Home > Covington County Bank > Securities
Covington County Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $16,962,000 | 3,705 |
| U.S. Government securities | $6,355,000 | 3,870 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $6,355,000 | 3,548 |
| Securities issued by states & political subdivisions | $8,452,000 | 2,584 |
| Other domestic debt securities | $2,155,000 | 1,731 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $982,000 | 564 |
| Other domestic debt securities - All other | $1,173,000 | 1,520 |
| 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 | $11,423,000 | 2,835 |
| Mortgage-backed securities | $5,515,000 | 2,958 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,589,000 | 3,088 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $491,000 | 2,333 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,079,000 | 849 |
| Other commercial mortgage-backed securities | $356,000 | 1,268 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $16,962,000 | 3,456 |
| Total debt securities | $16,959,000 | 3,681 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $16,593,000 | 3,737 |
| U.S. Government securities | $6,187,000 | 3,900 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $6,187,000 | 3,569 |
| Securities issued by states & political subdivisions | $8,297,000 | 2,602 |
| Other domestic debt securities | $2,109,000 | 1,732 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $970,000 | 559 |
| Other domestic debt securities - All other | $1,139,000 | 1,524 |
| 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 | $11,335,000 | 2,801 |
| Mortgage-backed securities | $5,380,000 | 2,975 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,667,000 | 3,086 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $494,000 | 2,322 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,879,000 | 860 |
| Other commercial mortgage-backed securities | $340,000 | 1,264 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $16,593,000 | 3,480 |
| Total debt securities | $16,591,000 | 3,715 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $18,078,000 | 3,714 |
| U.S. Government securities | $6,636,000 | 3,918 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $6,636,000 | 3,559 |
| Securities issued by states & political subdivisions | $9,298,000 | 2,567 |
| Other domestic debt securities | $2,144,000 | 1,736 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $966,000 | 555 |
| Other domestic debt securities - All other | $1,178,000 | 1,525 |
| 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 | $12,263,000 | 2,734 |
| Mortgage-backed securities | $5,781,000 | 2,961 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,853,000 | 3,075 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $533,000 | 2,313 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,047,000 | 837 |
| Other commercial mortgage-backed securities | $348,000 | 1,262 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $18,078,000 | 3,454 |
| Total debt securities | $18,076,000 | 3,694 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $18,329,000 | 3,782 |
| U.S. Government securities | $6,854,000 | 3,974 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $6,854,000 | 3,552 |
| Securities issued by states & political subdivisions | $9,319,000 | 2,616 |
| Other domestic debt securities | $2,156,000 | 1,771 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $971,000 | 556 |
| Other domestic debt securities - All other | $1,185,000 | 1,569 |
| 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 | $12,832,000 | 2,619 |
| Mortgage-backed securities | $6,003,000 | 2,981 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,019,000 | 3,083 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $564,000 | 2,340 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,067,000 | 866 |
| Other commercial mortgage-backed securities | $353,000 | 1,268 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $18,329,000 | 3,516 |
| Total debt securities | $18,327,000 | 3,762 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $18,320,000 | 3,807 |
| U.S. Government securities | $7,008,000 | 3,976 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $7,008,000 | 3,552 |
| Securities issued by states & political subdivisions | $9,159,000 | 2,676 |
| Other domestic debt securities | $2,153,000 | 1,799 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $967,000 | 570 |
| Other domestic debt securities - All other | $1,186,000 | 1,585 |
| 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 | $9,293,000 | 2,781 |
| Mortgage-backed securities | $6,111,000 | 3,013 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,152,000 | 3,078 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $579,000 | 2,359 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,033,000 | 869 |
| Other commercial mortgage-backed securities | $347,000 | 1,272 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $18,320,000 | 3,541 |
| Total debt securities | $18,319,000 | 3,787 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $18,895,000 | 3,797 |
| U.S. Government securities | $7,086,000 | 3,985 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $7,086,000 | 3,560 |
| Securities issued by states & political subdivisions | $9,668,000 | 2,637 |
| Other domestic debt securities | $2,141,000 | 1,773 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $966,000 | 425 |
| Other domestic debt securities - All other | $1,175,000 | 1,584 |
| 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 | $9,744,000 | 2,686 |
| Mortgage-backed securities | $6,197,000 | 3,027 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,254,000 | 3,074 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $603,000 | 2,373 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,997,000 | 888 |
| Other commercial mortgage-backed securities | $343,000 | 1,310 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $18,895,000 | 3,526 |
| Total debt securities | $17,929,000 | 3,818 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $19,436,000 | 3,802 |
| U.S. Government securities | $8,122,000 | 3,920 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $8,122,000 | 3,502 |
| Securities issued by states & political subdivisions | $10,097,000 | 2,650 |
| Other domestic debt securities | $1,217,000 | 1,869 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $1,217,000 | 1,578 |
| 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 | $10,617,000 | 2,619 |
| Mortgage-backed securities | $7,857,000 | 2,924 |
| Certificates of participation in pools of residential mortgages | $2,564,000 | 3,149 |
| Issued or guaranteed by U.S. | $2,564,000 | 3,057 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $670,000 | 2,435 |
| CMOs issued by government agencies or sponsored agencies | $670,000 | 2,364 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $4,623,000 | 1,207 |
| Commercial mortgage pass-through securities | $3,237,000 | 847 |
| Other commercial mortgage-backed securities | $1,386,000 | 1,151 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $19,436,000 | 3,548 |
| Total debt securities | $19,436,000 | 3,785 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $31,055,000 | 3,340 |
| U.S. Government securities | $19,158,000 | 3,134 |
| U.S. Treasury securities | $10,000,000 | 1,374 |
| U.S. Government agency obligations | $9,158,000 | 3,395 |
| Securities issued by states & political subdivisions | $10,659,000 | 2,605 |
| Other domestic debt securities | $1,238,000 | 1,840 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $1,238,000 | 1,542 |
| 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 | $19,256,000 | 2,040 |
| Mortgage-backed securities | $8,891,000 | 2,850 |
| Certificates of participation in pools of residential mortgages | $2,834,000 | 3,117 |
| Issued or guaranteed by U.S. | $2,834,000 | 3,033 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $766,000 | 2,397 |
| CMOs issued by government agencies or sponsored agencies | $766,000 | 2,327 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $5,291,000 | 1,142 |
| Commercial mortgage pass-through securities | $3,440,000 | 833 |
| Other commercial mortgage-backed securities | $1,851,000 | 1,072 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $31,055,000 | 3,124 |
| Total debt securities | $31,054,000 | 3,322 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $23,399,000 | 3,539 |
| U.S. Government securities | $10,578,000 | 3,550 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $10,578,000 | 3,260 |
| Securities issued by states & political subdivisions | $11,535,000 | 2,575 |
| Other domestic debt securities | $1,286,000 | 1,780 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $1,286,000 | 1,460 |
| 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 | $11,088,000 | 2,571 |
| Mortgage-backed securities | $10,213,000 | 2,742 |
| Certificates of participation in pools of residential mortgages | $3,255,000 | 3,048 |
| Issued or guaranteed by U.S. | $3,255,000 | 2,955 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $909,000 | 2,330 |
| CMOs issued by government agencies or sponsored agencies | $909,000 | 2,271 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $6,049,000 | 1,077 |
| Commercial mortgage pass-through securities | $3,929,000 | 788 |
| Other commercial mortgage-backed securities | $2,120,000 | 1,027 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $23,399,000 | 3,329 |
| Total debt securities | $23,398,000 | 3,516 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $23,280,000 | 3,503 |
| U.S. Government securities | $11,378,000 | 3,439 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $11,378,000 | 3,194 |
| Securities issued by states & political subdivisions | $10,635,000 | 2,630 |
| Other domestic debt securities | $1,267,000 | 1,727 |
| 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 | $1,267,000 | 1,404 |
| 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 | $11,426,000 | 2,543 |
| Mortgage-backed securities | $11,007,000 | 2,703 |
| Certificates of participation in pools of residential mortgages | $3,636,000 | 3,015 |
| Issued or guaranteed by U.S. | $3,636,000 | 2,932 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,133,000 | 2,273 |
| CMOs issued by government agencies or sponsored agencies | $1,133,000 | 2,222 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $6,238,000 | 1,078 |
| Commercial mortgage pass-through securities | $4,070,000 | 764 |
| Other commercial mortgage-backed securities | $2,168,000 | 1,009 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $23,280,000 | 3,300 |
| Total debt securities | $23,278,000 | 3,483 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $25,088,000 | 3,390 |
| U.S. Government securities | $12,231,000 | 3,339 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $12,231,000 | 3,113 |
| Securities issued by states & political subdivisions | $10,919,000 | 2,584 |
| Other domestic debt securities | $1,938,000 | 1,551 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $664,000 | 133 |
| Other domestic debt securities - All other | $1,274,000 | 1,353 |
| 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 | $12,000 | 4,137 |
| Mortgage-backed securities | $11,689,000 | 2,636 |
| Certificates of participation in pools of residential mortgages | $4,036,000 | 2,951 |
| Issued or guaranteed by U.S. | $4,036,000 | 2,861 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $1,348,000 | 2,193 |
| CMOs issued by government agencies or sponsored agencies | $1,348,000 | 2,145 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $6,305,000 | 1,042 |
| Commercial mortgage pass-through securities | $4,112,000 | 751 |
| Other commercial mortgage-backed securities | $2,193,000 | 995 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $25,088,000 | 3,199 |
| Total debt securities | $25,089,000 | 3,368 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $26,280,000 | 3,255 |
| U.S. Government securities | $13,393,000 | 3,150 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $13,393,000 | 2,965 |
| Securities issued by states & political subdivisions | $10,947,000 | 2,552 |
| Other domestic debt securities | $1,940,000 | 1,518 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $693,000 | 126 |
| Other domestic debt securities - All other | $1,247,000 | 1,306 |
| 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 | $0 | 4,172 |
| Mortgage-backed securities | $12,852,000 | 2,506 |
| Certificates of participation in pools of residential mortgages | $4,476,000 | 2,847 |
| Issued or guaranteed by U.S. | $4,476,000 | 2,757 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,650,000 | 2,093 |
| CMOs issued by government agencies or sponsored agencies | $1,650,000 | 2,042 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $6,726,000 | 989 |
| Commercial mortgage pass-through securities | $4,031,000 | 742 |
| Other commercial mortgage-backed securities | $2,695,000 | 901 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $26,280,000 | 3,066 |
| Total debt securities | $26,278,000 | 3,235 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $24,742,000 | 3,193 |
| U.S. Government securities | $11,218,000 | 3,177 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $11,218,000 | 3,033 |
| Securities issued by states & political subdivisions | $11,629,000 | 2,456 |
| Other domestic debt securities | $1,895,000 | 1,471 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $657,000 | 121 |
| Other domestic debt securities - All other | $1,238,000 | 1,261 |
| 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 | $8,000 | 4,186 |
| Mortgage-backed securities | $10,435,000 | 2,610 |
| Certificates of participation in pools of residential mortgages | $4,917,000 | 2,723 |
| Issued or guaranteed by U.S. | $4,917,000 | 2,647 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $2,360,000 | 1,949 |
| CMOs issued by government agencies or sponsored agencies | $2,360,000 | 1,898 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $3,158,000 | 1,245 |
| Commercial mortgage pass-through securities | $178,000 | 1,428 |
| Other commercial mortgage-backed securities | $2,980,000 | 846 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $24,742,000 | 3,009 |
| Total debt securities | $24,741,000 | 3,172 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $27,348,000 | 3,017 |
| U.S. Government securities | $13,285,000 | 2,952 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $13,285,000 | 2,811 |
| Securities issued by states & political subdivisions | $12,177,000 | 2,299 |
| Other domestic debt securities | $1,886,000 | 1,458 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $642,000 | 121 |
| Other domestic debt securities - All other | $1,244,000 | 1,219 |
| 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 | $9,000 | 4,201 |
| Mortgage-backed securities | $12,502,000 | 2,439 |
| Certificates of participation in pools of residential mortgages | $5,412,000 | 2,614 |
| Issued or guaranteed by U.S. | $5,412,000 | 2,537 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $3,084,000 | 1,842 |
| CMOs issued by government agencies or sponsored agencies | $3,084,000 | 1,797 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $4,006,000 | 1,132 |
| Commercial mortgage pass-through securities | $681,000 | 1,261 |
| Other commercial mortgage-backed securities | $3,325,000 | 787 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $27,348,000 | 2,829 |
| Total debt securities | $27,347,000 | 2,999 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $25,942,000 | 3,053 |
| U.S. Government securities | $15,344,000 | 2,793 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $15,344,000 | 2,659 |
| Securities issued by states & political subdivisions | $8,731,000 | 2,544 |
| Other domestic debt securities | $1,867,000 | 1,382 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $636,000 | 121 |
| Other domestic debt securities - All other | $1,231,000 | 1,177 |
| 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 | $10,000 | 4,243 |
| Mortgage-backed securities | $14,173,000 | 2,327 |
| Certificates of participation in pools of residential mortgages | $5,882,000 | 2,532 |
| Issued or guaranteed by U.S. | $5,882,000 | 2,456 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $3,672,000 | 1,780 |
| CMOs issued by government agencies or sponsored agencies | $3,672,000 | 1,738 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $4,619,000 | 1,042 |
| Commercial mortgage pass-through securities | $1,197,000 | 1,080 |
| Other commercial mortgage-backed securities | $3,422,000 | 755 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $25,942,000 | 2,858 |
| Total debt securities | $25,941,000 | 3,032 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $23,615,000 | 3,120 |
| U.S. Government securities | $14,106,000 | 2,933 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $14,106,000 | 2,787 |
| Securities issued by states & political subdivisions | $8,437,000 | 2,499 |
| Other domestic debt securities | $1,072,000 | 1,501 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $830,000 | 117 |
| Other domestic debt securities - All other | $242,000 | 1,461 |
| 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 | $12,000 | 4,269 |
| Mortgage-backed securities | $12,938,000 | 2,423 |
| Certificates of participation in pools of residential mortgages | $6,225,000 | 2,493 |
| Issued or guaranteed by U.S. | $6,225,000 | 2,410 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $4,214,000 | 1,712 |
| CMOs issued by government agencies or sponsored agencies | $4,214,000 | 1,672 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $2,499,000 | 1,270 |
| Commercial mortgage pass-through securities | $1,200,000 | 1,045 |
| Other commercial mortgage-backed securities | $1,299,000 | 972 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $23,615,000 | 2,920 |
| Total debt securities | $23,615,000 | 3,099 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $25,589,000 | 3,080 |
| U.S. Government securities | $15,343,000 | 2,897 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $15,343,000 | 2,736 |
| Securities issued by states & political subdivisions | $9,160,000 | 2,377 |
| Other domestic debt securities | $1,086,000 | 1,473 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $847,000 | 120 |
| Other domestic debt securities - All other | $239,000 | 1,443 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,957,000 | 2,226 |
| Mortgage-backed securities | $13,539,000 | 2,347 |
| Certificates of participation in pools of residential mortgages | $6,580,000 | 2,385 |
| Issued or guaranteed by U.S. | $6,580,000 | 2,323 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $4,493,000 | 1,651 |
| CMOs issued by government agencies or sponsored agencies | $4,493,000 | 1,612 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $2,466,000 | 1,252 |
| Commercial mortgage pass-through securities | $1,189,000 | 1,038 |
| Other commercial mortgage-backed securities | $1,277,000 | 934 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $25,589,000 | 2,883 |
| Total debt securities | $25,589,000 | 3,061 |
| 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 | $27,887,000 | 2,955 |
| U.S. Government securities | $17,283,000 | 2,797 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $17,283,000 | 2,637 |
| Securities issued by states & political subdivisions | $9,561,000 | 2,346 |
| Other domestic debt securities | $1,043,000 | 1,507 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $801,000 | 117 |
| Other domestic debt securities - All other | $242,000 | 1,445 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,715,000 | 2,130 |
| Mortgage-backed securities | $14,984,000 | 2,236 |
| Certificates of participation in pools of residential mortgages | $6,953,000 | 2,298 |
| Issued or guaranteed by U.S. | $6,953,000 | 2,233 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $4,957,000 | 1,605 |
| CMOs issued by government agencies or sponsored agencies | $4,957,000 | 1,569 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $3,074,000 | 1,152 |
| Commercial mortgage pass-through securities | $1,775,000 | 942 |
| Other commercial mortgage-backed securities | $1,299,000 | 913 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $27,887,000 | 2,758 |
| Total debt securities | $27,887,000 | 2,940 |
| 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 | $29,222,000 | 2,943 |
| U.S. Government securities | $18,457,000 | 2,759 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $18,457,000 | 2,604 |
| Securities issued by states & political subdivisions | $9,703,000 | 2,382 |
| Other domestic debt securities | $1,062,000 | 1,481 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $819,000 | 115 |
| Other domestic debt securities - All other | $243,000 | 1,467 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,674,000 | 2,105 |
| Mortgage-backed securities | $15,936,000 | 2,155 |
| Certificates of participation in pools of residential mortgages | $7,366,000 | 2,246 |
| Issued or guaranteed by U.S. | $7,366,000 | 2,201 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $5,333,000 | 1,544 |
| CMOs issued by government agencies or sponsored agencies | $5,333,000 | 1,500 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $3,237,000 | 1,115 |
| Commercial mortgage pass-through securities | $1,780,000 | 930 |
| Other commercial mortgage-backed securities | $1,457,000 | 874 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $29,222,000 | 2,739 |
| Total debt securities | $29,221,000 | 2,926 |
| 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 | $29,603,000 | 2,979 |
| U.S. Government securities | $18,817,000 | 2,771 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $18,817,000 | 2,616 |
| Securities issued by states & political subdivisions | $9,721,000 | 2,464 |
| Other domestic debt securities | $1,065,000 | 1,488 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $831,000 | 114 |
| Other domestic debt securities - All other | $234,000 | 1,473 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,187,000 | 2,111 |
| Mortgage-backed securities | $16,326,000 | 2,118 |
| Certificates of participation in pools of residential mortgages | $7,674,000 | 2,221 |
| Issued or guaranteed by U.S. | $7,674,000 | 2,173 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $5,461,000 | 1,525 |
| CMOs issued by government agencies or sponsored agencies | $5,461,000 | 1,480 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $3,191,000 | 1,059 |
| Commercial mortgage pass-through securities | $1,758,000 | 918 |
| Other commercial mortgage-backed securities | $1,433,000 | 800 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $29,603,000 | 2,771 |
| Total debt securities | $29,601,000 | 2,964 |
| 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 | $29,689,000 | 3,003 |
| U.S. Government securities | $18,509,000 | 2,788 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $18,509,000 | 2,643 |
| Securities issued by states & political subdivisions | $10,117,000 | 2,472 |
| Other domestic debt securities | $1,063,000 | 1,468 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $829,000 | 111 |
| Other domestic debt securities - All other | $234,000 | 1,475 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,917,000 | 2,563 |
| Mortgage-backed securities | $15,890,000 | 2,144 |
| Certificates of participation in pools of residential mortgages | $7,945,000 | 2,201 |
| Issued or guaranteed by U.S. | $7,945,000 | 2,167 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $4,788,000 | 1,620 |
| CMOs issued by government agencies or sponsored agencies | $4,788,000 | 1,567 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $3,157,000 | 1,033 |
| Commercial mortgage pass-through securities | $1,743,000 | 914 |
| Other commercial mortgage-backed securities | $1,414,000 | 775 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $29,689,000 | 2,790 |
| Total debt securities | $29,688,000 | 2,988 |
| 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 | $28,870,000 | 3,060 |
| U.S. Government securities | $18,188,000 | 2,835 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $18,188,000 | 2,692 |
| Securities issued by states & political subdivisions | $9,034,000 | 2,640 |
| Other domestic debt securities | $1,648,000 | 1,287 |
| Privately issued residential mortgage-backed securities | $1,000 | 617 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $1,414,000 | 111 |
| Other domestic debt securities - All other | $233,000 | 1,486 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,085,000 | 2,533 |
| Mortgage-backed securities | $15,587,000 | 2,191 |
| Certificates of participation in pools of residential mortgages | $8,313,000 | 2,178 |
| Issued or guaranteed by U.S. | $8,313,000 | 2,167 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,119,000 | 1,678 |
| CMOs issued by government agencies or sponsored agencies | $4,118,000 | 1,635 |
| Privately issued | $1,000 | 504 |
| Commercial mortgage-backed securities | $3,155,000 | 1,023 |
| Commercial mortgage pass-through securities | $1,745,000 | 903 |
| Other commercial mortgage-backed securities | $1,410,000 | 771 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $28,870,000 | 2,831 |
| Total debt securities | $28,872,000 | 3,039 |
| 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 | $29,592,000 | 3,063 |
| U.S. Government securities | $18,801,000 | 2,796 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $18,801,000 | 2,661 |
| Securities issued by states & political subdivisions | $9,182,000 | 2,666 |
| Other domestic debt securities | $1,609,000 | 1,456 |
| Privately issued residential mortgage-backed securities | $1,000 | 915 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $1,373,000 | 118 |
| Other domestic debt securities - All other | $235,000 | 1,490 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,741,000 | 2,435 |
| Mortgage-backed securities | $14,746,000 | 2,286 |
| Certificates of participation in pools of residential mortgages | $7,814,000 | 2,277 |
| Issued or guaranteed by U.S. | $7,814,000 | 2,173 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $4,316,000 | 1,669 |
| CMOs issued by government agencies or sponsored agencies | $4,315,000 | 1,619 |
| Privately issued | $1,000 | 530 |
| Commercial mortgage-backed securities | $2,616,000 | 1,076 |
| Commercial mortgage pass-through securities | $2,184,000 | 803 |
| Other commercial mortgage-backed securities | $432,000 | 974 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $29,592,000 | 2,832 |
| Total debt securities | $29,592,000 | 3,045 |
| 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 | $31,712,000 | 3,004 |
| U.S. Government securities | $19,802,000 | 2,799 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $19,802,000 | 2,665 |
| Securities issued by states & political subdivisions | $10,329,000 | 2,566 |
| Other domestic debt securities | $1,581,000 | 1,310 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $1,340,000 | 127 |
| Other domestic debt securities - All other | $241,000 | 1,524 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,596,000 | 2,307 |
| Mortgage-backed securities | $15,222,000 | 2,238 |
| Certificates of participation in pools of residential mortgages | $7,788,000 | 2,332 |
| Issued or guaranteed by U.S. | $7,788,000 | 2,329 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,270,000 | 1,663 |
| CMOs issued by government agencies or sponsored agencies | $4,270,000 | 1,608 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $3,164,000 | 865 |
| Commercial mortgage pass-through securities | $2,727,000 | 599 |
| Other commercial mortgage-backed securities | $437,000 | 950 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $31,712,000 | 2,768 |
| Total debt securities | $31,711,000 | 2,985 |
| 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 | $31,811,000 | 3,039 |
| U.S. Government securities | $19,839,000 | 2,815 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $19,839,000 | 2,682 |
| Securities issued by states & political subdivisions | $10,433,000 | 2,620 |
| Other domestic debt securities | $1,539,000 | 1,325 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $1,297,000 | 134 |
| Other domestic debt securities - All other | $242,000 | 1,537 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,990,000 | 2,765 |
| Mortgage-backed securities | $14,583,000 | 2,310 |
| Certificates of participation in pools of residential mortgages | $7,759,000 | 2,385 |
| Issued or guaranteed by U.S. | $7,759,000 | 2,383 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $4,472,000 | 1,632 |
| CMOs issued by government agencies or sponsored agencies | $4,472,000 | 1,576 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $2,352,000 | 963 |
| Commercial mortgage pass-through securities | $1,422,000 | 748 |
| Other commercial mortgage-backed securities | $930,000 | 825 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $31,811,000 | 2,804 |
| Total debt securities | $31,555,000 | 3,033 |
| 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 | $30,550,000 | 3,133 |
| U.S. Government securities | $18,832,000 | 2,899 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $18,832,000 | 2,790 |
| Securities issued by states & political subdivisions | $10,175,000 | 2,686 |
| Other domestic debt securities | $1,543,000 | 1,348 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $1,298,000 | 137 |
| Other domestic debt securities - All other | $245,000 | 1,572 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,342,000 | 2,755 |
| Mortgage-backed securities | $13,530,000 | 2,415 |
| Certificates of participation in pools of residential mortgages | $8,011,000 | 2,389 |
| Issued or guaranteed by U.S. | $8,011,000 | 2,388 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $3,079,000 | 1,863 |
| CMOs issued by government agencies or sponsored agencies | $3,079,000 | 1,804 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $2,440,000 | 951 |
| Commercial mortgage pass-through securities | $1,445,000 | 752 |
| Other commercial mortgage-backed securities | $995,000 | 788 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $30,550,000 | 2,881 |
| Total debt securities | $30,306,000 | 3,119 |
| 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 | $29,548,000 | 3,231 |
| U.S. Government securities | $17,928,000 | 3,033 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $17,928,000 | 2,909 |
| Securities issued by states & political subdivisions | $9,473,000 | 2,798 |
| Other domestic debt securities | $2,147,000 | 1,198 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $1,294,000 | 139 |
| Other domestic debt securities - All other | $853,000 | 1,342 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,631,000 | 2,643 |
| Mortgage-backed securities | $11,913,000 | 2,585 |
| Certificates of participation in pools of residential mortgages | $8,961,000 | 2,316 |
| Issued or guaranteed by U.S. | $8,961,000 | 2,315 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $494,000 | 2,680 |
| CMOs issued by government agencies or sponsored agencies | $494,000 | 2,611 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $2,458,000 | 923 |
| Commercial mortgage pass-through securities | $1,456,000 | 730 |
| Other commercial mortgage-backed securities | $1,002,000 | 748 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $29,548,000 | 2,977 |
| Total debt securities | $29,307,000 | 3,226 |
| 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 | $29,443,000 | 3,252 |
| U.S. Government securities | $17,772,000 | 3,101 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $17,772,000 | 2,979 |
| Securities issued by states & political subdivisions | $9,557,000 | 2,825 |
| Other domestic debt securities | $2,114,000 | 1,235 |
| Privately issued residential mortgage-backed securities | $1,000 | 665 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $1,276,000 | 136 |
| Other domestic debt securities - All other | $837,000 | 1,365 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,816,000 | 2,664 |
| Mortgage-backed securities | $12,241,000 | 2,587 |
| Certificates of participation in pools of residential mortgages | $9,294,000 | 2,324 |
| Issued or guaranteed by U.S. | $9,294,000 | 2,324 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $501,000 | 2,720 |
| CMOs issued by government agencies or sponsored agencies | $500,000 | 2,650 |
| Privately issued | $1,000 | 629 |
| Commercial mortgage-backed securities | $2,446,000 | 895 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $2,446,000 | 561 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $29,443,000 | 2,988 |
| Total debt securities | $29,205,000 | 3,248 |
| 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 | $30,014,000 | 3,203 |
| U.S. Government securities | $18,456,000 | 3,023 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $18,456,000 | 2,894 |
| Securities issued by states & political subdivisions | $9,510,000 | 2,850 |
| Other domestic debt securities | $2,048,000 | 1,241 |
| Privately issued residential mortgage-backed securities | $1,000 | 695 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $1,238,000 | 144 |
| Other domestic debt securities - All other | $809,000 | 1,372 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,326,000 | 2,922 |
| Mortgage-backed securities | $11,573,000 | 2,641 |
| Certificates of participation in pools of residential mortgages | $10,560,000 | 2,192 |
| Issued or guaranteed by U.S. | $10,560,000 | 2,191 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $502,000 | 2,728 |
| CMOs issued by government agencies or sponsored agencies | $501,000 | 2,641 |
| Privately issued | $1,000 | 653 |
| Commercial mortgage-backed securities | $511,000 | 1,224 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $511,000 | 798 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $30,014,000 | 2,937 |
| Total debt securities | $29,624,000 | 3,210 |
| 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 | $23,417,000 | 3,626 |
| U.S. Government securities | $12,516,000 | 3,559 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $12,516,000 | 3,437 |
| Securities issued by states & political subdivisions | $8,789,000 | 2,957 |
| Other domestic debt securities | $2,112,000 | 1,240 |
| Privately issued residential mortgage-backed securities | $1,000 | 701 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $1,249,000 | 145 |
| Other domestic debt securities - All other | $862,000 | 1,362 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,660,000 | 2,908 |
| Mortgage-backed securities | $6,050,000 | 3,293 |
| Certificates of participation in pools of residential mortgages | $5,519,000 | 2,897 |
| Issued or guaranteed by U.S. | $5,519,000 | 2,896 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,000 | 3,198 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $1,000 | 663 |
| Commercial mortgage-backed securities | $530,000 | 1,168 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $530,000 | 763 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $23,417,000 | 3,339 |
| Total debt securities | $23,057,000 | 3,629 |
| 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 | $23,151,000 | 3,712 |
| U.S. Government securities | $12,217,000 | 3,676 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $12,217,000 | 3,554 |
| Securities issued by states & political subdivisions | $8,815,000 | 2,955 |
| Other domestic debt securities | $2,119,000 | 1,265 |
| Privately issued residential mortgage-backed securities | $1,000 | 722 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $8,000 | 366 |
| Structured financial products - Total | $1,282,000 | 146 |
| Other domestic debt securities - All other | $828,000 | 1,376 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,441,000 | 2,861 |
| Mortgage-backed securities | $5,893,000 | 3,351 |
| Certificates of participation in pools of residential mortgages | $5,359,000 | 2,980 |
| Issued or guaranteed by U.S. | $5,359,000 | 2,977 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,000 | 3,238 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $1,000 | 678 |
| Commercial mortgage-backed securities | $533,000 | 1,100 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $533,000 | 733 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $23,151,000 | 3,413 |
| Total debt securities | $22,928,000 | 3,701 |
| 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 | $21,778,000 | 3,858 |
| U.S. Government securities | $11,408,000 | 3,878 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $11,408,000 | 3,747 |
| Securities issued by states & political subdivisions | $8,185,000 | 3,028 |
| Other domestic debt securities | $2,185,000 | 1,256 |
| Privately issued residential mortgage-backed securities | $1,000 | 725 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $23,000 | 360 |
| Structured financial products - Total | $1,335,000 | 146 |
| Other domestic debt securities - All other | $826,000 | 1,390 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $826,000 | 4,954 |
| Mortgage-backed securities | $5,629,000 | 3,389 |
| Certificates of participation in pools of residential mortgages | $5,101,000 | 3,034 |
| Issued or guaranteed by U.S. | $5,101,000 | 3,033 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,000 | 3,260 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $1,000 | 685 |
| Commercial mortgage-backed securities | $527,000 | 1,073 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $527,000 | 715 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $21,778,000 | 3,536 |
| Total debt securities | $21,367,000 | 3,862 |
| 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 | $22,042,000 | 3,875 |
| U.S. Government securities | $11,628,000 | 3,884 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $11,628,000 | 3,749 |
| Securities issued by states & political subdivisions | $8,160,000 | 3,063 |
| Other domestic debt securities | $2,254,000 | 1,223 |
| Privately issued residential mortgage-backed securities | $2,000 | 720 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $56,000 | 361 |
| Structured financial products - Total | $1,387,000 | 143 |
| Other domestic debt securities - All other | $809,000 | 1,392 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,701,000 | 3,285 |
| Mortgage-backed securities | $5,845,000 | 3,365 |
| Certificates of participation in pools of residential mortgages | $5,322,000 | 2,982 |
| Issued or guaranteed by U.S. | $5,322,000 | 2,981 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,000 | 3,293 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $2,000 | 682 |
| Commercial mortgage-backed securities | $521,000 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $521,000 | 663 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $22,042,000 | 3,546 |
| Total debt securities | $21,598,000 | 3,876 |
| 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 | $23,689,000 | 3,832 |
| U.S. Government securities | $12,513,000 | 3,878 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $12,513,000 | 3,754 |
| Securities issued by states & political subdivisions | $8,833,000 | 2,978 |
| Other domestic debt securities | $2,343,000 | 1,225 |
| Privately issued residential mortgage-backed securities | $2,000 | 740 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $85,000 | 367 |
| Structured financial products - Total | $1,396,000 | 141 |
| Other domestic debt securities - All other | $860,000 | 1,376 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,476,000 | 3,074 |
| Mortgage-backed securities | $5,690,000 | 3,433 |
| Certificates of participation in pools of residential mortgages | $5,163,000 | 3,042 |
| Issued or guaranteed by U.S. | $5,163,000 | 3,039 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $2,000 | 3,347 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $2,000 | 700 |
| Commercial mortgage-backed securities | $525,000 | 987 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $525,000 | 629 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $23,689,000 | 3,508 |
| Total debt securities | $23,232,000 | 3,834 |
| 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 | $23,735,000 | 3,914 |
| U.S. Government securities | $13,816,000 | 3,843 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $13,816,000 | 3,720 |
| Securities issued by states & political subdivisions | $7,540,000 | 3,178 |
| Other domestic debt securities | $2,379,000 | 1,221 |
| Privately issued residential mortgage-backed securities | $2,000 | 765 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $103,000 | 366 |
| Structured financial products - Total | $1,438,000 | 144 |
| Other domestic debt securities - All other | $836,000 | 1,394 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,659,000 | 2,952 |
| Mortgage-backed securities | $6,458,000 | 3,399 |
| Certificates of participation in pools of residential mortgages | $5,940,000 | 3,008 |
| Issued or guaranteed by U.S. | $5,940,000 | 3,005 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,000 | 3,391 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $2,000 | 725 |
| Commercial mortgage-backed securities | $516,000 | 948 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $516,000 | 612 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $23,735,000 | 3,582 |
| Total debt securities | $23,467,000 | 3,905 |
| 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 | $25,596,000 | 3,810 |
| U.S. Government securities | $15,497,000 | 3,723 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $15,497,000 | 3,600 |
| Securities issued by states & political subdivisions | $7,620,000 | 3,162 |
| Other domestic debt securities | $2,479,000 | 1,225 |
| Privately issued residential mortgage-backed securities | $2,000 | 808 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $102,000 | 377 |
| Structured financial products - Total | $1,491,000 | 130 |
| Other domestic debt securities - All other | $884,000 | 1,410 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,969,000 | 2,956 |
| Mortgage-backed securities | $6,850,000 | 3,398 |
| Certificates of participation in pools of residential mortgages | $6,324,000 | 2,994 |
| Issued or guaranteed by U.S. | $6,324,000 | 2,991 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,000 | 3,417 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $2,000 | 764 |
| Commercial mortgage-backed securities | $524,000 | 921 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $524,000 | 582 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $25,596,000 | 3,471 |
| Total debt securities | $25,125,000 | 3,827 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,664 |
| Fair value | $498,000 | 1,752 |
| 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 | $24,126,000 | 3,952 |
| U.S. Government securities | $14,714,000 | 3,855 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $14,714,000 | 3,731 |
| Securities issued by states & political subdivisions | $6,917,000 | 3,298 |
| Other domestic debt securities | $2,495,000 | 1,229 |
| Privately issued residential mortgage-backed securities | $2,000 | 811 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $102,000 | 378 |
| Structured financial products - Total | $1,529,000 | 134 |
| Other domestic debt securities - All other | $862,000 | 1,430 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,032,000 | 3,212 |
| Mortgage-backed securities | $7,079,000 | 3,430 |
| Certificates of participation in pools of residential mortgages | $6,565,000 | 3,013 |
| Issued or guaranteed by U.S. | $6,565,000 | 3,012 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,000 | 3,462 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $2,000 | 766 |
| Commercial mortgage-backed securities | $512,000 | 905 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $512,000 | 555 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $24,126,000 | 3,604 |
| Total debt securities | $23,670,000 | 3,970 |
| 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 | $25,309,000 | 3,951 |
| U.S. Government securities | $16,455,000 | 3,773 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $16,455,000 | 3,651 |
| Securities issued by states & political subdivisions | $6,359,000 | 3,429 |
| Other domestic debt securities | $2,495,000 | 1,272 |
| Privately issued residential mortgage-backed securities | $2,000 | 843 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $103,000 | 385 |
| Structured financial products - Total | $1,540,000 | 137 |
| Other domestic debt securities - All other | $850,000 | 1,465 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,682,000 | 3,161 |
| Mortgage-backed securities | $7,324,000 | 3,476 |
| Certificates of participation in pools of residential mortgages | $6,815,000 | 3,047 |
| Issued or guaranteed by U.S. | $6,815,000 | 3,045 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $2,000 | 3,530 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $2,000 | 802 |
| Commercial mortgage-backed securities | $507,000 | 875 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $507,000 | 525 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $25,309,000 | 3,607 |
| Total debt securities | $24,832,000 | 3,959 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,534 |
| Fair value | $1,000,000 | 1,542 |
| 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 | $24,610,000 | 4,063 |
| U.S. Government securities | $15,249,000 | 3,960 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $15,249,000 | 3,840 |
| Securities issued by states & political subdivisions | $6,887,000 | 3,391 |
| Other domestic debt securities | $2,474,000 | 1,308 |
| Privately issued residential mortgage-backed securities | $2,000 | 865 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $103,000 | 403 |
| Structured financial products - Total | $1,536,000 | 137 |
| Other domestic debt securities - All other | $833,000 | 1,507 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,897,000 | 3,147 |
| Mortgage-backed securities | $6,627,000 | 3,642 |
| Certificates of participation in pools of residential mortgages | $6,114,000 | 3,219 |
| Issued or guaranteed by U.S. | $6,114,000 | 3,217 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,000 | 3,572 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $2,000 | 824 |
| Commercial mortgage-backed securities | $511,000 | 863 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $511,000 | 510 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $24,610,000 | 3,712 |
| Total debt securities | $24,131,000 | 4,071 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,912 |
| Fair value | $500,000 | 1,929 |
| 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 | $22,862,000 | 4,228 |
| U.S. Government securities | $13,940,000 | 4,149 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $13,940,000 | 4,050 |
| Securities issued by states & political subdivisions | $6,537,000 | 3,468 |
| Other domestic debt securities | $2,385,000 | 1,357 |
| Privately issued residential mortgage-backed securities | $2,000 | 895 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $103,000 | 419 |
| Structured financial products - Total | $1,476,000 | 140 |
| Other domestic debt securities - All other | $804,000 | 1,552 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,311,000 | 3,102 |
| Mortgage-backed securities | $6,823,000 | 3,637 |
| Certificates of participation in pools of residential mortgages | $6,321,000 | 3,199 |
| Issued or guaranteed by U.S. | $6,321,000 | 3,198 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $2,000 | 3,610 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $2,000 | 852 |
| Commercial mortgage-backed securities | $500,000 | 858 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $500,000 | 483 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $22,862,000 | 3,858 |
| Total debt securities | $22,459,000 | 4,239 |
| 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 | $21,244,000 | 4,361 |
| U.S. Government securities | $13,403,000 | 4,207 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $13,403,000 | 4,105 |
| Securities issued by states & political subdivisions | $5,524,000 | 3,682 |
| Other domestic debt securities | $2,317,000 | 1,414 |
| Privately issued residential mortgage-backed securities | $2,000 | 928 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $103,000 | 423 |
| Structured financial products - Total | $1,439,000 | 156 |
| Other domestic debt securities - All other | $773,000 | 1,604 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,117,000 | 3,413 |
| Mortgage-backed securities | $6,791,000 | 3,634 |
| Certificates of participation in pools of residential mortgages | $6,294,000 | 3,221 |
| Issued or guaranteed by U.S. | $6,294,000 | 3,217 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $2,000 | 3,625 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $2,000 | 882 |
| Commercial mortgage-backed securities | $495,000 | 806 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $495,000 | 469 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $21,244,000 | 3,996 |
| Total debt securities | $20,413,000 | 4,408 |
| 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 | $19,156,000 | 4,576 |
| U.S. Government securities | $11,956,000 | 4,423 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $11,956,000 | 4,318 |
| Securities issued by states & political subdivisions | $4,842,000 | 3,817 |
| Other domestic debt securities | $2,358,000 | 1,446 |
| Privately issued residential mortgage-backed securities | $2,000 | 964 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $104,000 | 431 |
| Structured financial products - Total | $1,478,000 | 167 |
| Other domestic debt securities - All other | $774,000 | 1,640 |
| 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 | $9,838,000 | 3,297 |
| Mortgage-backed securities | $5,298,000 | 3,938 |
| Certificates of participation in pools of residential mortgages | $4,800,000 | 3,540 |
| Issued or guaranteed by U.S. | $4,800,000 | 3,536 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $2,000 | 3,668 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $2,000 | 920 |
| Commercial mortgage-backed securities | $496,000 | 791 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $496,000 | 466 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $19,156,000 | 4,204 |
| Total debt securities | $18,371,000 | 4,630 |
| 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 | $19,141,000 | 4,579 |
| U.S. Government securities | $11,292,000 | 4,493 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $11,292,000 | 4,385 |
| Securities issued by states & political subdivisions | $5,490,000 | 3,685 |
| Other domestic debt securities | $2,359,000 | 1,481 |
| Privately issued residential mortgage-backed securities | $2,000 | 985 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $104,000 | 443 |
| Structured financial products - Total | $1,479,000 | 158 |
| Other domestic debt securities - All other | $774,000 | 1,679 |
| 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 | $10,024,000 | 3,250 |
| Mortgage-backed securities | $5,084,000 | 4,010 |
| Certificates of participation in pools of residential mortgages | $4,588,000 | 3,568 |
| Issued or guaranteed by U.S. | $4,588,000 | 3,564 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,000 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $2,000 | 940 |
| Commercial mortgage-backed securities | $494,000 | 767 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $494,000 | 425 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $19,141,000 | 4,212 |
| Total debt securities | $18,231,000 | 4,623 |
| 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 | $18,362,000 | 4,674 |
| U.S. Government securities | $11,330,000 | 4,527 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $11,330,000 | 4,424 |
| Securities issued by states & political subdivisions | $4,837,000 | 3,806 |
| Other domestic debt securities | $2,195,000 | 1,528 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,016 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $107,000 | 435 |
| Structured financial products - Total | $1,276,000 | 164 |
| Other domestic debt securities - All other | $809,000 | 1,637 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,788,000 | 3,056 |
| Mortgage-backed securities | $5,024,000 | 4,065 |
| Certificates of participation in pools of residential mortgages | $4,496,000 | 3,651 |
| Issued or guaranteed by U.S. | $4,496,000 | 3,647 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,000 | 3,723 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $3,000 | 971 |
| Commercial mortgage-backed securities | $525,000 | 679 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $525,000 | 350 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $18,362,000 | 4,312 |
| Total debt securities | $17,649,000 | 4,708 |
| 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 | $17,061,000 | 4,753 |
| U.S. Government securities | $10,301,000 | 4,653 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $10,301,000 | 4,554 |
| Securities issued by states & political subdivisions | $4,606,000 | 3,850 |
| Other domestic debt securities | $2,154,000 | 1,524 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,037 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $106,000 | 410 |
| Structured financial products - Total | $1,248,000 | 161 |
| Other domestic debt securities - All other | $797,000 | 1,620 |
| 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 | $5,427,000 | 4,191 |
| Mortgage-backed securities | $4,907,000 | 4,099 |
| Certificates of participation in pools of residential mortgages | $4,346,000 | 3,674 |
| Issued or guaranteed by U.S. | $4,346,000 | 3,671 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $30,000 | 3,678 |
| CMOs issued by government agencies or sponsored agencies | $27,000 | 3,528 |
| Privately issued | $3,000 | 994 |
| Commercial mortgage-backed securities | $531,000 | 566 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $531,000 | 276 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $17,061,000 | 4,386 |
| Total debt securities | $16,363,000 | 4,786 |
| 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 | $16,720,000 | 4,862 |
| U.S. Government securities | $10,304,000 | 4,746 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $10,304,000 | 4,646 |
| Securities issued by states & political subdivisions | $4,195,000 | 3,931 |
| Other domestic debt securities | $2,221,000 | 1,544 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,085 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $107,000 | 403 |
| Structured financial products - Total | $1,323,000 | 160 |
| Other domestic debt securities - All other | $788,000 | 1,679 |
| 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 | $6,089,000 | 4,087 |
| Mortgage-backed securities | $5,279,000 | 4,162 |
| Certificates of participation in pools of residential mortgages | $4,669,000 | 3,765 |
| Issued or guaranteed by U.S. | $4,669,000 | 3,763 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $79,000 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $76,000 | 3,513 |
| Privately issued | $3,000 | 1,037 |
| Commercial mortgage-backed securities | $531,000 | 535 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $531,000 | 266 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $16,720,000 | 4,489 |
| Total debt securities | $15,975,000 | 4,913 |
| Structured notes | ||
| Amortized cost | $110,000 | 2,608 |
| Fair value | $111,000 | 2,605 |
| 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 | $17,793,000 | 4,784 |
| U.S. Government securities | $10,973,000 | 4,740 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $10,973,000 | 4,646 |
| Securities issued by states & political subdivisions | $4,849,000 | 3,719 |
| Other domestic debt securities | $1,971,000 | 1,652 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,136 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $107,000 | 356 |
| Structured financial products - Total | $1,122,000 | 171 |
| Other domestic debt securities - All other | $739,000 | 1,698 |
| 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 | $6,392,000 | 4,047 |
| Mortgage-backed securities | $5,681,000 | 4,126 |
| Certificates of participation in pools of residential mortgages | $5,008,000 | 3,698 |
| Issued or guaranteed by U.S. | $5,008,000 | 3,697 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $151,000 | 3,620 |
| CMOs issued by government agencies or sponsored agencies | $148,000 | 3,452 |
| Privately issued | $3,000 | 1,087 |
| Commercial mortgage-backed securities | $522,000 | 496 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $522,000 | 245 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $17,793,000 | 4,413 |
| Total debt securities | $17,163,000 | 4,821 |
| Structured notes | ||
| Amortized cost | $122,000 | 2,851 |
| Fair value | $123,000 | 2,850 |
| 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 | $18,663,000 | 4,728 |
| U.S. Government securities | $11,880,000 | 4,697 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $11,880,000 | 4,603 |
| Securities issued by states & political subdivisions | $4,857,000 | 3,658 |
| Other domestic debt securities | $1,926,000 | 1,643 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,170 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $105,000 | 306 |
| Structured financial products - Total | $1,101,000 | 167 |
| Other domestic debt securities - All other | $717,000 | 1,700 |
| 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 | $12,803,000 | 2,965 |
| Mortgage-backed securities | $6,079,000 | 4,091 |
| Certificates of participation in pools of residential mortgages | $5,344,000 | 3,623 |
| Issued or guaranteed by U.S. | $5,344,000 | 3,618 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $231,000 | 3,599 |
| CMOs issued by government agencies or sponsored agencies | $228,000 | 3,432 |
| Privately issued | $3,000 | 1,123 |
| Commercial mortgage-backed securities | $504,000 | 468 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $504,000 | 221 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $18,663,000 | 4,353 |
| Total debt securities | $18,056,000 | 4,756 |
| Structured notes | ||
| Amortized cost | $633,000 | 2,615 |
| Fair value | $637,000 | 2,614 |
| 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 | $19,036,000 | 4,641 |
| U.S. Government securities | $12,081,000 | 4,610 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $12,081,000 | 4,522 |
| Securities issued by states & political subdivisions | $5,069,000 | 3,577 |
| Other domestic debt securities | $1,886,000 | 1,640 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,253 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $105,000 | 233 |
| Structured financial products - Total | $1,050,000 | 159 |
| Other domestic debt securities - All other | $728,000 | 1,608 |
| 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 | $5,211,000 | 4,134 |
| Mortgage-backed securities | $5,872,000 | 4,066 |
| Certificates of participation in pools of residential mortgages | $5,060,000 | 3,590 |
| Issued or guaranteed by U.S. | $5,060,000 | 3,586 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $311,000 | 3,496 |
| CMOs issued by government agencies or sponsored agencies | $308,000 | 3,243 |
| Privately issued | $3,000 | 1,186 |
| Commercial mortgage-backed securities | $501,000 | 403 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $501,000 | 179 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $19,036,000 | 4,259 |
| Total debt securities | $18,450,000 | 4,672 |
| Structured notes | ||
| Amortized cost | $1,566,000 | 1,863 |
| Fair value | $1,574,000 | 1,862 |
| 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 | $18,728,000 | 4,638 |
| U.S. Government securities | $12,214,000 | 4,554 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $12,214,000 | 4,461 |
| Securities issued by states & political subdivisions | $4,822,000 | 3,574 |
| Other domestic debt securities | $1,692,000 | 1,703 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,271 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $105,000 | 221 |
| Structured financial products - Total | $811,000 | 182 |
| Other domestic debt securities - All other | $773,000 | 1,546 |
| 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 | $6,622,000 | 3,789 |
| Mortgage-backed securities | $5,300,000 | 4,132 |
| Certificates of participation in pools of residential mortgages | $4,909,000 | 3,594 |
| Issued or guaranteed by U.S. | $4,909,000 | 3,584 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $391,000 | 3,438 |
| CMOs issued by government agencies or sponsored agencies | $388,000 | 3,174 |
| Privately issued | $3,000 | 1,202 |
| 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) | $18,728,000 | 4,257 |
| Total debt securities | $18,381,000 | 4,642 |
| Structured notes | ||
| Amortized cost | $4,339,000 | 1,152 |
| Fair value | $4,359,000 | 1,153 |
| 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 | $21,910,000 | 4,361 |
| U.S. Government securities | $14,577,000 | 4,327 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $14,577,000 | 4,225 |
| Securities issued by states & political subdivisions | $5,131,000 | 3,476 |
| Other domestic debt securities | $2,202,000 | 1,482 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,294 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $102,000 | 221 |
| Structured financial products - Total | $1,350,000 | 158 |
| Other domestic debt securities - All other | $747,000 | 1,482 |
| 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 | $8,500,000 | 3,475 |
| Mortgage-backed securities | $5,629,000 | 4,032 |
| Certificates of participation in pools of residential mortgages | $5,116,000 | 3,502 |
| Issued or guaranteed by U.S. | $5,116,000 | 3,490 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $513,000 | 3,319 |
| CMOs issued by government agencies or sponsored agencies | $510,000 | 3,051 |
| Privately issued | $3,000 | 1,233 |
| 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) | $21,910,000 | 4,010 |
| Total debt securities | $21,108,000 | 4,418 |
| Structured notes | ||
| Amortized cost | $4,358,000 | 1,284 |
| Fair value | $4,387,000 | 1,286 |
| 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 | $22,018,000 | 4,321 |
| U.S. Government securities | $14,883,000 | 4,259 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $14,883,000 | 4,133 |
| Securities issued by states & political subdivisions | $5,111,000 | 3,445 |
| Other domestic debt securities | $2,024,000 | 1,575 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,329 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $98,000 | 223 |
| Structured financial products - Total | $1,220,000 | 156 |
| Other domestic debt securities - All other | $703,000 | 1,540 |
| 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 | $12,007,000 | 2,925 |
| Mortgage-backed securities | $4,998,000 | 4,079 |
| Certificates of participation in pools of residential mortgages | $4,319,000 | 3,618 |
| Issued or guaranteed by U.S. | $4,319,000 | 3,610 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $679,000 | 3,178 |
| CMOs issued by government agencies or sponsored agencies | $676,000 | 2,910 |
| Privately issued | $3,000 | 1,265 |
| 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) | $22,018,000 | 3,973 |
| Total debt securities | $21,334,000 | 4,355 |
| Structured notes | ||
| Amortized cost | $5,380,000 | 1,165 |
| Fair value | $5,376,000 | 1,160 |
| 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 | $21,045,000 | 4,276 |
| U.S. Government securities | $13,623,000 | 4,287 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $13,623,000 | 4,158 |
| Securities issued by states & political subdivisions | $5,334,000 | 3,362 |
| Other domestic debt securities | $2,088,000 | 1,646 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,380 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $97,000 | 206 |
| Structured financial products - Total | $1,283,000 | 156 |
| Other domestic debt securities - All other | $705,000 | 1,545 |
| 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 | $4,655,000 | 4,302 |
| Mortgage-backed securities | $4,736,000 | 4,060 |
| Certificates of participation in pools of residential mortgages | $3,795,000 | 3,655 |
| Issued or guaranteed by U.S. | $3,795,000 | 3,644 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $941,000 | 3,046 |
| CMOs issued by government agencies or sponsored agencies | $938,000 | 2,770 |
| Privately issued | $3,000 | 1,315 |
| 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) | $21,045,000 | 3,933 |
| Total debt securities | $20,260,000 | 4,333 |
| Structured notes | ||
| Amortized cost | $5,911,000 | 1,006 |
| Fair value | $5,905,000 | 992 |
| 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 | $22,647,000 | 4,076 |
| U.S. Government securities | $15,330,000 | 3,999 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $15,330,000 | 3,883 |
| Securities issued by states & political subdivisions | $5,349,000 | 3,277 |
| Other domestic debt securities | $1,968,000 | 1,764 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,451 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $1,232,000 | 170 |
| Other domestic debt securities - All other | $733,000 | 1,553 |
| 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 | $4,707,000 | 4,336 |
| Mortgage-backed securities | $5,307,000 | 3,944 |
| Certificates of participation in pools of residential mortgages | $4,076,000 | 3,560 |
| Issued or guaranteed by U.S. | $4,076,000 | 3,552 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,231,000 | 2,878 |
| CMOs issued by government agencies or sponsored agencies | $1,228,000 | 2,600 |
| Privately issued | $3,000 | 1,382 |
| 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) | $22,647,000 | 3,746 |
| Total debt securities | $21,884,000 | 4,111 |
| Structured notes | ||
| Amortized cost | $5,697,000 | 1,010 |
| Fair value | $5,761,000 | 1,006 |
| 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 | $22,214,000 | 4,147 |
| U.S. Government securities | $14,617,000 | 4,162 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $14,617,000 | 4,049 |
| Securities issued by states & political subdivisions | $5,492,000 | 3,153 |
| Other domestic debt securities | $2,105,000 | 1,676 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,477 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $1,398,000 | 167 |
| Other domestic debt securities - All other | $704,000 | 1,518 |
| 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 | $7,225,000 | 3,755 |
| Mortgage-backed securities | $5,306,000 | 3,952 |
| Certificates of participation in pools of residential mortgages | $3,821,000 | 3,680 |
| Issued or guaranteed by U.S. | $3,821,000 | 3,674 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,485,000 | 2,702 |
| CMOs issued by government agencies or sponsored agencies | $1,482,000 | 2,401 |
| Privately issued | $3,000 | 1,407 |
| 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) | $22,214,000 | 3,780 |
| Total debt securities | $21,331,000 | 4,208 |
| Structured notes | ||
| Amortized cost | $6,227,000 | 993 |
| Fair value | $6,300,000 | 990 |
| 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 | $23,579,000 | 4,048 |
| U.S. Government securities | $15,950,000 | 4,016 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $15,950,000 | 3,921 |
| Securities issued by states & political subdivisions | $5,497,000 | 3,123 |
| Other domestic debt securities | $2,132,000 | 1,717 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,510 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $1,445,000 | 172 |
| Other domestic debt securities - All other | $684,000 | 1,547 |
| 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 | $11,632,000 | 3,072 |
| Mortgage-backed securities | $5,859,000 | 3,913 |
| Certificates of participation in pools of residential mortgages | $4,095,000 | 3,701 |
| Issued or guaranteed by U.S. | $4,095,000 | 3,694 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,764,000 | 2,564 |
| CMOs issued by government agencies or sponsored agencies | $1,761,000 | 2,250 |
| Privately issued | $3,000 | 1,442 |
| 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) | $23,579,000 | 3,675 |
| Total debt securities | $22,683,000 | 4,117 |
| Structured notes | ||
| Amortized cost | $7,007,000 | 729 |
| Fair value | $7,047,000 | 726 |
| 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 | $23,163,000 | 4,060 |
| U.S. Government securities | $15,249,000 | 4,079 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $15,249,000 | 3,997 |
| Securities issued by states & political subdivisions | $5,987,000 | 3,004 |
| Other domestic debt securities | $1,927,000 | 1,855 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,549 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $1,304,000 | 193 |
| Other domestic debt securities - All other | $620,000 | 1,612 |
| 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 | $5,744,000 | 4,201 |
| Mortgage-backed securities | $6,620,000 | 3,822 |
| Certificates of participation in pools of residential mortgages | $4,479,000 | 3,678 |
| Issued or guaranteed by U.S. | $4,479,000 | 3,672 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,141,000 | 2,419 |
| CMOs issued by government agencies or sponsored agencies | $2,138,000 | 2,110 |
| Privately issued | $3,000 | 1,471 |
| 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) | $23,163,000 | 3,681 |
| Total debt securities | $22,943,000 | 4,058 |
| Structured notes | ||
| Amortized cost | $5,538,000 | 730 |
| Fair value | $5,554,000 | 725 |
| 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 | $22,122,000 | 4,195 |
| U.S. Government securities | $13,924,000 | 4,289 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $13,924,000 | 4,202 |
| Securities issued by states & political subdivisions | $6,120,000 | 2,959 |
| Other domestic debt securities | $2,078,000 | 1,883 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,605 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $1,432,000 | 205 |
| Other domestic debt securities - All other | $643,000 | 1,697 |
| 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 | $5,968,000 | 4,133 |
| Mortgage-backed securities | $7,219,000 | 3,775 |
| Certificates of participation in pools of residential mortgages | $4,858,000 | 3,686 |
| Issued or guaranteed by U.S. | $4,858,000 | 3,676 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,361,000 | 2,360 |
| CMOs issued by government agencies or sponsored agencies | $2,358,000 | 2,029 |
| Privately issued | $3,000 | 1,520 |
| 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) | $22,122,000 | 3,798 |
| Total debt securities | $21,869,000 | 4,183 |
| Structured notes | ||
| Amortized cost | $3,563,000 | 752 |
| Fair value | $3,599,000 | 747 |
| 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 | $21,227,000 | 4,290 |
| U.S. Government securities | $13,280,000 | 4,410 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $13,280,000 | 4,314 |
| Securities issued by states & political subdivisions | $5,860,000 | 2,982 |
| Other domestic debt securities | $2,087,000 | 1,916 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,623 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $1,492,000 | 212 |
| Other domestic debt securities - All other | $592,000 | 1,766 |
| 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 | $7,344,000 | 3,837 |
| Mortgage-backed securities | $7,270,000 | 3,803 |
| Certificates of participation in pools of residential mortgages | $4,601,000 | 3,779 |
| Issued or guaranteed by U.S. | $4,601,000 | 3,766 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,669,000 | 2,269 |
| CMOs issued by government agencies or sponsored agencies | $2,666,000 | 1,926 |
| Privately issued | $3,000 | 1,538 |
| 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) | $21,227,000 | 3,859 |
| Total debt securities | $21,227,000 | 4,245 |
| Structured notes | ||
| Amortized cost | $1,097,000 | 1,087 |
| Fair value | $1,118,000 | 1,080 |
| 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 | $22,516,000 | 4,134 |
| U.S. Government securities | $13,548,000 | 4,426 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $13,548,000 | 4,347 |
| Securities issued by states & political subdivisions | $5,996,000 | 2,906 |
| Other domestic debt securities | $2,972,000 | 1,581 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,643 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,969,000 | 916 |
| 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 | $11,127,000 | 3,229 |
| Mortgage-backed securities | $7,997,000 | 3,744 |
| Certificates of participation in pools of residential mortgages | $4,949,000 | 3,785 |
| Issued or guaranteed by U.S. | $4,949,000 | 3,772 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,048,000 | 2,209 |
| CMOs issued by government agencies or sponsored agencies | $3,045,000 | 1,853 |
| Privately issued | $3,000 | 1,557 |
| 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) | $22,516,000 | 3,717 |
| Total debt securities | $22,516,000 | 4,100 |
| Structured notes | ||
| Amortized cost | $649,000 | 1,194 |
| Fair value | $646,000 | 1,197 |
| 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 | $22,136,000 | 4,192 |
| U.S. Government securities | $13,285,000 | 4,518 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $13,285,000 | 4,432 |
| Securities issued by states & political subdivisions | $5,818,000 | 2,923 |
| Other domestic debt securities | $3,033,000 | 1,533 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,599 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,030,000 | 878 |
| 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 | $7,145,000 | 3,977 |
| Mortgage-backed securities | $7,155,000 | 3,836 |
| Certificates of participation in pools of residential mortgages | $3,851,000 | 4,070 |
| Issued or guaranteed by U.S. | $3,851,000 | 4,058 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $3,304,000 | 2,097 |
| CMOs issued by government agencies or sponsored agencies | $3,301,000 | 1,782 |
| Privately issued | $3,000 | 1,514 |
| 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) | $22,136,000 | 3,749 |
| Total debt securities | $22,137,000 | 4,151 |
| Structured notes | ||
| Amortized cost | $680,000 | 1,240 |
| Fair value | $678,000 | 1,242 |
| 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 | $21,627,000 | 4,184 |
| U.S. Government securities | $12,745,000 | 4,586 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $12,745,000 | 4,504 |
| Securities issued by states & political subdivisions | $5,840,000 | 2,871 |
| Other domestic debt securities | $3,042,000 | 1,513 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,567 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,038,000 | 860 |
| 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 | $7,606,000 | 3,880 |
| Mortgage-backed securities | $6,444,000 | 3,880 |
| Certificates of participation in pools of residential mortgages | $3,507,000 | 4,112 |
| Issued or guaranteed by U.S. | $3,507,000 | 4,101 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,937,000 | 2,110 |
| CMOs issued by government agencies or sponsored agencies | $2,933,000 | 1,773 |
| Privately issued | $4,000 | 1,480 |
| 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) | $21,627,000 | 3,723 |
| Total debt securities | $21,626,000 | 4,151 |
| Structured notes | ||
| Amortized cost | $695,000 | 1,206 |
| Fair value | $693,000 | 1,200 |
| 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 | $22,787,000 | 4,107 |
| U.S. Government securities | $12,777,000 | 4,598 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $12,777,000 | 4,521 |
| Securities issued by states & political subdivisions | $6,415,000 | 2,740 |
| Other domestic debt securities | $3,595,000 | 1,447 |
| Privately issued residential mortgage-backed securities | $5,000 | 1,539 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,590,000 | 857 |
| 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 | $7,918,000 | 3,776 |
| Mortgage-backed securities | $6,472,000 | 3,856 |
| Certificates of participation in pools of residential mortgages | $3,923,000 | 3,994 |
| Issued or guaranteed by U.S. | $3,923,000 | 3,979 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,549,000 | 2,190 |
| CMOs issued by government agencies or sponsored agencies | $2,544,000 | 1,860 |
| Privately issued | $5,000 | 1,447 |
| 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) | $22,787,000 | 3,662 |
| Total debt securities | $22,786,000 | 4,060 |
| Structured notes | ||
| Amortized cost | $712,000 | 1,241 |
| Fair value | $710,000 | 1,237 |
| 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 | $23,160,000 | 4,039 |
| U.S. Government securities | $13,031,000 | 4,558 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $13,031,000 | 4,475 |
| Securities issued by states & political subdivisions | $6,469,000 | 2,746 |
| Other domestic debt securities | $3,660,000 | 1,380 |
| Privately issued residential mortgage-backed securities | $5,000 | 1,530 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,655,000 | 842 |
| 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 | $8,246,000 | 3,690 |
| Mortgage-backed securities | $6,601,000 | 3,740 |
| Certificates of participation in pools of residential mortgages | $3,835,000 | 3,898 |
| Issued or guaranteed by U.S. | $3,835,000 | 3,884 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,766,000 | 2,120 |
| CMOs issued by government agencies or sponsored agencies | $2,761,000 | 1,792 |
| Privately issued | $5,000 | 1,437 |
| 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) | $23,160,000 | 3,603 |
| Total debt securities | $23,159,000 | 3,988 |
| Structured notes | ||
| Amortized cost | $733,000 | 1,341 |
| Fair value | $731,000 | 1,349 |
| 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 | $22,843,000 | 4,107 |
| U.S. Government securities | $13,173,000 | 4,644 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $13,173,000 | 4,547 |
| Securities issued by states & political subdivisions | $6,503,000 | 2,729 |
| Other domestic debt securities | $3,167,000 | 1,358 |
| Privately issued residential mortgage-backed securities | $5,000 | 1,433 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,162,000 | 859 |
| 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 | $7,178,000 | 3,952 |
| Mortgage-backed securities | $6,833,000 | 3,414 |
| Certificates of participation in pools of residential mortgages | $3,982,000 | 3,531 |
| Issued or guaranteed by U.S. | $3,982,000 | 3,517 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,851,000 | 2,010 |
| CMOs issued by government agencies or sponsored agencies | $2,846,000 | 1,709 |
| Privately issued | $5,000 | 1,346 |
| 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) | $22,843,000 | 3,651 |
| Total debt securities | $22,842,000 | 4,050 |
| Structured notes | ||
| Amortized cost | $752,000 | 1,796 |
| Fair value | $751,000 | 1,799 |
| 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 | $21,901,000 | 4,237 |
| U.S. Government securities | $12,951,000 | 4,777 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $12,951,000 | 4,680 |
| Securities issued by states & political subdivisions | $5,732,000 | 2,877 |
| Other domestic debt securities | $3,218,000 | 1,319 |
| Privately issued residential mortgage-backed securities | $6,000 | 1,399 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,212,000 | 834 |
| 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 | $7,182,000 | 3,973 |
| Mortgage-backed securities | $6,673,000 | 3,306 |
| Certificates of participation in pools of residential mortgages | $3,730,000 | 3,466 |
| Issued or guaranteed by U.S. | $3,730,000 | 3,451 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,943,000 | 1,922 |
| CMOs issued by government agencies or sponsored agencies | $2,937,000 | 1,637 |
| Privately issued | $6,000 | 1,312 |
| 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) | $21,901,000 | 3,742 |
| Total debt securities | $21,895,000 | 4,185 |
| Structured notes | ||
| Amortized cost | $770,000 | 2,011 |
| Fair value | $769,000 | 2,014 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $20,625,000 | 4,408 |
| U.S. Government securities | $8,273,000 | 5,788 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $8,273,000 | 5,674 |
| Securities issued by states & political subdivisions | $5,693,000 | 2,892 |
| Other domestic debt securities | $6,659,000 | 895 |
| Privately issued residential mortgage-backed securities | $3,922,000 | 605 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,737,000 | 863 |
| 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 | $7,180,000 | 3,957 |
| Mortgage-backed securities | $6,467,000 | 3,297 |
| Certificates of participation in pools of residential mortgages | $3,915,000 | 3,347 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $3,915,000 | 87 |
| Collaterized mortgage obligations | $2,552,000 | 1,987 |
| CMOs issued by government agencies or sponsored agencies | $2,545,000 | 1,715 |
| Privately issued | $7,000 | 1,265 |
| 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) | $20,625,000 | 3,884 |
| Total debt securities | $20,625,000 | 4,358 |
| Structured notes | ||
| Amortized cost | $796,000 | 2,093 |
| Fair value | $797,000 | 2,077 |
| 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 | $20,682,000 | 4,410 |
| U.S. Government securities | $12,728,000 | 4,855 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $12,728,000 | 4,728 |
| Securities issued by states & political subdivisions | $5,156,000 | 3,038 |
| Other domestic debt securities | $2,798,000 | 1,343 |
| Privately issued residential mortgage-backed securities | $10,000 | 1,321 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,788,000 | 872 |
| 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 | $7,400,000 | 3,939 |
| Mortgage-backed securities | $5,938,000 | 3,382 |
| Certificates of participation in pools of residential mortgages | $4,277,000 | 3,216 |
| Issued or guaranteed by U.S. | $4,277,000 | 3,200 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,661,000 | 2,223 |
| CMOs issued by government agencies or sponsored agencies | $1,651,000 | 1,949 |
| Privately issued | $10,000 | 1,218 |
| 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) | $20,682,000 | 3,876 |
| Total debt securities | $20,682,000 | 4,362 |
| Structured notes | ||
| Amortized cost | $825,000 | 2,139 |
| Fair value | $824,000 | 2,136 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $19,927,000 | 4,560 |
| U.S. Government securities | $11,858,000 | 5,074 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $11,858,000 | 4,953 |
| Securities issued by states & political subdivisions | $5,283,000 | 3,035 |
| Other domestic debt securities | $2,786,000 | 1,345 |
| Privately issued residential mortgage-backed securities | $14,000 | 1,301 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,772,000 | 902 |
| 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 | $4,811,000 | 4,649 |
| Mortgage-backed securities | $4,567,000 | 3,758 |
| Certificates of participation in pools of residential mortgages | $4,476,000 | 3,166 |
| Issued or guaranteed by U.S. | $4,476,000 | 3,153 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $91,000 | 3,331 |
| CMOs issued by government agencies or sponsored agencies | $77,000 | 3,063 |
| Privately issued | $14,000 | 1,209 |
| 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) | $19,927,000 | 4,001 |
| Total debt securities | $19,928,000 | 4,508 |
| Structured notes | ||
| Amortized cost | $850,000 | 2,227 |
| Fair value | $849,000 | 2,226 |
| 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 | $20,506,000 | 4,505 |
| U.S. Government securities | $13,128,000 | 4,879 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $13,128,000 | 4,748 |
| Securities issued by states & political subdivisions | $4,556,000 | 3,223 |
| Other domestic debt securities | $2,822,000 | 1,333 |
| Privately issued residential mortgage-backed securities | $17,000 | 1,282 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,805,000 | 894 |
| 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 | $5,068,000 | 4,581 |
| Mortgage-backed securities | $4,801,000 | 3,674 |
| Certificates of participation in pools of residential mortgages | $4,669,000 | 3,110 |
| Issued or guaranteed by U.S. | $4,669,000 | 3,094 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $132,000 | 3,229 |
| CMOs issued by government agencies or sponsored agencies | $115,000 | 2,966 |
| Privately issued | $17,000 | 1,179 |
| 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) | $20,506,000 | 3,931 |
| Total debt securities | $20,506,000 | 4,460 |
| Structured notes | ||
| Amortized cost | $875,000 | 2,344 |
| Fair value | $875,000 | 2,340 |
| 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 | $19,232,000 | 4,673 |
| U.S. Government securities | $13,891,000 | 4,728 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $13,891,000 | 4,584 |
| Securities issued by states & political subdivisions | $2,577,000 | 3,972 |
| Other domestic debt securities | $2,764,000 | 1,347 |
| Privately issued residential mortgage-backed securities | $21,000 | 1,261 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,743,000 | 914 |
| 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 | $4,846,000 | 4,693 |
| Mortgage-backed securities | $4,705,000 | 3,696 |
| Certificates of participation in pools of residential mortgages | $4,443,000 | 3,191 |
| Issued or guaranteed by U.S. | $4,443,000 | 3,180 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $262,000 | 3,078 |
| CMOs issued by government agencies or sponsored agencies | $241,000 | 2,799 |
| Privately issued | $21,000 | 1,163 |
| 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) | $19,232,000 | 4,068 |
| Total debt securities | $19,232,000 | 4,624 |
| Structured notes | ||
| Amortized cost | $909,000 | 2,399 |
| Fair value | $909,000 | 2,395 |
| 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 | $22,316,000 | 4,330 |
| U.S. Government securities | $16,892,000 | 4,249 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $16,892,000 | 4,114 |
| Securities issued by states & political subdivisions | $2,609,000 | 3,997 |
| Other domestic debt securities | $2,815,000 | 1,366 |
| Privately issued residential mortgage-backed securities | $28,000 | 1,231 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,787,000 | 932 |
| 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 | $5,914,000 | 4,345 |
| Mortgage-backed securities | $5,119,000 | 3,615 |
| Certificates of participation in pools of residential mortgages | $4,737,000 | 3,142 |
| Issued or guaranteed by U.S. | $4,737,000 | 3,129 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $382,000 | 2,954 |
| CMOs issued by government agencies or sponsored agencies | $354,000 | 2,690 |
| Privately issued | $28,000 | 1,142 |
| 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) | $22,316,000 | 3,739 |
| Total debt securities | $22,304,000 | 4,275 |
| Structured notes | ||
| Amortized cost | $1,945,000 | 1,703 |
| Fair value | $1,943,000 | 1,667 |
| 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 | $21,571,000 | 4,420 |
| U.S. Government securities | $16,273,000 | 4,328 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $16,273,000 | 4,195 |
| Securities issued by states & political subdivisions | $2,443,000 | 4,105 |
| Other domestic debt securities | $2,855,000 | 1,388 |
| Privately issued residential mortgage-backed securities | $40,000 | 1,198 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,815,000 | 984 |
| 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 | $4,988,000 | 4,592 |
| Mortgage-backed securities | $5,938,000 | 3,472 |
| Certificates of participation in pools of residential mortgages | $4,958,000 | 3,126 |
| Issued or guaranteed by U.S. | $4,958,000 | 3,114 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $980,000 | 2,516 |
| CMOs issued by government agencies or sponsored agencies | $940,000 | 2,266 |
| Privately issued | $40,000 | 1,101 |
| 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) | $21,571,000 | 3,819 |
| Total debt securities | $21,571,000 | 4,354 |
| Structured notes | ||
| Amortized cost | $1,478,000 | 1,927 |
| Fair value | $1,469,000 | 1,899 |
| 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 | $18,348,000 | 4,852 |
| U.S. Government securities | $12,835,000 | 4,939 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $12,835,000 | 4,794 |
| Securities issued by states & political subdivisions | $3,126,000 | 3,783 |
| Other domestic debt securities | $2,387,000 | 1,536 |
| Privately issued residential mortgage-backed securities | $59,000 | 1,155 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,328,000 | 1,132 |
| 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 | $4,294,000 | 4,838 |
| Mortgage-backed securities | $2,990,000 | 4,395 |
| Certificates of participation in pools of residential mortgages | $2,269,000 | 4,147 |
| Issued or guaranteed by U.S. | $2,269,000 | 4,134 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $721,000 | 2,693 |
| CMOs issued by government agencies or sponsored agencies | $662,000 | 2,454 |
| Privately issued | $59,000 | 1,061 |
| 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) | $18,348,000 | 4,202 |
| Total debt securities | $18,348,000 | 4,798 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,039 |
| Fair value | $988,000 | 2,204 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $19,682,000 | 4,683 |
| U.S. Government securities | $13,410,000 | 4,852 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $13,410,000 | 4,711 |
| Securities issued by states & political subdivisions | $3,835,000 | 3,470 |
| Other domestic debt securities | $2,437,000 | 1,558 |
| Privately issued residential mortgage-backed securities | $74,000 | 1,108 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,363,000 | 1,171 |
| 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 | $5,058,000 | 4,560 |
| Mortgage-backed securities | $3,582,000 | 4,262 |
| Certificates of participation in pools of residential mortgages | $2,529,000 | 4,093 |
| Issued or guaranteed by U.S. | $2,529,000 | 4,077 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,053,000 | 2,539 |
| CMOs issued by government agencies or sponsored agencies | $979,000 | 2,343 |
| Privately issued | $74,000 | 1,014 |
| 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) | $75,000 | 4,087 |
| Available-for-sale securities (fair market value) | $19,607,000 | 4,070 |
| Total debt securities | $19,682,000 | 4,616 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,035 |
| Fair value | $986,000 | 2,270 |
| 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 | $19,952,000 | 4,717 |
| U.S. Government securities | $14,337,000 | 4,735 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $14,337,000 | 4,594 |
| Securities issued by states & political subdivisions | $3,224,000 | 3,691 |
| Other domestic debt securities | $2,391,000 | 1,610 |
| Privately issued residential mortgage-backed securities | $84,000 | 1,081 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,307,000 | 1,246 |
| 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 | $5,088,000 | 4,575 |
| Mortgage-backed securities | $4,067,000 | 4,176 |
| Certificates of participation in pools of residential mortgages | $2,712,000 | 4,090 |
| Issued or guaranteed by U.S. | $2,712,000 | 4,078 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,355,000 | 2,429 |
| CMOs issued by government agencies or sponsored agencies | $1,271,000 | 2,224 |
| Privately issued | $84,000 | 995 |
| 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) | $75,000 | 4,167 |
| Available-for-sale securities (fair market value) | $19,877,000 | 4,104 |
| Total debt securities | $19,952,000 | 4,661 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,033 |
| Fair value | $979,000 | 2,231 |
| 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 | $21,196,000 | 4,566 |
| U.S. Government securities | $14,907,000 | 4,652 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $14,907,000 | 4,508 |
| Securities issued by states & political subdivisions | $3,875,000 | 3,466 |
| Other domestic debt securities | $2,414,000 | 1,652 |
| Privately issued residential mortgage-backed securities | $106,000 | 1,056 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,308,000 | 1,308 |
| 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 | $6,168,000 | 4,236 |
| Mortgage-backed securities | $4,592,000 | 4,069 |
| Certificates of participation in pools of residential mortgages | $2,918,000 | 4,048 |
| Issued or guaranteed by U.S. | $2,918,000 | 4,036 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,674,000 | 2,323 |
| CMOs issued by government agencies or sponsored agencies | $1,568,000 | 2,121 |
| Privately issued | $106,000 | 974 |
| 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) | $75,000 | 4,236 |
| Available-for-sale securities (fair market value) | $21,121,000 | 3,968 |
| Total debt securities | $21,196,000 | 4,500 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,982 |
| Fair value | $985,000 | 2,213 |
| 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 | $22,553,000 | 4,397 |
| U.S. Government securities | $15,560,000 | 4,504 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $15,560,000 | 4,363 |
| Securities issued by states & political subdivisions | $4,555,000 | 3,201 |
| Other domestic debt securities | $2,438,000 | 1,652 |
| Privately issued residential mortgage-backed securities | $116,000 | 1,003 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,322,000 | 1,342 |
| 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 | $6,253,000 | 4,192 |
| Mortgage-backed securities | $5,202,000 | 3,889 |
| Certificates of participation in pools of residential mortgages | $3,159,000 | 3,973 |
| Issued or guaranteed by U.S. | $3,159,000 | 3,963 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,043,000 | 2,159 |
| CMOs issued by government agencies or sponsored agencies | $1,927,000 | 1,991 |
| Privately issued | $116,000 | 922 |
| 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) | $75,000 | 4,284 |
| Available-for-sale securities (fair market value) | $22,478,000 | 3,808 |
| Total debt securities | $22,553,000 | 4,331 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,975 |
| Fair value | $987,000 | 2,232 |
| 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 | $22,858,000 | 4,412 |
| U.S. Government securities | $14,933,000 | 4,703 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $14,933,000 | 4,542 |
| Securities issued by states & political subdivisions | $5,497,000 | 2,909 |
| Other domestic debt securities | $2,428,000 | 1,725 |
| Privately issued residential mortgage-backed securities | $147,000 | 979 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,281,000 | 1,430 |
| 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 | $6,292,000 | 4,170 |
| Mortgage-backed securities | $4,647,000 | 4,125 |
| Certificates of participation in pools of residential mortgages | $3,357,000 | 3,955 |
| Issued or guaranteed by U.S. | $3,357,000 | 3,946 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,290,000 | 2,565 |
| CMOs issued by government agencies or sponsored agencies | $1,143,000 | 2,382 |
| Privately issued | $147,000 | 905 |
| 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) | $145,000 | 4,189 |
| Available-for-sale securities (fair market value) | $22,713,000 | 3,842 |
| Total debt securities | $22,858,000 | 4,342 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,961 |
| Fair value | $1,000,000 | 1,968 |
| 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 | $21,486,000 | 4,570 |
| U.S. Government securities | $12,995,000 | 5,018 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $12,995,000 | 4,883 |
| Securities issued by states & political subdivisions | $5,664,000 | 2,878 |
| Other domestic debt securities | $2,827,000 | 1,713 |
| Privately issued residential mortgage-backed securities | $186,000 | 1,013 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,641,000 | 1,410 |
| 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 | $7,486,000 | 3,808 |
| Mortgage-backed securities | $3,571,000 | 4,527 |
| Certificates of participation in pools of residential mortgages | $2,618,000 | 4,300 |
| Issued or guaranteed by U.S. | $2,618,000 | 4,290 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $953,000 | 2,841 |
| CMOs issued by government agencies or sponsored agencies | $767,000 | 2,674 |
| Privately issued | $186,000 | 930 |
| 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) | $145,000 | 4,226 |
| Available-for-sale securities (fair market value) | $21,341,000 | 4,002 |
| Total debt securities | $21,486,000 | 4,493 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,296 |
| Fair value | $2,000,000 | 1,375 |
| 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 | $25,216,000 | 4,195 |
| U.S. Government securities | $16,158,000 | 4,482 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $16,158,000 | 4,332 |
| Securities issued by states & political subdivisions | $6,763,000 | 2,607 |
| Other domestic debt securities | $2,295,000 | 1,896 |
| Privately issued residential mortgage-backed securities | $215,000 | 855 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,080,000 | 1,710 |
| 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 | $4,012,000 | 4,856 |
| Mortgage-backed securities | $3,810,000 | 4,436 |
| Certificates of participation in pools of residential mortgages | $2,712,000 | 4,234 |
| Issued or guaranteed by U.S. | $2,712,000 | 4,220 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,098,000 | 2,703 |
| CMOs issued by government agencies or sponsored agencies | $883,000 | 2,748 |
| Privately issued | $215,000 | 744 |
| 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) | $146,000 | 4,288 |
| Available-for-sale securities (fair market value) | $25,070,000 | 3,631 |
| Total debt securities | $25,216,000 | 4,121 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,606 |
| Fair value | $1,001,000 | 1,717 |
| 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 | $21,752,000 | 4,520 |
| U.S. Government securities | $12,100,000 | 5,135 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $12,100,000 | 4,975 |
| Securities issued by states & political subdivisions | $6,799,000 | 2,588 |
| Other domestic debt securities | $2,853,000 | 1,819 |
| Privately issued residential mortgage-backed securities | $256,000 | 896 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,597,000 | 1,612 |
| 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 | $3,749,000 | 4,934 |
| Mortgage-backed securities | $1,743,000 | 5,345 |
| Certificates of participation in pools of residential mortgages | $306,000 | 6,060 |
| Issued or guaranteed by U.S. | $306,000 | 6,033 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,437,000 | 2,585 |
| CMOs issued by government agencies or sponsored agencies | $1,181,000 | 2,557 |
| Privately issued | $256,000 | 784 |
| 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) | $146,000 | 4,321 |
| Available-for-sale securities (fair market value) | $21,606,000 | 3,930 |
| Total debt securities | $21,752,000 | 4,446 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,378 |
| Fair value | $1,001,000 | 1,468 |
| 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 | $24,401,000 | 4,108 |
| U.S. Government securities | $14,741,000 | 4,553 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $14,741,000 | 4,395 |
| Securities issued by states & political subdivisions | $6,642,000 | 2,576 |
| Other domestic debt securities | $3,018,000 | 1,847 |
| Privately issued residential mortgage-backed securities | $374,000 | 874 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,644,000 | 1,661 |
| 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 | $3,710,000 | 4,931 |
| Mortgage-backed securities | $3,003,000 | 4,833 |
| Certificates of participation in pools of residential mortgages | $398,000 | 5,974 |
| Issued or guaranteed by U.S. | $398,000 | 5,953 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,605,000 | 2,282 |
| CMOs issued by government agencies or sponsored agencies | $2,231,000 | 2,282 |
| Privately issued | $374,000 | 771 |
| 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) | $752,000 | 3,645 |
| Available-for-sale securities (fair market value) | $23,649,000 | 3,632 |
| Total debt securities | $24,401,000 | 4,024 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,191 |
| Fair value | $1,000,000 | 1,348 |
| 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 | $20,474,000 | 4,595 |
| U.S. Government securities | $11,344,000 | 5,283 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $11,344,000 | 5,100 |
| Securities issued by states & political subdivisions | $6,497,000 | 2,538 |
| Other domestic debt securities | $2,633,000 | 1,947 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,000 | 441 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,626,000 | 1,668 |
| 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 | $3,873,000 | 4,885 |
| Mortgage-backed securities | $3,740,000 | 4,596 |
| Certificates of participation in pools of residential mortgages | $492,000 | 5,867 |
| Issued or guaranteed by U.S. | $492,000 | 5,848 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $3,248,000 | 2,153 |
| CMOs issued by government agencies or sponsored agencies | $3,248,000 | 2,046 |
| 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) | $761,000 | 3,689 |
| Available-for-sale securities (fair market value) | $19,713,000 | 4,076 |
| Total debt securities | $20,474,000 | 4,496 |
| 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 | $22,030,000 | 4,368 |
| U.S. Government securities | $12,755,000 | 4,916 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $12,755,000 | 4,737 |
| Securities issued by states & political subdivisions | $6,523,000 | 2,512 |
| Other domestic debt securities | $2,752,000 | 1,908 |
| Privately issued residential mortgage-backed securities | $69,000 | 1,176 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $53,000 | 447 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,630,000 | 1,677 |
| 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 | $3,894,000 | 4,889 |
| Mortgage-backed securities | $7,114,000 | 3,579 |
| Certificates of participation in pools of residential mortgages | $625,000 | 5,700 |
| Issued or guaranteed by U.S. | $625,000 | 5,683 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $6,489,000 | 1,615 |
| CMOs issued by government agencies or sponsored agencies | $6,420,000 | 1,522 |
| Privately issued | $69,000 | 1,043 |
| 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) | $909,000 | 3,656 |
| Available-for-sale securities (fair market value) | $21,121,000 | 3,854 |
| Total debt securities | $22,030,000 | 4,281 |
| 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 | $15,705,000 | 5,244 |
| U.S. Government securities | $6,778,000 | 6,538 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $6,778,000 | 6,295 |
| Securities issued by states & political subdivisions | $6,110,000 | 2,516 |
| Other domestic debt securities | $2,817,000 | 1,957 |
| Privately issued residential mortgage-backed securities | $311,000 | 1,067 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $478,000 | 398 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,028,000 | 1,902 |
| 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 | $3,964,000 | 4,853 |
| Mortgage-backed securities | $2,540,000 | 4,963 |
| Certificates of participation in pools of residential mortgages | $724,000 | 5,470 |
| Issued or guaranteed by U.S. | $724,000 | 5,449 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,816,000 | 2,818 |
| CMOs issued by government agencies or sponsored agencies | $1,505,000 | 2,813 |
| Privately issued | $311,000 | 960 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,766,000 | 2,878 |
| Available-for-sale securities (fair market value) | $12,939,000 | 4,958 |
| Total debt securities | $15,705,000 | 5,152 |
| 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 | $11,739,000 | 6,300 |
| U.S. Government securities | $6,575,000 | 7,089 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $6,575,000 | 6,726 |
| Securities issued by states & political subdivisions | $4,724,000 | 2,914 |
| Other domestic debt securities | $340,000 | 3,201 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $340,000 | 2,802 |
| Foreign debt securities | NA | NA |
| Equity securities | $100,000 | 6,800 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,515,000 | 4,058 |
| Mortgage-backed securities | $834,000 | 5,706 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $834,000 | 3,017 |
| CMOs issued by government agencies or sponsored agencies | $834,000 | 2,861 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,387,000 | 1,860 |
| Available-for-sale securities (fair market value) | $1,352,000 | 8,392 |
| Total debt securities | $11,639,000 | 6,199 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $14,837,000 | 5,834 |
| U.S. Government securities | $7,917,000 | 6,828 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $7,917,000 | 6,287 |
| Securities issued by states & political subdivisions | $6,477,000 | 2,447 |
| Other domestic debt securities | $443,000 | 2,972 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $443,000 | 2,541 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,135,000 | 3,891 |
| Mortgage-backed securities | $1,371,000 | 5,528 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,371,000 | 2,768 |
| CMOs issued by government agencies or sponsored agencies | $1,371,000 | 2,625 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,342,000 | 1,645 |
| Available-for-sale securities (fair market value) | $495,000 | 9,005 |
| Total debt securities | $14,837,000 | 5,729 |
| 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 | $14,208,000 | 5,980 |
| U.S. Government securities | $5,552,000 | 7,781 |
| U.S. Treasury securities | $500,000 | 6,057 |
| U.S. Government agency obligations | $5,052,000 | 7,179 |
| Securities issued by states & political subdivisions | $8,656,000 | 1,950 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,378,000 | 3,176 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,208,000 | 1,813 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $14,208,000 | 5,854 |
| 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 | $14,082,000 | 6,207 |
| U.S. Government securities | $9,137,000 | 6,798 |
| U.S. Treasury securities | $500,000 | 7,201 |
| U.S. Government agency obligations | $8,637,000 | 5,719 |
| Securities issued by states & political subdivisions | $4,945,000 | 2,781 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,966,000 | 2,899 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,082,000 | 2,202 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $14,082,000 | 6,081 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $10,927,000 | 7,609 |
| U.S. Government securities | $7,848,000 | 7,908 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $7,848,000 | 6,331 |
| Securities issued by states & political subdivisions | $3,079,000 | 3,879 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,745,000 | 4,261 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,927,000 | 2,965 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $10,927,000 | 7,477 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $11,341,000 | 7,819 |
| U.S. Government securities | $9,180,000 | 7,641 |
| U.S. Treasury securities | $500,000 | 9,416 |
| U.S. Government agency obligations | $8,680,000 | 5,979 |
| Securities issued by states & political subdivisions | $2,161,000 | 4,731 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,878,000 | 4,268 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,341,000 | 3,110 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $11,341,000 | 7,692 |
| Structured notes | ||
| Amortized cost | $539,000 | 3,372 |
| Fair value | $554,000 | 3,347 |
| 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 | $11,409,000 | 8,259 |
| U.S. Government securities | $7,472,000 | 8,909 |
| U.S. Treasury securities | $1,501,000 | 8,877 |
| U.S. Government agency obligations | $5,971,000 | 7,180 |
| Securities issued by states & political subdivisions | $3,937,000 | 3,507 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,991,000 | 4,261 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,409,000 | 5,236 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $11,409,000 | 8,129 |
| 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 | $13,393,000 | 7,904 |
| U.S. Government securities | $12,245,000 | 7,132 |
| U.S. Treasury securities | $1,798,000 | 8,799 |
| U.S. Government agency obligations | $10,447,000 | 5,424 |
| Securities issued by states & political subdivisions | $1,148,000 | 6,532 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,409,000 | 4,971 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $13,393,000 | 7,741 |
| 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 | $13,770,000 | 7,730 |
| U.S. Government securities | $11,544,000 | 7,415 |
| U.S. Treasury securities | $601,000 | 11,095 |
| U.S. Government agency obligations | $10,943,000 | 5,205 |
| Securities issued by states & political subdivisions | $2,226,000 | 4,797 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,419,000 | 5,602 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $13,770,000 | 7,621 |
| 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 |