Home > Clear Lake Bank and Trust Company > Securities
Clear Lake Bank and Trust Company, Securities
| 2023-12-31 | Rank | |
| Total securities | $95,293,000 | 1,759 |
| U.S. Government securities | $78,355,000 | 1,407 |
| U.S. Treasury securities | $33,209,000 | 640 |
| U.S. Government agency obligations | $45,146,000 | 1,714 |
| Securities issued by states & political subdivisions | $16,386,000 | 1,991 |
| Other domestic debt securities | $454,000 | 2,172 |
| 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 | $454,000 | 1,745 |
| 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 | $17,936,000 | 2,469 |
| Mortgage-backed securities | $13,520,000 | 2,348 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $13,077,000 | 1,830 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $443,000 | 2,359 |
| 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) | $95,195,000 | 1,560 |
| Total debt securities | $95,196,000 | 1,742 |
| Structured notes | ||
| Amortized cost | $8,275,000 | 191 |
| Fair value | $7,870,000 | 192 |
| 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 | $97,783,000 | 1,717 |
| U.S. Government securities | $81,286,000 | 1,359 |
| U.S. Treasury securities | $36,702,000 | 629 |
| U.S. Government agency obligations | $44,584,000 | 1,708 |
| Securities issued by states & political subdivisions | $15,987,000 | 1,998 |
| Other domestic debt securities | $432,000 | 2,177 |
| 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 | $432,000 | 1,757 |
| 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 | $17,685,000 | 2,450 |
| Mortgage-backed securities | $13,604,000 | 2,312 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $13,162,000 | 1,797 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $442,000 | 2,349 |
| 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) | $97,705,000 | 1,519 |
| Total debt securities | $97,706,000 | 1,705 |
| Structured notes | ||
| Amortized cost | $8,275,000 | 198 |
| Fair value | $7,647,000 | 192 |
| 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 | $101,015,000 | 1,718 |
| U.S. Government securities | $83,874,000 | 1,367 |
| U.S. Treasury securities | $40,428,000 | 585 |
| U.S. Government agency obligations | $43,446,000 | 1,789 |
| Securities issued by states & political subdivisions | $16,638,000 | 2,021 |
| Other domestic debt securities | $432,000 | 2,199 |
| 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 | $432,000 | 1,770 |
| 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 | $10,421,000 | 2,859 |
| Mortgage-backed securities | $12,176,000 | 2,446 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,674,000 | 1,946 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $502,000 | 2,323 |
| 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) | $100,944,000 | 1,518 |
| Total debt securities | $100,950,000 | 1,704 |
| Structured notes | ||
| Amortized cost | $8,275,000 | 220 |
| Fair value | $7,685,000 | 217 |
| 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 | $102,701,000 | 1,770 |
| U.S. Government securities | $82,938,000 | 1,450 |
| U.S. Treasury securities | $40,552,000 | 626 |
| U.S. Government agency obligations | $42,386,000 | 1,816 |
| Securities issued by states & political subdivisions | $19,247,000 | 1,926 |
| Other domestic debt securities | $450,000 | 2,248 |
| 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 | $450,000 | 1,815 |
| 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 | $11,692,000 | 2,687 |
| Mortgage-backed securities | $12,629,000 | 2,479 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $12,103,000 | 1,965 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $526,000 | 2,357 |
| 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) | $102,635,000 | 1,559 |
| Total debt securities | $102,634,000 | 1,753 |
| Structured notes | ||
| Amortized cost | $8,275,000 | 242 |
| Fair value | $7,802,000 | 238 |
| 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 | $99,063,000 | 1,858 |
| U.S. Government securities | $79,258,000 | 1,488 |
| U.S. Treasury securities | $43,513,000 | 623 |
| U.S. Government agency obligations | $35,745,000 | 2,018 |
| Securities issued by states & political subdivisions | $19,285,000 | 1,975 |
| Other domestic debt securities | $464,000 | 2,271 |
| 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 | $464,000 | 1,825 |
| 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 | $11,688,000 | 2,587 |
| Mortgage-backed securities | $8,359,000 | 2,826 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,838,000 | 2,349 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $521,000 | 2,379 |
| 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) | $99,007,000 | 1,635 |
| Total debt securities | $99,007,000 | 1,839 |
| Structured notes | ||
| Amortized cost | $8,275,000 | 260 |
| Fair value | $7,361,000 | 264 |
| 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 | $103,509,000 | 1,787 |
| U.S. Government securities | $82,784,000 | 1,467 |
| U.S. Treasury securities | $49,246,000 | 572 |
| U.S. Government agency obligations | $33,538,000 | 2,099 |
| Securities issued by states & political subdivisions | $20,203,000 | 1,920 |
| Other domestic debt securities | $471,000 | 2,232 |
| 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 | $471,000 | 1,833 |
| 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 | $12,572,000 | 2,493 |
| Mortgage-backed securities | $7,791,000 | 2,890 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,246,000 | 2,445 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $545,000 | 2,395 |
| 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) | $103,458,000 | 1,578 |
| Total debt securities | $103,459,000 | 1,768 |
| Structured notes | ||
| Amortized cost | $9,125,000 | 230 |
| Fair value | $8,368,000 | 226 |
| 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 | $102,054,000 | 1,837 |
| U.S. Government securities | $80,642,000 | 1,501 |
| U.S. Treasury securities | $49,934,000 | 547 |
| U.S. Government agency obligations | $30,708,000 | 2,211 |
| Securities issued by states & political subdivisions | $20,864,000 | 1,939 |
| Other domestic debt securities | $500,000 | 2,050 |
| 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 | $500,000 | 1,762 |
| 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 | $13,223,000 | 2,460 |
| Mortgage-backed securities | $7,149,000 | 2,981 |
| Certificates of participation in pools of residential mortgages | $6,487,000 | 2,634 |
| Issued or guaranteed by U.S. | $6,487,000 | 2,561 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $662,000 | 2,438 |
| CMOs issued by government agencies or sponsored agencies | $662,000 | 2,367 |
| 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) | $102,006,000 | 1,658 |
| Total debt securities | $102,006,000 | 1,823 |
| Structured notes | ||
| Amortized cost | $9,125,000 | 214 |
| Fair value | $8,590,000 | 215 |
| 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 | $99,982,000 | 1,847 |
| U.S. Government securities | $77,169,000 | 1,507 |
| U.S. Treasury securities | $47,084,000 | 512 |
| U.S. Government agency obligations | $30,085,000 | 2,250 |
| Securities issued by states & political subdivisions | $22,756,000 | 1,856 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,798,000 | 2,326 |
| Mortgage-backed securities | $5,852,000 | 3,105 |
| Certificates of participation in pools of residential mortgages | $4,964,000 | 2,809 |
| Issued or guaranteed by U.S. | $4,964,000 | 2,731 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $888,000 | 2,353 |
| CMOs issued by government agencies or sponsored agencies | $888,000 | 2,284 |
| 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) | $99,925,000 | 1,694 |
| Total debt securities | $99,926,000 | 1,835 |
| Structured notes | ||
| Amortized cost | $9,125,000 | 185 |
| Fair value | $8,777,000 | 184 |
| 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 | $60,672,000 | 2,442 |
| U.S. Government securities | $36,379,000 | 2,232 |
| U.S. Treasury securities | $10,290,000 | 1,001 |
| U.S. Government agency obligations | $26,089,000 | 2,384 |
| Securities issued by states & political subdivisions | $24,231,000 | 1,838 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,330,000 | 2,220 |
| Mortgage-backed securities | $6,624,000 | 3,044 |
| Certificates of participation in pools of residential mortgages | $5,458,000 | 2,741 |
| Issued or guaranteed by U.S. | $5,458,000 | 2,658 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,166,000 | 2,247 |
| CMOs issued by government agencies or sponsored agencies | $1,166,000 | 2,193 |
| 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) | $60,610,000 | 2,279 |
| Total debt securities | $60,610,000 | 2,427 |
| Structured notes | ||
| Amortized cost | $3,225,000 | 375 |
| Fair value | $3,163,000 | 377 |
| 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 | $50,604,000 | 2,602 |
| U.S. Government securities | $29,472,000 | 2,413 |
| U.S. Treasury securities | $10,440,000 | 830 |
| U.S. Government agency obligations | $19,032,000 | 2,714 |
| Securities issued by states & political subdivisions | $21,076,000 | 1,952 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,846,000 | 2,163 |
| Mortgage-backed securities | $7,207,000 | 3,006 |
| Certificates of participation in pools of residential mortgages | $5,935,000 | 2,704 |
| Issued or guaranteed by U.S. | $5,935,000 | 2,631 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,272,000 | 2,241 |
| CMOs issued by government agencies or sponsored agencies | $1,272,000 | 2,190 |
| 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) | $50,548,000 | 2,451 |
| Total debt securities | $50,548,000 | 2,588 |
| Structured notes | ||
| Amortized cost | $3,225,000 | 324 |
| Fair value | $3,203,000 | 325 |
| 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 | $48,105,000 | 2,625 |
| U.S. Government securities | $25,988,000 | 2,511 |
| U.S. Treasury securities | $10,470,000 | 742 |
| U.S. Government agency obligations | $15,518,000 | 2,884 |
| Securities issued by states & political subdivisions | $22,068,000 | 1,891 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,777,000 | 2,088 |
| Mortgage-backed securities | $7,600,000 | 2,964 |
| Certificates of participation in pools of residential mortgages | $6,264,000 | 2,647 |
| Issued or guaranteed by U.S. | $6,264,000 | 2,572 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $1,336,000 | 2,194 |
| CMOs issued by government agencies or sponsored agencies | $1,336,000 | 2,146 |
| 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) | $48,056,000 | 2,469 |
| Total debt securities | $48,056,000 | 2,606 |
| 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 | $40,129,000 | 2,750 |
| U.S. Government securities | $15,605,000 | 2,956 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $15,605,000 | 2,784 |
| Securities issued by states & political subdivisions | $24,473,000 | 1,722 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,996,000 | 1,827 |
| Mortgage-backed securities | $6,973,000 | 2,978 |
| Certificates of participation in pools of residential mortgages | $6,603,000 | 2,552 |
| Issued or guaranteed by U.S. | $6,603,000 | 2,478 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $370,000 | 2,565 |
| CMOs issued by government agencies or sponsored agencies | $370,000 | 2,515 |
| 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) | $40,078,000 | 2,582 |
| Total debt securities | $40,078,000 | 2,731 |
| 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 | $38,242,000 | 2,695 |
| U.S. Government securities | $13,463,000 | 2,979 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $13,463,000 | 2,833 |
| Securities issued by states & political subdivisions | $24,742,000 | 1,655 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,050,000 | 1,766 |
| Mortgage-backed securities | $4,282,000 | 3,246 |
| Certificates of participation in pools of residential mortgages | $3,905,000 | 2,865 |
| Issued or guaranteed by U.S. | $3,905,000 | 2,786 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $377,000 | 2,575 |
| CMOs issued by government agencies or sponsored agencies | $377,000 | 2,521 |
| 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) | $38,205,000 | 2,526 |
| Total debt securities | $38,205,000 | 2,674 |
| 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 | $34,505,000 | 2,727 |
| U.S. Government securities | $11,949,000 | 3,079 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $11,949,000 | 2,936 |
| Securities issued by states & political subdivisions | $22,525,000 | 1,650 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,039,000 | 1,954 |
| Mortgage-backed securities | $4,577,000 | 3,205 |
| Certificates of participation in pools of residential mortgages | $4,188,000 | 2,802 |
| Issued or guaranteed by U.S. | $4,188,000 | 2,722 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $389,000 | 2,595 |
| CMOs issued by government agencies or sponsored agencies | $389,000 | 2,540 |
| 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) | $34,474,000 | 2,567 |
| Total debt securities | $34,474,000 | 2,712 |
| 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 | $31,869,000 | 2,803 |
| U.S. Government securities | $7,835,000 | 3,482 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $7,835,000 | 3,336 |
| Securities issued by states & political subdivisions | $21,999,000 | 1,581 |
| Other domestic debt securities | $2,004,000 | 1,350 |
| Privately issued residential mortgage-backed securities | $2,004,000 | 317 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,656,000 | 2,155 |
| Mortgage-backed securities | $2,773,000 | 3,476 |
| Certificates of participation in pools of residential mortgages | $2,370,000 | 3,144 |
| Issued or guaranteed by U.S. | $366,000 | 3,661 |
| Privately issued | $2,004,000 | 135 |
| Collaterized mortgage obligations | $403,000 | 2,597 |
| CMOs issued by government agencies or sponsored agencies | $403,000 | 2,554 |
| 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) | $31,838,000 | 2,627 |
| Total debt securities | $31,838,000 | 2,786 |
| 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 | $31,486,000 | 2,765 |
| U.S. Government securities | $7,792,000 | 3,548 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $7,792,000 | 3,389 |
| Securities issued by states & political subdivisions | $23,667,000 | 1,378 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,863,000 | 2,380 |
| Mortgage-backed securities | $2,995,000 | 3,434 |
| Certificates of participation in pools of residential mortgages | $2,560,000 | 3,110 |
| Issued or guaranteed by U.S. | $2,560,000 | 3,015 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $435,000 | 2,594 |
| CMOs issued by government agencies or sponsored agencies | $435,000 | 2,547 |
| 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) | $31,459,000 | 2,594 |
| Total debt securities | $31,459,000 | 2,748 |
| 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 | $33,230,000 | 2,716 |
| U.S. Government securities | $7,169,000 | 3,702 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $7,169,000 | 3,549 |
| Securities issued by states & political subdivisions | $26,020,000 | 1,255 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $41,000 | 233 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,960,000 | 2,311 |
| Mortgage-backed securities | $2,103,000 | 3,583 |
| Certificates of participation in pools of residential mortgages | $1,677,000 | 3,305 |
| Issued or guaranteed by U.S. | $1,677,000 | 3,209 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $426,000 | 2,608 |
| CMOs issued by government agencies or sponsored agencies | $426,000 | 2,564 |
| 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) | $33,230,000 | 2,537 |
| Total debt securities | $33,189,000 | 2,698 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $33,397,000 | 2,728 |
| U.S. Government securities | $7,602,000 | 3,720 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $7,602,000 | 3,552 |
| Securities issued by states & political subdivisions | $25,753,000 | 1,254 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $42,000 | 295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,199,000 | 2,336 |
| Mortgage-backed securities | $2,259,000 | 3,585 |
| Certificates of participation in pools of residential mortgages | $1,821,000 | 3,287 |
| Issued or guaranteed by U.S. | $1,821,000 | 3,183 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $438,000 | 2,619 |
| CMOs issued by government agencies or sponsored agencies | $438,000 | 2,577 |
| 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) | $33,397,000 | 2,539 |
| Total debt securities | $33,355,000 | 2,710 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $33,850,000 | 2,750 |
| U.S. Government securities | $8,168,000 | 3,725 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $8,168,000 | 3,554 |
| Securities issued by states & political subdivisions | $25,652,000 | 1,280 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $30,000 | 363 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,493,000 | 2,359 |
| Mortgage-backed securities | $2,413,000 | 3,557 |
| Certificates of participation in pools of residential mortgages | $1,966,000 | 3,249 |
| Issued or guaranteed by U.S. | $1,966,000 | 3,162 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $447,000 | 2,611 |
| CMOs issued by government agencies or sponsored agencies | $447,000 | 2,566 |
| 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) | $33,850,000 | 2,559 |
| Total debt securities | $33,820,000 | 2,733 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $35,946,000 | 2,690 |
| U.S. Government securities | $8,478,000 | 3,729 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $8,478,000 | 3,559 |
| Securities issued by states & political subdivisions | $27,435,000 | 1,250 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $33,000 | 369 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,139,000 | 2,956 |
| Mortgage-backed securities | $2,545,000 | 3,554 |
| Certificates of participation in pools of residential mortgages | $2,097,000 | 3,239 |
| Issued or guaranteed by U.S. | $2,097,000 | 3,148 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $448,000 | 2,630 |
| CMOs issued by government agencies or sponsored agencies | $448,000 | 2,584 |
| 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) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $35,946,000 | 2,495 |
| Total debt securities | $35,913,000 | 2,671 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $39,822,000 | 2,561 |
| U.S. Government securities | $8,890,000 | 3,710 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $8,890,000 | 3,545 |
| Securities issued by states & political subdivisions | $28,159,000 | 1,247 |
| Other domestic debt securities | $2,746,000 | 1,125 |
| 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 | $2,746,000 | 822 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $27,000 | 529 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,277,000 | 2,958 |
| Mortgage-backed securities | $2,607,000 | 3,550 |
| Certificates of participation in pools of residential mortgages | $2,153,000 | 3,252 |
| Issued or guaranteed by U.S. | $2,153,000 | 3,179 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $454,000 | 2,635 |
| CMOs issued by government agencies or sponsored agencies | $454,000 | 2,589 |
| 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) | $2,746,000 | 1,252 |
| Available-for-sale securities (fair market value) | $37,076,000 | 2,473 |
| Total debt securities | $39,795,000 | 2,543 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $40,309,000 | 2,560 |
| U.S. Government securities | $9,266,000 | 3,716 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $9,266,000 | 3,560 |
| Securities issued by states & political subdivisions | $28,270,000 | 1,250 |
| Other domestic debt securities | $2,738,000 | 1,088 |
| 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 | $2,738,000 | 824 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $35,000 | 540 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,331,000 | 2,964 |
| Mortgage-backed securities | $2,708,000 | 3,577 |
| Certificates of participation in pools of residential mortgages | $2,252,000 | 3,275 |
| Issued or guaranteed by U.S. | $2,252,000 | 3,248 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $456,000 | 2,634 |
| CMOs issued by government agencies or sponsored agencies | $456,000 | 2,584 |
| 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) | $2,738,000 | 1,282 |
| Available-for-sale securities (fair market value) | $37,571,000 | 2,459 |
| Total debt securities | $40,275,000 | 2,540 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $40,319,000 | 2,588 |
| U.S. Government securities | $10,030,000 | 3,627 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $10,030,000 | 3,477 |
| Securities issued by states & political subdivisions | $27,517,000 | 1,320 |
| Other domestic debt securities | $2,730,000 | 1,227 |
| 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 | $2,730,000 | 827 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $42,000 | 552 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,646,000 | 2,957 |
| Mortgage-backed securities | $2,924,000 | 3,567 |
| Certificates of participation in pools of residential mortgages | $2,456,000 | 3,257 |
| Issued or guaranteed by U.S. | $2,456,000 | 3,095 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $468,000 | 2,656 |
| CMOs issued by government agencies or sponsored agencies | $468,000 | 2,600 |
| 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) | $2,730,000 | 1,304 |
| Available-for-sale securities (fair market value) | $37,589,000 | 2,491 |
| Total debt securities | $40,277,000 | 2,572 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $44,200,000 | 2,472 |
| U.S. Government securities | $10,636,000 | 3,635 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $10,636,000 | 3,493 |
| Securities issued by states & political subdivisions | $30,803,000 | 1,218 |
| Other domestic debt securities | $2,721,000 | 1,079 |
| 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 | $2,721,000 | 836 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $40,000 | 599 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,231,000 | 2,694 |
| Mortgage-backed securities | $3,221,000 | 3,542 |
| Certificates of participation in pools of residential mortgages | $2,741,000 | 3,225 |
| Issued or guaranteed by U.S. | $2,741,000 | 3,219 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $480,000 | 2,639 |
| CMOs issued by government agencies or sponsored agencies | $480,000 | 2,581 |
| 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) | $2,721,000 | 1,328 |
| Available-for-sale securities (fair market value) | $41,479,000 | 2,374 |
| Total debt securities | $44,160,000 | 2,457 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $46,522,000 | 2,409 |
| U.S. Government securities | $11,661,000 | 3,522 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $11,661,000 | 3,385 |
| Securities issued by states & political subdivisions | $32,086,000 | 1,206 |
| Other domestic debt securities | $2,738,000 | 1,061 |
| 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 | $2,738,000 | 829 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $37,000 | 870 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,722,000 | 2,695 |
| Mortgage-backed securities | $3,607,000 | 3,517 |
| Certificates of participation in pools of residential mortgages | $3,110,000 | 3,186 |
| Issued or guaranteed by U.S. | $3,110,000 | 3,180 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $497,000 | 2,626 |
| CMOs issued by government agencies or sponsored agencies | $497,000 | 2,562 |
| 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) | $2,738,000 | 1,359 |
| Available-for-sale securities (fair market value) | $43,784,000 | 2,311 |
| Total debt securities | $46,485,000 | 2,388 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $48,105,000 | 2,392 |
| U.S. Government securities | $12,324,000 | 3,497 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $12,324,000 | 3,363 |
| Securities issued by states & political subdivisions | $32,511,000 | 1,203 |
| Other domestic debt securities | $3,237,000 | 1,012 |
| 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 | $3,237,000 | 795 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $33,000 | 919 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,918,000 | 2,696 |
| Mortgage-backed securities | $3,827,000 | 3,535 |
| Certificates of participation in pools of residential mortgages | $3,315,000 | 3,193 |
| Issued or guaranteed by U.S. | $3,315,000 | 3,189 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $512,000 | 2,629 |
| CMOs issued by government agencies or sponsored agencies | $512,000 | 2,567 |
| 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) | $2,733,000 | 1,406 |
| Available-for-sale securities (fair market value) | $45,372,000 | 2,287 |
| Total debt securities | $48,072,000 | 2,369 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $43,301,000 | 2,594 |
| U.S. Government securities | $12,613,000 | 3,506 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $12,613,000 | 3,376 |
| Securities issued by states & political subdivisions | $27,423,000 | 1,444 |
| Other domestic debt securities | $3,234,000 | 1,024 |
| 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 | $3,234,000 | 802 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $31,000 | 907 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,246,000 | 2,677 |
| Mortgage-backed securities | $3,566,000 | 3,600 |
| Certificates of participation in pools of residential mortgages | $3,564,000 | 3,175 |
| Issued or guaranteed by U.S. | $3,564,000 | 3,171 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,000 | 3,102 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,003 |
| 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) | $2,725,000 | 1,427 |
| Available-for-sale securities (fair market value) | $40,576,000 | 2,478 |
| Total debt securities | $43,270,000 | 2,578 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $41,363,000 | 2,705 |
| U.S. Government securities | $10,821,000 | 3,752 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $10,821,000 | 3,606 |
| Securities issued by states & political subdivisions | $27,297,000 | 1,460 |
| Other domestic debt securities | $3,231,000 | 1,062 |
| 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 | $3,231,000 | 825 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $14,000 | 995 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,706,000 | 2,578 |
| Mortgage-backed securities | $1,560,000 | 4,077 |
| Certificates of participation in pools of residential mortgages | $1,558,000 | 3,772 |
| Issued or guaranteed by U.S. | $1,558,000 | 3,767 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,000 | 3,144 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,048 |
| 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) | $2,717,000 | 1,458 |
| Available-for-sale securities (fair market value) | $38,646,000 | 2,581 |
| Total debt securities | $41,349,000 | 2,686 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $42,094,000 | 2,658 |
| U.S. Government securities | $11,369,000 | 3,683 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $11,369,000 | 3,544 |
| Securities issued by states & political subdivisions | $27,456,000 | 1,449 |
| Other domestic debt securities | $3,253,000 | 1,058 |
| 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 | $3,253,000 | 812 |
| Foreign debt securities | $16,000 | 346 |
| 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 | $13,868,000 | 2,562 |
| Mortgage-backed securities | $1,693,000 | 4,063 |
| Certificates of participation in pools of residential mortgages | $1,691,000 | 3,753 |
| Issued or guaranteed by U.S. | $1,691,000 | 3,746 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,000 | 3,159 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,050 |
| 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) | $2,735,000 | 1,469 |
| Available-for-sale securities (fair market value) | $39,359,000 | 2,538 |
| Total debt securities | $42,094,000 | 2,638 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $40,203,000 | 2,740 |
| U.S. Government securities | $12,238,000 | 3,589 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $12,238,000 | 3,469 |
| Securities issued by states & political subdivisions | $24,696,000 | 1,598 |
| Other domestic debt securities | $3,251,000 | 1,073 |
| 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 | $3,251,000 | 827 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $18,000 | 958 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,288,000 | 2,526 |
| Mortgage-backed securities | $1,920,000 | 4,046 |
| Certificates of participation in pools of residential mortgages | $1,918,000 | 3,711 |
| Issued or guaranteed by U.S. | $1,918,000 | 3,707 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,000 | 3,187 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,082 |
| 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) | $2,726,000 | 1,476 |
| Available-for-sale securities (fair market value) | $37,477,000 | 2,600 |
| Total debt securities | $40,185,000 | 2,718 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $40,948,000 | 2,746 |
| U.S. Government securities | $12,947,000 | 3,598 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $12,947,000 | 3,483 |
| Securities issued by states & political subdivisions | $24,734,000 | 1,604 |
| Other domestic debt securities | $3,249,000 | 1,081 |
| 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 | $3,249,000 | 831 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $18,000 | 945 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,527,000 | 2,550 |
| Mortgage-backed securities | $2,139,000 | 4,029 |
| Certificates of participation in pools of residential mortgages | $2,137,000 | 3,674 |
| Issued or guaranteed by U.S. | $2,137,000 | 3,669 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,000 | 3,230 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,112 |
| 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) | $2,718,000 | 1,521 |
| Available-for-sale securities (fair market value) | $38,230,000 | 2,603 |
| Total debt securities | $40,930,000 | 2,723 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $43,914,000 | 2,659 |
| U.S. Government securities | $13,446,000 | 3,645 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $13,446,000 | 3,519 |
| Securities issued by states & political subdivisions | $27,179,000 | 1,442 |
| Other domestic debt securities | $3,271,000 | 1,087 |
| 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 | $3,271,000 | 831 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $18,000 | 976 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,904,000 | 2,447 |
| Mortgage-backed securities | $2,339,000 | 4,020 |
| Certificates of participation in pools of residential mortgages | $2,337,000 | 3,656 |
| Issued or guaranteed by U.S. | $2,337,000 | 3,653 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,000 | 3,251 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,140 |
| 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) | $2,710,000 | 1,563 |
| Available-for-sale securities (fair market value) | $41,204,000 | 2,523 |
| Total debt securities | $43,895,000 | 2,641 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $43,305,000 | 2,717 |
| U.S. Government securities | $13,866,000 | 3,638 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $13,866,000 | 3,508 |
| Securities issued by states & political subdivisions | $26,164,000 | 1,510 |
| Other domestic debt securities | $3,261,000 | 1,067 |
| 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 | $3,261,000 | 821 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $14,000 | 995 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,099,000 | 2,443 |
| Mortgage-backed securities | $2,537,000 | 3,992 |
| Certificates of participation in pools of residential mortgages | $2,535,000 | 3,627 |
| Issued or guaranteed by U.S. | $2,535,000 | 3,625 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,000 | 3,293 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,181 |
| 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) | $2,725,000 | 1,593 |
| Available-for-sale securities (fair market value) | $40,580,000 | 2,580 |
| Total debt securities | $43,291,000 | 2,698 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $42,939,000 | 2,746 |
| U.S. Government securities | $14,615,000 | 3,646 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $14,615,000 | 3,529 |
| Securities issued by states & political subdivisions | $25,053,000 | 1,558 |
| Other domestic debt securities | $3,257,000 | 1,075 |
| 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 | $3,257,000 | 827 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $14,000 | 1,014 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,151,000 | 2,480 |
| Mortgage-backed securities | $2,783,000 | 3,995 |
| Certificates of participation in pools of residential mortgages | $2,780,000 | 3,613 |
| Issued or guaranteed by U.S. | $2,780,000 | 3,610 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $3,000 | 3,335 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,218 |
| 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) | $2,714,000 | 1,604 |
| Available-for-sale securities (fair market value) | $40,225,000 | 2,616 |
| Total debt securities | $42,925,000 | 2,723 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $41,659,000 | 2,837 |
| U.S. Government securities | $15,187,000 | 3,674 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $15,187,000 | 3,560 |
| Securities issued by states & political subdivisions | $23,282,000 | 1,631 |
| Other domestic debt securities | $3,176,000 | 1,080 |
| 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 | $3,176,000 | 835 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $14,000 | 1,032 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,302,000 | 2,487 |
| Mortgage-backed securities | $3,097,000 | 4,005 |
| Certificates of participation in pools of residential mortgages | $3,094,000 | 3,612 |
| Issued or guaranteed by U.S. | $3,094,000 | 3,608 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,000 | 3,382 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,268 |
| 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) | $2,627,000 | 1,644 |
| Available-for-sale securities (fair market value) | $39,032,000 | 2,708 |
| Total debt securities | $41,645,000 | 2,815 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $46,431,000 | 2,691 |
| U.S. Government securities | $10,056,000 | 4,389 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $10,056,000 | 4,259 |
| Securities issued by states & political subdivisions | $27,408,000 | 1,399 |
| Other domestic debt securities | $8,954,000 | 621 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $5,822,000 | 171 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $3,132,000 | 839 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $13,000 | 1,052 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,603,000 | 3,119 |
| Mortgage-backed securities | $3,418,000 | 3,997 |
| Certificates of participation in pools of residential mortgages | $3,415,000 | 3,599 |
| Issued or guaranteed by U.S. | $3,415,000 | 3,595 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $3,000 | 3,410 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,290 |
| 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) | $2,577,000 | 1,649 |
| Available-for-sale securities (fair market value) | $43,854,000 | 2,551 |
| Total debt securities | $46,418,000 | 2,670 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $44,681,000 | 2,790 |
| U.S. Government securities | $16,438,000 | 3,668 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $16,438,000 | 3,548 |
| Securities issued by states & political subdivisions | $27,675,000 | 1,373 |
| Other domestic debt securities | $557,000 | 1,917 |
| 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 | $557,000 | 1,526 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $11,000 | 1,067 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,921,000 | 3,383 |
| Mortgage-backed securities | $3,666,000 | 4,015 |
| Certificates of participation in pools of residential mortgages | $3,662,000 | 3,591 |
| Issued or guaranteed by U.S. | $3,662,000 | 3,585 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,000 | 3,451 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,324 |
| 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) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $44,681,000 | 2,546 |
| Total debt securities | $44,669,000 | 2,769 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $49,639,000 | 2,652 |
| U.S. Government securities | $19,388,000 | 3,481 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $19,388,000 | 3,376 |
| Securities issued by states & political subdivisions | $29,677,000 | 1,311 |
| Other domestic debt securities | $561,000 | 1,980 |
| 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 | $561,000 | 1,565 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $13,000 | 1,086 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,922,000 | 3,402 |
| Mortgage-backed securities | $3,874,000 | 4,058 |
| Certificates of participation in pools of residential mortgages | $3,871,000 | 3,627 |
| Issued or guaranteed by U.S. | $3,871,000 | 3,625 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $3,000 | 3,521 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,385 |
| 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) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $49,639,000 | 2,409 |
| Total debt securities | $49,627,000 | 2,625 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $48,233,000 | 2,748 |
| U.S. Government securities | $19,799,000 | 3,491 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $19,799,000 | 3,391 |
| Securities issued by states & political subdivisions | $27,754,000 | 1,378 |
| Other domestic debt securities | $666,000 | 1,978 |
| 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 | $666,000 | 1,574 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $14,000 | 1,099 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,911,000 | 3,426 |
| Mortgage-backed securities | $4,106,000 | 4,069 |
| Certificates of participation in pools of residential mortgages | $4,102,000 | 3,628 |
| Issued or guaranteed by U.S. | $4,102,000 | 3,627 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,000 | 3,557 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,420 |
| 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) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $48,233,000 | 2,499 |
| Total debt securities | $48,219,000 | 2,721 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $49,271,000 | 2,713 |
| U.S. Government securities | $19,449,000 | 3,540 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $19,449,000 | 3,439 |
| Securities issued by states & political subdivisions | $28,737,000 | 1,335 |
| Other domestic debt securities | $1,071,000 | 1,777 |
| 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 | $1,071,000 | 1,389 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $14,000 | 1,113 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,675,000 | 3,679 |
| Mortgage-backed securities | $4,373,000 | 4,055 |
| Certificates of participation in pools of residential mortgages | $4,369,000 | 3,610 |
| Issued or guaranteed by U.S. | $4,369,000 | 3,609 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $4,000 | 3,595 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,459 |
| 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) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $49,271,000 | 2,470 |
| Total debt securities | $49,257,000 | 2,685 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $45,651,000 | 2,865 |
| U.S. Government securities | $16,544,000 | 3,838 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $16,544,000 | 3,738 |
| Securities issued by states & political subdivisions | $28,038,000 | 1,373 |
| Other domestic debt securities | $1,055,000 | 1,826 |
| 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 | $1,055,000 | 1,419 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $14,000 | 1,138 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,986,000 | 4,247 |
| Mortgage-backed securities | $4,590,000 | 4,032 |
| Certificates of participation in pools of residential mortgages | $4,586,000 | 3,561 |
| Issued or guaranteed by U.S. | $4,586,000 | 3,558 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $4,000 | 3,603 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,461 |
| 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) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $45,651,000 | 2,609 |
| Total debt securities | $45,637,000 | 2,837 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $24,435,000 | 4,128 |
| U.S. Government securities | $3,997,000 | 5,673 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $3,997,000 | 5,574 |
| Securities issued by states & political subdivisions | $19,352,000 | 1,906 |
| Other domestic debt securities | $1,086,000 | 1,868 |
| 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 | $1,086,000 | 1,440 |
| 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 | $4,986,000 | 4,273 |
| Mortgage-backed securities | $1,499,000 | 4,800 |
| Certificates of participation in pools of residential mortgages | $1,491,000 | 4,466 |
| Issued or guaranteed by U.S. | $1,491,000 | 4,460 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $8,000 | 3,629 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 3,481 |
| 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) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $24,435,000 | 3,778 |
| Total debt securities | $24,435,000 | 4,098 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $23,366,000 | 4,204 |
| U.S. Government securities | $4,224,000 | 5,641 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $4,224,000 | 5,535 |
| Securities issued by states & political subdivisions | $18,029,000 | 2,012 |
| Other domestic debt securities | $1,113,000 | 1,895 |
| 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 | $1,113,000 | 1,458 |
| 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 | $5,007,000 | 4,256 |
| Mortgage-backed securities | $1,656,000 | 4,764 |
| Certificates of participation in pools of residential mortgages | $1,630,000 | 4,394 |
| Issued or guaranteed by U.S. | $1,630,000 | 4,391 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $26,000 | 3,600 |
| CMOs issued by government agencies or sponsored agencies | $26,000 | 3,447 |
| 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) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $23,366,000 | 3,866 |
| Total debt securities | $23,366,000 | 4,173 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $22,707,000 | 4,264 |
| U.S. Government securities | $1,860,000 | 6,159 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $1,860,000 | 6,057 |
| Securities issued by states & political subdivisions | $19,703,000 | 1,847 |
| Other domestic debt securities | $1,144,000 | 1,902 |
| 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 | $1,144,000 | 1,442 |
| 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 | $5,456,000 | 4,192 |
| Mortgage-backed securities | $1,860,000 | 4,756 |
| Certificates of participation in pools of residential mortgages | $1,786,000 | 4,371 |
| Issued or guaranteed by U.S. | $1,786,000 | 4,368 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $74,000 | 3,566 |
| CMOs issued by government agencies or sponsored agencies | $74,000 | 3,402 |
| 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) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $22,707,000 | 3,942 |
| Total debt securities | $22,707,000 | 4,237 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $21,310,000 | 4,360 |
| U.S. Government securities | $2,062,000 | 6,143 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $2,062,000 | 6,045 |
| Securities issued by states & political subdivisions | $18,102,000 | 1,957 |
| Other domestic debt securities | $1,146,000 | 1,874 |
| 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 | $1,146,000 | 1,403 |
| 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 | $5,672,000 | 4,134 |
| Mortgage-backed securities | $2,062,000 | 4,725 |
| Certificates of participation in pools of residential mortgages | $1,962,000 | 4,335 |
| Issued or guaranteed by U.S. | $1,962,000 | 4,334 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $100,000 | 3,581 |
| CMOs issued by government agencies or sponsored agencies | $100,000 | 3,424 |
| 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) | $21,310,000 | 4,019 |
| Total debt securities | $21,310,000 | 4,333 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $21,655,000 | 4,386 |
| U.S. Government securities | $2,312,000 | 6,216 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $2,312,000 | 6,123 |
| Securities issued by states & political subdivisions | $18,187,000 | 1,907 |
| Other domestic debt securities | $1,156,000 | 1,925 |
| 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 | $1,156,000 | 1,448 |
| 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 | $5,710,000 | 4,165 |
| Mortgage-backed securities | $2,312,000 | 4,770 |
| Certificates of participation in pools of residential mortgages | $2,200,000 | 4,382 |
| Issued or guaranteed by U.S. | $2,200,000 | 4,380 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $112,000 | 3,646 |
| CMOs issued by government agencies or sponsored agencies | $112,000 | 3,481 |
| 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) | $21,655,000 | 4,030 |
| Total debt securities | $21,655,000 | 4,349 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $19,750,000 | 4,594 |
| U.S. Government securities | $2,767,000 | 6,219 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $2,767,000 | 6,126 |
| Securities issued by states & political subdivisions | $15,871,000 | 2,063 |
| Other domestic debt securities | $1,112,000 | 1,955 |
| 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 | $1,112,000 | 1,460 |
| 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 | $5,968,000 | 4,158 |
| Mortgage-backed securities | $2,516,000 | 4,774 |
| Certificates of participation in pools of residential mortgages | $2,403,000 | 4,366 |
| Issued or guaranteed by U.S. | $2,403,000 | 4,365 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $113,000 | 3,661 |
| CMOs issued by government agencies or sponsored agencies | $113,000 | 3,488 |
| 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) | $19,750,000 | 4,243 |
| Total debt securities | $19,750,000 | 4,567 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $21,222,000 | 4,495 |
| U.S. Government securities | $3,005,000 | 6,253 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $3,005,000 | 6,149 |
| Securities issued by states & political subdivisions | $17,106,000 | 1,868 |
| Other domestic debt securities | $1,111,000 | 1,924 |
| 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 | $1,111,000 | 1,447 |
| 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 | $4,219,000 | 4,590 |
| Mortgage-backed securities | $2,752,000 | 4,762 |
| Certificates of participation in pools of residential mortgages | $2,635,000 | 4,312 |
| Issued or guaranteed by U.S. | $2,635,000 | 4,310 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $117,000 | 3,685 |
| CMOs issued by government agencies or sponsored agencies | $117,000 | 3,509 |
| 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) | $21,222,000 | 4,142 |
| Total debt securities | $21,220,000 | 4,471 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $21,119,000 | 4,453 |
| U.S. Government securities | $3,461,000 | 6,174 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $3,461,000 | 6,070 |
| Securities issued by states & political subdivisions | $16,561,000 | 1,888 |
| Other domestic debt securities | $1,097,000 | 1,913 |
| 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 | $1,097,000 | 1,380 |
| 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 | $4,498,000 | 4,327 |
| Mortgage-backed securities | $2,955,000 | 4,664 |
| Certificates of participation in pools of residential mortgages | $2,842,000 | 4,191 |
| Issued or guaranteed by U.S. | $2,842,000 | 4,184 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $113,000 | 3,649 |
| CMOs issued by government agencies or sponsored agencies | $113,000 | 3,382 |
| 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) | $21,119,000 | 4,088 |
| Total debt securities | $21,118,000 | 4,426 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $20,681,000 | 4,433 |
| U.S. Government securities | $2,432,000 | 6,451 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $2,432,000 | 6,347 |
| Securities issued by states & political subdivisions | $17,133,000 | 1,767 |
| Other domestic debt securities | $1,116,000 | 1,918 |
| 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 | $1,116,000 | 1,357 |
| 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 | $3,733,000 | 4,555 |
| Mortgage-backed securities | $1,923,000 | 4,907 |
| Certificates of participation in pools of residential mortgages | $1,808,000 | 4,483 |
| Issued or guaranteed by U.S. | $1,808,000 | 4,470 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $115,000 | 3,653 |
| CMOs issued by government agencies or sponsored agencies | $115,000 | 3,377 |
| 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) | $20,681,000 | 4,068 |
| Total debt securities | $20,681,000 | 4,395 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $18,453,000 | 4,736 |
| U.S. Government securities | $2,534,000 | 6,536 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $2,534,000 | 6,424 |
| Securities issued by states & political subdivisions | $14,813,000 | 1,944 |
| Other domestic debt securities | $1,106,000 | 1,859 |
| 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 | $1,106,000 | 1,275 |
| 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 | $5,516,000 | 4,113 |
| Mortgage-backed securities | $2,022,000 | 4,864 |
| Certificates of participation in pools of residential mortgages | $1,908,000 | 4,421 |
| Issued or guaranteed by U.S. | $1,908,000 | 4,411 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $114,000 | 3,644 |
| CMOs issued by government agencies or sponsored agencies | $114,000 | 3,358 |
| 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) | $18,453,000 | 4,344 |
| Total debt securities | $18,452,000 | 4,694 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $20,307,000 | 4,511 |
| U.S. Government securities | $2,653,000 | 6,538 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $2,653,000 | 6,421 |
| Securities issued by states & political subdivisions | $16,562,000 | 1,738 |
| Other domestic debt securities | $1,092,000 | 1,913 |
| 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 | $1,092,000 | 1,311 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,065,000 | 4,207 |
| Mortgage-backed securities | $2,139,000 | 4,781 |
| Certificates of participation in pools of residential mortgages | $2,031,000 | 4,315 |
| Issued or guaranteed by U.S. | $2,031,000 | 4,305 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $108,000 | 3,610 |
| CMOs issued by government agencies or sponsored agencies | $108,000 | 3,322 |
| 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) | $20,307,000 | 4,135 |
| Total debt securities | $20,309,000 | 4,473 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $18,656,000 | 4,567 |
| U.S. Government securities | $2,848,000 | 6,447 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $2,848,000 | 6,321 |
| Securities issued by states & political subdivisions | $14,721,000 | 1,866 |
| Other domestic debt securities | $1,087,000 | 2,031 |
| 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 | $1,087,000 | 1,310 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,146,000 | 4,151 |
| Mortgage-backed securities | $2,333,000 | 4,671 |
| Certificates of participation in pools of residential mortgages | $2,205,000 | 4,166 |
| Issued or guaranteed by U.S. | $2,205,000 | 4,159 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $128,000 | 3,591 |
| CMOs issued by government agencies or sponsored agencies | $128,000 | 3,281 |
| 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) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $18,656,000 | 4,182 |
| Total debt securities | $18,655,000 | 4,530 |
| 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 | $18,240,000 | 4,561 |
| U.S. Government securities | $2,505,000 | 6,567 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $2,505,000 | 6,447 |
| Securities issued by states & political subdivisions | $14,625,000 | 1,796 |
| Other domestic debt securities | $1,110,000 | 2,082 |
| 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 | $1,110,000 | 1,308 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,125,000 | 3,968 |
| Mortgage-backed securities | $1,485,000 | 5,003 |
| Certificates of participation in pools of residential mortgages | $1,325,000 | 4,533 |
| Issued or guaranteed by U.S. | $1,325,000 | 4,526 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $160,000 | 3,552 |
| CMOs issued by government agencies or sponsored agencies | $160,000 | 3,231 |
| 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) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $18,240,000 | 4,170 |
| Total debt securities | $18,239,000 | 4,520 |
| 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 | $19,803,000 | 4,418 |
| U.S. Government securities | $3,879,000 | 6,336 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $3,879,000 | 6,217 |
| Securities issued by states & political subdivisions | $14,846,000 | 1,703 |
| Other domestic debt securities | $1,078,000 | 2,096 |
| 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 | $1,078,000 | 1,278 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,552,000 | 3,696 |
| Mortgage-backed securities | $1,853,000 | 4,866 |
| Certificates of participation in pools of residential mortgages | $1,637,000 | 4,437 |
| Issued or guaranteed by U.S. | $1,637,000 | 4,428 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $216,000 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $216,000 | 3,100 |
| 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) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $19,803,000 | 4,009 |
| Total debt securities | $19,803,000 | 4,373 |
| Structured notes | ||
| Amortized cost | $501,000 | 2,868 |
| Fair value | $501,000 | 2,950 |
| 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 | $20,591,000 | 4,390 |
| U.S. Government securities | $4,901,000 | 6,165 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $4,901,000 | 6,048 |
| Securities issued by states & political subdivisions | $14,639,000 | 1,706 |
| Other domestic debt securities | $1,051,000 | 2,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $1,051,000 | 1,322 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,399,000 | 3,617 |
| Mortgage-backed securities | $2,133,000 | 4,863 |
| Certificates of participation in pools of residential mortgages | $1,776,000 | 4,508 |
| Issued or guaranteed by U.S. | $1,776,000 | 4,499 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $357,000 | 3,288 |
| CMOs issued by government agencies or sponsored agencies | $357,000 | 2,963 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $20,591,000 | 3,981 |
| Total debt securities | $20,591,000 | 4,356 |
| Structured notes | ||
| Amortized cost | $501,000 | 2,652 |
| Fair value | $502,000 | 2,684 |
| 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 | $19,857,000 | 4,417 |
| U.S. Government securities | $5,284,000 | 6,018 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $5,284,000 | 5,917 |
| Securities issued by states & political subdivisions | $13,540,000 | 1,814 |
| Other domestic debt securities | $1,033,000 | 2,252 |
| 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 | $1,033,000 | 1,370 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,358,000 | 3,451 |
| Mortgage-backed securities | $2,513,000 | 4,819 |
| Certificates of participation in pools of residential mortgages | $1,969,000 | 4,511 |
| Issued or guaranteed by U.S. | $1,969,000 | 4,505 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $544,000 | 3,153 |
| CMOs issued by government agencies or sponsored agencies | $544,000 | 2,808 |
| 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) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $19,857,000 | 4,016 |
| Total debt securities | $19,858,000 | 4,383 |
| Structured notes | ||
| Amortized cost | $501,000 | 2,402 |
| Fair value | $503,000 | 2,426 |
| 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 | $19,741,000 | 4,469 |
| U.S. Government securities | $4,677,000 | 6,237 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $4,677,000 | 6,149 |
| Securities issued by states & political subdivisions | $14,021,000 | 1,759 |
| Other domestic debt securities | $1,043,000 | 2,367 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $1,043,000 | 1,447 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,671,000 | 4,834 |
| Mortgage-backed securities | $2,911,000 | 4,802 |
| Certificates of participation in pools of residential mortgages | $2,189,000 | 4,528 |
| Issued or guaranteed by U.S. | $2,189,000 | 4,521 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $722,000 | 3,056 |
| CMOs issued by government agencies or sponsored agencies | $722,000 | 2,698 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $19,741,000 | 4,047 |
| Total debt securities | $19,741,000 | 4,429 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,012 |
| Fair value | $500,000 | 2,092 |
| 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 | $18,603,000 | 4,599 |
| U.S. Government securities | $4,366,000 | 6,339 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $4,366,000 | 6,247 |
| Securities issued by states & political subdivisions | $13,251,000 | 1,800 |
| Other domestic debt securities | $986,000 | 2,467 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $986,000 | 1,556 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,347,000 | 4,596 |
| Mortgage-backed securities | $2,831,000 | 4,859 |
| Certificates of participation in pools of residential mortgages | $1,862,000 | 4,714 |
| Issued or guaranteed by U.S. | $1,862,000 | 4,699 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $969,000 | 2,903 |
| CMOs issued by government agencies or sponsored agencies | $969,000 | 2,532 |
| Privately issued | $0 | 1,581 |
| 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) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $18,603,000 | 4,155 |
| Total debt securities | $18,602,000 | 4,557 |
| 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 | $19,290,000 | 4,520 |
| U.S. Government securities | $5,342,000 | 6,189 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $5,342,000 | 6,110 |
| Securities issued by states & political subdivisions | $13,009,000 | 1,747 |
| Other domestic debt securities | $939,000 | 2,408 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $939,000 | 1,616 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,240,000 | 4,391 |
| Mortgage-backed securities | $3,296,000 | 4,789 |
| Certificates of participation in pools of residential mortgages | $2,064,000 | 4,719 |
| Issued or guaranteed by U.S. | $2,064,000 | 4,706 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,232,000 | 2,790 |
| CMOs issued by government agencies or sponsored agencies | $1,232,000 | 2,419 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $19,290,000 | 4,068 |
| Total debt securities | $19,291,000 | 4,482 |
| 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 | $19,865,000 | 4,466 |
| U.S. Government securities | $5,684,000 | 6,193 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $5,684,000 | 6,112 |
| Securities issued by states & political subdivisions | $13,197,000 | 1,680 |
| Other domestic debt securities | $984,000 | 2,308 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $984,000 | 1,540 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,294,000 | 4,443 |
| Mortgage-backed securities | $3,620,000 | 4,684 |
| Certificates of participation in pools of residential mortgages | $2,228,000 | 4,642 |
| Issued or guaranteed by U.S. | $2,228,000 | 4,628 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,392,000 | 2,653 |
| CMOs issued by government agencies or sponsored agencies | $1,392,000 | 2,327 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $19,865,000 | 4,003 |
| Total debt securities | $19,865,000 | 4,431 |
| 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 | $19,420,000 | 4,466 |
| U.S. Government securities | $5,802,000 | 6,150 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $5,802,000 | 6,061 |
| Securities issued by states & political subdivisions | $12,670,000 | 1,707 |
| Other domestic debt securities | $948,000 | 2,288 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $948,000 | 1,535 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,120,000 | 5,174 |
| Mortgage-backed securities | $3,765,000 | 4,562 |
| Certificates of participation in pools of residential mortgages | $2,317,000 | 4,567 |
| Issued or guaranteed by U.S. | $2,317,000 | 4,552 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,448,000 | 2,566 |
| CMOs issued by government agencies or sponsored agencies | $1,448,000 | 2,225 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $19,420,000 | 3,985 |
| Total debt securities | $19,419,000 | 4,432 |
| 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 | $19,618,000 | 4,505 |
| U.S. Government securities | $6,322,000 | 6,046 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $6,322,000 | 5,960 |
| Securities issued by states & political subdivisions | $12,336,000 | 1,756 |
| Other domestic debt securities | $960,000 | 2,311 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $960,000 | 1,600 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,850,000 | 5,710 |
| Mortgage-backed securities | $4,055,000 | 4,473 |
| Certificates of participation in pools of residential mortgages | $2,502,000 | 4,499 |
| Issued or guaranteed by U.S. | $2,502,000 | 4,481 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,553,000 | 2,527 |
| CMOs issued by government agencies or sponsored agencies | $1,553,000 | 2,186 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $19,618,000 | 4,040 |
| Total debt securities | $19,617,000 | 4,451 |
| 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 | $21,552,000 | 4,223 |
| U.S. Government securities | $8,622,000 | 5,428 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $8,622,000 | 5,344 |
| Securities issued by states & political subdivisions | $11,166,000 | 1,900 |
| Other domestic debt securities | $1,764,000 | 1,845 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,764,000 | 1,216 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,189,000 | 6,007 |
| Mortgage-backed securities | $4,801,000 | 4,160 |
| Certificates of participation in pools of residential mortgages | $3,061,000 | 4,157 |
| Issued or guaranteed by U.S. | $3,061,000 | 4,142 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,740,000 | 2,442 |
| CMOs issued by government agencies or sponsored agencies | $1,740,000 | 2,111 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $21,552,000 | 3,790 |
| Total debt securities | $21,552,000 | 4,170 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $24,802,000 | 3,895 |
| U.S. Government securities | $12,069,000 | 4,866 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $12,069,000 | 4,769 |
| Securities issued by states & political subdivisions | $11,487,000 | 1,841 |
| Other domestic debt securities | $1,246,000 | 1,884 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,246,000 | 1,293 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,602,000 | 4,994 |
| Mortgage-backed securities | $5,171,000 | 3,784 |
| Certificates of participation in pools of residential mortgages | $3,291,000 | 3,786 |
| Issued or guaranteed by U.S. | $3,291,000 | 3,770 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,880,000 | 2,271 |
| CMOs issued by government agencies or sponsored agencies | $1,880,000 | 1,977 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $24,802,000 | 3,464 |
| Total debt securities | $24,805,000 | 3,847 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $26,198,000 | 3,763 |
| U.S. Government securities | $14,113,000 | 4,535 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $14,113,000 | 4,437 |
| Securities issued by states & political subdivisions | $11,335,000 | 1,823 |
| Other domestic debt securities | $750,000 | 2,139 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $750,000 | 1,520 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,586,000 | 4,664 |
| Mortgage-backed securities | $5,496,000 | 3,568 |
| Certificates of participation in pools of residential mortgages | $3,426,000 | 3,576 |
| Issued or guaranteed by U.S. | $3,426,000 | 3,559 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,070,000 | 2,169 |
| CMOs issued by government agencies or sponsored agencies | $2,070,000 | 1,872 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $26,198,000 | 3,327 |
| Total debt securities | $26,195,000 | 3,709 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $26,872,000 | 3,711 |
| U.S. Government securities | $14,950,000 | 4,409 |
| U.S. Treasury securities | $997,000 | 869 |
| U.S. Government agency obligations | $13,953,000 | 4,479 |
| Securities issued by states & political subdivisions | $11,418,000 | 1,790 |
| Other domestic debt securities | $504,000 | 2,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $504,000 | 1,624 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,525,000 | 4,726 |
| Mortgage-backed securities | $4,930,000 | 3,656 |
| Certificates of participation in pools of residential mortgages | $2,688,000 | 3,841 |
| Issued or guaranteed by U.S. | $2,688,000 | 3,829 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,242,000 | 2,089 |
| CMOs issued by government agencies or sponsored agencies | $2,242,000 | 1,807 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $26,872,000 | 3,252 |
| Total debt securities | $26,872,000 | 3,664 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $28,487,000 | 3,561 |
| U.S. Government securities | $15,403,000 | 4,368 |
| U.S. Treasury securities | $985,000 | 1,011 |
| U.S. Government agency obligations | $14,418,000 | 4,410 |
| Securities issued by states & political subdivisions | $12,577,000 | 1,649 |
| Other domestic debt securities | $507,000 | 2,248 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $507,000 | 1,650 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,553,000 | 4,717 |
| Mortgage-backed securities | $5,372,000 | 3,534 |
| Certificates of participation in pools of residential mortgages | $2,865,000 | 3,751 |
| Issued or guaranteed by U.S. | $2,865,000 | 3,736 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $2,507,000 | 1,988 |
| CMOs issued by government agencies or sponsored agencies | $2,507,000 | 1,718 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $28,487,000 | 3,110 |
| Total debt securities | $28,486,000 | 3,524 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $27,255,000 | 3,704 |
| U.S. Government securities | $13,755,000 | 4,712 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $13,755,000 | 4,588 |
| Securities issued by states & political subdivisions | $12,991,000 | 1,609 |
| Other domestic debt securities | $509,000 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $509,000 | 1,683 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,544,000 | 4,722 |
| Mortgage-backed securities | $5,707,000 | 3,436 |
| Certificates of participation in pools of residential mortgages | $2,983,000 | 3,694 |
| Issued or guaranteed by U.S. | $2,983,000 | 3,683 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,724,000 | 1,930 |
| CMOs issued by government agencies or sponsored agencies | $2,724,000 | 1,675 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $27,255,000 | 3,244 |
| Total debt securities | $27,257,000 | 3,649 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $29,158,000 | 3,572 |
| U.S. Government securities | $15,121,000 | 4,520 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $15,121,000 | 4,393 |
| Securities issued by states & political subdivisions | $13,026,000 | 1,581 |
| Other domestic debt securities | $1,011,000 | 1,908 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,011,000 | 1,365 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,550,000 | 5,112 |
| Mortgage-backed securities | $6,086,000 | 3,321 |
| Certificates of participation in pools of residential mortgages | $3,179,000 | 3,617 |
| Issued or guaranteed by U.S. | $3,179,000 | 3,597 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $2,907,000 | 1,856 |
| CMOs issued by government agencies or sponsored agencies | $2,907,000 | 1,609 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $29,158,000 | 3,105 |
| Total debt securities | $29,155,000 | 3,523 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $29,494,000 | 3,546 |
| U.S. Government securities | $15,317,000 | 4,463 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $15,317,000 | 4,331 |
| Securities issued by states & political subdivisions | $12,868,000 | 1,567 |
| Other domestic debt securities | $1,309,000 | 1,809 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,309,000 | 1,304 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,492,000 | 5,584 |
| Mortgage-backed securities | $6,420,000 | 3,256 |
| Certificates of participation in pools of residential mortgages | $3,350,000 | 3,542 |
| Issued or guaranteed by U.S. | $3,350,000 | 3,529 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,070,000 | 1,796 |
| CMOs issued by government agencies or sponsored agencies | $3,070,000 | 1,562 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $29,494,000 | 3,075 |
| Total debt securities | $29,494,000 | 3,493 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $30,218,000 | 3,537 |
| U.S. Government securities | $16,015,000 | 4,391 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $16,015,000 | 4,258 |
| Securities issued by states & political subdivisions | $12,884,000 | 1,553 |
| Other domestic debt securities | $1,319,000 | 1,841 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,319,000 | 1,351 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,118,000 | 4,906 |
| Mortgage-backed securities | $6,939,000 | 3,182 |
| Certificates of participation in pools of residential mortgages | $3,593,000 | 3,492 |
| Issued or guaranteed by U.S. | $3,593,000 | 3,477 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,346,000 | 1,745 |
| CMOs issued by government agencies or sponsored agencies | $3,346,000 | 1,511 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $30,218,000 | 3,065 |
| Total debt securities | $30,218,000 | 3,481 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $33,375,000 | 3,266 |
| U.S. Government securities | $18,489,000 | 4,017 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $18,489,000 | 3,887 |
| Securities issued by states & political subdivisions | $13,559,000 | 1,480 |
| Other domestic debt securities | $1,327,000 | 1,905 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,327,000 | 1,424 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,131,000 | 4,258 |
| Mortgage-backed securities | $7,376,000 | 3,129 |
| Certificates of participation in pools of residential mortgages | $3,806,000 | 3,442 |
| Issued or guaranteed by U.S. | $3,806,000 | 3,428 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $3,570,000 | 1,704 |
| CMOs issued by government agencies or sponsored agencies | $3,570,000 | 1,478 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $33,375,000 | 2,819 |
| Total debt securities | $33,375,000 | 3,216 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $27,894,000 | 3,726 |
| U.S. Government securities | $13,290,000 | 4,843 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $13,290,000 | 4,708 |
| Securities issued by states & political subdivisions | $13,009,000 | 1,527 |
| Other domestic debt securities | $1,595,000 | 1,815 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,595,000 | 1,370 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,970,000 | 5,397 |
| Mortgage-backed securities | $7,094,000 | 3,220 |
| Certificates of participation in pools of residential mortgages | $3,345,000 | 3,656 |
| Issued or guaranteed by U.S. | $3,345,000 | 3,642 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,749,000 | 1,668 |
| CMOs issued by government agencies or sponsored agencies | $3,749,000 | 1,447 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $27,894,000 | 3,224 |
| Total debt securities | $27,894,000 | 3,666 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $28,385,000 | 3,726 |
| U.S. Government securities | $14,779,000 | 4,610 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $14,779,000 | 4,473 |
| Securities issued by states & political subdivisions | $11,994,000 | 1,647 |
| Other domestic debt securities | $1,612,000 | 1,841 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,612,000 | 1,423 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,983,000 | 5,370 |
| Mortgage-backed securities | $7,550,000 | 3,200 |
| Certificates of participation in pools of residential mortgages | $3,763,000 | 3,607 |
| Issued or guaranteed by U.S. | $3,763,000 | 3,591 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $3,787,000 | 1,697 |
| CMOs issued by government agencies or sponsored agencies | $3,787,000 | 1,475 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $28,385,000 | 3,228 |
| Total debt securities | $28,385,000 | 3,676 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $31,177,000 | 3,518 |
| U.S. Government securities | $16,489,000 | 4,376 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $16,489,000 | 4,244 |
| Securities issued by states & political subdivisions | $12,270,000 | 1,590 |
| Other domestic debt securities | $2,418,000 | 1,606 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,418,000 | 1,226 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,946,000 | 5,437 |
| Mortgage-backed securities | $7,855,000 | 3,223 |
| Certificates of participation in pools of residential mortgages | $4,106,000 | 3,551 |
| Issued or guaranteed by U.S. | $4,106,000 | 3,541 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,749,000 | 1,737 |
| CMOs issued by government agencies or sponsored agencies | $3,749,000 | 1,528 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $31,177,000 | 3,033 |
| Total debt securities | $31,177,000 | 3,467 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $28,975,000 | 3,715 |
| U.S. Government securities | $13,526,000 | 4,907 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $13,526,000 | 4,758 |
| Securities issued by states & political subdivisions | $12,677,000 | 1,559 |
| Other domestic debt securities | $2,772,000 | 1,547 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,772,000 | 1,183 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000,000 | 5,417 |
| Mortgage-backed securities | $7,263,000 | 3,414 |
| Certificates of participation in pools of residential mortgages | $4,440,000 | 3,498 |
| Issued or guaranteed by U.S. | $4,440,000 | 3,488 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $2,823,000 | 1,950 |
| CMOs issued by government agencies or sponsored agencies | $2,823,000 | 1,737 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $28,975,000 | 3,218 |
| Total debt securities | $28,976,000 | 3,654 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $29,944,000 | 3,627 |
| U.S. Government securities | $14,023,000 | 4,807 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $14,023,000 | 4,660 |
| Securities issued by states & political subdivisions | $12,805,000 | 1,548 |
| Other domestic debt securities | $3,116,000 | 1,467 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,116,000 | 1,138 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000,000 | 5,418 |
| Mortgage-backed securities | $7,713,000 | 3,341 |
| Certificates of participation in pools of residential mortgages | $4,875,000 | 3,365 |
| Issued or guaranteed by U.S. | $4,875,000 | 3,359 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,838,000 | 1,933 |
| CMOs issued by government agencies or sponsored agencies | $2,838,000 | 1,723 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $29,944,000 | 3,139 |
| Total debt securities | $29,944,000 | 3,560 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $30,937,000 | 3,585 |
| U.S. Government securities | $15,352,000 | 4,634 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $15,352,000 | 4,466 |
| Securities issued by states & political subdivisions | $12,455,000 | 1,575 |
| Other domestic debt securities | $3,130,000 | 1,523 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,130,000 | 1,194 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000,000 | 5,410 |
| Mortgage-backed securities | $8,146,000 | 3,294 |
| Certificates of participation in pools of residential mortgages | $5,360,000 | 3,300 |
| Issued or guaranteed by U.S. | $5,360,000 | 3,292 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,786,000 | 1,987 |
| CMOs issued by government agencies or sponsored agencies | $2,786,000 | 1,782 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $30,937,000 | 3,085 |
| Total debt securities | $30,937,000 | 3,518 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $32,613,000 | 3,437 |
| U.S. Government securities | $16,016,000 | 4,464 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $16,016,000 | 4,319 |
| Securities issued by states & political subdivisions | $12,788,000 | 1,545 |
| Other domestic debt securities | $3,809,000 | 1,465 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,809,000 | 1,130 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $9,083,000 | 3,176 |
| Certificates of participation in pools of residential mortgages | $6,221,000 | 3,104 |
| Issued or guaranteed by U.S. | $6,221,000 | 3,093 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $2,862,000 | 2,024 |
| CMOs issued by government agencies or sponsored agencies | $2,862,000 | 1,806 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $32,613,000 | 2,976 |
| Total debt securities | $32,613,000 | 3,364 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $35,060,000 | 3,317 |
| U.S. Government securities | $16,929,000 | 4,347 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $16,929,000 | 4,203 |
| Securities issued by states & political subdivisions | $12,970,000 | 1,524 |
| Other domestic debt securities | $5,161,000 | 1,254 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,161,000 | 1,017 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $9,593,000 | 3,074 |
| Certificates of participation in pools of residential mortgages | $6,788,000 | 2,995 |
| Issued or guaranteed by U.S. | $6,788,000 | 2,981 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,805,000 | 2,043 |
| CMOs issued by government agencies or sponsored agencies | $2,805,000 | 1,916 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $35,060,000 | 2,850 |
| Total debt securities | $35,060,000 | 3,256 |
| 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 | $32,892,000 | 3,396 |
| U.S. Government securities | $13,553,000 | 4,814 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $13,553,000 | 4,663 |
| Securities issued by states & political subdivisions | $12,952,000 | 1,539 |
| Other domestic debt securities | $6,387,000 | 1,163 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,387,000 | 940 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $10,304,000 | 2,947 |
| Certificates of participation in pools of residential mortgages | $7,491,000 | 2,832 |
| Issued or guaranteed by U.S. | $7,491,000 | 2,819 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $2,813,000 | 2,077 |
| CMOs issued by government agencies or sponsored agencies | $2,813,000 | 1,949 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $32,892,000 | 2,931 |
| Total debt securities | $32,892,000 | 3,335 |
| 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 | $30,109,000 | 3,542 |
| U.S. Government securities | $8,754,000 | 5,892 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $8,754,000 | 5,710 |
| Securities issued by states & political subdivisions | $13,380,000 | 1,457 |
| Other domestic debt securities | $7,975,000 | 1,061 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,975,000 | 817 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $6,731,000 | 3,687 |
| Certificates of participation in pools of residential mortgages | $5,650,000 | 3,258 |
| Issued or guaranteed by U.S. | $5,650,000 | 3,246 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,081,000 | 2,942 |
| CMOs issued by government agencies or sponsored agencies | $1,081,000 | 2,791 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $30,109,000 | 3,070 |
| Total debt securities | $30,109,000 | 3,469 |
| 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 | $33,901,000 | 3,209 |
| U.S. Government securities | $11,357,000 | 5,279 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $11,357,000 | 5,097 |
| Securities issued by states & political subdivisions | $13,299,000 | 1,397 |
| Other domestic debt securities | $9,245,000 | 971 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,245,000 | 754 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $8,103,000 | 3,400 |
| Certificates of participation in pools of residential mortgages | $6,865,000 | 2,929 |
| Issued or guaranteed by U.S. | $6,865,000 | 2,917 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,238,000 | 2,959 |
| CMOs issued by government agencies or sponsored agencies | $1,238,000 | 2,820 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $33,901,000 | 2,770 |
| Total debt securities | $33,901,000 | 3,125 |
| 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 | $33,431,000 | 3,227 |
| U.S. Government securities | $12,241,000 | 5,035 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $12,241,000 | 4,855 |
| Securities issued by states & political subdivisions | $11,218,000 | 1,613 |
| Other domestic debt securities | $9,972,000 | 938 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,972,000 | 723 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $8,490,000 | 3,277 |
| Certificates of participation in pools of residential mortgages | $7,427,000 | 2,756 |
| Issued or guaranteed by U.S. | $7,427,000 | 2,747 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,063,000 | 3,076 |
| CMOs issued by government agencies or sponsored agencies | $1,063,000 | 2,938 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $33,431,000 | 2,762 |
| Total debt securities | $33,431,000 | 3,146 |
| 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 | $35,109,000 | 2,959 |
| U.S. Government securities | $11,716,000 | 5,070 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $11,716,000 | 4,867 |
| Securities issued by states & political subdivisions | $9,416,000 | 1,804 |
| Other domestic debt securities | $13,977,000 | 763 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,977,000 | 561 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,537,000 | 6,302 |
| Mortgage-backed securities | $8,790,000 | 3,069 |
| Certificates of participation in pools of residential mortgages | $6,034,000 | 2,868 |
| Issued or guaranteed by U.S. | $6,034,000 | 2,852 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $2,756,000 | 2,436 |
| CMOs issued by government agencies or sponsored agencies | $2,756,000 | 2,285 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $35,109,000 | 2,463 |
| Total debt securities | $35,109,000 | 2,898 |
| 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 | $33,630,000 | 3,149 |
| U.S. Government securities | $16,353,000 | 4,242 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $16,353,000 | 3,957 |
| Securities issued by states & political subdivisions | $12,569,000 | 1,327 |
| Other domestic debt securities | $4,073,000 | 1,331 |
| Privately issued residential mortgage-backed securities | $537,000 | 869 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,536,000 | 1,209 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $635,000 | 3,333 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,506,000 | 6,615 |
| Mortgage-backed securities | $14,385,000 | 1,858 |
| Certificates of participation in pools of residential mortgages | $8,514,000 | 1,922 |
| Issued or guaranteed by U.S. | $8,514,000 | 1,909 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $5,871,000 | 1,384 |
| CMOs issued by government agencies or sponsored agencies | $5,334,000 | 1,328 |
| Privately issued | $537,000 | 768 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $33,630,000 | 2,523 |
| Total debt securities | $32,995,000 | 3,094 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $35,118,000 | 3,146 |
| U.S. Government securities | $18,337,000 | 4,130 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $18,337,000 | 3,734 |
| Securities issued by states & political subdivisions | $12,472,000 | 1,348 |
| Other domestic debt securities | $3,694,000 | 1,404 |
| Privately issued residential mortgage-backed securities | $697,000 | 860 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,997,000 | 1,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $615,000 | 3,303 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $990,000 | 7,224 |
| Mortgage-backed securities | $16,563,000 | 1,822 |
| Certificates of participation in pools of residential mortgages | $10,021,000 | 1,873 |
| Issued or guaranteed by U.S. | $10,021,000 | 1,863 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $6,542,000 | 1,405 |
| CMOs issued by government agencies or sponsored agencies | $5,845,000 | 1,358 |
| Privately issued | $697,000 | 756 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $35,118,000 | 2,451 |
| Total debt securities | $34,503,000 | 3,095 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $33,745,000 | 3,281 |
| U.S. Government securities | $21,182,000 | 3,729 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $21,182,000 | 3,180 |
| Securities issued by states & political subdivisions | $11,476,000 | 1,473 |
| Other domestic debt securities | $559,000 | 2,596 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $559,000 | 2,144 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $528,000 | 3,460 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,035,000 | 6,106 |
| Mortgage-backed securities | $18,168,000 | 1,815 |
| Certificates of participation in pools of residential mortgages | $10,709,000 | 1,878 |
| Issued or guaranteed by U.S. | $10,709,000 | 1,865 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $7,459,000 | 1,431 |
| CMOs issued by government agencies or sponsored agencies | $7,459,000 | 1,326 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $33,745,000 | 2,488 |
| Total debt securities | $33,217,000 | 3,239 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $25,674,000 | 4,118 |
| U.S. Government securities | $17,093,000 | 4,586 |
| U.S. Treasury securities | $496,000 | 7,335 |
| U.S. Government agency obligations | $16,597,000 | 3,729 |
| Securities issued by states & political subdivisions | $8,358,000 | 1,762 |
| Other domestic debt securities | $103,000 | 3,216 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $103,000 | 2,545 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $120,000 | 6,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 6,473 |
| Mortgage-backed securities | $10,359,000 | 2,580 |
| Certificates of participation in pools of residential mortgages | $6,879,000 | 2,447 |
| Issued or guaranteed by U.S. | $6,879,000 | 2,433 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $3,480,000 | 2,082 |
| CMOs issued by government agencies or sponsored agencies | $3,480,000 | 2,000 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $25,674,000 | 2,994 |
| Total debt securities | $25,554,000 | 4,029 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,189 |
| Fair value | $953,000 | 1,479 |
| 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 | $26,604,000 | 4,305 |
| U.S. Government securities | $16,045,000 | 5,214 |
| U.S. Treasury securities | $491,000 | 8,202 |
| U.S. Government agency obligations | $15,554,000 | 4,079 |
| Securities issued by states & political subdivisions | $10,334,000 | 1,411 |
| Other domestic debt securities | $105,000 | 3,732 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $105,000 | 2,860 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $120,000 | 6,099 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 6,716 |
| Mortgage-backed securities | $9,489,000 | 3,008 |
| Certificates of participation in pools of residential mortgages | $7,798,000 | 2,493 |
| Issued or guaranteed by U.S. | $7,798,000 | 2,471 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,691,000 | 3,288 |
| CMOs issued by government agencies or sponsored agencies | $1,691,000 | 3,155 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $26,604,000 | 3,024 |
| Total debt securities | $26,484,000 | 4,210 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 838 |
| Fair value | $2,466,000 | 867 |
| 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 | $28,438,000 | 4,250 |
| U.S. Government securities | $20,815,000 | 4,508 |
| U.S. Treasury securities | $1,502,000 | 7,770 |
| U.S. Government agency obligations | $19,313,000 | 3,405 |
| Securities issued by states & political subdivisions | $6,581,000 | 2,232 |
| Other domestic debt securities | $922,000 | 2,591 |
| Privately issued residential mortgage-backed securities | $185,000 | 1,626 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $737,000 | 2,195 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $120,000 | 5,914 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 6,870 |
| Mortgage-backed securities | $12,064,000 | 2,737 |
| Certificates of participation in pools of residential mortgages | $9,031,000 | 2,301 |
| Issued or guaranteed by U.S. | $9,031,000 | 2,280 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $3,033,000 | 2,816 |
| CMOs issued by government agencies or sponsored agencies | $2,848,000 | 2,787 |
| Privately issued | $185,000 | 1,330 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $28,438,000 | 2,960 |
| Total debt securities | $28,318,000 | 4,161 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,612 |
| Fair value | $1,958,000 | 1,746 |
| 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 | $29,849,000 | 4,281 |
| U.S. Government securities | $21,627,000 | 4,626 |
| U.S. Treasury securities | $4,456,000 | 5,919 |
| U.S. Government agency obligations | $17,171,000 | 3,625 |
| Securities issued by states & political subdivisions | $6,486,000 | 2,353 |
| Other domestic debt securities | $1,616,000 | 2,233 |
| Privately issued residential mortgage-backed securities | $499,000 | 1,275 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,117,000 | 2,087 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $120,000 | 5,674 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 8,388 |
| Mortgage-backed securities | $10,501,000 | 3,130 |
| Certificates of participation in pools of residential mortgages | $8,140,000 | 2,560 |
| Issued or guaranteed by U.S. | $8,140,000 | 2,550 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $2,361,000 | 3,396 |
| CMOs issued by government agencies or sponsored agencies | $1,862,000 | 3,597 |
| Privately issued | $499,000 | 1,031 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,887,000 | 3,930 |
| Available-for-sale securities (fair market value) | $12,962,000 | 3,991 |
| Total debt securities | $29,729,000 | 4,201 |
| 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 | $32,661,000 | 4,185 |
| U.S. Government securities | $23,573,000 | 4,481 |
| U.S. Treasury securities | $10,048,000 | 3,480 |
| U.S. Government agency obligations | $13,525,000 | 4,509 |
| Securities issued by states & political subdivisions | $5,846,000 | 2,626 |
| Other domestic debt securities | $3,152,000 | 1,827 |
| Privately issued residential mortgage-backed securities | $569,000 | 1,601 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,583,000 | 1,563 |
| Foreign debt securities | NA | NA |
| Equity securities | $90,000 | 5,829 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 8,553 |
| Mortgage-backed securities | $9,682,000 | 3,703 |
| Certificates of participation in pools of residential mortgages | $9,063,000 | 2,641 |
| Issued or guaranteed by U.S. | $9,063,000 | 2,611 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $619,000 | 5,481 |
| CMOs issued by government agencies or sponsored agencies | $50,000 | 6,376 |
| Privately issued | $569,000 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $32,571,000 | 4,092 |
| 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 | $33,672,000 | 4,028 |
| U.S. Government securities | $25,427,000 | 4,162 |
| U.S. Treasury securities | $14,618,000 | 2,548 |
| U.S. Government agency obligations | $10,809,000 | 5,245 |
| Securities issued by states & political subdivisions | $4,157,000 | 3,214 |
| Other domestic debt securities | $3,998,000 | 1,961 |
| Privately issued residential mortgage-backed securities | $298,000 | 2,784 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,700,000 | 1,446 |
| Foreign debt securities | NA | NA |
| Equity securities | $90,000 | 5,336 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,400,000 | 8,004 |
| Mortgage-backed securities | $7,485,000 | 4,433 |
| Certificates of participation in pools of residential mortgages | $6,625,000 | 3,340 |
| Issued or guaranteed by U.S. | $6,625,000 | 3,294 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $860,000 | 5,306 |
| CMOs issued by government agencies or sponsored agencies | $562,000 | 5,268 |
| Privately issued | $298,000 | 2,364 |
| 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 | $33,582,000 | 3,947 |
| 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 |