivisions | $8,436,000 | 2,515 |
| Other domestic debt securities | $465,000 | 2,618 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $465,000 | 1,731 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,619,000 | 1,122 |
| Mortgage-backed securities | $38,075,000 | 1,395 |
| Certificates of participation in pools of residential mortgages | $21,418,000 | 1,470 |
| Issued or guaranteed by U.S. | $21,418,000 | 1,465 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $16,657,000 | 1,080 |
| CMOs issued by government agencies or sponsored agencies | $16,657,000 | 900 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $475,000 | 2,564 |
| Available-for-sale securities (fair market value) | $52,666,000 | 2,039 |
| Total debt securities | $53,141,000 | 2,242 |
| Structured notes | ||
| Amortized cost | $1,717,000 | 2,190 |
| Fair value | $1,804,000 | 2,168 |
| 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 | $41,927,000 | 2,768 |
| U.S. Government securities | $32,925,000 | 2,523 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $32,925,000 | 2,454 |
| Securities issued by states & political subdivisions | $8,463,000 | 2,485 |
| Other domestic debt securities | $539,000 | 2,541 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $539,000 | 1,607 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,610,000 | 1,599 |
| Mortgage-backed securities | $29,965,000 | 1,722 |
| Certificates of participation in pools of residential mortgages | $22,506,000 | 1,482 |
| Issued or guaranteed by U.S. | $22,506,000 | 1,478 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $7,459,000 | 1,579 |
| CMOs issued by government agencies or sponsored agencies | $7,459,000 | 1,342 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $475,000 | 2,607 |
| Available-for-sale securities (fair market value) | $41,452,000 | 2,494 |
| Total debt securities | $41,925,000 | 2,744 |
| Structured notes | ||
| Amortized cost | $1,056,000 | 2,226 |
| Fair value | $1,130,000 | 2,210 |
| 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 | $42,129,000 | 2,744 |
| U.S. Government securities | $34,820,000 | 2,380 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $34,820,000 | 2,309 |
| Securities issued by states & political subdivisions | $6,678,000 | 2,830 |
| Other domestic debt securities | $631,000 | 2,545 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $151,000 | 322 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $480,000 | 1,771 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,916,000 | 1,470 |
| Mortgage-backed securities | $31,930,000 | 1,661 |
| Certificates of participation in pools of residential mortgages | $26,612,000 | 1,352 |
| Issued or guaranteed by U.S. | $26,612,000 | 1,346 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $5,167,000 | 1,829 |
| CMOs issued by government agencies or sponsored agencies | $5,167,000 | 1,556 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $151,000 | 322 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $151,000 | 106 |
| Held to maturity securities (book value) | $625,000 | 2,557 |
| Available-for-sale securities (fair market value) | $41,504,000 | 2,475 |
| Total debt securities | $42,130,000 | 2,722 |
| Structured notes | ||
| Amortized cost | $1,123,000 | 1,924 |
| Fair value | $1,192,000 | 1,908 |
| 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 | $45,508,000 | 2,574 |
| U.S. Government securities | $38,131,000 | 2,190 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $38,131,000 | 2,132 |
| Securities issued by states & political subdivisions | $6,704,000 | 2,842 |
| Other domestic debt securities | $673,000 | 2,621 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $180,000 | 333 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $493,000 | 1,847 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,214,000 | 1,284 |
| Mortgage-backed securities | $35,197,000 | 1,593 |
| Certificates of participation in pools of residential mortgages | $29,575,000 | 1,281 |
| Issued or guaranteed by U.S. | $29,575,000 | 1,272 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $5,442,000 | 1,778 |
| CMOs issued by government agencies or sponsored agencies | $5,442,000 | 1,482 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $180,000 | 333 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $180,000 | 121 |
| Held to maturity securities (book value) | $658,000 | 2,604 |
| Available-for-sale securities (fair market value) | $44,850,000 | 2,304 |
| Total debt securities | $45,507,000 | 2,541 |
| Structured notes | ||
| Amortized cost | $1,173,000 | 1,468 |
| Fair value | $1,253,000 | 1,446 |
| 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 | $47,734,000 | 2,413 |
| U.S. Government securities | $42,729,000 | 1,924 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $42,729,000 | 1,879 |
| Securities issued by states & political subdivisions | $4,295,000 | 3,433 |
| Other domestic debt securities | $710,000 | 2,635 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $186,000 | 274 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $524,000 | 1,811 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,545,000 | 1,392 |
| Mortgage-backed securities | $39,731,000 | 1,460 |
| Certificates of participation in pools of residential mortgages | $34,981,000 | 1,139 |
| Issued or guaranteed by U.S. | $34,981,000 | 1,131 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $4,564,000 | 1,896 |
| CMOs issued by government agencies or sponsored agencies | $4,564,000 | 1,587 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $186,000 | 274 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $186,000 | 116 |
| Held to maturity securities (book value) | $692,000 | 2,629 |
| Available-for-sale securities (fair market value) | $47,042,000 | 2,154 |
| Total debt securities | $47,732,000 | 2,380 |
| Structured notes | ||
| Amortized cost | $1,256,000 | 1,029 |
| Fair value | $1,326,000 | 1,012 |
| 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 | $36,461,000 | 3,016 |
| U.S. Government securities | $32,743,000 | 2,469 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $32,743,000 | 2,410 |
| Securities issued by states & political subdivisions | $3,241,000 | 3,714 |
| Other domestic debt securities | $477,000 | 2,782 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $477,000 | 1,984 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,752,000 | 1,578 |
| Mortgage-backed securities | $29,933,000 | 1,819 |
| Certificates of participation in pools of residential mortgages | $27,540,000 | 1,418 |
| Issued or guaranteed by U.S. | $27,540,000 | 1,406 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,393,000 | 2,387 |
| CMOs issued by government agencies or sponsored agencies | $2,393,000 | 2,012 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $692,000 | 2,673 |
| Available-for-sale securities (fair market value) | $35,769,000 | 2,723 |
| Total debt securities | $36,461,000 | 2,981 |
| Structured notes | ||
| Amortized cost | $1,380,000 | 795 |
| Fair value | $1,450,000 | 783 |
| 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 | $37,774,000 | 2,916 |
| U.S. Government securities | $33,624,000 | 2,415 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $33,624,000 | 2,365 |
| Securities issued by states & political subdivisions | $3,045,000 | 3,750 |
| Other domestic debt securities | $1,105,000 | 2,206 |
| Privately issued residential mortgage-backed securities | $546,000 | 1,296 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $559,000 | 1,817 |
| 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 | $32,465,000 | 1,584 |
| Mortgage-backed securities | $31,351,000 | 1,717 |
| Certificates of participation in pools of residential mortgages | $29,040,000 | 1,311 |
| Issued or guaranteed by U.S. | $28,494,000 | 1,326 |
| Privately issued | $546,000 | 128 |
| Collaterized mortgage obligations | $2,311,000 | 2,335 |
| CMOs issued by government agencies or sponsored agencies | $2,311,000 | 2,016 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $772,000 | 2,650 |
| Available-for-sale securities (fair market value) | $37,002,000 | 2,638 |
| Total debt securities | $37,772,000 | 2,884 |
| Structured notes | ||
| Amortized cost | $1,453,000 | 819 |
| Fair value | $1,479,000 | 816 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $38,953,000 | 2,795 |
| U.S. Government securities | $35,092,000 | 2,262 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $35,092,000 | 2,216 |
| Securities issued by states & political subdivisions | $3,245,000 | 3,653 |
| Other domestic debt securities | $616,000 | 2,538 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $616,000 | 1,769 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,578,000 | 1,549 |
| Mortgage-backed securities | $31,289,000 | 1,634 |
| Certificates of participation in pools of residential mortgages | $28,956,000 | 1,259 |
| Issued or guaranteed by U.S. | $28,956,000 | 1,246 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,333,000 | 2,256 |
| CMOs issued by government agencies or sponsored agencies | $2,333,000 | 1,918 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $966,000 | 2,580 |
| Available-for-sale securities (fair market value) | $37,987,000 | 2,524 |
| Total debt securities | $38,954,000 | 2,758 |
| Structured notes | ||
| Amortized cost | $1,485,000 | 793 |
| Fair value | $1,480,000 | 777 |
| 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 | $37,753,000 | 2,909 |
| U.S. Government securities | $33,885,000 | 2,374 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $33,885,000 | 2,325 |
| Securities issued by states & political subdivisions | $3,300,000 | 3,648 |
| Other domestic debt securities | $568,000 | 2,543 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $568,000 | 1,807 |
| 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 | $31,108,000 | 1,586 |
| Mortgage-backed securities | $30,889,000 | 1,636 |
| Certificates of participation in pools of residential mortgages | $28,452,000 | 1,275 |
| Issued or guaranteed by U.S. | $28,452,000 | 1,262 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,437,000 | 2,223 |
| CMOs issued by government agencies or sponsored agencies | $2,437,000 | 1,892 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $966,000 | 2,593 |
| Available-for-sale securities (fair market value) | $36,787,000 | 2,641 |
| Total debt securities | $37,754,000 | 2,876 |
| Structured notes | ||
| Amortized cost | $661,000 | 1,277 |
| Fair value | $666,000 | 1,274 |
| 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 | $35,678,000 | 3,032 |
| U.S. Government securities | $32,267,000 | 2,467 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $32,267,000 | 2,416 |
| Securities issued by states & political subdivisions | $2,812,000 | 3,890 |
| Other domestic debt securities | $599,000 | 2,468 |
| 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 | $599,000 | 1,767 |
| 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 | $27,624,000 | 1,730 |
| Mortgage-backed securities | $29,208,000 | 1,636 |
| Certificates of participation in pools of residential mortgages | $26,566,000 | 1,281 |
| Issued or guaranteed by U.S. | $26,566,000 | 1,271 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,642,000 | 2,147 |
| CMOs issued by government agencies or sponsored agencies | $2,642,000 | 1,818 |
| 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) | $966,000 | 2,624 |
| Available-for-sale securities (fair market value) | $34,712,000 | 2,754 |
| Total debt securities | $35,670,000 | 2,985 |
| Structured notes | ||
| Amortized cost | $683,000 | 1,382 |
| Fair value | $682,000 | 1,381 |
| 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 | $24,552,000 | 3,933 |
| U.S. Government securities | $21,303,000 | 3,419 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $21,303,000 | 3,354 |
| Securities issued by states & political subdivisions | $2,720,000 | 3,908 |
| Other domestic debt securities | $529,000 | 2,340 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $529,000 | 207 |
| 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 | $21,045,000 | 2,128 |
| Mortgage-backed securities | $17,319,000 | 2,118 |
| Certificates of participation in pools of residential mortgages | $15,603,000 | 1,695 |
| Issued or guaranteed by U.S. | $15,603,000 | 1,685 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,716,000 | 2,330 |
| CMOs issued by government agencies or sponsored agencies | $1,716,000 | 2,030 |
| 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) | $1,041,000 | 2,642 |
| Available-for-sale securities (fair market value) | $23,511,000 | 3,586 |
| Total debt securities | $24,553,000 | 3,886 |
| Structured notes | ||
| Amortized cost | $700,000 | 1,844 |
| Fair value | $715,000 | 1,837 |
| 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 | $24,459,000 | 3,964 |
| U.S. Government securities | $21,082,000 | 3,495 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $21,082,000 | 3,424 |
| Securities issued by states & political subdivisions | $2,875,000 | 3,850 |
| Other domestic debt securities | $502,000 | 2,320 |
| 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 | $502,000 | 1,675 |
| 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 | $23,651,000 | 1,923 |
| Mortgage-backed securities | $14,945,000 | 2,183 |
| Certificates of participation in pools of residential mortgages | $13,098,000 | 1,791 |
| Issued or guaranteed by U.S. | $13,098,000 | 1,782 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,847,000 | 2,237 |
| CMOs issued by government agencies or sponsored agencies | $1,847,000 | 1,949 |
| 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) | $1,226,000 | 2,623 |
| Available-for-sale securities (fair market value) | $23,233,000 | 3,609 |
| Total debt securities | $24,461,000 | 3,911 |
| Structured notes | ||
| Amortized cost | $717,000 | 2,062 |
| Fair value | $728,000 | 2,057 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $20,826,000 | 4,379 |
| U.S. Government securities | $17,651,000 | 3,979 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $17,651,000 | 3,881 |
| Securities issued by states & political subdivisions | $2,618,000 | 3,964 |
| 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 | $557,000 | 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 | $17,834,000 | 2,374 |
| Mortgage-backed securities | $11,566,000 | 2,461 |
| Certificates of participation in pools of residential mortgages | $9,549,000 | 2,129 |
| Issued or guaranteed by U.S. | $9,549,000 | 2,120 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,017,000 | 2,147 |
| CMOs issued by government agencies or sponsored agencies | $2,017,000 | 1,867 |
| 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) | $1,226,000 | 2,653 |
| Available-for-sale securities (fair market value) | $19,600,000 | 3,995 |
| Total debt securities | $20,271,000 | 4,408 |
| Structured notes | ||
| Amortized cost | $737,000 | 2,148 |
| Fair value | $740,000 | 2,127 |
| 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 | $19,931,000 | 4,509 |
| U.S. Government securities | $16,626,000 | 4,146 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $16,626,000 | 4,050 |
| Securities issued by states & political subdivisions | $2,618,000 | 3,985 |
| 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 | $687,000 | 1,121 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,533,000 | 2,749 |
| Mortgage-backed securities | $10,958,000 | 2,514 |
| Certificates of participation in pools of residential mortgages | $8,709,000 | 2,248 |
| Issued or guaranteed by U.S. | $8,709,000 | 2,238 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $2,249,000 | 2,050 |
| CMOs issued by government agencies or sponsored agencies | $2,249,000 | 1,781 |
| 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) | $1,226,000 | 2,687 |
| Available-for-sale securities (fair market value) | $18,705,000 | 4,113 |
| Total debt securities | $19,241,000 | 4,547 |
| Structured notes | ||
| Amortized cost | $762,000 | 2,180 |
| Fair value | $773,000 | 2,170 |
| 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 | $19,559,000 | 4,613 |
| U.S. Government securities | $16,767,000 | 4,194 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $16,767,000 | 4,088 |
| Securities issued by states & political subdivisions | $1,808,000 | 4,397 |
| 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 | $984,000 | 80 |
| 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 | $12,693,000 | 2,993 |
| Mortgage-backed securities | $11,586,000 | 2,439 |
| Certificates of participation in pools of residential mortgages | $9,144,000 | 2,200 |
| Issued or guaranteed by U.S. | $9,144,000 | 2,188 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,442,000 | 2,006 |
| CMOs issued by government agencies or sponsored agencies | $2,442,000 | 1,751 |
| 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) | $1,296,000 | 2,716 |
| Available-for-sale securities (fair market value) | $18,263,000 | 4,223 |
| Total debt securities | $19,559,000 | 4,562 |
| Structured notes | ||
| Amortized cost | $783,000 | 2,274 |
| Fair value | $796,000 | 2,250 |
| 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 | $19,917,000 | 4,589 |
| U.S. Government securities | $16,730,000 | 4,238 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $16,730,000 | 4,118 |
| Securities issued by states & political subdivisions | $2,274,000 | 4,153 |
| Other domestic debt securities | $913,000 | 2,034 |
| 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 | $913,000 | 1,496 |
| 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 | $13,145,000 | 2,906 |
| Mortgage-backed securities | $11,352,000 | 2,459 |
| Certificates of participation in pools of residential mortgages | $7,874,000 | 2,407 |
| Issued or guaranteed by U.S. | $7,874,000 | 2,395 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $3,478,000 | 1,728 |
| CMOs issued by government agencies or sponsored agencies | $3,478,000 | 1,497 |
| 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) | $1,754,000 | 2,618 |
| Available-for-sale securities (fair market value) | $18,163,000 | 4,239 |
| Total debt securities | $19,918,000 | 4,538 |
| 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 | $18,522,000 | 4,772 |
| U.S. Government securities | $15,187,000 | 4,491 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $15,187,000 | 4,356 |
| Securities issued by states & political subdivisions | $2,261,000 | 4,151 |
| Other domestic debt securities | $1,074,000 | 1,897 |
| 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 | $1,074,000 | 1,370 |
| 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 | $10,640,000 | 3,302 |
| Mortgage-backed securities | $11,146,000 | 2,491 |
| Certificates of participation in pools of residential mortgages | $8,264,000 | 2,359 |
| Issued or guaranteed by U.S. | $8,264,000 | 2,348 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,882,000 | 1,847 |
| CMOs issued by government agencies or sponsored agencies | $2,882,000 | 1,604 |
| 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) | $1,754,000 | 2,646 |
| Available-for-sale securities (fair market value) | $16,768,000 | 4,400 |
| Total debt securities | $18,514,000 | 4,719 |
| 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 | $17,581,000 | 4,971 |
| U.S. Government securities | $14,513,000 | 4,646 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $14,513,000 | 4,505 |
| Securities issued by states & political subdivisions | $2,268,000 | 4,179 |
| Other domestic debt securities | $800,000 | 2,178 |
| 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 | $800,000 | 1,657 |
| 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 | $8,734,000 | 3,654 |
| Mortgage-backed securities | $11,370,000 | 2,497 |
| Certificates of participation in pools of residential mortgages | $8,122,000 | 2,412 |
| Issued or guaranteed by U.S. | $8,122,000 | 2,400 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,248,000 | 1,768 |
| CMOs issued by government agencies or sponsored agencies | $3,248,000 | 1,530 |
| 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) | $1,754,000 | 2,692 |
| Available-for-sale securities (fair market value) | $15,827,000 | 4,594 |
| Total debt securities | $17,581,000 | 4,915 |
| 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 | $16,052,000 | 5,207 |
| U.S. Government securities | $12,724,000 | 4,989 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $12,724,000 | 4,838 |
| Securities issued by states & political subdivisions | $2,458,000 | 4,092 |
| Other domestic debt securities | $870,000 | 2,220 |
| 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 | $870,000 | 1,730 |
| 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 | $10,352,000 | 3,311 |
| Mortgage-backed securities | $10,744,000 | 2,596 |
| Certificates of participation in pools of residential mortgages | $7,834,000 | 2,478 |
| Issued or guaranteed by U.S. | $7,834,000 | 2,469 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,910,000 | 1,835 |
| CMOs issued by government agencies or sponsored agencies | $2,910,000 | 1,604 |
| 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) | $1,864,000 | 2,699 |
| Available-for-sale securities (fair market value) | $14,188,000 | 4,839 |
| Total debt securities | $16,052,000 | 5,160 |
| 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 | $17,034,000 | 5,040 |
| U.S. Government securities | $13,810,000 | 4,736 |
| U.S. Treasury securities | $499,000 | 1,394 |
| U.S. Government agency obligations | $13,311,000 | 4,702 |
| Securities issued by states & political subdivisions | $2,143,000 | 4,275 |
| Other domestic debt securities | $1,081,000 | 2,034 |
| 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 | $1,081,000 | 1,569 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,001,000 | 3,021 |
| Mortgage-backed securities | $11,826,000 | 2,498 |
| Certificates of participation in pools of residential mortgages | $8,481,000 | 2,419 |
| Issued or guaranteed by U.S. | $8,481,000 | 2,409 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,345,000 | 1,759 |
| CMOs issued by government agencies or sponsored agencies | $3,345,000 | 1,518 |
| 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) | $1,842,000 | 2,730 |
| Available-for-sale securities (fair market value) | $15,192,000 | 4,668 |
| Total debt securities | $17,032,000 | 4,993 |
| 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 | $17,827,000 | 4,970 |
| U.S. Government securities | $14,816,000 | 4,591 |
| U.S. Treasury securities | $497,000 | 1,490 |
| U.S. Government agency obligations | $14,319,000 | 4,553 |
| Securities issued by states & political subdivisions | $1,839,000 | 4,443 |
| Other domestic debt securities | $1,172,000 | 2,048 |
| 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 | $1,172,000 | 1,614 |
| 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 | $12,996,000 | 2,869 |
| Mortgage-backed securities | $12,829,000 | 2,456 |
| Certificates of participation in pools of residential mortgages | $9,177,000 | 2,374 |
| Issued or guaranteed by U.S. | $9,177,000 | 2,365 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $3,652,000 | 1,725 |
| CMOs issued by government agencies or sponsored agencies | $3,652,000 | 1,506 |
| 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) | $1,537,000 | 2,911 |
| Available-for-sale securities (fair market value) | $16,290,000 | 4,538 |
| Total debt securities | $17,828,000 | 4,920 |
| 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 | $18,987,000 | 4,849 |
| U.S. Government securities | $16,107,000 | 4,442 |
| U.S. Treasury securities | $497,000 | 1,591 |
| U.S. Government agency obligations | $15,610,000 | 4,383 |
| Securities issued by states & political subdivisions | $1,682,000 | 4,570 |
| Other domestic debt securities | $1,198,000 | 2,104 |
| 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 | $1,198,000 | 1,686 |
| 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 | $9,495,000 | 3,466 |
| Mortgage-backed securities | $13,629,000 | 2,437 |
| Certificates of participation in pools of residential mortgages | $9,707,000 | 2,361 |
| Issued or guaranteed by U.S. | $9,707,000 | 2,352 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,922,000 | 1,709 |
| CMOs issued by government agencies or sponsored agencies | $3,922,000 | 1,498 |
| 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) | $1,380,000 | 3,013 |
| Available-for-sale securities (fair market value) | $17,607,000 | 4,398 |
| Total debt securities | $18,987,000 | 4,803 |
| 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 | $19,058,000 | 4,863 |
| U.S. Government securities | $17,137,000 | 4,263 |
| U.S. Treasury securities | $496,000 | 1,630 |
| U.S. Government agency obligations | $16,641,000 | 4,204 |
| Securities issued by states & political subdivisions | $628,000 | 5,482 |
| Other domestic debt securities | $1,293,000 | 2,112 |
| 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 | $1,293,000 | 1,710 |
| 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 | $9,820,000 | 3,389 |
| Mortgage-backed securities | $14,645,000 | 2,375 |
| Certificates of participation in pools of residential mortgages | $10,383,000 | 2,316 |
| Issued or guaranteed by U.S. | $10,383,000 | 2,309 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $4,262,000 | 1,660 |
| CMOs issued by government agencies or sponsored agencies | $4,262,000 | 1,468 |
| 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) | $325,000 | 3,801 |
| Available-for-sale securities (fair market value) | $18,733,000 | 4,273 |
| Total debt securities | $19,058,000 | 4,805 |
| 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 | $19,240,000 | 4,803 |
| U.S. Government securities | $17,442,000 | 4,173 |
| U.S. Treasury securities | $498,000 | 1,650 |
| U.S. Government agency obligations | $16,944,000 | 4,127 |
| Securities issued by states & political subdivisions | $410,000 | 5,834 |
| Other domestic debt securities | $1,388,000 | 2,086 |
| 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 | $1,388,000 | 1,723 |
| 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 | $9,590,000 | 3,395 |
| Mortgage-backed securities | $14,934,000 | 2,356 |
| Certificates of participation in pools of residential mortgages | $10,334,000 | 2,324 |
| Issued or guaranteed by U.S. | $10,334,000 | 2,315 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,600,000 | 1,585 |
| CMOs issued by government agencies or sponsored agencies | $4,600,000 | 1,412 |
| 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) | $100,000 | 4,209 |
| Available-for-sale securities (fair market value) | $19,140,000 | 4,185 |
| Total debt securities | $19,240,000 | 4,740 |
| 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 | $16,295,000 | 5,345 |
| U.S. Government securities | $14,807,000 | 4,742 |
| U.S. Treasury securities | $497,000 | 1,749 |
| U.S. Government agency obligations | $14,310,000 | 4,672 |
| Securities issued by states & political subdivisions | $311,000 | 6,029 |
| Other domestic debt securities | $1,177,000 | 2,290 |
| 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 | $1,177,000 | 1,916 |
| 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 | $7,138,000 | 3,923 |
| Mortgage-backed securities | $12,801,000 | 2,609 |
| Certificates of participation in pools of residential mortgages | $7,945,000 | 2,733 |
| Issued or guaranteed by U.S. | $7,945,000 | 2,724 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,856,000 | 1,584 |
| CMOs issued by government agencies or sponsored agencies | $4,856,000 | 1,399 |
| 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) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $16,295,000 | 4,686 |
| Total debt securities | $16,295,000 | 5,272 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,383 |
| Fair value | $500,000 | 2,404 |
| 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 | $15,781,000 | 5,416 |
| U.S. Government securities | $14,731,000 | 4,705 |
| U.S. Treasury securities | $501,000 | 1,737 |
| U.S. Government agency obligations | $14,230,000 | 4,658 |
| Securities issued by states & political subdivisions | $18,000 | 6,620 |
| Other domestic debt securities | $1,032,000 | 2,485 |
| 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 | $1,032,000 | 2,103 |
| 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 | $4,303,000 | 4,801 |
| Mortgage-backed securities | $12,712,000 | 2,665 |
| Certificates of participation in pools of residential mortgages | $8,006,000 | 2,738 |
| Issued or guaranteed by U.S. | $8,006,000 | 2,728 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $4,706,000 | 1,644 |
| CMOs issued by government agencies or sponsored agencies | $4,706,000 | 1,453 |
| 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) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $15,781,000 | 4,757 |
| Total debt securities | $15,781,000 | 5,333 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,158 |
| Fair value | $501,000 | 2,265 |
| 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 | $9,145,000 | 6,802 |
| U.S. Government securities | $8,094,000 | 6,281 |
| U.S. Treasury securities | $501,000 | 1,822 |
| U.S. Government agency obligations | $7,593,000 | 6,243 |
| Securities issued by states & political subdivisions | $18,000 | 6,709 |
| Other domestic debt securities | $1,033,000 | 2,540 |
| 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 | $1,033,000 | 2,236 |
| 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 | $5,082,000 | 4,446 |
| Mortgage-backed securities | $5,323,000 | 3,954 |
| Certificates of participation in pools of residential mortgages | $4,016,000 | 3,721 |
| Issued or guaranteed by U.S. | $4,016,000 | 3,708 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,307,000 | 2,600 |
| CMOs issued by government agencies or sponsored agencies | $1,307,000 | 2,465 |
| 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) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $9,145,000 | 6,050 |
| Total debt securities | $9,146,000 | 6,725 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,031 |
| Fair value | $498,000 | 2,172 |
| 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 | $7,361,000 | 7,161 |
| U.S. Government securities | $6,325,000 | 6,688 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $6,325,000 | 6,510 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $1,036,000 | 2,655 |
| 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 | $1,036,000 | 2,353 |
| 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 | $2,849,000 | 5,376 |
| Mortgage-backed securities | $5,121,000 | 4,012 |
| Certificates of participation in pools of residential mortgages | $4,320,000 | 3,629 |
| Issued or guaranteed by U.S. | $4,320,000 | 3,617 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $801,000 | 2,966 |
| CMOs issued by government agencies or sponsored agencies | $801,000 | 2,818 |
| 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) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $7,361,000 | 6,357 |
| Total debt securities | $7,360,000 | 7,067 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,773 |
| Fair value | $502,000 | 1,838 |
| 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 | $7,385,000 | 7,115 |
| U.S. Government securities | $6,279,000 | 6,635 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $6,279,000 | 6,453 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $1,106,000 | 2,648 |
| 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 | $1,106,000 | 2,327 |
| 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 | $2,305,000 | 5,637 |
| Mortgage-backed securities | $4,979,000 | 4,133 |
| Certificates of participation in pools of residential mortgages | $2,776,000 | 4,245 |
| Issued or guaranteed by U.S. | $2,776,000 | 4,228 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,203,000 | 2,419 |
| CMOs issued by government agencies or sponsored agencies | $2,203,000 | 2,293 |
| 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) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $7,385,000 | 6,324 |
| Total debt securities | $7,385,000 | 7,018 |
| 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 | $8,382,000 | 6,868 |
| U.S. Government securities | $7,353,000 | 6,343 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $7,353,000 | 6,162 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $1,029,000 | 2,758 |
| 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 | $1,029,000 | 2,426 |
| 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 | $2,260,000 | 5,707 |
| Mortgage-backed securities | $5,552,000 | 4,002 |
| Certificates of participation in pools of residential mortgages | $3,144,000 | 4,107 |
| Issued or guaranteed by U.S. | $3,144,000 | 4,092 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,408,000 | 2,422 |
| CMOs issued by government agencies or sponsored agencies | $2,408,000 | 2,290 |
| 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) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $8,382,000 | 6,085 |
| Total debt securities | $8,383,000 | 6,771 |
| 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 | $10,783,000 | 6,347 |
| U.S. Government securities | $7,783,000 | 6,225 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $7,783,000 | 6,032 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $1,000,000 | 2,835 |
| 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 | $1,000,000 | 2,507 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $2,000,000 | 1,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,239,000 | 5,729 |
| Mortgage-backed securities | $5,974,000 | 3,857 |
| Certificates of participation in pools of residential mortgages | $3,422,000 | 3,974 |
| Issued or guaranteed by U.S. | $3,422,000 | 3,960 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,552,000 | 2,424 |
| CMOs issued by government agencies or sponsored agencies | $2,552,000 | 2,312 |
| 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) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $10,783,000 | 5,557 |
| Total debt securities | $8,780,000 | 6,715 |
| 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 | $3,595,000 | 8,388 |
| U.S. Government securities | $2,743,000 | 8,177 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $2,743,000 | 7,964 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $852,000 | 3,061 |
| Privately issued residential mortgage-backed securities | $506,000 | 967 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $346,000 | 3,106 |
| 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 | $888,000 | 6,877 |
| Mortgage-backed securities | $1,509,000 | 5,561 |
| Certificates of participation in pools of residential mortgages | $1,003,000 | 5,201 |
| Issued or guaranteed by U.S. | $1,003,000 | 5,178 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $506,000 | 3,731 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $506,000 | 874 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $3,595,000 | 7,426 |
| Total debt securities | $3,595,000 | 8,290 |
| 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 | $564,000 | 9,617 |
| U.S. Government securities | $500,000 | 9,458 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $500,000 | 9,254 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| 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 | $64,000 | 7,199 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $275,000 | 7,704 |
| 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) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $564,000 | 8,703 |
| Total debt securities | $500,000 | 9,531 |
| 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 | $1,990,000 | 9,630 |
| U.S. Government securities | $1,990,000 | 9,340 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $1,990,000 | 8,921 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| 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 | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,990,000 | 6,368 |
| 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) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $1,990,000 | 8,416 |
| Total debt securities | $1,990,000 | 9,526 |
| 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 |