Home > The Commercial Bank of Grayson > Securities
The Commercial Bank of Grayson, Securities
| 2023-12-31 | Rank | |
| Total securities | $69,640,000 | 2,166 |
| U.S. Government securities | $42,499,000 | 2,058 |
| U.S. Treasury securities | $19,000,000 | 951 |
| U.S. Government agency obligations | $23,499,000 | 2,420 |
| Securities issued by states & political subdivisions | $13,259,000 | 2,203 |
| Other domestic debt securities | $13,395,000 | 877 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $13,395,000 | 541 |
| Foreign debt securities | $487,000 | 253 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,027,000 | 1,922 |
| Mortgage-backed securities | $14,903,000 | 2,263 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,482,000 | 2,085 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $372,000 | 2,402 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $5,049,000 | 657 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $69,640,000 | 1,944 |
| Total debt securities | $69,640,000 | 2,143 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $69,572,000 | 2,134 |
| U.S. Government securities | $42,403,000 | 2,063 |
| U.S. Treasury securities | $18,610,000 | 1,007 |
| U.S. Government agency obligations | $23,793,000 | 2,394 |
| Securities issued by states & political subdivisions | $13,681,000 | 2,155 |
| Other domestic debt securities | $13,008,000 | 883 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $13,008,000 | 547 |
| Foreign debt securities | $480,000 | 264 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,813,000 | 1,939 |
| Mortgage-backed securities | $14,372,000 | 2,277 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,210,000 | 2,096 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $370,000 | 2,395 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,792,000 | 671 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $69,572,000 | 1,910 |
| Total debt securities | $69,573,000 | 2,116 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $72,525,000 | 2,138 |
| U.S. Government securities | $44,239,000 | 2,062 |
| U.S. Treasury securities | $18,639,000 | 1,013 |
| U.S. Government agency obligations | $25,600,000 | 2,347 |
| Securities issued by states & political subdivisions | $14,207,000 | 2,180 |
| Other domestic debt securities | $13,601,000 | 866 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $13,601,000 | 527 |
| Foreign debt securities | $478,000 | 262 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,133,000 | 1,923 |
| Mortgage-backed securities | $15,171,000 | 2,265 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,832,000 | 2,083 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $396,000 | 2,382 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,943,000 | 660 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $72,525,000 | 1,918 |
| Total debt securities | $72,525,000 | 2,123 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $74,716,000 | 2,186 |
| U.S. Government securities | $45,283,000 | 2,113 |
| U.S. Treasury securities | $18,905,000 | 1,075 |
| U.S. Government agency obligations | $26,378,000 | 2,322 |
| Securities issued by states & political subdivisions | $15,134,000 | 2,161 |
| Other domestic debt securities | $13,820,000 | 901 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $13,820,000 | 552 |
| Foreign debt securities | $479,000 | 236 |
| 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 | $34,382,000 | 1,704 |
| Mortgage-backed securities | $15,837,000 | 2,284 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,311,000 | 2,093 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $420,000 | 2,407 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $5,106,000 | 683 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $74,716,000 | 1,959 |
| Total debt securities | $74,715,000 | 2,167 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $78,966,000 | 2,126 |
| U.S. Government securities | $47,456,000 | 2,080 |
| U.S. Treasury securities | $19,606,000 | 1,071 |
| U.S. Government agency obligations | $27,850,000 | 2,272 |
| Securities issued by states & political subdivisions | $16,376,000 | 2,131 |
| Other domestic debt securities | $14,656,000 | 896 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $14,656,000 | 538 |
| Foreign debt securities | $478,000 | 242 |
| 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 | $32,810,000 | 1,651 |
| Mortgage-backed securities | $16,440,000 | 2,280 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,466,000 | 2,099 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $436,000 | 2,414 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $5,538,000 | 649 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $78,966,000 | 1,905 |
| Total debt securities | $78,966,000 | 2,112 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $84,309,000 | 2,053 |
| U.S. Government securities | $49,027,000 | 2,056 |
| U.S. Treasury securities | $20,566,000 | 1,063 |
| U.S. Government agency obligations | $28,461,000 | 2,269 |
| Securities issued by states & political subdivisions | $17,663,000 | 2,057 |
| Other domestic debt securities | $17,142,000 | 784 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $17,142,000 | 473 |
| Foreign debt securities | $477,000 | 253 |
| 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 | $26,659,000 | 1,795 |
| Mortgage-backed securities | $17,043,000 | 2,267 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,557,000 | 2,102 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $474,000 | 2,424 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $6,012,000 | 634 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $84,309,000 | 1,843 |
| Total debt securities | $84,309,000 | 2,039 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $89,224,000 | 2,011 |
| U.S. Government securities | $52,033,000 | 1,991 |
| U.S. Treasury securities | $22,768,000 | 983 |
| U.S. Government agency obligations | $29,265,000 | 2,269 |
| Securities issued by states & political subdivisions | $18,919,000 | 2,029 |
| Other domestic debt securities | $18,272,000 | 713 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $18,272,000 | 467 |
| 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 | $29,667,000 | 1,677 |
| Mortgage-backed securities | $17,710,000 | 2,291 |
| Certificates of participation in pools of residential mortgages | $11,055,000 | 2,169 |
| Issued or guaranteed by U.S. | $11,055,000 | 2,113 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $514,000 | 2,495 |
| CMOs issued by government agencies or sponsored agencies | $514,000 | 2,426 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $6,141,000 | 1,083 |
| Commercial mortgage pass-through securities | $6,141,000 | 636 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $89,224,000 | 1,842 |
| Total debt securities | $89,225,000 | 1,998 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $95,296,000 | 1,902 |
| U.S. Government securities | $57,020,000 | 1,837 |
| U.S. Treasury securities | $25,527,000 | 816 |
| U.S. Government agency obligations | $31,493,000 | 2,200 |
| Securities issued by states & political subdivisions | $19,456,000 | 2,025 |
| Other domestic debt securities | $18,820,000 | 692 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $18,820,000 | 451 |
| 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 | $33,177,000 | 1,517 |
| Mortgage-backed securities | $19,582,000 | 2,218 |
| Certificates of participation in pools of residential mortgages | $12,453,000 | 2,096 |
| Issued or guaranteed by U.S. | $12,453,000 | 2,049 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $588,000 | 2,462 |
| CMOs issued by government agencies or sponsored agencies | $588,000 | 2,395 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $6,541,000 | 1,050 |
| Commercial mortgage pass-through securities | $6,541,000 | 625 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $85,000 | 1,659 |
| Available-for-sale securities (fair market value) | $95,211,000 | 1,751 |
| Total debt securities | $95,298,000 | 1,887 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $101,454,000 | 1,765 |
| U.S. Government securities | $63,864,000 | 1,608 |
| U.S. Treasury securities | $27,390,000 | 546 |
| U.S. Government agency obligations | $36,474,000 | 2,009 |
| Securities issued by states & political subdivisions | $20,019,000 | 2,047 |
| Other domestic debt securities | $17,571,000 | 704 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $17,571,000 | 453 |
| 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 | $29,126,000 | 1,638 |
| Mortgage-backed securities | $22,612,000 | 2,097 |
| Certificates of participation in pools of residential mortgages | $13,713,000 | 2,008 |
| Issued or guaranteed by U.S. | $13,713,000 | 1,952 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $847,000 | 2,350 |
| CMOs issued by government agencies or sponsored agencies | $847,000 | 2,291 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $8,052,000 | 965 |
| Commercial mortgage pass-through securities | $8,052,000 | 557 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $715,000 | 1,404 |
| Available-for-sale securities (fair market value) | $100,739,000 | 1,649 |
| Total debt securities | $101,453,000 | 1,747 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $101,389,000 | 1,697 |
| U.S. Government securities | $64,790,000 | 1,534 |
| U.S. Treasury securities | $27,750,000 | 443 |
| U.S. Government agency obligations | $37,040,000 | 1,975 |
| Securities issued by states & political subdivisions | $20,390,000 | 1,988 |
| Other domestic debt securities | $16,209,000 | 684 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $16,209,000 | 442 |
| 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 | $23,410,000 | 1,839 |
| Mortgage-backed securities | $22,024,000 | 2,114 |
| Certificates of participation in pools of residential mortgages | $12,636,000 | 2,081 |
| Issued or guaranteed by U.S. | $12,636,000 | 2,027 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,225,000 | 2,250 |
| CMOs issued by government agencies or sponsored agencies | $1,225,000 | 2,201 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $8,163,000 | 957 |
| Commercial mortgage pass-through securities | $8,163,000 | 549 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $1,656,000 | 1,228 |
| Available-for-sale securities (fair market value) | $99,733,000 | 1,594 |
| Total debt securities | $101,387,000 | 1,678 |
| 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 | $99,197,000 | 1,648 |
| U.S. Government securities | $62,612,000 | 1,499 |
| U.S. Treasury securities | $24,579,000 | 422 |
| U.S. Government agency obligations | $38,033,000 | 1,898 |
| Securities issued by states & political subdivisions | $20,841,000 | 1,947 |
| Other domestic debt securities | $15,744,000 | 672 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $15,744,000 | 431 |
| 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 | $24,052,000 | 1,785 |
| Mortgage-backed securities | $21,975,000 | 2,070 |
| Certificates of participation in pools of residential mortgages | $12,169,000 | 2,090 |
| Issued or guaranteed by U.S. | $12,169,000 | 2,034 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $1,621,000 | 2,131 |
| CMOs issued by government agencies or sponsored agencies | $1,621,000 | 2,082 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $8,185,000 | 956 |
| Commercial mortgage pass-through securities | $8,185,000 | 542 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $3,083,000 | 1,056 |
| Available-for-sale securities (fair market value) | $96,114,000 | 1,570 |
| Total debt securities | $99,197,000 | 1,631 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $96,306,000 | 1,572 |
| U.S. Government securities | $57,896,000 | 1,470 |
| U.S. Treasury securities | $19,583,000 | 378 |
| U.S. Government agency obligations | $38,313,000 | 1,811 |
| Securities issued by states & political subdivisions | $22,701,000 | 1,810 |
| Other domestic debt securities | $15,709,000 | 658 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $15,709,000 | 411 |
| 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 | $17,262,000 | 2,082 |
| Mortgage-backed securities | $22,330,000 | 1,985 |
| Certificates of participation in pools of residential mortgages | $12,593,000 | 1,993 |
| Issued or guaranteed by U.S. | $12,593,000 | 1,937 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $2,692,000 | 1,854 |
| CMOs issued by government agencies or sponsored agencies | $2,692,000 | 1,807 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $7,045,000 | 974 |
| Commercial mortgage pass-through securities | $7,045,000 | 571 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $3,993,000 | 957 |
| Available-for-sale securities (fair market value) | $92,313,000 | 1,504 |
| Total debt securities | $96,306,000 | 1,554 |
| 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 | $82,966,000 | 1,616 |
| U.S. Government securities | $47,019,000 | 1,572 |
| U.S. Treasury securities | $13,298,000 | 361 |
| U.S. Government agency obligations | $33,721,000 | 1,822 |
| Securities issued by states & political subdivisions | $21,726,000 | 1,810 |
| Other domestic debt securities | $14,221,000 | 643 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $14,221,000 | 411 |
| 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 | $19,482,000 | 1,947 |
| Mortgage-backed securities | $15,550,000 | 2,257 |
| Certificates of participation in pools of residential mortgages | $9,006,000 | 2,181 |
| Issued or guaranteed by U.S. | $9,006,000 | 2,122 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $3,874,000 | 1,684 |
| CMOs issued by government agencies or sponsored agencies | $3,874,000 | 1,641 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $2,670,000 | 1,305 |
| Commercial mortgage pass-through securities | $2,670,000 | 857 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $4,584,000 | 895 |
| Available-for-sale securities (fair market value) | $78,382,000 | 1,604 |
| Total debt securities | $82,966,000 | 1,603 |
| 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 | $78,191,000 | 1,614 |
| U.S. Government securities | $44,659,000 | 1,570 |
| U.S. Treasury securities | $13,353,000 | 350 |
| U.S. Government agency obligations | $31,306,000 | 1,855 |
| Securities issued by states & political subdivisions | $18,754,000 | 1,852 |
| Other domestic debt securities | $14,778,000 | 613 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $14,778,000 | 400 |
| 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 | $19,317,000 | 1,931 |
| Mortgage-backed securities | $15,176,000 | 2,260 |
| Certificates of participation in pools of residential mortgages | $4,856,000 | 2,706 |
| Issued or guaranteed by U.S. | $4,856,000 | 2,624 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $7,108,000 | 1,326 |
| CMOs issued by government agencies or sponsored agencies | $7,108,000 | 1,292 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $3,212,000 | 1,210 |
| Commercial mortgage pass-through securities | $3,203,000 | 783 |
| Other commercial mortgage-backed securities | $9,000 | 1,300 |
| Held to maturity securities (book value) | $5,481,000 | 835 |
| Available-for-sale securities (fair market value) | $72,710,000 | 1,599 |
| Total debt securities | $78,191,000 | 1,597 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $75,377,000 | 1,615 |
| U.S. Government securities | $41,149,000 | 1,642 |
| U.S. Treasury securities | $13,390,000 | 367 |
| U.S. Government agency obligations | $27,759,000 | 1,985 |
| Securities issued by states & political subdivisions | $19,522,000 | 1,709 |
| Other domestic debt securities | $14,706,000 | 583 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $14,706,000 | 379 |
| 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 | $20,143,000 | 1,894 |
| Mortgage-backed securities | $14,827,000 | 2,275 |
| Certificates of participation in pools of residential mortgages | $2,023,000 | 3,212 |
| Issued or guaranteed by U.S. | $2,023,000 | 3,126 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $9,533,000 | 1,181 |
| CMOs issued by government agencies or sponsored agencies | $9,533,000 | 1,142 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $3,271,000 | 1,184 |
| Commercial mortgage pass-through securities | $3,213,000 | 770 |
| Other commercial mortgage-backed securities | $58,000 | 1,270 |
| Held to maturity securities (book value) | $6,269,000 | 824 |
| Available-for-sale securities (fair market value) | $69,108,000 | 1,592 |
| Total debt securities | $75,379,000 | 1,601 |
| 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 | $72,268,000 | 1,606 |
| U.S. Government securities | $42,618,000 | 1,618 |
| U.S. Treasury securities | $13,380,000 | 357 |
| U.S. Government agency obligations | $29,238,000 | 1,940 |
| Securities issued by states & political subdivisions | $18,685,000 | 1,632 |
| Other domestic debt securities | $10,965,000 | 651 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $10,965,000 | 411 |
| 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 | $20,211,000 | 1,838 |
| Mortgage-backed securities | $17,424,000 | 2,119 |
| Certificates of participation in pools of residential mortgages | $4,621,000 | 2,733 |
| Issued or guaranteed by U.S. | $4,621,000 | 2,645 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $9,033,000 | 1,236 |
| CMOs issued by government agencies or sponsored agencies | $9,033,000 | 1,198 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $3,770,000 | 1,103 |
| Commercial mortgage pass-through securities | $3,651,000 | 710 |
| Other commercial mortgage-backed securities | $119,000 | 1,242 |
| Held to maturity securities (book value) | $6,608,000 | 812 |
| Available-for-sale securities (fair market value) | $65,660,000 | 1,603 |
| Total debt securities | $72,267,000 | 1,589 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $74,276,000 | 1,584 |
| U.S. Government securities | $41,879,000 | 1,659 |
| U.S. Treasury securities | $12,046,000 | 393 |
| U.S. Government agency obligations | $29,833,000 | 1,942 |
| Securities issued by states & political subdivisions | $19,614,000 | 1,556 |
| Other domestic debt securities | $12,783,000 | 571 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $12,783,000 | 359 |
| 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 | $21,456,000 | 1,763 |
| Mortgage-backed securities | $15,669,000 | 2,185 |
| Certificates of participation in pools of residential mortgages | $4,405,000 | 2,711 |
| Issued or guaranteed by U.S. | $4,405,000 | 2,628 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $7,575,000 | 1,336 |
| CMOs issued by government agencies or sponsored agencies | $7,575,000 | 1,301 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $3,689,000 | 1,101 |
| Commercial mortgage pass-through securities | $3,564,000 | 715 |
| Other commercial mortgage-backed securities | $125,000 | 1,208 |
| Held to maturity securities (book value) | $7,598,000 | 810 |
| Available-for-sale securities (fair market value) | $66,678,000 | 1,588 |
| Total debt securities | $74,276,000 | 1,570 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $76,538,000 | 1,552 |
| U.S. Government securities | $43,267,000 | 1,619 |
| U.S. Treasury securities | $13,013,000 | 377 |
| U.S. Government agency obligations | $30,254,000 | 1,964 |
| Securities issued by states & political subdivisions | $20,513,000 | 1,489 |
| Other domestic debt securities | $12,758,000 | 566 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $12,758,000 | 354 |
| 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 | $19,571,000 | 1,861 |
| Mortgage-backed securities | $17,071,000 | 2,102 |
| Certificates of participation in pools of residential mortgages | $3,607,000 | 2,848 |
| Issued or guaranteed by U.S. | $3,607,000 | 2,761 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $9,687,000 | 1,191 |
| CMOs issued by government agencies or sponsored agencies | $9,687,000 | 1,158 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $3,777,000 | 1,074 |
| Commercial mortgage pass-through securities | $3,588,000 | 712 |
| Other commercial mortgage-backed securities | $189,000 | 1,171 |
| Held to maturity securities (book value) | $8,558,000 | 819 |
| Available-for-sale securities (fair market value) | $67,980,000 | 1,553 |
| Total debt securities | $76,538,000 | 1,537 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $80,363,000 | 1,509 |
| U.S. Government securities | $46,751,000 | 1,549 |
| U.S. Treasury securities | $13,014,000 | 382 |
| U.S. Government agency obligations | $33,737,000 | 1,859 |
| Securities issued by states & political subdivisions | $20,891,000 | 1,492 |
| Other domestic debt securities | $12,721,000 | 549 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $12,721,000 | 358 |
| 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 | $19,943,000 | 1,903 |
| Mortgage-backed securities | $20,584,000 | 1,879 |
| Certificates of participation in pools of residential mortgages | $3,815,000 | 2,824 |
| Issued or guaranteed by U.S. | $3,815,000 | 2,745 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $11,976,000 | 1,068 |
| CMOs issued by government agencies or sponsored agencies | $11,976,000 | 1,034 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $4,793,000 | 964 |
| Commercial mortgage pass-through securities | $2,541,000 | 813 |
| Other commercial mortgage-backed securities | $2,252,000 | 762 |
| Held to maturity securities (book value) | $10,650,000 | 766 |
| Available-for-sale securities (fair market value) | $69,713,000 | 1,542 |
| Total debt securities | $80,362,000 | 1,494 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $77,075,000 | 1,579 |
| U.S. Government securities | $43,305,000 | 1,659 |
| U.S. Treasury securities | $12,806,000 | 395 |
| U.S. Government agency obligations | $30,499,000 | 1,983 |
| Securities issued by states & political subdivisions | $21,242,000 | 1,538 |
| Other domestic debt securities | $12,528,000 | 540 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $12,528,000 | 361 |
| 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 | $21,291,000 | 1,853 |
| Mortgage-backed securities | $17,529,000 | 2,052 |
| Certificates of participation in pools of residential mortgages | $3,945,000 | 2,827 |
| Issued or guaranteed by U.S. | $3,945,000 | 2,742 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $9,905,000 | 1,184 |
| CMOs issued by government agencies or sponsored agencies | $9,905,000 | 1,145 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $3,679,000 | 1,008 |
| Commercial mortgage pass-through securities | $1,462,000 | 973 |
| Other commercial mortgage-backed securities | $2,217,000 | 693 |
| Held to maturity securities (book value) | $12,402,000 | 732 |
| Available-for-sale securities (fair market value) | $64,673,000 | 1,647 |
| Total debt securities | $77,075,000 | 1,559 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $79,365,000 | 1,541 |
| U.S. Government securities | $43,220,000 | 1,671 |
| U.S. Treasury securities | $13,672,000 | 373 |
| U.S. Government agency obligations | $29,548,000 | 2,044 |
| Securities issued by states & political subdivisions | $22,402,000 | 1,526 |
| Other domestic debt securities | $13,743,000 | 510 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $13,743,000 | 336 |
| 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 | $21,951,000 | 1,815 |
| Mortgage-backed securities | $12,678,000 | 2,392 |
| Certificates of participation in pools of residential mortgages | $4,047,000 | 2,819 |
| Issued or guaranteed by U.S. | $4,047,000 | 2,764 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $4,986,000 | 1,588 |
| CMOs issued by government agencies or sponsored agencies | $4,986,000 | 1,536 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $3,645,000 | 981 |
| Commercial mortgage pass-through securities | $1,450,000 | 965 |
| Other commercial mortgage-backed securities | $2,195,000 | 668 |
| Held to maturity securities (book value) | $13,997,000 | 734 |
| Available-for-sale securities (fair market value) | $65,368,000 | 1,648 |
| Total debt securities | $79,363,000 | 1,525 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $80,116,000 | 1,540 |
| U.S. Government securities | $43,120,000 | 1,674 |
| U.S. Treasury securities | $13,535,000 | 359 |
| U.S. Government agency obligations | $29,585,000 | 2,074 |
| Securities issued by states & political subdivisions | $23,247,000 | 1,467 |
| Other domestic debt securities | $13,749,000 | 485 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $13,749,000 | 330 |
| 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 | $16,705,000 | 2,153 |
| Mortgage-backed securities | $12,837,000 | 2,392 |
| Certificates of participation in pools of residential mortgages | $4,173,000 | 2,825 |
| Issued or guaranteed by U.S. | $4,173,000 | 2,806 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $5,037,000 | 1,553 |
| CMOs issued by government agencies or sponsored agencies | $5,037,000 | 1,509 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $3,627,000 | 971 |
| Commercial mortgage pass-through securities | $1,438,000 | 948 |
| Other commercial mortgage-backed securities | $2,189,000 | 667 |
| Held to maturity securities (book value) | $14,909,000 | 716 |
| Available-for-sale securities (fair market value) | $65,207,000 | 1,655 |
| Total debt securities | $80,115,000 | 1,523 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $81,839,000 | 1,529 |
| U.S. Government securities | $43,224,000 | 1,667 |
| U.S. Treasury securities | $13,592,000 | 342 |
| U.S. Government agency obligations | $29,632,000 | 2,067 |
| Securities issued by states & political subdivisions | $25,345,000 | 1,414 |
| Other domestic debt securities | $13,270,000 | 552 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $13,270,000 | 332 |
| 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 | $17,677,000 | 2,129 |
| Mortgage-backed securities | $12,790,000 | 2,429 |
| Certificates of participation in pools of residential mortgages | $4,403,000 | 2,825 |
| Issued or guaranteed by U.S. | $4,403,000 | 2,686 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $4,032,000 | 1,709 |
| CMOs issued by government agencies or sponsored agencies | $4,032,000 | 1,655 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $4,355,000 | 884 |
| Commercial mortgage pass-through securities | $1,921,000 | 840 |
| Other commercial mortgage-backed securities | $2,434,000 | 643 |
| Held to maturity securities (book value) | $17,872,000 | 678 |
| Available-for-sale securities (fair market value) | $63,967,000 | 1,705 |
| Total debt securities | $81,839,000 | 1,513 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $86,407,000 | 1,486 |
| U.S. Government securities | $46,077,000 | 1,636 |
| U.S. Treasury securities | $13,609,000 | 345 |
| U.S. Government agency obligations | $32,468,000 | 1,989 |
| Securities issued by states & political subdivisions | $26,980,000 | 1,368 |
| Other domestic debt securities | $13,350,000 | 483 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $13,350,000 | 337 |
| 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 | $16,642,000 | 2,227 |
| Mortgage-backed securities | $14,524,000 | 2,297 |
| Certificates of participation in pools of residential mortgages | $4,610,000 | 2,845 |
| Issued or guaranteed by U.S. | $4,610,000 | 2,839 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,128,000 | 1,694 |
| CMOs issued by government agencies or sponsored agencies | $4,128,000 | 1,637 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $5,786,000 | 689 |
| Commercial mortgage pass-through securities | $3,332,000 | 536 |
| Other commercial mortgage-backed securities | $2,454,000 | 627 |
| Held to maturity securities (book value) | $19,664,000 | 658 |
| Available-for-sale securities (fair market value) | $66,743,000 | 1,676 |
| Total debt securities | $86,407,000 | 1,465 |
| 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 | $89,858,000 | 1,466 |
| U.S. Government securities | $47,035,000 | 1,616 |
| U.S. Treasury securities | $13,816,000 | 333 |
| U.S. Government agency obligations | $33,219,000 | 1,978 |
| Securities issued by states & political subdivisions | $27,618,000 | 1,391 |
| Other domestic debt securities | $15,205,000 | 449 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $15,205,000 | 312 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,907,000 | 2,019 |
| Mortgage-backed securities | $14,092,000 | 2,347 |
| Certificates of participation in pools of residential mortgages | $4,913,000 | 2,817 |
| Issued or guaranteed by U.S. | $4,913,000 | 2,813 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $3,269,000 | 1,829 |
| CMOs issued by government agencies or sponsored agencies | $3,269,000 | 1,768 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $5,910,000 | 671 |
| Commercial mortgage pass-through securities | $3,392,000 | 528 |
| Other commercial mortgage-backed securities | $2,518,000 | 600 |
| Held to maturity securities (book value) | $20,498,000 | 655 |
| Available-for-sale securities (fair market value) | $69,360,000 | 1,663 |
| Total debt securities | $89,858,000 | 1,444 |
| 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 | $87,758,000 | 1,508 |
| U.S. Government securities | $45,496,000 | 1,662 |
| U.S. Treasury securities | $13,981,000 | 316 |
| U.S. Government agency obligations | $31,515,000 | 2,076 |
| Securities issued by states & political subdivisions | $25,347,000 | 1,523 |
| Other domestic debt securities | $16,915,000 | 427 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $16,915,000 | 302 |
| 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 | $16,672,000 | 2,282 |
| Mortgage-backed securities | $11,170,000 | 2,618 |
| Certificates of participation in pools of residential mortgages | $5,190,000 | 2,818 |
| Issued or guaranteed by U.S. | $5,190,000 | 2,815 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $5,980,000 | 658 |
| Commercial mortgage pass-through securities | $3,437,000 | 528 |
| Other commercial mortgage-backed securities | $2,543,000 | 579 |
| Held to maturity securities (book value) | $21,948,000 | 660 |
| Available-for-sale securities (fair market value) | $65,810,000 | 1,741 |
| Total debt securities | $87,757,000 | 1,489 |
| 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 | $88,808,000 | 1,528 |
| U.S. Government securities | $46,794,000 | 1,674 |
| U.S. Treasury securities | $17,017,000 | 284 |
| U.S. Government agency obligations | $29,777,000 | 2,211 |
| Securities issued by states & political subdivisions | $25,065,000 | 1,566 |
| Other domestic debt securities | $16,949,000 | 438 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $16,949,000 | 308 |
| 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 | $16,626,000 | 2,315 |
| Mortgage-backed securities | $10,386,000 | 2,713 |
| Certificates of participation in pools of residential mortgages | $5,410,000 | 2,818 |
| Issued or guaranteed by U.S. | $5,410,000 | 2,817 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $4,976,000 | 691 |
| Commercial mortgage pass-through securities | $3,460,000 | 512 |
| Other commercial mortgage-backed securities | $1,516,000 | 678 |
| Held to maturity securities (book value) | $22,431,000 | 660 |
| Available-for-sale securities (fair market value) | $66,377,000 | 1,758 |
| Total debt securities | $88,807,000 | 1,510 |
| 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 | $86,116,000 | 1,575 |
| U.S. Government securities | $43,206,000 | 1,808 |
| U.S. Treasury securities | $13,889,000 | 333 |
| U.S. Government agency obligations | $29,317,000 | 2,250 |
| Securities issued by states & political subdivisions | $26,134,000 | 1,522 |
| Other domestic debt securities | $16,776,000 | 448 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $16,776,000 | 320 |
| 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 | $16,195,000 | 2,370 |
| Mortgage-backed securities | $11,006,000 | 2,697 |
| Certificates of participation in pools of residential mortgages | $5,572,000 | 2,836 |
| Issued or guaranteed by U.S. | $5,572,000 | 2,834 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $5,434,000 | 654 |
| Commercial mortgage pass-through securities | $3,931,000 | 467 |
| Other commercial mortgage-backed securities | $1,503,000 | 670 |
| Held to maturity securities (book value) | $23,652,000 | 663 |
| Available-for-sale securities (fair market value) | $62,464,000 | 1,873 |
| Total debt securities | $86,116,000 | 1,550 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $87,216,000 | 1,563 |
| U.S. Government securities | $44,449,000 | 1,742 |
| U.S. Treasury securities | $14,955,000 | 315 |
| U.S. Government agency obligations | $29,494,000 | 2,229 |
| Securities issued by states & political subdivisions | $26,549,000 | 1,481 |
| Other domestic debt securities | $16,218,000 | 447 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $16,218,000 | 311 |
| 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 | $16,222,000 | 2,367 |
| Mortgage-backed securities | $11,142,000 | 2,677 |
| Certificates of participation in pools of residential mortgages | $5,749,000 | 2,843 |
| Issued or guaranteed by U.S. | $5,749,000 | 2,838 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $5,393,000 | 631 |
| Commercial mortgage pass-through securities | $3,897,000 | 448 |
| Other commercial mortgage-backed securities | $1,496,000 | 646 |
| Held to maturity securities (book value) | $24,076,000 | 653 |
| Available-for-sale securities (fair market value) | $63,140,000 | 1,844 |
| Total debt securities | $87,216,000 | 1,536 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $90,706,000 | 1,504 |
| U.S. Government securities | $47,748,000 | 1,636 |
| U.S. Treasury securities | $18,292,000 | 254 |
| U.S. Government agency obligations | $29,456,000 | 2,232 |
| Securities issued by states & political subdivisions | $26,192,000 | 1,510 |
| Other domestic debt securities | $16,766,000 | 440 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $16,766,000 | 307 |
| 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 | $14,874,000 | 2,473 |
| Mortgage-backed securities | $7,512,000 | 3,067 |
| Certificates of participation in pools of residential mortgages | $4,033,000 | 3,189 |
| Issued or guaranteed by U.S. | $4,033,000 | 3,188 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $3,479,000 | 715 |
| Commercial mortgage pass-through securities | $2,974,000 | 476 |
| Other commercial mortgage-backed securities | $505,000 | 778 |
| Held to maturity securities (book value) | $24,352,000 | 649 |
| Available-for-sale securities (fair market value) | $66,354,000 | 1,773 |
| Total debt securities | $90,706,000 | 1,484 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $89,879,000 | 1,520 |
| U.S. Government securities | $47,508,000 | 1,696 |
| U.S. Treasury securities | $19,319,000 | 250 |
| U.S. Government agency obligations | $28,189,000 | 2,356 |
| Securities issued by states & political subdivisions | $25,598,000 | 1,552 |
| Other domestic debt securities | $16,773,000 | 451 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $16,773,000 | 312 |
| 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 | $14,653,000 | 2,536 |
| Mortgage-backed securities | $5,101,000 | 3,465 |
| Certificates of participation in pools of residential mortgages | $2,096,000 | 3,686 |
| Issued or guaranteed by U.S. | $2,096,000 | 3,681 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $3,005,000 | 715 |
| Commercial mortgage pass-through securities | $3,005,000 | 428 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $24,674,000 | 661 |
| Available-for-sale securities (fair market value) | $65,205,000 | 1,793 |
| Total debt securities | $89,878,000 | 1,498 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $89,968,000 | 1,541 |
| U.S. Government securities | $47,307,000 | 1,736 |
| U.S. Treasury securities | $20,244,000 | 248 |
| U.S. Government agency obligations | $27,063,000 | 2,481 |
| Securities issued by states & political subdivisions | $26,008,000 | 1,504 |
| Other domestic debt securities | $16,653,000 | 449 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $16,653,000 | 307 |
| 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 | $14,896,000 | 2,539 |
| Mortgage-backed securities | $2,999,000 | 3,876 |
| Certificates of participation in pools of residential mortgages | $0 | 4,893 |
| Issued or guaranteed by U.S. | $0 | 4,889 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $2,999,000 | 701 |
| Commercial mortgage pass-through securities | $2,999,000 | 412 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $26,008,000 | 660 |
| Available-for-sale securities (fair market value) | $63,960,000 | 1,856 |
| Total debt securities | $89,967,000 | 1,512 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $86,585,000 | 1,600 |
| U.S. Government securities | $45,723,000 | 1,807 |
| U.S. Treasury securities | $20,090,000 | 266 |
| U.S. Government agency obligations | $25,633,000 | 2,579 |
| Securities issued by states & political subdivisions | $24,953,000 | 1,579 |
| Other domestic debt securities | $15,909,000 | 448 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $15,909,000 | 310 |
| 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 | $16,483,000 | 2,413 |
| Mortgage-backed securities | $2,992,000 | 3,896 |
| Certificates of participation in pools of residential mortgages | $0 | 4,929 |
| Issued or guaranteed by U.S. | $0 | 4,924 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $2,992,000 | 662 |
| Commercial mortgage pass-through securities | $2,992,000 | 391 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $24,953,000 | 685 |
| Available-for-sale securities (fair market value) | $61,632,000 | 1,940 |
| Total debt securities | $86,585,000 | 1,580 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $89,777,000 | 1,549 |
| U.S. Government securities | $48,689,000 | 1,742 |
| U.S. Treasury securities | $20,283,000 | 240 |
| U.S. Government agency obligations | $28,406,000 | 2,475 |
| Securities issued by states & political subdivisions | $24,524,000 | 1,603 |
| Other domestic debt securities | $16,564,000 | 444 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $16,564,000 | 301 |
| 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 | $14,688,000 | 2,616 |
| Mortgage-backed securities | $2,476,000 | 4,070 |
| Certificates of participation in pools of residential mortgages | $0 | 4,993 |
| Issued or guaranteed by U.S. | $0 | 4,987 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $2,476,000 | 684 |
| Commercial mortgage pass-through securities | $2,476,000 | 411 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $24,524,000 | 691 |
| Available-for-sale securities (fair market value) | $65,253,000 | 1,865 |
| Total debt securities | $89,777,000 | 1,530 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $86,810,000 | 1,629 |
| U.S. Government securities | $46,516,000 | 1,880 |
| U.S. Treasury securities | $19,179,000 | 253 |
| U.S. Government agency obligations | $27,337,000 | 2,621 |
| Securities issued by states & political subdivisions | $23,690,000 | 1,610 |
| Other domestic debt securities | $16,604,000 | 446 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $16,604,000 | 301 |
| 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 | $14,487,000 | 2,653 |
| Mortgage-backed securities | $2,473,000 | 4,157 |
| Certificates of participation in pools of residential mortgages | $0 | 5,073 |
| Issued or guaranteed by U.S. | $0 | 5,069 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $2,473,000 | 654 |
| Commercial mortgage pass-through securities | $2,473,000 | 392 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $23,690,000 | 718 |
| Available-for-sale securities (fair market value) | $63,120,000 | 1,934 |
| Total debt securities | $86,810,000 | 1,608 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $85,968,000 | 1,651 |
| U.S. Government securities | $45,732,000 | 1,950 |
| U.S. Treasury securities | $19,224,000 | 255 |
| U.S. Government agency obligations | $26,508,000 | 2,720 |
| Securities issued by states & political subdivisions | $23,995,000 | 1,567 |
| Other domestic debt securities | $16,241,000 | 451 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $16,241,000 | 306 |
| 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 | $16,249,000 | 2,537 |
| Mortgage-backed securities | $2,485,000 | 4,216 |
| Certificates of participation in pools of residential mortgages | $0 | 5,132 |
| Issued or guaranteed by U.S. | $0 | 5,123 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $2,485,000 | 632 |
| Commercial mortgage pass-through securities | $2,485,000 | 374 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $23,995,000 | 707 |
| Available-for-sale securities (fair market value) | $61,973,000 | 1,975 |
| Total debt securities | $85,968,000 | 1,629 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $83,860,000 | 1,708 |
| U.S. Government securities | $44,550,000 | 1,996 |
| U.S. Treasury securities | $18,089,000 | 265 |
| U.S. Government agency obligations | $26,461,000 | 2,727 |
| Securities issued by states & political subdivisions | $23,161,000 | 1,616 |
| Other domestic debt securities | $16,149,000 | 454 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $16,149,000 | 305 |
| 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 | $16,674,000 | 2,507 |
| Mortgage-backed securities | $2,487,000 | 4,304 |
| Certificates of participation in pools of residential mortgages | $0 | 5,212 |
| Issued or guaranteed by U.S. | $0 | 5,203 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $2,487,000 | 619 |
| Commercial mortgage pass-through securities | $2,487,000 | 372 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $23,161,000 | 723 |
| Available-for-sale securities (fair market value) | $60,699,000 | 2,043 |
| Total debt securities | $83,859,000 | 1,688 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $83,180,000 | 1,753 |
| U.S. Government securities | $44,255,000 | 2,052 |
| U.S. Treasury securities | $18,002,000 | 257 |
| U.S. Government agency obligations | $26,253,000 | 2,825 |
| Securities issued by states & political subdivisions | $22,753,000 | 1,644 |
| Other domestic debt securities | $16,172,000 | 453 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $16,172,000 | 306 |
| 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 | $17,083,000 | 2,472 |
| Mortgage-backed securities | $2,479,000 | 4,386 |
| Certificates of participation in pools of residential mortgages | $0 | 5,299 |
| Issued or guaranteed by U.S. | $0 | 5,292 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $2,479,000 | 598 |
| Commercial mortgage pass-through securities | $2,479,000 | 374 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $22,753,000 | 737 |
| Available-for-sale securities (fair market value) | $60,427,000 | 2,064 |
| Total debt securities | $83,178,000 | 1,731 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $83,268,000 | 1,763 |
| U.S. Government securities | $43,911,000 | 2,092 |
| U.S. Treasury securities | $18,067,000 | 226 |
| U.S. Government agency obligations | $25,844,000 | 2,920 |
| Securities issued by states & political subdivisions | $23,063,000 | 1,631 |
| Other domestic debt securities | $16,294,000 | 461 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $16,294,000 | 313 |
| 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 | $17,271,000 | 2,461 |
| Mortgage-backed securities | $2,511,000 | 4,437 |
| Certificates of participation in pools of residential mortgages | $0 | 5,353 |
| Issued or guaranteed by U.S. | $0 | 5,347 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $2,511,000 | 596 |
| Commercial mortgage pass-through securities | $2,511,000 | 381 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $23,063,000 | 725 |
| Available-for-sale securities (fair market value) | $60,205,000 | 2,078 |
| Total debt securities | $83,267,000 | 1,744 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $83,761,000 | 1,765 |
| U.S. Government securities | $44,981,000 | 2,065 |
| U.S. Treasury securities | $17,110,000 | 232 |
| U.S. Government agency obligations | $27,871,000 | 2,804 |
| Securities issued by states & political subdivisions | $22,445,000 | 1,663 |
| Other domestic debt securities | $16,335,000 | 481 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $16,335,000 | 318 |
| 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 | $17,062,000 | 2,491 |
| Mortgage-backed securities | $2,509,000 | 4,465 |
| Certificates of participation in pools of residential mortgages | $0 | 5,421 |
| Issued or guaranteed by U.S. | $0 | 5,413 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $2,509,000 | 568 |
| Commercial mortgage pass-through securities | $2,509,000 | 364 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $22,445,000 | 721 |
| Available-for-sale securities (fair market value) | $61,316,000 | 2,074 |
| Total debt securities | $83,760,000 | 1,742 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $83,931,000 | 1,753 |
| U.S. Government securities | $45,019,000 | 2,036 |
| U.S. Treasury securities | $17,181,000 | 214 |
| U.S. Government agency obligations | $27,838,000 | 2,799 |
| Securities issued by states & political subdivisions | $23,099,000 | 1,620 |
| Other domestic debt securities | $15,813,000 | 505 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $15,813,000 | 335 |
| 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 | $17,843,000 | 2,418 |
| Mortgage-backed securities | $2,008,000 | 4,624 |
| Certificates of participation in pools of residential mortgages | $0 | 5,462 |
| Issued or guaranteed by U.S. | $0 | 5,453 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $2,008,000 | 570 |
| Commercial mortgage pass-through securities | $2,008,000 | 355 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $23,099,000 | 700 |
| Available-for-sale securities (fair market value) | $60,832,000 | 2,075 |
| Total debt securities | $83,931,000 | 1,733 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $82,975,000 | 1,801 |
| U.S. Government securities | $45,426,000 | 2,053 |
| U.S. Treasury securities | $17,149,000 | 200 |
| U.S. Government agency obligations | $28,277,000 | 2,811 |
| Securities issued by states & political subdivisions | $23,057,000 | 1,640 |
| Other domestic debt securities | $14,492,000 | 566 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $14,492,000 | 364 |
| 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 | $16,195,000 | 2,523 |
| Mortgage-backed securities | $1,481,000 | 4,809 |
| Certificates of participation in pools of residential mortgages | $0 | 5,517 |
| Issued or guaranteed by U.S. | $0 | 5,508 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $1,481,000 | 629 |
| Commercial mortgage pass-through securities | $1,481,000 | 390 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $23,057,000 | 682 |
| Available-for-sale securities (fair market value) | $59,918,000 | 2,107 |
| Total debt securities | $82,976,000 | 1,778 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $85,945,000 | 1,731 |
| U.S. Government securities | $48,135,000 | 1,935 |
| U.S. Treasury securities | $17,362,000 | 197 |
| U.S. Government agency obligations | $30,773,000 | 2,658 |
| Securities issued by states & political subdivisions | $23,375,000 | 1,601 |
| Other domestic debt securities | $14,435,000 | 569 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $14,435,000 | 370 |
| 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 | $15,959,000 | 2,534 |
| Mortgage-backed securities | $1,598,000 | 4,784 |
| Certificates of participation in pools of residential mortgages | $0 | 5,540 |
| Issued or guaranteed by U.S. | $0 | 5,530 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $68,000 | 3,528 |
| CMOs issued by government agencies or sponsored agencies | $68,000 | 3,377 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $1,530,000 | 594 |
| Commercial mortgage pass-through securities | $1,530,000 | 381 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $23,375,000 | 631 |
| Available-for-sale securities (fair market value) | $62,570,000 | 2,046 |
| Total debt securities | $85,945,000 | 1,705 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $86,246,000 | 1,742 |
| U.S. Government securities | $48,592,000 | 1,958 |
| U.S. Treasury securities | $17,478,000 | 203 |
| U.S. Government agency obligations | $31,114,000 | 2,687 |
| Securities issued by states & political subdivisions | $23,570,000 | 1,571 |
| Other domestic debt securities | $14,084,000 | 578 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $14,084,000 | 376 |
| 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 | $16,007,000 | 2,563 |
| Mortgage-backed securities | $1,803,000 | 4,773 |
| Certificates of participation in pools of residential mortgages | $0 | 5,582 |
| Issued or guaranteed by U.S. | $0 | 5,574 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $253,000 | 3,411 |
| CMOs issued by government agencies or sponsored agencies | $253,000 | 3,263 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $1,550,000 | 517 |
| Commercial mortgage pass-through securities | $1,550,000 | 347 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $23,570,000 | 602 |
| Available-for-sale securities (fair market value) | $62,676,000 | 2,075 |
| Total debt securities | $86,246,000 | 1,718 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $85,516,000 | 1,702 |
| U.S. Government securities | $47,936,000 | 1,923 |
| U.S. Treasury securities | $15,392,000 | 220 |
| U.S. Government agency obligations | $32,544,000 | 2,540 |
| Securities issued by states & political subdivisions | $23,510,000 | 1,541 |
| Other domestic debt securities | $14,070,000 | 566 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $14,070,000 | 365 |
| 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 | $16,099,000 | 2,529 |
| Mortgage-backed securities | $2,019,000 | 4,740 |
| Certificates of participation in pools of residential mortgages | $10,000 | 5,477 |
| Issued or guaranteed by U.S. | $10,000 | 5,471 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $454,000 | 3,317 |
| CMOs issued by government agencies or sponsored agencies | $454,000 | 3,176 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $1,555,000 | 424 |
| Commercial mortgage pass-through securities | $1,555,000 | 298 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $23,510,000 | 597 |
| Available-for-sale securities (fair market value) | $62,006,000 | 2,054 |
| Total debt securities | $85,515,000 | 1,681 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $85,232,000 | 1,736 |
| U.S. Government securities | $47,431,000 | 1,991 |
| U.S. Treasury securities | $14,436,000 | 200 |
| U.S. Government agency obligations | $32,995,000 | 2,570 |
| Securities issued by states & political subdivisions | $24,245,000 | 1,458 |
| Other domestic debt securities | $13,556,000 | 605 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $13,556,000 | 389 |
| 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 | $15,140,000 | 2,662 |
| Mortgage-backed securities | $2,218,000 | 4,786 |
| Certificates of participation in pools of residential mortgages | $49,000 | 5,443 |
| Issued or guaranteed by U.S. | $49,000 | 5,433 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $644,000 | 3,296 |
| CMOs issued by government agencies or sponsored agencies | $644,000 | 3,145 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $1,525,000 | 409 |
| Commercial mortgage pass-through securities | $1,525,000 | 271 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $24,245,000 | 591 |
| Available-for-sale securities (fair market value) | $60,987,000 | 2,094 |
| Total debt securities | $85,233,000 | 1,710 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $87,229,000 | 1,684 |
| U.S. Government securities | $48,966,000 | 1,947 |
| U.S. Treasury securities | $15,409,000 | 197 |
| U.S. Government agency obligations | $33,557,000 | 2,584 |
| Securities issued by states & political subdivisions | $24,646,000 | 1,402 |
| Other domestic debt securities | $13,617,000 | 603 |
| Privately issued residential mortgage-backed securities | $229,000 | 937 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $13,388,000 | 380 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,058,000 | 2,698 |
| Mortgage-backed securities | $2,178,000 | 4,862 |
| Certificates of participation in pools of residential mortgages | $150,000 | 5,356 |
| Issued or guaranteed by U.S. | $150,000 | 5,348 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $995,000 | 3,138 |
| CMOs issued by government agencies or sponsored agencies | $766,000 | 3,096 |
| Privately issued | $229,000 | 901 |
| Commercial mortgage-backed securities | $1,033,000 | 436 |
| Commercial mortgage pass-through securities | $1,033,000 | 289 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $24,646,000 | 579 |
| Available-for-sale securities (fair market value) | $62,583,000 | 2,048 |
| Total debt securities | $87,229,000 | 1,664 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $85,973,000 | 1,711 |
| U.S. Government securities | $49,694,000 | 1,970 |
| U.S. Treasury securities | $15,432,000 | 202 |
| U.S. Government agency obligations | $34,262,000 | 2,572 |
| Securities issued by states & political subdivisions | $25,369,000 | 1,306 |
| Other domestic debt securities | $10,910,000 | 686 |
| Privately issued residential mortgage-backed securities | $625,000 | 798 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $10,285,000 | 466 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,837,000 | 2,823 |
| Mortgage-backed securities | $2,184,000 | 4,887 |
| Certificates of participation in pools of residential mortgages | $689,000 | 5,003 |
| Issued or guaranteed by U.S. | $689,000 | 5,000 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,495,000 | 2,972 |
| CMOs issued by government agencies or sponsored agencies | $870,000 | 3,082 |
| Privately issued | $625,000 | 771 |
| 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) | $25,369,000 | 566 |
| Available-for-sale securities (fair market value) | $60,604,000 | 2,103 |
| Total debt securities | $85,974,000 | 1,691 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $85,289,000 | 1,660 |
| U.S. Government securities | $51,618,000 | 1,850 |
| U.S. Treasury securities | $17,507,000 | 179 |
| U.S. Government agency obligations | $34,111,000 | 2,483 |
| Securities issued by states & political subdivisions | $24,297,000 | 1,323 |
| Other domestic debt securities | $9,374,000 | 759 |
| Privately issued residential mortgage-backed securities | $677,000 | 856 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $8,697,000 | 488 |
| 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 | $22,767,000 | 1,967 |
| Mortgage-backed securities | $1,946,000 | 4,918 |
| Certificates of participation in pools of residential mortgages | $216,000 | 5,303 |
| Issued or guaranteed by U.S. | $216,000 | 5,289 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,730,000 | 2,865 |
| CMOs issued by government agencies or sponsored agencies | $1,053,000 | 2,848 |
| Privately issued | $677,000 | 815 |
| 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) | $24,297,000 | 592 |
| Available-for-sale securities (fair market value) | $60,992,000 | 2,015 |
| Total debt securities | $85,290,000 | 1,641 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $80,909,000 | 1,689 |
| U.S. Government securities | $53,957,000 | 1,727 |
| U.S. Treasury securities | $16,648,000 | 201 |
| U.S. Government agency obligations | $37,309,000 | 2,237 |
| Securities issued by states & political subdivisions | $20,770,000 | 1,495 |
| Other domestic debt securities | $6,182,000 | 928 |
| 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 | $6,182,000 | 577 |
| 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 | $22,268,000 | 1,950 |
| Mortgage-backed securities | $2,292,000 | 4,798 |
| Certificates of participation in pools of residential mortgages | $970,000 | 4,836 |
| Issued or guaranteed by U.S. | $970,000 | 4,827 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,322,000 | 2,995 |
| CMOs issued by government agencies or sponsored agencies | $1,322,000 | 2,755 |
| 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) | $20,770,000 | 657 |
| Available-for-sale securities (fair market value) | $60,139,000 | 1,968 |
| Total debt securities | $80,910,000 | 1,666 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $78,404,000 | 1,737 |
| U.S. Government securities | $56,083,000 | 1,686 |
| U.S. Treasury securities | $16,674,000 | 222 |
| U.S. Government agency obligations | $39,409,000 | 2,193 |
| Securities issued by states & political subdivisions | $21,295,000 | 1,414 |
| Other domestic debt securities | $1,026,000 | 1,909 |
| 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 | $1,026,000 | 1,318 |
| 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 | $21,913,000 | 2,042 |
| Mortgage-backed securities | $2,561,000 | 4,712 |
| Certificates of participation in pools of residential mortgages | $1,047,000 | 4,793 |
| Issued or guaranteed by U.S. | $1,047,000 | 4,785 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,514,000 | 2,891 |
| CMOs issued by government agencies or sponsored agencies | $1,514,000 | 2,653 |
| 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) | $21,295,000 | 648 |
| Available-for-sale securities (fair market value) | $57,109,000 | 2,061 |
| Total debt securities | $78,404,000 | 1,717 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $76,133,000 | 1,763 |
| U.S. Government securities | $52,760,000 | 1,780 |
| U.S. Treasury securities | $15,567,000 | 255 |
| U.S. Government agency obligations | $37,193,000 | 2,266 |
| Securities issued by states & political subdivisions | $21,323,000 | 1,372 |
| Other domestic debt securities | $2,050,000 | 1,564 |
| 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 | $2,050,000 | 1,017 |
| 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 | $21,835,000 | 2,061 |
| Mortgage-backed securities | $2,821,000 | 4,597 |
| Certificates of participation in pools of residential mortgages | $1,133,000 | 4,709 |
| Issued or guaranteed by U.S. | $1,133,000 | 4,702 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,680,000 | 2,780 |
| CMOs issued by government agencies or sponsored agencies | $1,680,000 | 2,531 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $8,000 | 455 |
| Commercial mortgage pass-through securities | $8,000 | 348 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $21,347,000 | 639 |
| Available-for-sale securities (fair market value) | $54,786,000 | 2,123 |
| Total debt securities | $76,133,000 | 1,750 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $75,339,000 | 1,712 |
| U.S. Government securities | $52,383,000 | 1,694 |
| U.S. Treasury securities | $16,662,000 | 241 |
| U.S. Government agency obligations | $35,721,000 | 2,236 |
| Securities issued by states & political subdivisions | $20,892,000 | 1,373 |
| Other domestic debt securities | $2,064,000 | 1,658 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $8,000 | 420 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $2,056,000 | 1,018 |
| 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 | $21,957,000 | 1,999 |
| Mortgage-backed securities | $2,286,000 | 4,684 |
| Certificates of participation in pools of residential mortgages | $337,000 | 5,150 |
| Issued or guaranteed by U.S. | $337,000 | 5,138 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,941,000 | 2,647 |
| CMOs issued by government agencies or sponsored agencies | $1,941,000 | 2,406 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $8,000 | 420 |
| Commercial mortgage pass-through securities | $8,000 | 334 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $20,917,000 | 646 |
| Available-for-sale securities (fair market value) | $54,422,000 | 2,042 |
| Total debt securities | $75,339,000 | 1,699 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $74,689,000 | 1,692 |
| U.S. Government securities | $52,621,000 | 1,663 |
| U.S. Treasury securities | $16,850,000 | 215 |
| U.S. Government agency obligations | $35,771,000 | 2,204 |
| Securities issued by states & political subdivisions | $19,991,000 | 1,379 |
| Other domestic debt securities | $2,077,000 | 1,703 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $8,000 | 394 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $2,069,000 | 1,014 |
| 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 | $22,201,000 | 2,001 |
| Mortgage-backed securities | $2,622,000 | 4,602 |
| Certificates of participation in pools of residential mortgages | $390,000 | 5,127 |
| Issued or guaranteed by U.S. | $390,000 | 5,115 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,224,000 | 2,518 |
| CMOs issued by government agencies or sponsored agencies | $2,224,000 | 2,268 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $8,000 | 394 |
| Commercial mortgage pass-through securities | $8,000 | 310 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $20,017,000 | 699 |
| Available-for-sale securities (fair market value) | $54,672,000 | 1,983 |
| Total debt securities | $74,689,000 | 1,676 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $74,248,000 | 1,708 |
| U.S. Government securities | $51,140,000 | 1,714 |
| U.S. Treasury securities | $16,875,000 | 210 |
| U.S. Government agency obligations | $34,265,000 | 2,332 |
| Securities issued by states & political subdivisions | $21,040,000 | 1,229 |
| Other domestic debt securities | $2,068,000 | 1,689 |
| 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 | $2,068,000 | 970 |
| 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 | $22,228,000 | 2,014 |
| Mortgage-backed securities | $3,176,000 | 4,465 |
| Certificates of participation in pools of residential mortgages | $527,000 | 5,062 |
| Issued or guaranteed by U.S. | $527,000 | 5,050 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,649,000 | 2,342 |
| CMOs issued by government agencies or sponsored agencies | $2,649,000 | 2,088 |
| 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) | $21,241,000 | 668 |
| Available-for-sale securities (fair market value) | $53,007,000 | 2,029 |
| Total debt securities | $74,248,000 | 1,690 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $72,924,000 | 1,743 |
| U.S. Government securities | $48,152,000 | 1,852 |
| U.S. Treasury securities | $16,797,000 | 211 |
| U.S. Government agency obligations | $31,355,000 | 2,554 |
| Securities issued by states & political subdivisions | $21,622,000 | 1,159 |
| Other domestic debt securities | $3,150,000 | 1,469 |
| Privately issued residential mortgage-backed securities | $1,091,000 | 1,044 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $2,059,000 | 1,004 |
| 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 | $22,035,000 | 2,091 |
| Mortgage-backed securities | $5,231,000 | 4,041 |
| Certificates of participation in pools of residential mortgages | $1,343,000 | 4,713 |
| Issued or guaranteed by U.S. | $733,000 | 5,049 |
| Privately issued | $610,000 | 101 |
| Collaterized mortgage obligations | $3,888,000 | 2,045 |
| CMOs issued by government agencies or sponsored agencies | $3,407,000 | 1,859 |
| Privately issued | $481,000 | 1,188 |
| 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) | $22,026,000 | 657 |
| Available-for-sale securities (fair market value) | $50,898,000 | 2,118 |
| Total debt securities | $72,924,000 | 1,723 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $74,731,000 | 1,692 |
| U.S. Government securities | $48,890,000 | 1,780 |
| U.S. Treasury securities | $16,897,000 | 187 |
| U.S. Government agency obligations | $31,993,000 | 2,480 |
| Securities issued by states & political subdivisions | $21,578,000 | 1,155 |
| Other domestic debt securities | $4,263,000 | 1,328 |
| Privately issued residential mortgage-backed securities | $2,220,000 | 854 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $2,043,000 | 1,035 |
| 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 | $21,960,000 | 2,096 |
| Mortgage-backed securities | $6,809,000 | 3,795 |
| Certificates of participation in pools of residential mortgages | $1,498,000 | 4,725 |
| Issued or guaranteed by U.S. | $839,000 | 5,056 |
| Privately issued | $659,000 | 101 |
| Collaterized mortgage obligations | $5,311,000 | 1,801 |
| CMOs issued by government agencies or sponsored agencies | $3,750,000 | 1,770 |
| Privately issued | $1,561,000 | 925 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $22,062,000 | 671 |
| Available-for-sale securities (fair market value) | $52,669,000 | 2,022 |
| Total debt securities | $74,722,000 | 1,670 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $74,171,000 | 1,702 |
| U.S. Government securities | $49,598,000 | 1,729 |
| U.S. Treasury securities | $17,008,000 | 167 |
| U.S. Government agency obligations | $32,590,000 | 2,451 |
| Securities issued by states & political subdivisions | $20,186,000 | 1,238 |
| Other domestic debt securities | $4,387,000 | 1,382 |
| Privately issued residential mortgage-backed securities | $2,332,000 | 910 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $2,055,000 | 1,096 |
| 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 | $22,088,000 | 2,075 |
| Mortgage-backed securities | $7,424,000 | 3,739 |
| Certificates of participation in pools of residential mortgages | $1,626,000 | 4,767 |
| Issued or guaranteed by U.S. | $940,000 | 5,082 |
| Privately issued | $686,000 | 113 |
| Collaterized mortgage obligations | $5,798,000 | 1,729 |
| CMOs issued by government agencies or sponsored agencies | $4,152,000 | 1,675 |
| Privately issued | $1,646,000 | 966 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $20,756,000 | 737 |
| Available-for-sale securities (fair market value) | $53,415,000 | 2,008 |
| Total debt securities | $74,171,000 | 1,676 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $75,085,000 | 1,658 |
| U.S. Government securities | $49,821,000 | 1,678 |
| U.S. Treasury securities | $16,949,000 | 166 |
| U.S. Government agency obligations | $32,872,000 | 2,374 |
| Securities issued by states & political subdivisions | $20,772,000 | 1,144 |
| Other domestic debt securities | $4,492,000 | 1,408 |
| Privately issued residential mortgage-backed securities | $2,457,000 | 916 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $2,035,000 | 1,117 |
| 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 | $21,990,000 | 2,080 |
| Mortgage-backed securities | $7,985,000 | 3,670 |
| Certificates of participation in pools of residential mortgages | $1,712,000 | 4,790 |
| Issued or guaranteed by U.S. | $1,028,000 | 5,075 |
| Privately issued | $684,000 | 119 |
| Collaterized mortgage obligations | $6,273,000 | 1,674 |
| CMOs issued by government agencies or sponsored agencies | $4,500,000 | 1,602 |
| Privately issued | $1,773,000 | 967 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $21,444,000 | 713 |
| Available-for-sale securities (fair market value) | $53,641,000 | 1,929 |
| Total debt securities | $75,085,000 | 1,630 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $71,497,000 | 1,718 |
| U.S. Government securities | $47,375,000 | 1,768 |
| U.S. Treasury securities | $18,224,000 | 146 |
| U.S. Government agency obligations | $29,151,000 | 2,670 |
| Securities issued by states & political subdivisions | $20,411,000 | 1,100 |
| Other domestic debt securities | $3,711,000 | 1,438 |
| Privately issued residential mortgage-backed securities | $2,682,000 | 914 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,029,000 | 1,511 |
| 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 | $22,047,000 | 2,112 |
| Mortgage-backed securities | $5,449,000 | 4,255 |
| Certificates of participation in pools of residential mortgages | $1,883,000 | 4,804 |
| Issued or guaranteed by U.S. | $1,147,000 | 5,096 |
| Privately issued | $736,000 | 128 |
| Collaterized mortgage obligations | $3,566,000 | 2,097 |
| CMOs issued by government agencies or sponsored agencies | $1,620,000 | 2,268 |
| Privately issued | $1,946,000 | 971 |
| 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) | $21,185,000 | 715 |
| Available-for-sale securities (fair market value) | $50,312,000 | 2,040 |
| Total debt securities | $71,497,000 | 1,692 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $71,653,000 | 1,691 |
| U.S. Government securities | $47,797,000 | 1,768 |
| U.S. Treasury securities | $19,382,000 | 116 |
| U.S. Government agency obligations | $28,415,000 | 2,724 |
| Securities issued by states & political subdivisions | $20,042,000 | 1,100 |
| Other domestic debt securities | $3,814,000 | 1,382 |
| Privately issued residential mortgage-backed securities | $2,778,000 | 873 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,036,000 | 1,465 |
| 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 | $20,866,000 | 2,229 |
| Mortgage-backed securities | $5,831,000 | 4,120 |
| Certificates of participation in pools of residential mortgages | $2,032,000 | 4,726 |
| Issued or guaranteed by U.S. | $1,254,000 | 5,040 |
| Privately issued | $778,000 | 119 |
| Collaterized mortgage obligations | $3,799,000 | 1,995 |
| CMOs issued by government agencies or sponsored agencies | $1,799,000 | 2,179 |
| Privately issued | $2,000,000 | 919 |
| 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) | $20,888,000 | 731 |
| Available-for-sale securities (fair market value) | $50,765,000 | 2,006 |
| Total debt securities | $71,653,000 | 1,669 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $68,475,000 | 1,716 |
| U.S. Government securities | $45,474,000 | 1,809 |
| U.S. Treasury securities | $15,698,000 | 126 |
| U.S. Government agency obligations | $29,776,000 | 2,552 |
| Securities issued by states & political subdivisions | $20,147,000 | 1,062 |
| Other domestic debt securities | $2,854,000 | 1,549 |
| Privately issued residential mortgage-backed securities | $2,854,000 | 850 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,069,000 | 2,262 |
| Mortgage-backed securities | $6,011,000 | 3,973 |
| Certificates of participation in pools of residential mortgages | $2,101,000 | 4,653 |
| Issued or guaranteed by U.S. | $1,306,000 | 4,990 |
| Privately issued | $795,000 | 118 |
| Collaterized mortgage obligations | $3,910,000 | 1,903 |
| CMOs issued by government agencies or sponsored agencies | $1,851,000 | 2,080 |
| Privately issued | $2,059,000 | 902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,029,000 | 723 |
| Available-for-sale securities (fair market value) | $47,446,000 | 2,067 |
| Total debt securities | $68,475,000 | 1,696 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $68,420,000 | 1,748 |
| U.S. Government securities | $47,976,000 | 1,736 |
| U.S. Treasury securities | $14,364,000 | 130 |
| U.S. Government agency obligations | $33,612,000 | 2,338 |
| Securities issued by states & political subdivisions | $20,444,000 | 1,066 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,821,000 | 2,250 |
| Mortgage-backed securities | $5,303,000 | 4,137 |
| Certificates of participation in pools of residential mortgages | $1,359,000 | 4,982 |
| Issued or guaranteed by U.S. | $1,359,000 | 4,963 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $3,944,000 | 1,891 |
| CMOs issued by government agencies or sponsored agencies | $3,944,000 | 1,584 |
| 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) | $21,367,000 | 698 |
| Available-for-sale securities (fair market value) | $47,053,000 | 2,147 |
| Total debt securities | $68,418,000 | 1,721 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $70,109,000 | 1,689 |
| U.S. Government securities | $49,115,000 | 1,691 |
| U.S. Treasury securities | $14,662,000 | 138 |
| U.S. Government agency obligations | $34,453,000 | 2,274 |
| Securities issued by states & political subdivisions | $20,994,000 | 1,039 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,091,000 | 2,194 |
| Mortgage-backed securities | $5,549,000 | 3,979 |
| Certificates of participation in pools of residential mortgages | $1,431,000 | 4,887 |
| Issued or guaranteed by U.S. | $1,431,000 | 4,865 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,118,000 | 1,850 |
| CMOs issued by government agencies or sponsored agencies | $4,118,000 | 1,550 |
| 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) | $21,971,000 | 675 |
| Available-for-sale securities (fair market value) | $48,138,000 | 2,108 |
| Total debt securities | $70,108,000 | 1,645 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $66,024,000 | 1,765 |
| U.S. Government securities | $48,284,000 | 1,721 |
| U.S. Treasury securities | $14,253,000 | 158 |
| U.S. Government agency obligations | $34,031,000 | 2,330 |
| Securities issued by states & political subdivisions | $17,740,000 | 1,241 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,820,000 | 2,316 |
| Mortgage-backed securities | $5,667,000 | 3,692 |
| Certificates of participation in pools of residential mortgages | $1,485,000 | 4,645 |
| Issued or guaranteed by U.S. | $1,485,000 | 4,626 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $4,182,000 | 1,736 |
| CMOs issued by government agencies or sponsored agencies | $4,182,000 | 1,462 |
| 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) | $18,749,000 | 797 |
| Available-for-sale securities (fair market value) | $47,275,000 | 2,101 |
| Total debt securities | $66,025,000 | 1,724 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $64,158,000 | 1,829 |
| U.S. Government securities | $47,097,000 | 1,780 |
| U.S. Treasury securities | $15,025,000 | 151 |
| U.S. Government agency obligations | $32,072,000 | 2,492 |
| Securities issued by states & political subdivisions | $17,061,000 | 1,255 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,312,000 | 2,337 |
| Mortgage-backed securities | $5,793,000 | 3,495 |
| Certificates of participation in pools of residential mortgages | $1,529,000 | 4,484 |
| Issued or guaranteed by U.S. | $1,529,000 | 4,470 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $4,264,000 | 1,677 |
| CMOs issued by government agencies or sponsored agencies | $4,264,000 | 1,406 |
| 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) | $18,098,000 | 856 |
| Available-for-sale securities (fair market value) | $46,060,000 | 2,136 |
| Total debt securities | $64,158,000 | 1,787 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $63,887,000 | 1,809 |
| U.S. Government securities | $46,752,000 | 1,820 |
| U.S. Treasury securities | $15,813,000 | 172 |
| U.S. Government agency obligations | $30,939,000 | 2,555 |
| Securities issued by states & political subdivisions | $17,135,000 | 1,222 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,082,000 | 2,348 |
| Mortgage-backed securities | $5,949,000 | 3,406 |
| Certificates of participation in pools of residential mortgages | $1,584,000 | 4,421 |
| Issued or guaranteed by U.S. | $1,584,000 | 4,407 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $4,365,000 | 1,641 |
| CMOs issued by government agencies or sponsored agencies | $4,365,000 | 1,385 |
| 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) | $18,221,000 | 861 |
| Available-for-sale securities (fair market value) | $45,666,000 | 2,136 |
| Total debt securities | $63,880,000 | 1,771 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $63,311,000 | 1,845 |
| U.S. Government securities | $47,186,000 | 1,809 |
| U.S. Treasury securities | $15,848,000 | 191 |
| U.S. Government agency obligations | $31,338,000 | 2,522 |
| Securities issued by states & political subdivisions | $16,125,000 | 1,290 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,131,000 | 2,353 |
| Mortgage-backed securities | $6,185,000 | 3,321 |
| Certificates of participation in pools of residential mortgages | $1,658,000 | 4,375 |
| Issued or guaranteed by U.S. | $1,658,000 | 4,358 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $4,527,000 | 1,595 |
| CMOs issued by government agencies or sponsored agencies | $4,527,000 | 1,344 |
| 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) | $17,251,000 | 914 |
| Available-for-sale securities (fair market value) | $46,060,000 | 2,143 |
| Total debt securities | $63,311,000 | 1,811 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $64,770,000 | 1,831 |
| U.S. Government securities | $48,318,000 | 1,803 |
| U.S. Treasury securities | $15,819,000 | 207 |
| U.S. Government agency obligations | $32,499,000 | 2,504 |
| Securities issued by states & political subdivisions | $16,452,000 | 1,251 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,126,000 | 2,354 |
| Mortgage-backed securities | $6,374,000 | 3,288 |
| Certificates of participation in pools of residential mortgages | $1,725,000 | 4,343 |
| Issued or guaranteed by U.S. | $1,725,000 | 4,328 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $4,649,000 | 1,582 |
| CMOs issued by government agencies or sponsored agencies | $4,649,000 | 1,342 |
| 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) | $17,616,000 | 918 |
| Available-for-sale securities (fair market value) | $47,154,000 | 2,121 |
| Total debt securities | $64,770,000 | 1,797 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $62,264,000 | 1,921 |
| U.S. Government securities | $48,403,000 | 1,828 |
| U.S. Treasury securities | $19,814,000 | 180 |
| U.S. Government agency obligations | $28,589,000 | 2,799 |
| Securities issued by states & political subdivisions | $13,861,000 | 1,493 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,629,000 | 2,219 |
| Mortgage-backed securities | $6,530,000 | 3,238 |
| Certificates of participation in pools of residential mortgages | $1,762,000 | 4,325 |
| Issued or guaranteed by U.S. | $1,762,000 | 4,302 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $4,768,000 | 1,516 |
| CMOs issued by government agencies or sponsored agencies | $4,768,000 | 1,292 |
| 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) | $14,871,000 | 1,070 |
| Available-for-sale securities (fair market value) | $47,393,000 | 2,113 |
| Total debt securities | $62,265,000 | 1,876 |
| 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 | $62,963,000 | 1,911 |
| U.S. Government securities | $50,245,000 | 1,769 |
| U.S. Treasury securities | $23,704,000 | 166 |
| U.S. Government agency obligations | $26,541,000 | 2,955 |
| Securities issued by states & political subdivisions | $12,718,000 | 1,587 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,447,000 | 2,408 |
| Mortgage-backed securities | $6,724,000 | 3,192 |
| Certificates of participation in pools of residential mortgages | $1,822,000 | 4,288 |
| Issued or guaranteed by U.S. | $1,822,000 | 4,273 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $4,902,000 | 1,480 |
| CMOs issued by government agencies or sponsored agencies | $4,902,000 | 1,265 |
| 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) | $13,794,000 | 1,137 |
| Available-for-sale securities (fair market value) | $49,169,000 | 2,028 |
| Total debt securities | $62,965,000 | 1,869 |
| 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 | $65,963,000 | 1,842 |
| U.S. Government securities | $53,265,000 | 1,713 |
| U.S. Treasury securities | $32,173,000 | 134 |
| U.S. Government agency obligations | $21,092,000 | 3,544 |
| Securities issued by states & political subdivisions | $12,698,000 | 1,571 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,251,000 | 2,414 |
| Mortgage-backed securities | $5,064,000 | 3,633 |
| Certificates of participation in pools of residential mortgages | $967,000 | 4,918 |
| Issued or guaranteed by U.S. | $967,000 | 4,899 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,097,000 | 1,605 |
| CMOs issued by government agencies or sponsored agencies | $4,097,000 | 1,385 |
| 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) | $14,024,000 | 1,147 |
| Available-for-sale securities (fair market value) | $51,939,000 | 1,955 |
| Total debt securities | $65,963,000 | 1,798 |
| 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 | $67,693,000 | 1,792 |
| U.S. Government securities | $55,261,000 | 1,651 |
| U.S. Treasury securities | $39,128,000 | 119 |
| U.S. Government agency obligations | $16,133,000 | 4,219 |
| Securities issued by states & political subdivisions | $12,432,000 | 1,596 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,251,000 | 2,408 |
| Mortgage-backed securities | $3,258,000 | 4,232 |
| Certificates of participation in pools of residential mortgages | $1,007,000 | 4,920 |
| Issued or guaranteed by U.S. | $1,007,000 | 4,902 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,251,000 | 2,003 |
| CMOs issued by government agencies or sponsored agencies | $2,251,000 | 1,756 |
| 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) | $13,805,000 | 1,192 |
| Available-for-sale securities (fair market value) | $53,888,000 | 1,882 |
| Total debt securities | $67,693,000 | 1,754 |
| 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 | $70,817,000 | 1,704 |
| U.S. Government securities | $58,466,000 | 1,539 |
| U.S. Treasury securities | $46,116,000 | 108 |
| U.S. Government agency obligations | $12,350,000 | 4,885 |
| Securities issued by states & political subdivisions | $12,351,000 | 1,605 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,303,000 | 2,363 |
| Mortgage-backed securities | $1,440,000 | 5,165 |
| Certificates of participation in pools of residential mortgages | $1,056,000 | 4,915 |
| Issued or guaranteed by U.S. | $1,056,000 | 4,897 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $384,000 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $384,000 | 2,696 |
| 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) | $13,791,000 | 1,198 |
| Available-for-sale securities (fair market value) | $57,026,000 | 1,756 |
| Total debt securities | $70,817,000 | 1,666 |
| 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 | $74,108,000 | 1,662 |
| U.S. Government securities | $62,717,000 | 1,457 |
| U.S. Treasury securities | $52,257,000 | 99 |
| U.S. Government agency obligations | $10,460,000 | 5,357 |
| Securities issued by states & political subdivisions | $11,391,000 | 1,720 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,921,000 | 2,384 |
| Mortgage-backed securities | $502,000 | 5,911 |
| Certificates of participation in pools of residential mortgages | $502,000 | 5,473 |
| Issued or guaranteed by U.S. | $502,000 | 5,446 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,893,000 | 1,319 |
| Available-for-sale securities (fair market value) | $62,215,000 | 1,636 |
| Total debt securities | $74,108,000 | 1,626 |
| 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 | $76,771,000 | 1,607 |
| U.S. Government securities | $65,072,000 | 1,434 |
| U.S. Treasury securities | $53,035,000 | 105 |
| U.S. Government agency obligations | $12,037,000 | 5,054 |
| Securities issued by states & political subdivisions | $11,699,000 | 1,671 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,868,000 | 2,391 |
| Mortgage-backed securities | $104,000 | 6,529 |
| Certificates of participation in pools of residential mortgages | $104,000 | 6,186 |
| Issued or guaranteed by U.S. | $104,000 | 6,163 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,803,000 | 1,343 |
| Available-for-sale securities (fair market value) | $64,968,000 | 1,601 |
| Total debt securities | $76,771,000 | 1,569 |
| 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 | $77,282,000 | 1,632 |
| U.S. Government securities | $65,584,000 | 1,429 |
| U.S. Treasury securities | $54,477,000 | 100 |
| U.S. Government agency obligations | $11,107,000 | 5,289 |
| Securities issued by states & political subdivisions | $11,698,000 | 1,681 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,866,000 | 2,361 |
| Mortgage-backed securities | $111,000 | 6,562 |
| Certificates of participation in pools of residential mortgages | $111,000 | 6,209 |
| Issued or guaranteed by U.S. | $111,000 | 6,191 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,811,000 | 1,358 |
| Available-for-sale securities (fair market value) | $65,471,000 | 1,591 |
| Total debt securities | $77,282,000 | 1,588 |
| 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 | $75,389,000 | 1,655 |
| U.S. Government securities | $63,059,000 | 1,468 |
| U.S. Treasury securities | $53,890,000 | 108 |
| U.S. Government agency obligations | $9,169,000 | 5,730 |
| Securities issued by states & political subdivisions | $12,330,000 | 1,603 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,003,000 | 2,309 |
| Mortgage-backed securities | $115,000 | 6,600 |
| Certificates of participation in pools of residential mortgages | $115,000 | 6,234 |
| Issued or guaranteed by U.S. | $115,000 | 6,219 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,452,000 | 1,315 |
| Available-for-sale securities (fair market value) | $62,937,000 | 1,649 |
| Total debt securities | $75,389,000 | 1,619 |
| 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 | $76,032,000 | 1,673 |
| U.S. Government securities | $63,810,000 | 1,492 |
| U.S. Treasury securities | $53,603,000 | 108 |
| U.S. Government agency obligations | $10,207,000 | 5,555 |
| Securities issued by states & political subdivisions | $12,222,000 | 1,607 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,983,000 | 2,216 |
| Mortgage-backed securities | $135,000 | 6,640 |
| Certificates of participation in pools of residential mortgages | $135,000 | 6,264 |
| Issued or guaranteed by U.S. | $135,000 | 6,246 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,368,000 | 1,327 |
| Available-for-sale securities (fair market value) | $63,664,000 | 1,655 |
| Total debt securities | $76,032,000 | 1,631 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $73,746,000 | 1,733 |
| U.S. Government securities | $62,369,000 | 1,512 |
| U.S. Treasury securities | $47,980,000 | 123 |
| U.S. Government agency obligations | $14,389,000 | 4,632 |
| Securities issued by states & political subdivisions | $11,377,000 | 1,730 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,174,000 | 2,259 |
| Mortgage-backed securities | $144,000 | 6,639 |
| Certificates of participation in pools of residential mortgages | $144,000 | 6,249 |
| Issued or guaranteed by U.S. | $144,000 | 6,227 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,538,000 | 1,335 |
| Available-for-sale securities (fair market value) | $62,208,000 | 1,714 |
| Total debt securities | $73,746,000 | 1,676 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $72,015,000 | 1,807 |
| U.S. Government securities | $62,348,000 | 1,569 |
| U.S. Treasury securities | $45,908,000 | 134 |
| U.S. Government agency obligations | $16,440,000 | 4,290 |
| Securities issued by states & political subdivisions | $9,667,000 | 2,004 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,049,000 | 2,211 |
| Mortgage-backed securities | $150,000 | 6,662 |
| Certificates of participation in pools of residential mortgages | $150,000 | 6,289 |
| Issued or guaranteed by U.S. | $150,000 | 6,265 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,841,000 | 1,483 |
| Available-for-sale securities (fair market value) | $62,174,000 | 1,740 |
| Total debt securities | $72,015,000 | 1,763 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $69,743,000 | 1,829 |
| U.S. Government securities | $59,761,000 | 1,580 |
| U.S. Treasury securities | $39,128,000 | 141 |
| U.S. Government agency obligations | $20,633,000 | 3,575 |
| Securities issued by states & political subdivisions | $9,982,000 | 1,953 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,095,000 | 2,224 |
| Mortgage-backed securities | $158,000 | 6,696 |
| Certificates of participation in pools of residential mortgages | $158,000 | 6,315 |
| Issued or guaranteed by U.S. | $158,000 | 6,288 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,170,000 | 1,450 |
| Available-for-sale securities (fair market value) | $59,573,000 | 1,787 |
| Total debt securities | $69,743,000 | 1,781 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $68,233,000 | 1,819 |
| U.S. Government securities | $59,427,000 | 1,528 |
| U.S. Treasury securities | $37,568,000 | 145 |
| U.S. Government agency obligations | $21,859,000 | 3,339 |
| Securities issued by states & political subdivisions | $8,806,000 | 2,137 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,067,000 | 2,296 |
| Mortgage-backed securities | $166,000 | 6,734 |
| Certificates of participation in pools of residential mortgages | $166,000 | 6,324 |
| Issued or guaranteed by U.S. | $166,000 | 6,301 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,008,000 | 1,533 |
| Available-for-sale securities (fair market value) | $59,225,000 | 1,754 |
| Total debt securities | $68,233,000 | 1,764 |
| 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 | $67,954,000 | 1,803 |
| U.S. Government securities | $59,382,000 | 1,515 |
| U.S. Treasury securities | $35,543,000 | 165 |
| U.S. Government agency obligations | $23,839,000 | 3,107 |
| Securities issued by states & political subdivisions | $8,572,000 | 2,104 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,049,000 | 2,305 |
| Mortgage-backed securities | $177,000 | 6,744 |
| Certificates of participation in pools of residential mortgages | $177,000 | 6,312 |
| Issued or guaranteed by U.S. | $177,000 | 6,291 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,788,000 | 1,572 |
| Available-for-sale securities (fair market value) | $59,166,000 | 1,728 |
| Total debt securities | $67,956,000 | 1,743 |
| 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 | $68,840,000 | 1,778 |
| U.S. Government securities | $61,137,000 | 1,452 |
| U.S. Treasury securities | $35,525,000 | 165 |
| U.S. Government agency obligations | $25,612,000 | 2,910 |
| Securities issued by states & political subdivisions | $7,703,000 | 2,243 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,134,000 | 2,277 |
| Mortgage-backed securities | $191,000 | 6,751 |
| Certificates of participation in pools of residential mortgages | $191,000 | 6,279 |
| Issued or guaranteed by U.S. | $191,000 | 6,258 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,939,000 | 1,727 |
| Available-for-sale securities (fair market value) | $60,901,000 | 1,659 |
| Total debt securities | $68,840,000 | 1,715 |
| 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 | $58,702,000 | 1,908 |
| U.S. Government securities | $49,518,000 | 1,632 |
| U.S. Treasury securities | $21,790,000 | 248 |
| U.S. Government agency obligations | $27,728,000 | 2,571 |
| Securities issued by states & political subdivisions | $9,184,000 | 1,849 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,100,000 | 2,455 |
| Mortgage-backed securities | $293,000 | 6,623 |
| Certificates of participation in pools of residential mortgages | $292,000 | 6,048 |
| Issued or guaranteed by U.S. | $292,000 | 6,024 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,000 | 4,541 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 4,287 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,552,000 | 1,607 |
| Available-for-sale securities (fair market value) | $49,150,000 | 1,849 |
| Total debt securities | $58,702,000 | 1,838 |
| 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 | $49,987,000 | 2,187 |
| U.S. Government securities | $39,446,000 | 2,029 |
| U.S. Treasury securities | $20,135,000 | 341 |
| U.S. Government agency obligations | $19,311,000 | 3,496 |
| Securities issued by states & political subdivisions | $9,764,000 | 1,691 |
| 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 | $0 | 313 |
| Equity securities | $777,000 | 2,965 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,443,000 | 2,717 |
| Mortgage-backed securities | $416,000 | 6,255 |
| Certificates of participation in pools of residential mortgages | $414,000 | 5,601 |
| Issued or guaranteed by U.S. | $414,000 | 5,581 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,000 | 4,282 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 4,011 |
| 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) | $14,368,000 | 1,482 |
| Available-for-sale securities (fair market value) | $35,619,000 | 2,376 |
| Total debt securities | $49,210,000 | 2,124 |
| 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 | $43,209,000 | 2,608 |
| U.S. Government securities | $34,012,000 | 2,455 |
| U.S. Treasury securities | $17,444,000 | 546 |
| U.S. Government agency obligations | $16,568,000 | 4,013 |
| Securities issued by states & political subdivisions | $8,473,000 | 1,955 |
| 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 | $0 | 343 |
| Equity securities | $724,000 | 2,997 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,742,000 | 3,207 |
| Mortgage-backed securities | $637,000 | 6,270 |
| Certificates of participation in pools of residential mortgages | $632,000 | 5,528 |
| Issued or guaranteed by U.S. | $632,000 | 5,516 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $5,000 | 4,547 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 4,260 |
| 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) | $24,073,000 | 1,074 |
| Available-for-sale securities (fair market value) | $19,136,000 | 4,021 |
| Total debt securities | $42,485,000 | 2,573 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $53,218,000 | 2,180 |
| U.S. Government securities | $45,907,000 | 1,909 |
| U.S. Treasury securities | $36,384,000 | 375 |
| U.S. Government agency obligations | $9,523,000 | 5,427 |
| Securities issued by states & political subdivisions | $6,636,000 | 2,409 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $675,000 | 3,007 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,191,000 | 2,763 |
| Mortgage-backed securities | $846,000 | 6,266 |
| Certificates of participation in pools of residential mortgages | $834,000 | 5,476 |
| Issued or guaranteed by U.S. | $834,000 | 5,459 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $12,000 | 4,791 |
| CMOs issued by government agencies or sponsored agencies | $12,000 | 4,521 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,159,000 | 1,648 |
| Available-for-sale securities (fair market value) | $37,059,000 | 2,286 |
| Total debt securities | $52,543,000 | 2,128 |
| Structured notes | ||
| Amortized cost | $500,000 | 941 |
| Fair value | $500,000 | 981 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $52,631,000 | 2,184 |
| U.S. Government securities | $48,469,000 | 1,884 |
| U.S. Treasury securities | $40,783,000 | 455 |
| U.S. Government agency obligations | $7,686,000 | 6,089 |
| Securities issued by states & political subdivisions | $3,534,000 | 3,477 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $628,000 | 3,143 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,845,000 | 3,475 |
| Mortgage-backed securities | $1,485,000 | 5,845 |
| Certificates of participation in pools of residential mortgages | $1,460,000 | 4,865 |
| Issued or guaranteed by U.S. | $1,460,000 | 4,847 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $25,000 | 5,011 |
| CMOs issued by government agencies or sponsored agencies | $25,000 | 4,741 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,220,000 | 2,588 |
| Available-for-sale securities (fair market value) | $41,411,000 | 1,932 |
| Total debt securities | $52,003,000 | 2,141 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 916 |
| Fair value | $1,496,000 | 927 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $52,255,000 | 2,331 |
| U.S. Government securities | $48,760,000 | 1,995 |
| U.S. Treasury securities | $40,510,000 | 574 |
| U.S. Government agency obligations | $8,250,000 | 6,141 |
| Securities issued by states & political subdivisions | $2,909,000 | 4,010 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $586,000 | 3,199 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,158,000 | 3,733 |
| Mortgage-backed securities | $1,959,000 | 5,910 |
| Certificates of participation in pools of residential mortgages | $1,959,000 | 4,777 |
| Issued or guaranteed by U.S. | $1,959,000 | 4,754 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,659,000 | 3,037 |
| Available-for-sale securities (fair market value) | $41,596,000 | 1,979 |
| Total debt securities | $51,669,000 | 2,293 |
| Structured notes | ||
| Amortized cost | $3,499,000 | 594 |
| Fair value | $3,492,000 | 574 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $56,023,000 | 2,245 |
| U.S. Government securities | $52,902,000 | 1,903 |
| U.S. Treasury securities | $40,972,000 | 690 |
| U.S. Government agency obligations | $11,930,000 | 4,891 |
| Securities issued by states & political subdivisions | $2,514,000 | 4,371 |
| Other domestic debt securities | $60,000 | 4,707 |
| Privately issued residential mortgage-backed securities | $60,000 | 2,078 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $547,000 | 3,119 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,239,000 | 3,389 |
| Mortgage-backed securities | $2,527,000 | 5,837 |
| Certificates of participation in pools of residential mortgages | $2,398,000 | 4,591 |
| Issued or guaranteed by U.S. | $2,398,000 | 4,565 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $129,000 | 5,640 |
| CMOs issued by government agencies or sponsored agencies | $69,000 | 5,533 |
| Privately issued | $60,000 | 1,757 |
| 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) | $13,005,000 | 2,810 |
| Available-for-sale securities (fair market value) | $43,018,000 | 1,973 |
| Total debt securities | $55,476,000 | 2,195 |
| Structured notes | ||
| Amortized cost | $4,993,000 | 726 |
| Fair value | $4,933,000 | 707 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $65,530,000 | 2,001 |
| U.S. Government securities | $61,372,000 | 1,738 |
| U.S. Treasury securities | $46,628,000 | 751 |
| U.S. Government agency obligations | $14,744,000 | 4,056 |
| Securities issued by states & political subdivisions | $3,520,000 | 3,783 |
| Other domestic debt securities | $126,000 | 4,895 |
| Privately issued residential mortgage-backed securities | $77,000 | 2,283 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $49,000 | 4,257 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $512,000 | 3,031 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,397,000 | 3,372 |
| Mortgage-backed securities | $3,176,000 | 5,740 |
| Certificates of participation in pools of residential mortgages | $2,997,000 | 4,383 |
| Issued or guaranteed by U.S. | $2,997,000 | 4,356 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $179,000 | 5,970 |
| CMOs issued by government agencies or sponsored agencies | $102,000 | 5,845 |
| Privately issued | $77,000 | 1,973 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,892,000 | 4,133 |
| Available-for-sale securities (fair market value) | $49,638,000 | 1,153 |
| Total debt securities | $65,018,000 | 1,972 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $70,748,000 | 1,944 |
| U.S. Government securities | $63,974,000 | 1,722 |
| U.S. Treasury securities | $52,633,000 | 714 |
| U.S. Government agency obligations | $11,341,000 | 5,108 |
| Securities issued by states & political subdivisions | $5,976,000 | 2,576 |
| Other domestic debt securities | $312,000 | 4,789 |
| Privately issued residential mortgage-backed securities | $121,000 | 2,617 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $191,000 | 4,274 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $486,000 | 3,130 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,688,000 | 3,416 |
| Mortgage-backed securities | $4,875,000 | 5,329 |
| Certificates of participation in pools of residential mortgages | $3,973,000 | 4,271 |
| Issued or guaranteed by U.S. | $3,973,000 | 4,231 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $902,000 | 5,140 |
| CMOs issued by government agencies or sponsored agencies | $781,000 | 5,053 |
| Privately issued | $121,000 | 2,205 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $70,262,000 | 1,903 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $66,558,000 | 2,027 |
| U.S. Government securities | $59,533,000 | 1,798 |
| U.S. Treasury securities | $48,212,000 | 766 |
| U.S. Government agency obligations | $11,321,000 | 5,091 |
| Securities issued by states & political subdivisions | $5,683,000 | 2,461 |
| Other domestic debt securities | $943,000 | 4,212 |
| Privately issued residential mortgage-backed securities | $358,000 | 2,635 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $585,000 | 3,611 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $399,000 | 2,928 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,994,000 | 3,213 |
| Mortgage-backed securities | $7,036,000 | 4,582 |
| Certificates of participation in pools of residential mortgages | $4,469,000 | 4,216 |
| Issued or guaranteed by U.S. | $4,469,000 | 4,168 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $2,567,000 | 3,700 |
| CMOs issued by government agencies or sponsored agencies | $2,209,000 | 3,588 |
| Privately issued | $358,000 | 2,237 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $66,159,000 | 1,986 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |