Home > Bank of Cave City > Securities
Bank of Cave City, Securities
| 2023-12-31 | Rank | |
| Total securities | $38,519,000 | 2,922 |
| U.S. Government securities | $33,661,000 | 2,343 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $33,661,000 | 2,047 |
| Securities issued by states & political subdivisions | $3,119,000 | 3,144 |
| Other domestic debt securities | $1,739,000 | 1,831 |
| 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 | $1,739,000 | 1,403 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,196,000 | 2,193 |
| Mortgage-backed securities | $30,422,000 | 1,681 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $30,422,000 | 1,173 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $38,519,000 | 2,687 |
| Total debt securities | $38,518,000 | 2,903 |
| Structured notes | ||
| Amortized cost | $400,000 | 1,050 |
| Fair value | $362,000 | 1,056 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $33,876,000 | 3,063 |
| U.S. Government securities | $29,289,000 | 2,498 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $29,289,000 | 2,155 |
| Securities issued by states & political subdivisions | $2,884,000 | 3,197 |
| Other domestic debt securities | $1,703,000 | 1,829 |
| 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 | $1,703,000 | 1,406 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,676,000 | 2,199 |
| Mortgage-backed securities | $26,134,000 | 1,780 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $26,134,000 | 1,271 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $33,876,000 | 2,818 |
| Total debt securities | $33,877,000 | 3,042 |
| Structured notes | ||
| Amortized cost | $400,000 | 1,073 |
| Fair value | $354,000 | 1,076 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $36,588,000 | 3,029 |
| U.S. Government securities | $31,850,000 | 2,450 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $31,850,000 | 2,116 |
| Securities issued by states & political subdivisions | $3,042,000 | 3,212 |
| Other domestic debt securities | $1,696,000 | 1,839 |
| 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 | $1,696,000 | 1,416 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,612,000 | 2,357 |
| Mortgage-backed securities | $27,953,000 | 1,769 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $27,953,000 | 1,259 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $36,588,000 | 2,783 |
| Total debt securities | $36,588,000 | 3,005 |
| Structured notes | ||
| Amortized cost | $400,000 | 1,119 |
| Fair value | $351,000 | 1,124 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $37,914,000 | 3,074 |
| U.S. Government securities | $33,127,000 | 2,483 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $33,127,000 | 2,087 |
| Securities issued by states & political subdivisions | $3,091,000 | 3,265 |
| Other domestic debt securities | $1,696,000 | 1,883 |
| 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 | $1,696,000 | 1,462 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,501,000 | 2,281 |
| Mortgage-backed securities | $29,188,000 | 1,779 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $29,188,000 | 1,262 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $37,914,000 | 2,825 |
| Total debt securities | $37,914,000 | 3,049 |
| Structured notes | ||
| Amortized cost | $400,000 | 1,147 |
| Fair value | $345,000 | 1,155 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $38,458,000 | 3,091 |
| U.S. Government securities | $33,274,000 | 2,477 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $33,274,000 | 2,081 |
| Securities issued by states & political subdivisions | $3,501,000 | 3,238 |
| Other domestic debt securities | $1,683,000 | 1,911 |
| 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 | $1,683,000 | 1,483 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,544,000 | 2,212 |
| Mortgage-backed securities | $29,398,000 | 1,784 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $29,398,000 | 1,274 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $38,458,000 | 2,840 |
| Total debt securities | $38,458,000 | 3,070 |
| Structured notes | ||
| Amortized cost | $400,000 | 1,172 |
| Fair value | $353,000 | 1,177 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $38,147,000 | 3,110 |
| U.S. Government securities | $33,136,000 | 2,508 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $33,136,000 | 2,109 |
| Securities issued by states & political subdivisions | $3,322,000 | 3,295 |
| Other domestic debt securities | $1,689,000 | 1,878 |
| 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 | $1,689,000 | 1,485 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,130,000 | 2,125 |
| Mortgage-backed securities | $29,291,000 | 1,807 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $29,291,000 | 1,284 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $38,147,000 | 2,862 |
| Total debt securities | $38,148,000 | 3,088 |
| Structured notes | ||
| Amortized cost | $400,000 | 1,159 |
| Fair value | $355,000 | 1,164 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $41,464,000 | 3,051 |
| U.S. Government securities | $36,287,000 | 2,433 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $36,287,000 | 2,050 |
| Securities issued by states & political subdivisions | $3,450,000 | 3,317 |
| Other domestic debt securities | $1,727,000 | 1,757 |
| 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 | $1,727,000 | 1,468 |
| 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 | $16,585,000 | 2,248 |
| Mortgage-backed securities | $31,570,000 | 1,797 |
| Certificates of participation in pools of residential mortgages | $31,570,000 | 1,293 |
| Issued or guaranteed by U.S. | $31,570,000 | 1,266 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $41,464,000 | 2,821 |
| Total debt securities | $41,463,000 | 3,034 |
| Structured notes | ||
| Amortized cost | $400,000 | 1,130 |
| Fair value | $365,000 | 1,136 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $43,967,000 | 2,937 |
| U.S. Government securities | $39,635,000 | 2,280 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $39,635,000 | 1,967 |
| Securities issued by states & political subdivisions | $2,537,000 | 3,493 |
| Other domestic debt securities | $1,795,000 | 1,730 |
| 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 | $1,795,000 | 1,436 |
| 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 | $15,417,000 | 2,283 |
| Mortgage-backed securities | $34,819,000 | 1,738 |
| Certificates of participation in pools of residential mortgages | $34,819,000 | 1,243 |
| Issued or guaranteed by U.S. | $34,819,000 | 1,222 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $43,967,000 | 2,732 |
| Total debt securities | $43,966,000 | 2,921 |
| Structured notes | ||
| Amortized cost | $400,000 | 1,004 |
| Fair value | $380,000 | 1,007 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $45,013,000 | 2,833 |
| U.S. Government securities | $39,960,000 | 2,114 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $39,960,000 | 1,902 |
| Securities issued by states & political subdivisions | $3,163,000 | 3,423 |
| Other domestic debt securities | $1,890,000 | 1,676 |
| 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 | $1,890,000 | 1,360 |
| 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 | $15,528,000 | 2,265 |
| Mortgage-backed securities | $36,962,000 | 1,642 |
| Certificates of participation in pools of residential mortgages | $36,962,000 | 1,180 |
| Issued or guaranteed by U.S. | $36,962,000 | 1,156 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $45,013,000 | 2,664 |
| Total debt securities | $45,014,000 | 2,816 |
| Structured notes | ||
| Amortized cost | $400,000 | 913 |
| Fair value | $398,000 | 916 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $38,874,000 | 2,948 |
| U.S. Government securities | $36,255,000 | 2,165 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $36,255,000 | 2,000 |
| Securities issued by states & political subdivisions | $2,319,000 | 3,597 |
| Other domestic debt securities | $300,000 | 2,065 |
| 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 | $300,000 | 1,726 |
| 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 | $14,920,000 | 2,266 |
| Mortgage-backed securities | $34,224,000 | 1,709 |
| Certificates of participation in pools of residential mortgages | $34,224,000 | 1,201 |
| Issued or guaranteed by U.S. | $34,224,000 | 1,176 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $38,874,000 | 2,787 |
| Total debt securities | $38,874,000 | 2,928 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $37,084,000 | 2,949 |
| U.S. Government securities | $34,463,000 | 2,160 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $34,463,000 | 1,999 |
| Securities issued by states & political subdivisions | $2,321,000 | 3,605 |
| Other domestic debt securities | $300,000 | 2,064 |
| 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 | $300,000 | 1,688 |
| 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 | $15,446,000 | 2,224 |
| Mortgage-backed securities | $32,426,000 | 1,731 |
| Certificates of participation in pools of residential mortgages | $32,426,000 | 1,210 |
| Issued or guaranteed by U.S. | $32,426,000 | 1,183 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $37,084,000 | 2,783 |
| Total debt securities | $37,083,000 | 2,930 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $35,201,000 | 2,891 |
| U.S. Government securities | $32,578,000 | 2,095 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $32,578,000 | 1,967 |
| Securities issued by states & political subdivisions | $2,323,000 | 3,598 |
| Other domestic debt securities | $300,000 | 2,044 |
| 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 | $300,000 | 1,641 |
| 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 | $15,206,000 | 2,221 |
| Mortgage-backed securities | $30,537,000 | 1,715 |
| Certificates of participation in pools of residential mortgages | $30,537,000 | 1,196 |
| Issued or guaranteed by U.S. | $30,537,000 | 1,164 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $35,201,000 | 2,715 |
| Total debt securities | $35,199,000 | 2,871 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $31,390,000 | 2,950 |
| U.S. Government securities | $28,081,000 | 2,137 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $28,081,000 | 2,021 |
| Securities issued by states & political subdivisions | $3,009,000 | 3,476 |
| Other domestic debt securities | $300,000 | 1,975 |
| 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 | $300,000 | 1,569 |
| 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 | $14,896,000 | 2,220 |
| Mortgage-backed securities | $26,022,000 | 1,774 |
| Certificates of participation in pools of residential mortgages | $26,022,000 | 1,228 |
| Issued or guaranteed by U.S. | $26,022,000 | 1,204 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $31,390,000 | 2,774 |
| Total debt securities | $31,390,000 | 2,930 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $29,073,000 | 2,951 |
| U.S. Government securities | $25,637,000 | 2,190 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $25,637,000 | 2,075 |
| Securities issued by states & political subdivisions | $3,141,000 | 3,391 |
| Other domestic debt securities | $295,000 | 1,959 |
| 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 | $295,000 | 1,555 |
| 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 | $14,795,000 | 2,217 |
| Mortgage-backed securities | $23,576,000 | 1,832 |
| Certificates of participation in pools of residential mortgages | $23,576,000 | 1,267 |
| Issued or guaranteed by U.S. | $23,576,000 | 1,234 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $29,073,000 | 2,761 |
| Total debt securities | $29,073,000 | 2,934 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $25,386,000 | 3,081 |
| U.S. Government securities | $21,899,000 | 2,382 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $21,899,000 | 2,260 |
| Securities issued by states & political subdivisions | $3,194,000 | 3,375 |
| Other domestic debt securities | $293,000 | 1,900 |
| 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 | $293,000 | 1,513 |
| 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 | $15,170,000 | 2,190 |
| Mortgage-backed securities | $19,847,000 | 1,999 |
| Certificates of participation in pools of residential mortgages | $19,143,000 | 1,427 |
| Issued or guaranteed by U.S. | $19,143,000 | 1,388 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $704,000 | 2,451 |
| CMOs issued by government agencies or sponsored agencies | $704,000 | 2,412 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $25,386,000 | 2,888 |
| Total debt securities | $25,384,000 | 3,060 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $22,060,000 | 3,188 |
| U.S. Government securities | $18,785,000 | 2,580 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $18,785,000 | 2,453 |
| Securities issued by states & political subdivisions | $3,016,000 | 3,349 |
| Other domestic debt securities | $259,000 | 1,843 |
| 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 | $259,000 | 1,427 |
| 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 | $13,940,000 | 2,220 |
| Mortgage-backed securities | $16,735,000 | 2,157 |
| Certificates of participation in pools of residential mortgages | $16,007,000 | 1,586 |
| Issued or guaranteed by U.S. | $16,007,000 | 1,542 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $728,000 | 2,452 |
| CMOs issued by government agencies or sponsored agencies | $728,000 | 2,404 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $22,060,000 | 2,988 |
| Total debt securities | $22,060,000 | 3,167 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $19,733,000 | 3,372 |
| U.S. Government securities | $15,821,000 | 2,856 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $15,821,000 | 2,693 |
| Securities issued by states & political subdivisions | $3,318,000 | 3,287 |
| Other domestic debt securities | $594,000 | 1,637 |
| 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 | $594,000 | 1,244 |
| 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 | $11,869,000 | 2,427 |
| Mortgage-backed securities | $11,076,000 | 2,515 |
| Certificates of participation in pools of residential mortgages | $10,315,000 | 1,963 |
| Issued or guaranteed by U.S. | $10,315,000 | 1,909 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $761,000 | 2,446 |
| CMOs issued by government agencies or sponsored agencies | $761,000 | 2,403 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $19,733,000 | 3,135 |
| Total debt securities | $19,732,000 | 3,349 |
| Structured notes | ||
| Amortized cost | $308,000 | 623 |
| Fair value | $305,000 | 624 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $14,492,000 | 3,781 |
| U.S. Government securities | $11,438,000 | 3,299 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $11,438,000 | 3,148 |
| Securities issued by states & political subdivisions | $2,466,000 | 3,484 |
| Other domestic debt securities | $588,000 | 1,679 |
| 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 | $588,000 | 1,252 |
| 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 | $12,256,000 | 2,426 |
| Mortgage-backed securities | $9,438,000 | 2,646 |
| Certificates of participation in pools of residential mortgages | $8,649,000 | 2,103 |
| Issued or guaranteed by U.S. | $8,649,000 | 2,040 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $789,000 | 2,459 |
| CMOs issued by government agencies or sponsored agencies | $789,000 | 2,418 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $14,492,000 | 3,525 |
| Total debt securities | $14,491,000 | 3,756 |
| Structured notes | ||
| Amortized cost | $307,000 | 776 |
| Fair value | $305,000 | 776 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $12,817,000 | 3,958 |
| U.S. Government securities | $9,774,000 | 3,519 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $9,774,000 | 3,365 |
| Securities issued by states & political subdivisions | $2,466,000 | 3,527 |
| Other domestic debt securities | $577,000 | 1,673 |
| 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 | $577,000 | 1,282 |
| 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 | $10,911,000 | 2,608 |
| Mortgage-backed securities | $8,281,000 | 2,764 |
| Certificates of participation in pools of residential mortgages | $7,464,000 | 2,233 |
| Issued or guaranteed by U.S. | $7,464,000 | 2,188 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $817,000 | 2,438 |
| CMOs issued by government agencies or sponsored agencies | $817,000 | 2,393 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $12,817,000 | 3,694 |
| Total debt securities | $12,817,000 | 3,935 |
| Structured notes | ||
| Amortized cost | $307,000 | 842 |
| Fair value | $289,000 | 852 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $15,638,000 | 3,803 |
| U.S. Government securities | $12,492,000 | 3,269 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $12,492,000 | 3,107 |
| Securities issued by states & political subdivisions | $2,573,000 | 3,582 |
| Other domestic debt securities | $573,000 | 1,679 |
| 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 | $573,000 | 1,290 |
| 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 | $13,685,000 | 2,388 |
| Mortgage-backed securities | $8,517,000 | 2,747 |
| Certificates of participation in pools of residential mortgages | $7,683,000 | 2,218 |
| Issued or guaranteed by U.S. | $7,683,000 | 2,170 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $834,000 | 2,444 |
| CMOs issued by government agencies or sponsored agencies | $834,000 | 2,400 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $110,000 | 1,770 |
| Available-for-sale securities (fair market value) | $15,528,000 | 3,546 |
| Total debt securities | $15,636,000 | 3,781 |
| Structured notes | ||
| Amortized cost | $306,000 | 859 |
| Fair value | $284,000 | 871 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $15,648,000 | 3,838 |
| U.S. Government securities | $12,534,000 | 3,309 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $12,534,000 | 3,144 |
| Securities issued by states & political subdivisions | $2,555,000 | 3,640 |
| Other domestic debt securities | $559,000 | 1,675 |
| 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 | $559,000 | 1,298 |
| 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 | $15,062,000 | 2,278 |
| Mortgage-backed securities | $8,640,000 | 2,735 |
| Certificates of participation in pools of residential mortgages | $7,788,000 | 2,218 |
| Issued or guaranteed by U.S. | $7,788,000 | 2,184 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $852,000 | 2,442 |
| CMOs issued by government agencies or sponsored agencies | $852,000 | 2,394 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $110,000 | 1,811 |
| Available-for-sale securities (fair market value) | $15,538,000 | 3,584 |
| Total debt securities | $15,648,000 | 3,817 |
| Structured notes | ||
| Amortized cost | $306,000 | 880 |
| Fair value | $279,000 | 890 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $15,975,000 | 3,856 |
| U.S. Government securities | $12,642,000 | 3,337 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $12,642,000 | 3,185 |
| Securities issued by states & political subdivisions | $2,645,000 | 3,669 |
| Other domestic debt securities | $688,000 | 1,601 |
| 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 | $688,000 | 1,272 |
| 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 | $13,601,000 | 2,405 |
| Mortgage-backed securities | $8,821,000 | 2,731 |
| Certificates of participation in pools of residential mortgages | $7,951,000 | 2,223 |
| Issued or guaranteed by U.S. | $7,951,000 | 2,212 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $870,000 | 2,441 |
| CMOs issued by government agencies or sponsored agencies | $870,000 | 2,389 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $110,000 | 1,849 |
| Available-for-sale securities (fair market value) | $15,865,000 | 3,584 |
| Total debt securities | $15,976,000 | 3,834 |
| Structured notes | ||
| Amortized cost | $305,000 | 853 |
| Fair value | $285,000 | 864 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $16,484,000 | 3,879 |
| U.S. Government securities | $13,111,000 | 3,289 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $13,111,000 | 3,140 |
| Securities issued by states & political subdivisions | $2,674,000 | 3,722 |
| Other domestic debt securities | $699,000 | 1,782 |
| 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 | $699,000 | 1,272 |
| 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 | $12,692,000 | 2,521 |
| Mortgage-backed securities | $9,245,000 | 2,728 |
| Certificates of participation in pools of residential mortgages | $8,343,000 | 2,221 |
| Issued or guaranteed by U.S. | $8,343,000 | 2,119 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $902,000 | 2,455 |
| CMOs issued by government agencies or sponsored agencies | $902,000 | 2,397 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $110,000 | 1,877 |
| Available-for-sale securities (fair market value) | $16,374,000 | 3,612 |
| Total debt securities | $16,484,000 | 3,858 |
| Structured notes | ||
| Amortized cost | $305,000 | 856 |
| Fair value | $297,000 | 861 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $16,952,000 | 3,882 |
| U.S. Government securities | $13,561,000 | 3,320 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $13,561,000 | 3,170 |
| Securities issued by states & political subdivisions | $2,684,000 | 3,766 |
| Other domestic debt securities | $707,000 | 1,613 |
| 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 | $707,000 | 1,302 |
| 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 | $12,600,000 | 2,569 |
| Mortgage-backed securities | $9,673,000 | 2,692 |
| Certificates of participation in pools of residential mortgages | $8,742,000 | 2,207 |
| Issued or guaranteed by U.S. | $8,742,000 | 2,205 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $931,000 | 2,441 |
| CMOs issued by government agencies or sponsored agencies | $931,000 | 2,377 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $110,000 | 1,913 |
| Available-for-sale securities (fair market value) | $16,842,000 | 3,610 |
| Total debt securities | $16,953,000 | 3,862 |
| Structured notes | ||
| Amortized cost | $304,000 | 821 |
| Fair value | $304,000 | 822 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $18,058,000 | 3,855 |
| U.S. Government securities | $14,160,000 | 3,296 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $14,160,000 | 3,148 |
| Securities issued by states & political subdivisions | $3,192,000 | 3,722 |
| Other domestic debt securities | $706,000 | 1,620 |
| 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 | $706,000 | 1,326 |
| 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 | $11,587,000 | 2,705 |
| Mortgage-backed securities | $10,228,000 | 2,677 |
| Certificates of participation in pools of residential mortgages | $9,260,000 | 2,199 |
| Issued or guaranteed by U.S. | $9,260,000 | 2,196 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $968,000 | 2,415 |
| CMOs issued by government agencies or sponsored agencies | $968,000 | 2,351 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $110,000 | 1,941 |
| Available-for-sale securities (fair market value) | $17,948,000 | 3,580 |
| Total debt securities | $18,058,000 | 3,834 |
| Structured notes | ||
| Amortized cost | $304,000 | 831 |
| Fair value | $301,000 | 833 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $18,668,000 | 3,850 |
| U.S. Government securities | $14,706,000 | 3,255 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $14,706,000 | 3,132 |
| Securities issued by states & political subdivisions | $3,252,000 | 3,760 |
| Other domestic debt securities | $710,000 | 1,633 |
| 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 | $710,000 | 1,352 |
| 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 | $10,372,000 | 2,850 |
| Mortgage-backed securities | $10,732,000 | 2,654 |
| Certificates of participation in pools of residential mortgages | $9,727,000 | 2,196 |
| Issued or guaranteed by U.S. | $9,727,000 | 2,193 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,005,000 | 2,413 |
| CMOs issued by government agencies or sponsored agencies | $1,005,000 | 2,355 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $110,000 | 1,996 |
| Available-for-sale securities (fair market value) | $18,558,000 | 3,571 |
| Total debt securities | $18,668,000 | 3,823 |
| Structured notes | ||
| Amortized cost | $303,000 | 861 |
| Fair value | $301,000 | 862 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $20,902,000 | 3,757 |
| U.S. Government securities | $17,215,000 | 3,105 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $17,215,000 | 2,983 |
| Securities issued by states & political subdivisions | $2,976,000 | 3,845 |
| Other domestic debt securities | $711,000 | 1,662 |
| 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 | $711,000 | 1,380 |
| 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 | $10,519,000 | 2,852 |
| Mortgage-backed securities | $11,944,000 | 2,582 |
| Certificates of participation in pools of residential mortgages | $10,911,000 | 2,106 |
| Issued or guaranteed by U.S. | $10,911,000 | 2,105 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,033,000 | 2,431 |
| CMOs issued by government agencies or sponsored agencies | $1,033,000 | 2,366 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $110,000 | 2,022 |
| Available-for-sale securities (fair market value) | $20,792,000 | 3,463 |
| Total debt securities | $20,902,000 | 3,735 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $19,083,000 | 3,928 |
| U.S. Government securities | $15,453,000 | 3,294 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $15,453,000 | 3,169 |
| Securities issued by states & political subdivisions | $2,926,000 | 3,896 |
| Other domestic debt securities | $704,000 | 1,718 |
| 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 | $704,000 | 1,413 |
| 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 | $9,449,000 | 3,026 |
| Mortgage-backed securities | $11,193,000 | 2,679 |
| Certificates of participation in pools of residential mortgages | $11,193,000 | 2,130 |
| Issued or guaranteed by U.S. | $11,193,000 | 2,130 |
| 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 | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $110,000 | 2,059 |
| Available-for-sale securities (fair market value) | $18,973,000 | 3,623 |
| Total debt securities | $19,083,000 | 3,901 |
| Structured notes | ||
| Amortized cost | $302,000 | 987 |
| Fair value | $291,000 | 1,000 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $13,919,000 | 4,310 |
| U.S. Government securities | $10,103,000 | 3,830 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $10,103,000 | 3,694 |
| Securities issued by states & political subdivisions | $3,115,000 | 3,888 |
| Other domestic debt securities | $701,000 | 1,730 |
| 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 | $701,000 | 1,413 |
| 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 | $8,956,000 | 3,098 |
| Mortgage-backed securities | $6,661,000 | 3,168 |
| Certificates of participation in pools of residential mortgages | $6,661,000 | 2,678 |
| Issued or guaranteed by U.S. | $6,661,000 | 2,673 |
| 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 | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $110,000 | 2,082 |
| Available-for-sale securities (fair market value) | $13,809,000 | 4,011 |
| Total debt securities | $13,919,000 | 4,293 |
| Structured notes | ||
| Amortized cost | $301,000 | 979 |
| Fair value | $289,000 | 993 |
| 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 | $10,679,000 | 4,627 |
| U.S. Government securities | $6,888,000 | 4,317 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $6,888,000 | 4,197 |
| Securities issued by states & political subdivisions | $3,084,000 | 3,903 |
| Other domestic debt securities | $707,000 | 1,724 |
| 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 | $707,000 | 1,412 |
| 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 | $9,019,000 | 3,117 |
| Mortgage-backed securities | $5,896,000 | 3,315 |
| Certificates of participation in pools of residential mortgages | $5,896,000 | 2,826 |
| Issued or guaranteed by U.S. | $5,896,000 | 2,823 |
| 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 | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $110,000 | 2,107 |
| Available-for-sale securities (fair market value) | $10,569,000 | 4,316 |
| Total debt securities | $10,679,000 | 4,606 |
| Structured notes | ||
| Amortized cost | $301,000 | 958 |
| Fair value | $290,000 | 977 |
| 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 | $12,086,000 | 4,577 |
| U.S. Government securities | $9,656,000 | 3,998 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $9,656,000 | 3,874 |
| Securities issued by states & political subdivisions | $1,721,000 | 4,264 |
| Other domestic debt securities | $709,000 | 1,752 |
| 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 | $709,000 | 1,419 |
| 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 | $9,451,000 | 3,112 |
| Mortgage-backed securities | $3,260,000 | 3,789 |
| Certificates of participation in pools of residential mortgages | $3,260,000 | 3,389 |
| Issued or guaranteed by U.S. | $3,260,000 | 3,385 |
| 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 | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $110,000 | 2,153 |
| Available-for-sale securities (fair market value) | $11,976,000 | 4,254 |
| Total debt securities | $12,086,000 | 4,551 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 670 |
| Fair value | $1,292,000 | 669 |
| 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 | $14,580,000 | 4,404 |
| U.S. Government securities | $11,229,000 | 3,905 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $11,229,000 | 3,771 |
| Securities issued by states & political subdivisions | $1,676,000 | 4,305 |
| Other domestic debt securities | $1,675,000 | 1,390 |
| 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 | $1,675,000 | 1,101 |
| 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 | $13,446,000 | 2,700 |
| Mortgage-backed securities | $3,375,000 | 3,795 |
| Certificates of participation in pools of residential mortgages | $3,375,000 | 3,386 |
| Issued or guaranteed by U.S. | $3,375,000 | 3,385 |
| 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 | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $209,000 | 2,136 |
| Available-for-sale securities (fair market value) | $14,371,000 | 4,085 |
| Total debt securities | $14,580,000 | 4,385 |
| Structured notes | ||
| Amortized cost | $1,299,000 | 807 |
| Fair value | $1,276,000 | 811 |
| 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 | $15,387,000 | 4,404 |
| U.S. Government securities | $12,144,000 | 3,829 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $12,144,000 | 3,698 |
| Securities issued by states & political subdivisions | $1,578,000 | 4,392 |
| Other domestic debt securities | $1,665,000 | 1,371 |
| 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 | $1,665,000 | 1,089 |
| 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 | $13,227,000 | 2,739 |
| Mortgage-backed securities | $3,445,000 | 3,792 |
| Certificates of participation in pools of residential mortgages | $3,445,000 | 3,380 |
| Issued or guaranteed by U.S. | $3,445,000 | 3,377 |
| 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 | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $110,000 | 2,234 |
| Available-for-sale securities (fair market value) | $15,277,000 | 4,056 |
| Total debt securities | $15,387,000 | 4,381 |
| Structured notes | ||
| Amortized cost | $1,798,000 | 836 |
| Fair value | $1,756,000 | 840 |
| 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 | $17,807,000 | 4,277 |
| U.S. Government securities | $14,125,000 | 3,698 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $14,125,000 | 3,576 |
| Securities issued by states & political subdivisions | $1,583,000 | 4,441 |
| Other domestic debt securities | $2,099,000 | 1,270 |
| 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 | $2,099,000 | 993 |
| 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 | $13,090,000 | 2,760 |
| Mortgage-backed securities | $3,595,000 | 3,814 |
| Certificates of participation in pools of residential mortgages | $3,595,000 | 3,388 |
| Issued or guaranteed by U.S. | $3,595,000 | 3,384 |
| 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 | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $110,000 | 2,244 |
| Available-for-sale securities (fair market value) | $17,697,000 | 3,926 |
| Total debt securities | $17,807,000 | 4,253 |
| Structured notes | ||
| Amortized cost | $1,798,000 | 948 |
| Fair value | $1,751,000 | 956 |
| 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 | $18,216,000 | 4,323 |
| U.S. Government securities | $14,526,000 | 3,744 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $14,526,000 | 3,629 |
| Securities issued by states & political subdivisions | $1,586,000 | 4,454 |
| Other domestic debt securities | $2,104,000 | 1,271 |
| 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 | $2,104,000 | 996 |
| 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 | $12,772,000 | 2,809 |
| Mortgage-backed securities | $3,684,000 | 3,878 |
| Certificates of participation in pools of residential mortgages | $3,684,000 | 3,447 |
| Issued or guaranteed by U.S. | $3,684,000 | 3,444 |
| 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 | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $110,000 | 2,287 |
| Available-for-sale securities (fair market value) | $18,106,000 | 3,960 |
| Total debt securities | $18,216,000 | 4,297 |
| Structured notes | ||
| Amortized cost | $1,797,000 | 1,063 |
| Fair value | $1,742,000 | 1,067 |
| 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 | $20,402,000 | 4,201 |
| U.S. Government securities | $15,936,000 | 3,676 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $15,936,000 | 3,560 |
| Securities issued by states & political subdivisions | $1,795,000 | 4,414 |
| Other domestic debt securities | $2,671,000 | 1,180 |
| 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 | $2,671,000 | 906 |
| 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 | $14,040,000 | 2,726 |
| Mortgage-backed securities | $4,843,000 | 3,727 |
| Certificates of participation in pools of residential mortgages | $4,843,000 | 3,260 |
| Issued or guaranteed by U.S. | $4,843,000 | 3,257 |
| 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 | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $110,000 | 2,292 |
| Available-for-sale securities (fair market value) | $20,292,000 | 3,854 |
| Total debt securities | $20,402,000 | 4,173 |
| Structured notes | ||
| Amortized cost | $1,796,000 | 1,131 |
| Fair value | $1,777,000 | 1,136 |
| 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 | $20,368,000 | 4,258 |
| U.S. Government securities | $15,892,000 | 3,734 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $15,892,000 | 3,611 |
| Securities issued by states & political subdivisions | $1,799,000 | 4,482 |
| Other domestic debt securities | $2,677,000 | 1,180 |
| 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 | $2,677,000 | 905 |
| 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 | $13,847,000 | 2,761 |
| Mortgage-backed securities | $6,287,000 | 3,550 |
| Certificates of participation in pools of residential mortgages | $6,287,000 | 3,053 |
| Issued or guaranteed by U.S. | $6,287,000 | 3,050 |
| 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 | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $110,000 | 2,323 |
| Available-for-sale securities (fair market value) | $20,258,000 | 3,906 |
| Total debt securities | $20,368,000 | 4,239 |
| Structured notes | ||
| Amortized cost | $1,795,000 | 1,205 |
| Fair value | $1,752,000 | 1,206 |
| 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 | $23,266,000 | 4,124 |
| U.S. Government securities | $18,810,000 | 3,535 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $18,810,000 | 3,422 |
| Securities issued by states & political subdivisions | $1,805,000 | 4,519 |
| Other domestic debt securities | $2,651,000 | 1,228 |
| 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 | $2,651,000 | 933 |
| 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 | $12,375,000 | 2,933 |
| Mortgage-backed securities | $6,898,000 | 3,542 |
| Certificates of participation in pools of residential mortgages | $6,898,000 | 3,035 |
| Issued or guaranteed by U.S. | $6,898,000 | 3,033 |
| 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 | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $110,000 | 2,366 |
| Available-for-sale securities (fair market value) | $23,156,000 | 3,770 |
| Total debt securities | $23,266,000 | 4,098 |
| Structured notes | ||
| Amortized cost | $3,295,000 | 919 |
| Fair value | $3,208,000 | 923 |
| 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 | $27,343,000 | 3,846 |
| U.S. Government securities | $21,446,000 | 3,356 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $21,446,000 | 3,256 |
| Securities issued by states & political subdivisions | $2,520,000 | 4,342 |
| Other domestic debt securities | $3,377,000 | 1,139 |
| 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 | $3,377,000 | 849 |
| 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 | $12,830,000 | 2,899 |
| Mortgage-backed securities | $7,123,000 | 3,575 |
| Certificates of participation in pools of residential mortgages | $7,123,000 | 3,060 |
| Issued or guaranteed by U.S. | $7,123,000 | 3,060 |
| 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 | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $110,000 | 2,379 |
| Available-for-sale securities (fair market value) | $27,233,000 | 3,518 |
| Total debt securities | $27,343,000 | 3,818 |
| Structured notes | ||
| Amortized cost | $6,074,000 | 627 |
| Fair value | $5,920,000 | 633 |
| 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 | $23,039,000 | 4,211 |
| U.S. Government securities | $16,744,000 | 3,827 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $16,744,000 | 3,731 |
| Securities issued by states & political subdivisions | $2,715,000 | 4,324 |
| Other domestic debt securities | $3,580,000 | 1,140 |
| 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 | $3,580,000 | 847 |
| 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 | $12,586,000 | 2,943 |
| Mortgage-backed securities | $6,106,000 | 3,734 |
| Certificates of participation in pools of residential mortgages | $6,106,000 | 3,241 |
| Issued or guaranteed by U.S. | $6,106,000 | 3,240 |
| 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 | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $110,000 | 2,397 |
| Available-for-sale securities (fair market value) | $22,929,000 | 3,851 |
| Total debt securities | $23,039,000 | 4,186 |
| Structured notes | ||
| Amortized cost | $2,412,000 | 1,153 |
| Fair value | $2,248,000 | 1,170 |
| 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 | $21,607,000 | 4,333 |
| U.S. Government securities | $16,127,000 | 3,887 |
| U.S. Treasury securities | $492,000 | 1,002 |
| U.S. Government agency obligations | $15,635,000 | 3,826 |
| Securities issued by states & political subdivisions | $2,442,000 | 4,420 |
| Other domestic debt securities | $3,038,000 | 1,265 |
| 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 | $3,038,000 | 946 |
| 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 | $12,423,000 | 2,962 |
| Mortgage-backed securities | $5,155,000 | 3,921 |
| Certificates of participation in pools of residential mortgages | $5,155,000 | 3,443 |
| Issued or guaranteed by U.S. | $5,155,000 | 3,441 |
| 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 | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $110,000 | 2,425 |
| Available-for-sale securities (fair market value) | $21,497,000 | 3,977 |
| Total debt securities | $21,607,000 | 4,308 |
| Structured notes | ||
| Amortized cost | $2,412,000 | 1,132 |
| Fair value | $2,250,000 | 1,142 |
| 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 | $20,705,000 | 4,428 |
| U.S. Government securities | $15,004,000 | 4,038 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $15,004,000 | 3,934 |
| Securities issued by states & political subdivisions | $2,666,000 | 4,358 |
| Other domestic debt securities | $3,035,000 | 1,291 |
| 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 | $3,035,000 | 971 |
| 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 | $11,664,000 | 3,046 |
| Mortgage-backed securities | $5,323,000 | 3,932 |
| Certificates of participation in pools of residential mortgages | $5,323,000 | 3,426 |
| Issued or guaranteed by U.S. | $5,323,000 | 3,423 |
| 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 | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $110,000 | 2,423 |
| Available-for-sale securities (fair market value) | $20,595,000 | 4,071 |
| Total debt securities | $20,705,000 | 4,397 |
| Structured notes | ||
| Amortized cost | $2,413,000 | 1,122 |
| Fair value | $2,264,000 | 1,133 |
| 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 | $21,176,000 | 4,401 |
| U.S. Government securities | $15,587,000 | 3,962 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $15,587,000 | 3,869 |
| Securities issued by states & political subdivisions | $2,677,000 | 4,365 |
| Other domestic debt securities | $2,912,000 | 1,350 |
| 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 | $2,912,000 | 1,018 |
| 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 | $13,034,000 | 2,848 |
| Mortgage-backed securities | $5,743,000 | 3,876 |
| Certificates of participation in pools of residential mortgages | $5,743,000 | 3,328 |
| Issued or guaranteed by U.S. | $5,743,000 | 3,326 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $110,000 | 2,374 |
| Available-for-sale securities (fair market value) | $21,066,000 | 4,061 |
| Total debt securities | $21,176,000 | 4,367 |
| Structured notes | ||
| Amortized cost | $2,413,000 | 1,103 |
| Fair value | $2,306,000 | 1,107 |
| 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 | $22,294,000 | 4,304 |
| U.S. Government securities | $16,749,000 | 3,868 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $16,749,000 | 3,772 |
| Securities issued by states & political subdivisions | $2,894,000 | 4,289 |
| Other domestic debt securities | $2,651,000 | 1,406 |
| 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 | $2,651,000 | 1,036 |
| 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 | $11,638,000 | 3,077 |
| Mortgage-backed securities | $6,381,000 | 3,820 |
| Certificates of participation in pools of residential mortgages | $6,381,000 | 3,240 |
| Issued or guaranteed by U.S. | $6,381,000 | 3,238 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $110,000 | 2,370 |
| Available-for-sale securities (fair market value) | $22,184,000 | 3,987 |
| Total debt securities | $22,294,000 | 4,277 |
| Structured notes | ||
| Amortized cost | $2,413,000 | 1,127 |
| Fair value | $2,411,000 | 1,126 |
| 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 | $19,846,000 | 4,484 |
| U.S. Government securities | $15,672,000 | 3,942 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $15,672,000 | 3,844 |
| Securities issued by states & political subdivisions | $2,774,000 | 4,317 |
| Other domestic debt securities | $1,400,000 | 1,783 |
| 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 | $1,400,000 | 1,337 |
| 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 | $10,893,000 | 3,164 |
| Mortgage-backed securities | $6,510,000 | 3,811 |
| Certificates of participation in pools of residential mortgages | $6,510,000 | 3,201 |
| Issued or guaranteed by U.S. | $6,510,000 | 3,199 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $19,846,000 | 4,135 |
| Total debt securities | $19,846,000 | 4,455 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,439 |
| Fair value | $1,504,000 | 1,456 |
| 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 | $20,749,000 | 4,475 |
| U.S. Government securities | $16,567,000 | 3,939 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $16,567,000 | 3,858 |
| Securities issued by states & political subdivisions | $2,783,000 | 4,326 |
| Other domestic debt securities | $1,399,000 | 1,840 |
| 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 | $1,399,000 | 1,386 |
| 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 | $11,091,000 | 3,151 |
| Mortgage-backed securities | $7,367,000 | 3,805 |
| Certificates of participation in pools of residential mortgages | $7,367,000 | 3,199 |
| Issued or guaranteed by U.S. | $7,367,000 | 3,198 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $20,749,000 | 4,125 |
| Total debt securities | $20,749,000 | 4,440 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,061 |
| Fair value | $3,003,000 | 1,092 |
| 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 | $23,683,000 | 4,248 |
| U.S. Government securities | $19,271,000 | 3,706 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $19,271,000 | 3,637 |
| Securities issued by states & political subdivisions | $2,784,000 | 4,303 |
| Other domestic debt securities | $1,628,000 | 1,756 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $1,628,000 | 1,314 |
| 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 | $9,828,000 | 3,373 |
| Mortgage-backed securities | $8,048,000 | 3,728 |
| Certificates of participation in pools of residential mortgages | $8,048,000 | 3,111 |
| Issued or guaranteed by U.S. | $8,048,000 | 3,111 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $23,683,000 | 3,911 |
| Total debt securities | $23,683,000 | 4,209 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 880 |
| Fair value | $5,004,000 | 898 |
| 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 | $24,952,000 | 4,159 |
| U.S. Government securities | $20,705,000 | 3,648 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $20,705,000 | 3,568 |
| Securities issued by states & political subdivisions | $2,871,000 | 4,196 |
| Other domestic debt securities | $1,376,000 | 1,835 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $1,376,000 | 1,383 |
| 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 | $11,070,000 | 3,211 |
| Mortgage-backed securities | $6,039,000 | 4,098 |
| Certificates of participation in pools of residential mortgages | $6,039,000 | 3,481 |
| Issued or guaranteed by U.S. | $6,039,000 | 3,478 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $24,952,000 | 3,823 |
| Total debt securities | $24,952,000 | 4,122 |
| Structured notes | ||
| Amortized cost | $4,750,000 | 1,088 |
| Fair value | $4,731,000 | 1,081 |
| 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 | $23,579,000 | 4,233 |
| U.S. Government securities | $19,393,000 | 3,705 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $19,393,000 | 3,635 |
| Securities issued by states & political subdivisions | $2,872,000 | 4,170 |
| Other domestic debt securities | $1,314,000 | 1,826 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $1,314,000 | 1,314 |
| 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 | $11,289,000 | 3,046 |
| Mortgage-backed securities | $6,037,000 | 4,040 |
| Certificates of participation in pools of residential mortgages | $6,037,000 | 3,402 |
| Issued or guaranteed by U.S. | $6,037,000 | 3,401 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $23,579,000 | 3,882 |
| Total debt securities | $23,579,000 | 4,204 |
| Structured notes | ||
| Amortized cost | $3,750,000 | 1,231 |
| Fair value | $3,752,000 | 1,232 |
| 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 | $22,260,000 | 4,281 |
| U.S. Government securities | $18,073,000 | 3,794 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $18,073,000 | 3,708 |
| Securities issued by states & political subdivisions | $2,865,000 | 4,132 |
| Other domestic debt securities | $1,322,000 | 1,824 |
| 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 | $1,322,000 | 1,293 |
| 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 | $11,625,000 | 2,948 |
| Mortgage-backed securities | $6,747,000 | 3,855 |
| Certificates of participation in pools of residential mortgages | $6,747,000 | 3,178 |
| Issued or guaranteed by U.S. | $6,747,000 | 3,175 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| 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) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $22,260,000 | 3,937 |
| Total debt securities | $22,260,000 | 4,246 |
| Structured notes | ||
| Amortized cost | $4,200,000 | 1,170 |
| Fair value | $4,203,000 | 1,173 |
| 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 | $24,107,000 | 4,143 |
| U.S. Government securities | $19,918,000 | 3,665 |
| U.S. Treasury securities | $497,000 | 1,075 |
| U.S. Government agency obligations | $19,421,000 | 3,634 |
| Securities issued by states & political subdivisions | $2,820,000 | 4,121 |
| Other domestic debt securities | $1,369,000 | 1,753 |
| 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 | $1,369,000 | 1,194 |
| 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 | $11,441,000 | 2,987 |
| Mortgage-backed securities | $7,087,000 | 3,769 |
| Certificates of participation in pools of residential mortgages | $7,087,000 | 3,089 |
| Issued or guaranteed by U.S. | $7,087,000 | 3,084 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| 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) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $24,107,000 | 3,805 |
| Total debt securities | $24,107,000 | 4,110 |
| Structured notes | ||
| Amortized cost | $4,200,000 | 1,310 |
| Fair value | $4,213,000 | 1,310 |
| 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 | $19,824,000 | 4,565 |
| U.S. Government securities | $15,285,000 | 4,201 |
| U.S. Treasury securities | $489,000 | 1,117 |
| U.S. Government agency obligations | $14,796,000 | 4,145 |
| Securities issued by states & political subdivisions | $2,855,000 | 4,078 |
| Other domestic debt securities | $1,348,000 | 1,814 |
| 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 | $1,348,000 | 1,230 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $336,000 | 840 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,646,000 | 2,969 |
| Mortgage-backed securities | $7,519,000 | 3,631 |
| Certificates of participation in pools of residential mortgages | $7,519,000 | 2,949 |
| Issued or guaranteed by U.S. | $7,519,000 | 2,942 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $19,824,000 | 4,188 |
| Total debt securities | $19,488,000 | 4,564 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,874 |
| Fair value | $500,000 | 2,924 |
| 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 | $20,125,000 | 4,381 |
| U.S. Government securities | $15,598,000 | 3,983 |
| U.S. Treasury securities | $492,000 | 1,113 |
| U.S. Government agency obligations | $15,106,000 | 3,929 |
| Securities issued by states & political subdivisions | $2,880,000 | 4,073 |
| Other domestic debt securities | $1,314,000 | 1,935 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $1,314,000 | 1,239 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $333,000 | 840 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,638,000 | 2,932 |
| Mortgage-backed securities | $8,084,000 | 3,461 |
| Certificates of participation in pools of residential mortgages | $8,084,000 | 2,746 |
| Issued or guaranteed by U.S. | $8,084,000 | 2,738 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $70,000 | 2,851 |
| Available-for-sale securities (fair market value) | $20,055,000 | 4,037 |
| Total debt securities | $19,792,000 | 4,387 |
| 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 | $16,951,000 | 4,718 |
| U.S. Government securities | $12,157,000 | 4,453 |
| U.S. Treasury securities | $261,000 | 1,077 |
| U.S. Government agency obligations | $11,896,000 | 4,382 |
| Securities issued by states & political subdivisions | $3,085,000 | 3,939 |
| Other domestic debt securities | $1,369,000 | 1,963 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $1,369,000 | 1,223 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $340,000 | 887 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,280,000 | 2,859 |
| Mortgage-backed securities | $6,944,000 | 3,636 |
| Certificates of participation in pools of residential mortgages | $6,944,000 | 2,893 |
| Issued or guaranteed by U.S. | $6,944,000 | 2,884 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $70,000 | 2,926 |
| Available-for-sale securities (fair market value) | $16,881,000 | 4,328 |
| Total debt securities | $16,611,000 | 4,724 |
| 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 | $18,465,000 | 4,576 |
| U.S. Government securities | $12,918,000 | 4,418 |
| U.S. Treasury securities | $263,000 | 1,014 |
| U.S. Government agency obligations | $12,655,000 | 4,348 |
| Securities issued by states & political subdivisions | $3,896,000 | 3,595 |
| Other domestic debt securities | $1,317,000 | 1,977 |
| 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 | $1,317,000 | 1,196 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $334,000 | 917 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,727,000 | 2,847 |
| Mortgage-backed securities | $7,497,000 | 3,525 |
| Certificates of participation in pools of residential mortgages | $7,497,000 | 2,837 |
| Issued or guaranteed by U.S. | $7,497,000 | 2,829 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| 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) | $483,000 | 2,561 |
| Available-for-sale securities (fair market value) | $17,982,000 | 4,222 |
| Total debt securities | $18,131,000 | 4,580 |
| 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 | $24,084,000 | 3,989 |
| U.S. Government securities | $16,507,000 | 3,956 |
| U.S. Treasury securities | $265,000 | 1,033 |
| U.S. Government agency obligations | $16,242,000 | 3,890 |
| Securities issued by states & political subdivisions | $5,959,000 | 2,996 |
| Other domestic debt securities | $1,287,000 | 2,049 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,529 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $1,286,000 | 1,227 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $331,000 | 949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,675,000 | 2,930 |
| Mortgage-backed securities | $7,892,000 | 3,520 |
| Certificates of participation in pools of residential mortgages | $7,891,000 | 2,836 |
| Issued or guaranteed by U.S. | $7,891,000 | 2,829 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,000 | 3,758 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $1,000 | 1,460 |
| 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) | $483,000 | 2,604 |
| Available-for-sale securities (fair market value) | $23,601,000 | 3,672 |
| Total debt securities | $23,753,000 | 3,996 |
| 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 | $24,501,000 | 3,933 |
| U.S. Government securities | $16,646,000 | 3,899 |
| U.S. Treasury securities | $268,000 | 977 |
| U.S. Government agency obligations | $16,378,000 | 3,848 |
| Securities issued by states & political subdivisions | $6,251,000 | 2,932 |
| Other domestic debt securities | $1,271,000 | 2,122 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $1,271,000 | 1,263 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $333,000 | 972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,599,000 | 3,241 |
| Mortgage-backed securities | $8,437,000 | 3,488 |
| Certificates of participation in pools of residential mortgages | $8,437,000 | 2,815 |
| Issued or guaranteed by U.S. | $8,437,000 | 2,809 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $482,000 | 2,659 |
| Available-for-sale securities (fair market value) | $24,019,000 | 3,599 |
| Total debt securities | $24,168,000 | 3,931 |
| 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 | $24,924,000 | 3,916 |
| U.S. Government securities | $18,207,000 | 3,703 |
| U.S. Treasury securities | $270,000 | 932 |
| U.S. Government agency obligations | $17,937,000 | 3,657 |
| Securities issued by states & political subdivisions | $5,123,000 | 3,214 |
| Other domestic debt securities | $1,265,000 | 2,234 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,621 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $1,264,000 | 1,352 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $329,000 | 1,025 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,330,000 | 3,127 |
| Mortgage-backed securities | $9,176,000 | 3,456 |
| Certificates of participation in pools of residential mortgages | $9,175,000 | 2,779 |
| Issued or guaranteed by U.S. | $9,175,000 | 2,769 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,000 | 3,777 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $1,000 | 1,537 |
| 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) | $533,000 | 2,680 |
| Available-for-sale securities (fair market value) | $24,391,000 | 3,587 |
| Total debt securities | $24,595,000 | 3,910 |
| 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 | $26,043,000 | 3,781 |
| U.S. Government securities | $20,051,000 | 3,466 |
| U.S. Treasury securities | $270,000 | 922 |
| U.S. Government agency obligations | $19,781,000 | 3,423 |
| Securities issued by states & political subdivisions | $4,507,000 | 3,375 |
| Other domestic debt securities | $1,164,000 | 2,335 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,637 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $1,163,000 | 1,428 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $321,000 | 1,060 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,012,000 | 2,920 |
| Mortgage-backed securities | $6,500,000 | 3,946 |
| Certificates of participation in pools of residential mortgages | $6,499,000 | 3,306 |
| Issued or guaranteed by U.S. | $6,499,000 | 3,294 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,000 | 3,775 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $1,000 | 1,553 |
| 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) | $533,000 | 2,721 |
| Available-for-sale securities (fair market value) | $25,510,000 | 3,442 |
| Total debt securities | $25,722,000 | 3,779 |
| 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 | $25,467,000 | 3,855 |
| U.S. Government securities | $19,456,000 | 3,592 |
| U.S. Treasury securities | $274,000 | 858 |
| U.S. Government agency obligations | $19,182,000 | 3,553 |
| Securities issued by states & political subdivisions | $4,578,000 | 3,271 |
| Other domestic debt securities | $1,104,000 | 2,269 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,657 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,103,000 | 1,474 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $329,000 | 1,054 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,148,000 | 3,070 |
| Mortgage-backed securities | $9,917,000 | 3,432 |
| Certificates of participation in pools of residential mortgages | $9,916,000 | 2,779 |
| Issued or guaranteed by U.S. | $9,916,000 | 2,763 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,000 | 3,784 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $1,000 | 1,572 |
| 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) | $533,000 | 2,770 |
| Available-for-sale securities (fair market value) | $24,934,000 | 3,511 |
| Total debt securities | $25,138,000 | 3,850 |
| 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 | $25,701,000 | 3,828 |
| U.S. Government securities | $19,670,000 | 3,610 |
| U.S. Treasury securities | $278,000 | 830 |
| U.S. Government agency obligations | $19,392,000 | 3,564 |
| Securities issued by states & political subdivisions | $4,486,000 | 3,254 |
| Other domestic debt securities | $1,213,000 | 2,162 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,615 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,212,000 | 1,404 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $332,000 | 1,041 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,153,000 | 3,270 |
| Mortgage-backed securities | $9,762,000 | 3,380 |
| Certificates of participation in pools of residential mortgages | $9,761,000 | 2,753 |
| Issued or guaranteed by U.S. | $9,761,000 | 2,738 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,000 | 3,761 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $1,000 | 1,530 |
| 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) | $533,000 | 2,797 |
| Available-for-sale securities (fair market value) | $25,168,000 | 3,465 |
| Total debt securities | $25,369,000 | 3,821 |
| 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 | $26,938,000 | 3,640 |
| U.S. Government securities | $21,012,000 | 3,377 |
| U.S. Treasury securities | $268,000 | 875 |
| U.S. Government agency obligations | $20,744,000 | 3,347 |
| Securities issued by states & political subdivisions | $4,490,000 | 3,254 |
| Other domestic debt securities | $1,113,000 | 2,153 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,112,000 | 1,414 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $323,000 | 1,085 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,942,000 | 3,143 |
| Mortgage-backed securities | $9,640,000 | 3,311 |
| Certificates of participation in pools of residential mortgages | $9,639,000 | 2,715 |
| Issued or guaranteed by U.S. | $9,639,000 | 2,699 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,000 | 3,711 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $1,000 | 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) | $533,000 | 2,816 |
| Available-for-sale securities (fair market value) | $26,405,000 | 3,266 |
| Total debt securities | $26,615,000 | 3,637 |
| 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 | $27,709,000 | 3,646 |
| U.S. Government securities | $21,610,000 | 3,370 |
| U.S. Treasury securities | $264,000 | 876 |
| U.S. Government agency obligations | $21,346,000 | 3,328 |
| Securities issued by states & political subdivisions | $4,575,000 | 3,238 |
| Other domestic debt securities | $1,204,000 | 2,140 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,571 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,203,000 | 1,452 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $320,000 | 1,411 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,820,000 | 2,969 |
| Mortgage-backed securities | $10,505,000 | 3,183 |
| Certificates of participation in pools of residential mortgages | $10,504,000 | 2,578 |
| Issued or guaranteed by U.S. | $10,504,000 | 2,562 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,000 | 3,743 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $1,000 | 1,479 |
| 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) | $533,000 | 2,825 |
| Available-for-sale securities (fair market value) | $27,176,000 | 3,266 |
| Total debt securities | $27,389,000 | 3,627 |
| 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 | $27,740,000 | 3,626 |
| U.S. Government securities | $21,433,000 | 3,351 |
| U.S. Treasury securities | $276,000 | 908 |
| U.S. Government agency obligations | $21,157,000 | 3,323 |
| Securities issued by states & political subdivisions | $4,726,000 | 3,202 |
| Other domestic debt securities | $1,255,000 | 2,041 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,559 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,254,000 | 1,386 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $326,000 | 1,420 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,495,000 | 2,980 |
| Mortgage-backed securities | $9,316,000 | 3,269 |
| Certificates of participation in pools of residential mortgages | $9,315,000 | 2,647 |
| Issued or guaranteed by U.S. | $9,315,000 | 2,636 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,000 | 3,745 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $1,000 | 1,465 |
| 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) | $533,000 | 2,863 |
| Available-for-sale securities (fair market value) | $27,207,000 | 3,288 |
| Total debt securities | $27,414,000 | 3,600 |
| 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 | $25,463,000 | 3,836 |
| U.S. Government securities | $20,415,000 | 3,542 |
| U.S. Treasury securities | $265,000 | 1,014 |
| U.S. Government agency obligations | $20,150,000 | 3,500 |
| Securities issued by states & political subdivisions | $4,728,000 | 3,184 |
| Other domestic debt securities | $1,000 | 2,996 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,462 |
| 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 | $319,000 | 1,391 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,438,000 | 3,012 |
| Mortgage-backed securities | $6,418,000 | 3,516 |
| Certificates of participation in pools of residential mortgages | $6,417,000 | 2,890 |
| Issued or guaranteed by U.S. | $6,417,000 | 2,875 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,000 | 3,682 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $1,000 | 1,376 |
| 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) | $533,000 | 2,925 |
| Available-for-sale securities (fair market value) | $24,930,000 | 3,451 |
| Total debt securities | $25,144,000 | 3,810 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,023 |
| Fair value | $2,001,000 | 1,054 |
| 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 | $26,052,000 | 3,777 |
| U.S. Government securities | $21,043,000 | 3,503 |
| U.S. Treasury securities | $257,000 | 1,094 |
| U.S. Government agency obligations | $20,786,000 | 3,461 |
| Securities issued by states & political subdivisions | $4,692,000 | 3,186 |
| Other domestic debt securities | $1,000 | 2,968 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,435 |
| 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 | $316,000 | 1,362 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,155,000 | 2,907 |
| Mortgage-backed securities | $6,492,000 | 3,348 |
| Certificates of participation in pools of residential mortgages | $6,491,000 | 2,715 |
| Issued or guaranteed by U.S. | $6,491,000 | 2,702 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,000 | 3,665 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $1,000 | 1,348 |
| 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) | $533,000 | 2,987 |
| Available-for-sale securities (fair market value) | $25,519,000 | 3,393 |
| Total debt securities | $25,736,000 | 3,754 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,213 |
| Fair value | $1,991,000 | 1,269 |
| 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 | $28,628,000 | 3,527 |
| U.S. Government securities | $23,670,000 | 3,218 |
| U.S. Treasury securities | $250,000 | 1,215 |
| U.S. Government agency obligations | $23,420,000 | 3,171 |
| Securities issued by states & political subdivisions | $4,646,000 | 3,184 |
| Other domestic debt securities | $1,000 | 2,925 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,396 |
| 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 | $311,000 | 1,367 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,430,000 | 2,521 |
| Mortgage-backed securities | $6,599,000 | 3,271 |
| Certificates of participation in pools of residential mortgages | $6,598,000 | 2,633 |
| Issued or guaranteed by U.S. | $6,598,000 | 2,620 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,000 | 3,656 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $1,000 | 1,306 |
| 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) | $533,000 | 3,013 |
| Available-for-sale securities (fair market value) | $28,095,000 | 3,128 |
| Total debt securities | $28,317,000 | 3,513 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,275 |
| Fair value | $1,971,000 | 1,343 |
| 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 | $31,097,000 | 3,364 |
| U.S. Government securities | $25,933,000 | 3,024 |
| U.S. Treasury securities | $255,000 | 1,295 |
| U.S. Government agency obligations | $25,678,000 | 2,970 |
| Securities issued by states & political subdivisions | $4,842,000 | 3,127 |
| Other domestic debt securities | $1,000 | 2,956 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,368 |
| 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 | $321,000 | 1,378 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,610,000 | 2,491 |
| Mortgage-backed securities | $7,049,000 | 3,163 |
| Certificates of participation in pools of residential mortgages | $7,048,000 | 2,535 |
| Issued or guaranteed by U.S. | $7,048,000 | 2,525 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,000 | 3,640 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $1,000 | 1,263 |
| 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) | $583,000 | 3,026 |
| Available-for-sale securities (fair market value) | $30,514,000 | 2,971 |
| Total debt securities | $30,776,000 | 3,351 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,328 |
| Fair value | $1,976,000 | 1,428 |
| 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 | $32,093,000 | 3,306 |
| U.S. Government securities | $19,946,000 | 3,725 |
| U.S. Treasury securities | $255,000 | 1,343 |
| U.S. Government agency obligations | $19,691,000 | 3,662 |
| Securities issued by states & political subdivisions | $4,837,000 | 3,167 |
| Other domestic debt securities | $6,987,000 | 863 |
| Privately issued residential mortgage-backed securities | $6,987,000 | 470 |
| 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 | $323,000 | 1,414 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,656,000 | 2,488 |
| Mortgage-backed securities | $6,987,000 | 3,149 |
| Certificates of participation in pools of residential mortgages | $6,986,000 | 2,551 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $6,986,000 | 66 |
| Collaterized mortgage obligations | $1,000 | 3,653 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $1,000 | 1,263 |
| 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) | $583,000 | 3,099 |
| Available-for-sale securities (fair market value) | $31,510,000 | 2,911 |
| Total debt securities | $31,770,000 | 3,294 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,098 |
| Fair value | $2,970,000 | 1,130 |
| 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 | $33,616,000 | 3,240 |
| U.S. Government securities | $28,110,000 | 2,909 |
| U.S. Treasury securities | $255,000 | 1,414 |
| U.S. Government agency obligations | $27,855,000 | 2,848 |
| Securities issued by states & political subdivisions | $5,187,000 | 3,030 |
| Other domestic debt securities | $1,000 | 3,060 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,347 |
| 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 | $318,000 | 1,453 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,744,000 | 2,489 |
| Mortgage-backed securities | $7,253,000 | 3,078 |
| Certificates of participation in pools of residential mortgages | $7,252,000 | 2,511 |
| Issued or guaranteed by U.S. | $7,252,000 | 2,497 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,000 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $1,000 | 1,240 |
| 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) | $583,000 | 3,163 |
| Available-for-sale securities (fair market value) | $33,033,000 | 2,844 |
| Total debt securities | $33,298,000 | 3,228 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,191 |
| Fair value | $2,959,000 | 1,223 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $33,237,000 | 3,253 |
| U.S. Government securities | $27,786,000 | 2,932 |
| U.S. Treasury securities | $248,000 | 1,472 |
| U.S. Government agency obligations | $27,538,000 | 2,855 |
| Securities issued by states & political subdivisions | $5,135,000 | 3,041 |
| Other domestic debt securities | $1,000 | 3,145 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,358 |
| 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 | $315,000 | 1,457 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,893,000 | 2,454 |
| Mortgage-backed securities | $7,318,000 | 3,072 |
| Certificates of participation in pools of residential mortgages | $7,317,000 | 2,511 |
| Issued or guaranteed by U.S. | $7,317,000 | 2,500 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,000 | 3,671 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $1,000 | 1,259 |
| 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) | $582,000 | 3,205 |
| Available-for-sale securities (fair market value) | $32,655,000 | 2,852 |
| Total debt securities | $32,922,000 | 3,236 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,234 |
| Fair value | $2,922,000 | 1,273 |
| 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 | $29,762,000 | 3,576 |
| U.S. Government securities | $24,164,000 | 3,327 |
| U.S. Treasury securities | $253,000 | 1,538 |
| U.S. Government agency obligations | $23,911,000 | 3,231 |
| Securities issued by states & political subdivisions | $5,278,000 | 2,985 |
| Other domestic debt securities | $1,000 | 3,222 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,349 |
| 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 | $319,000 | 1,479 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,755,000 | 2,466 |
| Mortgage-backed securities | $6,758,000 | 3,217 |
| Certificates of participation in pools of residential mortgages | $6,757,000 | 2,683 |
| Issued or guaranteed by U.S. | $6,757,000 | 2,669 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,000 | 3,674 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $1,000 | 1,255 |
| 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) | $633,000 | 3,224 |
| Available-for-sale securities (fair market value) | $29,129,000 | 3,156 |
| Total debt securities | $29,443,000 | 3,545 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,248 |
| Fair value | $2,937,000 | 1,296 |
| 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 | $27,134,000 | 3,832 |
| U.S. Government securities | $21,545,000 | 3,592 |
| U.S. Treasury securities | $257,000 | 1,556 |
| U.S. Government agency obligations | $21,288,000 | 3,488 |
| Securities issued by states & political subdivisions | $5,266,000 | 2,984 |
| Other domestic debt securities | $2,000 | 3,295 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,316 |
| 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 | $321,000 | 1,509 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,622,000 | 2,574 |
| Mortgage-backed securities | $7,067,000 | 3,196 |
| Certificates of participation in pools of residential mortgages | $7,065,000 | 2,644 |
| Issued or guaranteed by U.S. | $7,065,000 | 2,634 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,000 | 3,678 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $2,000 | 1,212 |
| 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) | $633,000 | 3,309 |
| Available-for-sale securities (fair market value) | $26,501,000 | 3,370 |
| Total debt securities | $26,813,000 | 3,803 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,245 |
| Fair value | $2,942,000 | 1,305 |
| 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 | $26,247,000 | 3,878 |
| U.S. Government securities | $20,692,000 | 3,677 |
| U.S. Treasury securities | $262,000 | 1,588 |
| U.S. Government agency obligations | $20,430,000 | 3,571 |
| Securities issued by states & political subdivisions | $5,225,000 | 2,994 |
| Other domestic debt securities | $2,000 | 3,365 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,310 |
| 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 | $328,000 | 1,511 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,946,000 | 2,406 |
| Mortgage-backed securities | $7,552,000 | 3,118 |
| Certificates of participation in pools of residential mortgages | $7,550,000 | 2,557 |
| Issued or guaranteed by U.S. | $7,550,000 | 2,545 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,000 | 3,686 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $2,000 | 1,199 |
| 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) | $633,000 | 3,348 |
| Available-for-sale securities (fair market value) | $25,614,000 | 3,413 |
| Total debt securities | $25,919,000 | 3,851 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,208 |
| Fair value | $2,964,000 | 1,249 |
| 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 | $26,850,000 | 3,858 |
| U.S. Government securities | $21,279,000 | 3,656 |
| U.S. Treasury securities | $265,000 | 1,648 |
| U.S. Government agency obligations | $21,014,000 | 3,551 |
| Securities issued by states & political subdivisions | $5,238,000 | 2,967 |
| Other domestic debt securities | $2,000 | 3,416 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,282 |
| 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 | $331,000 | 1,530 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,152,000 | 2,167 |
| Mortgage-backed securities | $8,080,000 | 3,098 |
| Certificates of participation in pools of residential mortgages | $8,078,000 | 2,536 |
| Issued or guaranteed by U.S. | $8,078,000 | 2,527 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,000 | 3,719 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $2,000 | 1,169 |
| 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) | $633,000 | 3,405 |
| Available-for-sale securities (fair market value) | $26,217,000 | 3,399 |
| Total debt securities | $26,519,000 | 3,829 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,218 |
| Fair value | $2,973,000 | 1,271 |
| 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 | $26,806,000 | 3,914 |
| U.S. Government securities | $21,276,000 | 3,704 |
| U.S. Treasury securities | $258,000 | 1,760 |
| U.S. Government agency obligations | $21,018,000 | 3,604 |
| Securities issued by states & political subdivisions | $5,203,000 | 2,975 |
| Other domestic debt securities | $2,000 | 3,470 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,276 |
| 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 | $325,000 | 1,574 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,113,000 | 2,182 |
| Mortgage-backed securities | $8,257,000 | 3,150 |
| Certificates of participation in pools of residential mortgages | $8,255,000 | 2,583 |
| Issued or guaranteed by U.S. | $8,255,000 | 2,574 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,000 | 3,759 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $2,000 | 1,168 |
| 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) | $633,000 | 3,453 |
| Available-for-sale securities (fair market value) | $26,173,000 | 3,439 |
| Total debt securities | $26,481,000 | 3,891 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,209 |
| Fair value | $2,938,000 | 1,267 |
| 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 | $26,751,000 | 3,919 |
| U.S. Government securities | $21,208,000 | 3,724 |
| U.S. Treasury securities | $267,000 | 1,763 |
| U.S. Government agency obligations | $20,941,000 | 3,628 |
| Securities issued by states & political subdivisions | $5,211,000 | 3,002 |
| Other domestic debt securities | $2,000 | 3,525 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,271 |
| 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 | $330,000 | 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 | $18,707,000 | 2,180 |
| Mortgage-backed securities | $8,789,000 | 3,131 |
| Certificates of participation in pools of residential mortgages | $8,787,000 | 2,538 |
| Issued or guaranteed by U.S. | $8,787,000 | 2,531 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $2,000 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $2,000 | 1,167 |
| 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) | $633,000 | 3,488 |
| Available-for-sale securities (fair market value) | $26,118,000 | 3,453 |
| Total debt securities | $26,421,000 | 3,893 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,181 |
| Fair value | $2,977,000 | 1,232 |
| 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 | $27,935,000 | 3,812 |
| U.S. Government securities | $25,937,000 | 3,176 |
| U.S. Treasury securities | $530,000 | 1,528 |
| U.S. Government agency obligations | $25,407,000 | 3,102 |
| Securities issued by states & political subdivisions | $1,666,000 | 4,594 |
| Other domestic debt securities | $2,000 | 3,597 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,254 |
| 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 | $330,000 | 1,613 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,035,000 | 2,122 |
| Mortgage-backed securities | $9,294,000 | 3,064 |
| Certificates of participation in pools of residential mortgages | $9,292,000 | 2,472 |
| Issued or guaranteed by U.S. | $9,292,000 | 2,463 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,000 | 3,822 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $2,000 | 1,139 |
| 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) | $221,000 | 4,002 |
| Available-for-sale securities (fair market value) | $27,714,000 | 3,320 |
| Total debt securities | $27,605,000 | 3,774 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,212 |
| Fair value | $2,989,000 | 1,273 |
| 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 | $26,711,000 | 3,988 |
| U.S. Government securities | $24,760,000 | 3,351 |
| U.S. Treasury securities | $518,000 | 1,635 |
| U.S. Government agency obligations | $24,242,000 | 3,296 |
| Securities issued by states & political subdivisions | $1,629,000 | 4,633 |
| Other domestic debt securities | $2,000 | 3,698 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,248 |
| 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 | $320,000 | 1,666 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,486,000 | 2,580 |
| Mortgage-backed securities | $8,512,000 | 3,219 |
| Certificates of participation in pools of residential mortgages | $8,510,000 | 2,624 |
| Issued or guaranteed by U.S. | $8,510,000 | 2,616 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,000 | 3,903 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $2,000 | 1,140 |
| 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) | $221,000 | 4,045 |
| Available-for-sale securities (fair market value) | $26,490,000 | 3,465 |
| Total debt securities | $26,391,000 | 3,943 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,185 |
| Fair value | $2,907,000 | 1,250 |
| 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 | $26,842,000 | 3,963 |
| U.S. Government securities | $24,817,000 | 3,303 |
| U.S. Treasury securities | $543,000 | 1,584 |
| U.S. Government agency obligations | $24,274,000 | 3,237 |
| Securities issued by states & political subdivisions | $1,686,000 | 4,578 |
| Other domestic debt securities | $3,000 | 3,783 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,293 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $336,000 | 1,691 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,586,000 | 2,558 |
| Mortgage-backed securities | $9,360,000 | 3,122 |
| Certificates of participation in pools of residential mortgages | $9,357,000 | 2,506 |
| Issued or guaranteed by U.S. | $9,357,000 | 2,499 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $3,000 | 3,954 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $3,000 | 1,178 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $222,000 | 4,096 |
| Available-for-sale securities (fair market value) | $26,620,000 | 3,460 |
| Total debt securities | $26,506,000 | 3,924 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,034 |
| Fair value | $3,012,000 | 1,073 |
| 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 | $16,109,000 | 5,429 |
| U.S. Government securities | $14,027,000 | 4,866 |
| U.S. Treasury securities | $535,000 | 1,702 |
| U.S. Government agency obligations | $13,492,000 | 4,821 |
| Securities issued by states & political subdivisions | $1,752,000 | 4,562 |
| Other domestic debt securities | $3,000 | 3,833 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,163 |
| 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 | $327,000 | 1,711 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,766,000 | 2,861 |
| Mortgage-backed securities | $204,000 | 6,586 |
| Certificates of participation in pools of residential mortgages | $201,000 | 6,196 |
| Issued or guaranteed by U.S. | $201,000 | 6,172 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,000 | 4,017 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $3,000 | 1,011 |
| 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) | $297,000 | 4,051 |
| Available-for-sale securities (fair market value) | $15,812,000 | 4,792 |
| Total debt securities | $15,782,000 | 5,393 |
| 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 | $16,732,000 | 5,237 |
| U.S. Government securities | $15,452,000 | 4,474 |
| U.S. Treasury securities | $536,000 | 1,768 |
| U.S. Government agency obligations | $14,916,000 | 4,404 |
| Securities issued by states & political subdivisions | $949,000 | 5,288 |
| Other domestic debt securities | $3,000 | 3,947 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,247 |
| 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 | $328,000 | 1,780 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,513,000 | 2,991 |
| Mortgage-backed securities | $232,000 | 6,583 |
| Certificates of participation in pools of residential mortgages | $229,000 | 6,189 |
| Issued or guaranteed by U.S. | $229,000 | 6,162 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $3,000 | 4,117 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $3,000 | 1,090 |
| 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) | $332,000 | 4,025 |
| Available-for-sale securities (fair market value) | $16,400,000 | 4,640 |
| Total debt securities | $16,404,000 | 5,203 |
| 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 | $17,244,000 | 5,099 |
| U.S. Government securities | $15,923,000 | 4,305 |
| U.S. Treasury securities | $556,000 | 1,761 |
| U.S. Government agency obligations | $15,367,000 | 4,256 |
| Securities issued by states & political subdivisions | $608,000 | 5,673 |
| Other domestic debt securities | $373,000 | 3,403 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,286 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $369,000 | 3,029 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $340,000 | 1,776 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,670,000 | 3,314 |
| Mortgage-backed securities | $263,000 | 6,581 |
| Certificates of participation in pools of residential mortgages | $259,000 | 6,157 |
| Issued or guaranteed by U.S. | $259,000 | 6,137 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $4,000 | 4,268 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $4,000 | 1,136 |
| 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) | $452,000 | 3,955 |
| Available-for-sale securities (fair market value) | $16,792,000 | 4,504 |
| Total debt securities | $16,904,000 | 5,060 |
| 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 | $12,871,000 | 5,895 |
| U.S. Government securities | $11,524,000 | 5,231 |
| U.S. Treasury securities | $539,000 | 1,820 |
| U.S. Government agency obligations | $10,985,000 | 5,193 |
| Securities issued by states & political subdivisions | $632,000 | 5,606 |
| Other domestic debt securities | $377,000 | 3,453 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,320 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $373,000 | 3,065 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $338,000 | 1,774 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,056,000 | 3,493 |
| Mortgage-backed securities | $299,000 | 6,569 |
| Certificates of participation in pools of residential mortgages | $295,000 | 6,121 |
| Issued or guaranteed by U.S. | $295,000 | 6,103 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $4,000 | 4,352 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $4,000 | 1,167 |
| 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) | $452,000 | 4,010 |
| Available-for-sale securities (fair market value) | $12,419,000 | 5,243 |
| Total debt securities | $12,533,000 | 5,867 |
| 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 | $12,379,000 | 5,983 |
| U.S. Government securities | $10,969,000 | 5,355 |
| U.S. Treasury securities | $540,000 | 1,915 |
| U.S. Government agency obligations | $10,429,000 | 5,285 |
| Securities issued by states & political subdivisions | $522,000 | 5,772 |
| Other domestic debt securities | $557,000 | 3,189 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,359 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $554,000 | 2,818 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $331,000 | 1,780 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,618,000 | 3,581 |
| Mortgage-backed securities | $283,000 | 6,603 |
| Certificates of participation in pools of residential mortgages | $280,000 | 6,109 |
| Issued or guaranteed by U.S. | $280,000 | 6,091 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $3,000 | 4,420 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $3,000 | 1,212 |
| 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) | $222,000 | 4,380 |
| Available-for-sale securities (fair market value) | $12,157,000 | 5,246 |
| Total debt securities | $12,048,000 | 5,959 |
| 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 | $12,377,000 | 5,925 |
| U.S. Government securities | $10,490,000 | 5,398 |
| U.S. Treasury securities | $502,000 | 2,576 |
| U.S. Government agency obligations | $9,988,000 | 5,275 |
| Securities issued by states & political subdivisions | $531,000 | 5,871 |
| Other domestic debt securities | $1,035,000 | 2,849 |
| Privately issued residential mortgage-backed securities | $5,000 | 1,448 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,030,000 | 2,464 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $321,000 | 1,749 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,540,000 | 3,828 |
| Mortgage-backed securities | $436,000 | 6,424 |
| Certificates of participation in pools of residential mortgages | $431,000 | 5,807 |
| Issued or guaranteed by U.S. | $431,000 | 5,783 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $5,000 | 4,500 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $5,000 | 1,301 |
| 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) | $503,000 | 4,274 |
| Available-for-sale securities (fair market value) | $11,874,000 | 5,179 |
| Total debt securities | $12,056,000 | 5,904 |
| 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 | $10,204,000 | 6,739 |
| U.S. Government securities | $7,979,000 | 6,518 |
| U.S. Treasury securities | $983,000 | 2,892 |
| U.S. Government agency obligations | $6,996,000 | 6,548 |
| Securities issued by states & political subdivisions | $559,000 | 5,976 |
| Other domestic debt securities | $1,048,000 | 2,406 |
| Privately issued residential mortgage-backed securities | $6,000 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,042,000 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $618,000 | 3,384 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,749,000 | 4,355 |
| Mortgage-backed securities | $734,000 | 5,815 |
| Certificates of participation in pools of residential mortgages | $728,000 | 5,110 |
| Issued or guaranteed by U.S. | $728,000 | 5,096 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $6,000 | 4,245 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $6,000 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,064,000 | 4,415 |
| Available-for-sale securities (fair market value) | $9,140,000 | 5,955 |
| Total debt securities | $9,586,000 | 6,787 |
| 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 | $9,293,000 | 7,292 |
| U.S. Government securities | $7,220,000 | 7,084 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $7,220,000 | 6,553 |
| Securities issued by states & political subdivisions | $293,000 | 6,783 |
| Other domestic debt securities | $1,109,000 | 2,262 |
| Privately issued residential mortgage-backed securities | $8,000 | 1,548 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,101,000 | 1,908 |
| Foreign debt securities | NA | NA |
| Equity securities | $668,000 | 3,145 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,550,000 | 4,828 |
| Mortgage-backed securities | $962,000 | 5,885 |
| Certificates of participation in pools of residential mortgages | $954,000 | 5,085 |
| Issued or guaranteed by U.S. | $954,000 | 5,073 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $8,000 | 4,521 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $8,000 | 1,354 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,527,000 | 4,525 |
| Available-for-sale securities (fair market value) | $7,766,000 | 6,515 |
| Total debt securities | $8,622,000 | 7,362 |
| Structured notes | ||
| Amortized cost | $450,000 | 975 |
| Fair value | $449,000 | 962 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $9,190,000 | 7,347 |
| U.S. Government securities | $7,080,000 | 7,116 |
| U.S. Treasury securities | $302,000 | 6,357 |
| U.S. Government agency obligations | $6,778,000 | 6,399 |
| Securities issued by states & political subdivisions | $317,000 | 6,947 |
| Other domestic debt securities | $1,156,000 | 2,061 |
| Privately issued residential mortgage-backed securities | $9,000 | 1,624 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,147,000 | 1,705 |
| Foreign debt securities | NA | NA |
| Equity securities | $637,000 | 3,101 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,883,000 | 4,350 |
| Mortgage-backed securities | $1,541,000 | 5,639 |
| Certificates of participation in pools of residential mortgages | $1,532,000 | 4,741 |
| Issued or guaranteed by U.S. | $1,532,000 | 4,720 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $9,000 | 4,813 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $9,000 | 1,408 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,555,000 | 5,027 |
| Available-for-sale securities (fair market value) | $7,635,000 | 6,471 |
| Total debt securities | $8,553,000 | 7,395 |
| Structured notes | ||
| Amortized cost | $450,000 | 1,197 |
| Fair value | $448,000 | 1,192 |
| 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 | $14,492,000 | 6,105 |
| U.S. Government securities | $13,359,000 | 5,443 |
| U.S. Treasury securities | $1,048,000 | 6,219 |
| U.S. Government agency obligations | $12,311,000 | 4,588 |
| Securities issued by states & political subdivisions | $347,000 | 7,081 |
| Other domestic debt securities | $173,000 | 3,013 |
| Privately issued residential mortgage-backed securities | $14,000 | 1,637 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $159,000 | 2,415 |
| Foreign debt securities | NA | NA |
| Equity securities | $613,000 | 3,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,550,000 | 4,245 |
| Mortgage-backed securities | $235,000 | 7,517 |
| Certificates of participation in pools of residential mortgages | $221,000 | 6,855 |
| Issued or guaranteed by U.S. | $221,000 | 6,833 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $14,000 | 5,056 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $14,000 | 1,389 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,861,000 | 5,103 |
| Available-for-sale securities (fair market value) | $11,631,000 | 5,275 |
| Total debt securities | $13,879,000 | 6,142 |
| Structured notes | ||
| Amortized cost | $5,351,000 | 263 |
| Fair value | $5,327,000 | 259 |
| 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 | $13,323,000 | 6,900 |
| U.S. Government securities | $12,153,000 | 6,276 |
| U.S. Treasury securities | $598,000 | 7,880 |
| U.S. Government agency obligations | $11,555,000 | 5,041 |
| Securities issued by states & political subdivisions | $352,000 | 7,439 |
| Other domestic debt securities | $230,000 | 3,311 |
| Privately issued residential mortgage-backed securities | $17,000 | 1,958 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $213,000 | 2,564 |
| Foreign debt securities | NA | NA |
| Equity securities | $588,000 | 3,193 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,017,000 | 4,600 |
| Mortgage-backed securities | $270,000 | 8,001 |
| Certificates of participation in pools of residential mortgages | $253,000 | 7,315 |
| Issued or guaranteed by U.S. | $253,000 | 7,297 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $17,000 | 5,534 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $17,000 | 1,661 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,270,000 | 5,518 |
| Available-for-sale securities (fair market value) | $10,053,000 | 5,995 |
| Total debt securities | $12,735,000 | 6,950 |
| Structured notes | ||
| Amortized cost | $9,555,000 | 180 |
| Fair value | $9,416,000 | 182 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $13,663,000 | 7,073 |
| U.S. Government securities | $12,528,000 | 6,408 |
| U.S. Treasury securities | $405,000 | 9,629 |
| U.S. Government agency obligations | $12,123,000 | 4,835 |
| Securities issued by states & political subdivisions | $420,000 | 7,545 |
| Other domestic debt securities | $240,000 | 3,881 |
| Privately issued residential mortgage-backed securities | $19,000 | 2,372 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $221,000 | 3,078 |
| Foreign debt securities | NA | NA |
| Equity securities | $475,000 | 3,402 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,850,000 | 4,776 |
| Mortgage-backed securities | $316,000 | 8,376 |
| Certificates of participation in pools of residential mortgages | $297,000 | 7,551 |
| Issued or guaranteed by U.S. | $297,000 | 7,519 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $19,000 | 6,030 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $19,000 | 2,044 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,291,000 | 5,341 |
| Available-for-sale securities (fair market value) | $9,372,000 | 6,326 |
| Total debt securities | $13,188,000 | 7,071 |
| Structured notes | ||
| Amortized cost | $9,958,000 | 291 |
| Fair value | $9,517,000 | 300 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $14,614,000 | 7,232 |
| U.S. Government securities | $13,442,000 | 6,496 |
| U.S. Treasury securities | $1,635,000 | 8,727 |
| U.S. Government agency obligations | $11,807,000 | 4,780 |
| Securities issued by states & political subdivisions | $330,000 | 8,186 |
| Other domestic debt securities | $411,000 | 3,850 |
| Privately issued residential mortgage-backed securities | $32,000 | 2,572 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $379,000 | 3,162 |
| Foreign debt securities | NA | NA |
| Equity securities | $431,000 | 3,358 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,138,000 | 8,203 |
| Mortgage-backed securities | $365,000 | 8,819 |
| Certificates of participation in pools of residential mortgages | $333,000 | 7,886 |
| Issued or guaranteed by U.S. | $333,000 | 7,860 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $32,000 | 6,455 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $32,000 | 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) | $4,464,000 | 8,315 |
| Available-for-sale securities (fair market value) | $10,150,000 | 4,708 |
| Total debt securities | $14,183,000 | 7,239 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $16,077,000 | 7,077 |
| U.S. Government securities | $14,605,000 | 6,368 |
| U.S. Treasury securities | $2,318,000 | 8,066 |
| U.S. Government agency obligations | $12,287,000 | 4,806 |
| Securities issued by states & political subdivisions | $160,000 | 9,024 |
| Other domestic debt securities | $829,000 | 3,593 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $829,000 | 2,758 |
| Foreign debt securities | NA | NA |
| Equity securities | $483,000 | 3,135 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,650,000 | 2,612 |
| Mortgage-backed securities | $11,086,000 | 3,406 |
| Certificates of participation in pools of residential mortgages | $11,086,000 | 2,318 |
| Issued or guaranteed by U.S. | $11,086,000 | 2,291 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $15,594,000 | 7,068 |
| 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 | $8,004,000 | 10,034 |
| U.S. Government securities | $6,775,000 | 9,716 |
| U.S. Treasury securities | $3,432,000 | 7,120 |
| U.S. Government agency obligations | $3,343,000 | 9,257 |
| Securities issued by states & political subdivisions | $195,000 | 8,800 |
| Other domestic debt securities | $599,000 | 4,831 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $599,000 | 3,585 |
| Foreign debt securities | NA | NA |
| Equity securities | $435,000 | 2,819 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,000,000 | 3,983 |
| Mortgage-backed securities | $1,339,000 | 8,463 |
| Certificates of participation in pools of residential mortgages | $1,339,000 | 7,001 |
| Issued or guaranteed by U.S. | $1,339,000 | 6,938 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $7,568,000 | 10,086 |
| 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 |