Home > International Finance Bank > Securities
International Finance Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $74,764,000 | 2,073 |
| U.S. Government securities | $50,294,000 | 1,864 |
| U.S. Treasury securities | $41,129,000 | 544 |
| U.S. Government agency obligations | $9,165,000 | 3,303 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $22,234,000 | 678 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,604,000 | 288 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $15,630,000 | 476 |
| 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 | $1,857,000 | 3,661 |
| Mortgage-backed securities | $8,329,000 | 2,719 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,792,000 | 2,473 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $391,000 | 2,385 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,146,000 | 968 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $18,010,000 | 826 |
| Available-for-sale securities (fair market value) | $54,518,000 | 2,269 |
| Total debt securities | $72,528,000 | 2,094 |
| 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 | $74,170,000 | 2,050 |
| U.S. Government securities | $49,762,000 | 1,864 |
| U.S. Treasury securities | $40,443,000 | 571 |
| U.S. Government agency obligations | $9,319,000 | 3,279 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $22,269,000 | 670 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,809,000 | 284 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $15,460,000 | 476 |
| 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 | $1,798,000 | 3,671 |
| Mortgage-backed securities | $8,411,000 | 2,698 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,805,000 | 2,460 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $425,000 | 2,362 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,181,000 | 947 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $16,039,000 | 872 |
| Available-for-sale securities (fair market value) | $55,992,000 | 2,211 |
| Total debt securities | $72,031,000 | 2,072 |
| 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 | $75,574,000 | 2,085 |
| U.S. Government securities | $50,930,000 | 1,878 |
| U.S. Treasury securities | $40,625,000 | 584 |
| U.S. Government agency obligations | $10,305,000 | 3,240 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $22,444,000 | 667 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,016,000 | 286 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $15,428,000 | 476 |
| 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 | $1,817,000 | 3,656 |
| Mortgage-backed securities | $9,261,000 | 2,665 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,285,000 | 2,447 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $483,000 | 2,335 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,493,000 | 904 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $16,055,000 | 867 |
| Available-for-sale securities (fair market value) | $57,319,000 | 2,245 |
| Total debt securities | $73,373,000 | 2,108 |
| 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 | $76,461,000 | 2,155 |
| U.S. Government securities | $51,744,000 | 1,953 |
| U.S. Treasury securities | $40,860,000 | 623 |
| U.S. Government agency obligations | $10,884,000 | 3,232 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $22,488,000 | 695 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,147,000 | 286 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $15,341,000 | 502 |
| 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 | $1,840,000 | 3,637 |
| Mortgage-backed securities | $9,710,000 | 2,676 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,607,000 | 2,470 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $536,000 | 2,353 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,567,000 | 925 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $16,071,000 | 906 |
| Available-for-sale securities (fair market value) | $58,161,000 | 2,294 |
| Total debt securities | $74,234,000 | 2,177 |
| 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 | $77,129,000 | 2,155 |
| U.S. Government securities | $51,806,000 | 1,974 |
| U.S. Treasury securities | $40,461,000 | 666 |
| U.S. Government agency obligations | $11,345,000 | 3,194 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $23,131,000 | 691 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,726,000 | 273 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $15,405,000 | 513 |
| 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 | $1,808,000 | 3,600 |
| Mortgage-backed securities | $10,088,000 | 2,672 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,812,000 | 2,474 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $583,000 | 2,354 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,693,000 | 903 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $16,087,000 | 910 |
| Available-for-sale securities (fair market value) | $58,850,000 | 2,313 |
| Total debt securities | $74,936,000 | 2,179 |
| 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 | $81,018,000 | 2,105 |
| U.S. Government securities | $52,324,000 | 1,971 |
| U.S. Treasury securities | $40,289,000 | 669 |
| U.S. Government agency obligations | $12,035,000 | 3,159 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $26,509,000 | 630 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,534,000 | 225 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $14,975,000 | 525 |
| 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 | $3,125,000 | 3,395 |
| Mortgage-backed securities | $10,615,000 | 2,640 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,065,000 | 2,468 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $624,000 | 2,365 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,926,000 | 900 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $16,103,000 | 900 |
| Available-for-sale securities (fair market value) | $62,730,000 | 2,234 |
| Total debt securities | $78,834,000 | 2,117 |
| 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 | $83,673,000 | 2,085 |
| U.S. Government securities | $54,086,000 | 1,944 |
| U.S. Treasury securities | $40,945,000 | 643 |
| U.S. Government agency obligations | $13,141,000 | 3,121 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $27,314,000 | 589 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,849,000 | 228 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $15,465,000 | 530 |
| 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 | $3,378,000 | 3,364 |
| Mortgage-backed securities | $11,580,000 | 2,630 |
| Certificates of participation in pools of residential mortgages | $7,841,000 | 2,471 |
| Issued or guaranteed by U.S. | $7,841,000 | 2,404 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $671,000 | 2,434 |
| CMOs issued by government agencies or sponsored agencies | $671,000 | 2,363 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $3,068,000 | 1,366 |
| Commercial mortgage pass-through securities | $3,068,000 | 867 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $16,119,000 | 827 |
| Available-for-sale securities (fair market value) | $65,281,000 | 2,242 |
| Total debt securities | $81,402,000 | 2,105 |
| 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 | $87,020,000 | 2,016 |
| U.S. Government securities | $55,859,000 | 1,866 |
| U.S. Treasury securities | $41,568,000 | 558 |
| U.S. Government agency obligations | $14,291,000 | 3,031 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $28,813,000 | 553 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,719,000 | 228 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $16,094,000 | 505 |
| 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 | $3,561,000 | 3,326 |
| Mortgage-backed securities | $12,555,000 | 2,586 |
| Certificates of participation in pools of residential mortgages | $8,609,000 | 2,413 |
| Issued or guaranteed by U.S. | $8,609,000 | 2,356 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $724,000 | 2,414 |
| CMOs issued by government agencies or sponsored agencies | $724,000 | 2,344 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $3,222,000 | 1,335 |
| Commercial mortgage pass-through securities | $3,222,000 | 847 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $16,135,000 | 746 |
| Available-for-sale securities (fair market value) | $68,537,000 | 2,181 |
| Total debt securities | $84,671,000 | 2,028 |
| 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 | $66,807,000 | 2,302 |
| U.S. Government securities | $34,854,000 | 2,295 |
| U.S. Treasury securities | $18,923,000 | 718 |
| U.S. Government agency obligations | $15,931,000 | 2,905 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $29,498,000 | 520 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $13,404,000 | 226 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $16,094,000 | 478 |
| 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 | $3,747,000 | 3,311 |
| Mortgage-backed securities | $14,074,000 | 2,505 |
| Certificates of participation in pools of residential mortgages | $9,802,000 | 2,305 |
| Issued or guaranteed by U.S. | $9,802,000 | 2,241 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $804,000 | 2,372 |
| CMOs issued by government agencies or sponsored agencies | $804,000 | 2,314 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $3,468,000 | 1,295 |
| Commercial mortgage pass-through securities | $3,468,000 | 813 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $64,352,000 | 2,214 |
| Total debt securities | $64,353,000 | 2,350 |
| 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 | $56,478,000 | 2,478 |
| U.S. Government securities | $24,137,000 | 2,658 |
| U.S. Treasury securities | $6,938,000 | 1,018 |
| U.S. Government agency obligations | $17,199,000 | 2,819 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $29,862,000 | 497 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $13,768,000 | 224 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $16,094,000 | 449 |
| 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 | $3,919,000 | 3,307 |
| Mortgage-backed securities | $15,210,000 | 2,455 |
| Certificates of participation in pools of residential mortgages | $10,731,000 | 2,233 |
| Issued or guaranteed by U.S. | $10,731,000 | 2,178 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $865,000 | 2,383 |
| CMOs issued by government agencies or sponsored agencies | $865,000 | 2,325 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $3,614,000 | 1,276 |
| Commercial mortgage pass-through securities | $3,614,000 | 805 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $53,999,000 | 2,367 |
| Total debt securities | $53,999,000 | 2,508 |
| 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 | $55,889,000 | 2,419 |
| U.S. Government securities | $23,561,000 | 2,620 |
| U.S. Treasury securities | $4,973,000 | 1,084 |
| U.S. Government agency obligations | $18,588,000 | 2,710 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $30,337,000 | 466 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $14,243,000 | 218 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $16,094,000 | 424 |
| 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 | $4,056,000 | 3,285 |
| Mortgage-backed securities | $16,310,000 | 2,353 |
| Certificates of participation in pools of residential mortgages | $11,578,000 | 2,134 |
| Issued or guaranteed by U.S. | $11,578,000 | 2,076 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $919,000 | 2,342 |
| CMOs issued by government agencies or sponsored agencies | $919,000 | 2,290 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $3,813,000 | 1,248 |
| Commercial mortgage pass-through securities | $3,813,000 | 778 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $53,898,000 | 2,317 |
| Total debt securities | $53,900,000 | 2,447 |
| 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 | $44,084,000 | 2,630 |
| U.S. Government securities | $11,869,000 | 3,274 |
| U.S. Treasury securities | $1,961,000 | 1,173 |
| U.S. Government agency obligations | $9,908,000 | 3,236 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $30,725,000 | 456 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $14,631,000 | 215 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $16,094,000 | 401 |
| 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 | $4,219,000 | 3,231 |
| Mortgage-backed securities | $7,335,000 | 2,943 |
| Certificates of participation in pools of residential mortgages | $2,412,000 | 3,176 |
| Issued or guaranteed by U.S. | $2,412,000 | 3,084 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $954,000 | 2,298 |
| CMOs issued by government agencies or sponsored agencies | $954,000 | 2,251 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $3,969,000 | 1,204 |
| Commercial mortgage pass-through securities | $3,969,000 | 746 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $42,594,000 | 2,507 |
| Total debt securities | $42,596,000 | 2,655 |
| 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 | $43,147,000 | 2,532 |
| U.S. Government securities | $10,540,000 | 3,231 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $10,540,000 | 3,081 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $31,089,000 | 416 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $14,995,000 | 206 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $16,094,000 | 386 |
| 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 | $4,302,000 | 3,223 |
| Mortgage-backed securities | $7,720,000 | 2,865 |
| Certificates of participation in pools of residential mortgages | $2,550,000 | 3,116 |
| Issued or guaranteed by U.S. | $2,550,000 | 3,036 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,008,000 | 2,298 |
| CMOs issued by government agencies or sponsored agencies | $1,008,000 | 2,247 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $4,162,000 | 1,137 |
| Commercial mortgage pass-through securities | $4,162,000 | 707 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $41,629,000 | 2,424 |
| Total debt securities | $41,629,000 | 2,573 |
| 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 | $43,973,000 | 2,412 |
| U.S. Government securities | $11,233,000 | 3,137 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $11,233,000 | 2,997 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $31,216,000 | 394 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $15,122,000 | 192 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $16,094,000 | 370 |
| 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 | $4,386,000 | 3,238 |
| Mortgage-backed securities | $8,208,000 | 2,802 |
| Certificates of participation in pools of residential mortgages | $2,808,000 | 3,054 |
| Issued or guaranteed by U.S. | $2,808,000 | 2,964 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,116,000 | 2,282 |
| CMOs issued by government agencies or sponsored agencies | $1,116,000 | 2,234 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $4,284,000 | 1,100 |
| Commercial mortgage pass-through securities | $4,284,000 | 678 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $42,449,000 | 2,307 |
| Total debt securities | $42,451,000 | 2,449 |
| 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 | $42,822,000 | 2,394 |
| U.S. Government securities | $10,283,000 | 3,227 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $10,283,000 | 3,078 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $31,013,000 | 386 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $14,989,000 | 173 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $16,024,000 | 359 |
| 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 | $4,382,000 | 3,267 |
| Mortgage-backed securities | $7,058,000 | 2,909 |
| Certificates of participation in pools of residential mortgages | $3,000,000 | 3,010 |
| Issued or guaranteed by U.S. | $3,000,000 | 2,928 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,149,000 | 2,291 |
| CMOs issued by government agencies or sponsored agencies | $1,149,000 | 2,246 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $2,909,000 | 1,230 |
| Commercial mortgage pass-through securities | $2,909,000 | 801 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $41,296,000 | 2,286 |
| Total debt securities | $41,296,000 | 2,431 |
| 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 | $41,918,000 | 2,347 |
| U.S. Government securities | $10,775,000 | 3,224 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $10,775,000 | 3,083 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $29,630,000 | 379 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $14,748,000 | 163 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $14,882,000 | 342 |
| 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 | $4,638,000 | 3,228 |
| Mortgage-backed securities | $4,340,000 | 3,233 |
| Certificates of participation in pools of residential mortgages | $3,147,000 | 2,985 |
| Issued or guaranteed by U.S. | $3,147,000 | 2,895 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,193,000 | 2,282 |
| CMOs issued by government agencies or sponsored agencies | $1,193,000 | 2,235 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $40,405,000 | 2,240 |
| Total debt securities | $40,405,000 | 2,384 |
| 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 | $80,312,000 | 1,496 |
| U.S. Government securities | $19,817,000 | 2,583 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $19,817,000 | 2,440 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $58,996,000 | 236 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $27,522,000 | 55 |
| Asset backed securities | $15,523,000 | 152 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $15,951,000 | 318 |
| 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 | $4,864,000 | 3,245 |
| Mortgage-backed securities | $40,489,000 | 1,299 |
| Certificates of participation in pools of residential mortgages | $3,393,000 | 2,902 |
| Issued or guaranteed by U.S. | $3,393,000 | 2,813 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $4,340,000 | 1,677 |
| CMOs issued by government agencies or sponsored agencies | $4,340,000 | 1,636 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $32,756,000 | 353 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $32,756,000 | 243 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $78,813,000 | 1,409 |
| Total debt securities | $78,812,000 | 1,510 |
| 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 | $82,350,000 | 1,462 |
| U.S. Government securities | $20,935,000 | 2,557 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $20,935,000 | 2,417 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $59,909,000 | 228 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $28,303,000 | 53 |
| Asset backed securities | $15,885,000 | 150 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $15,721,000 | 312 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $1,506,000 | 103 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,426 |
| Mortgage-backed securities | $41,843,000 | 1,249 |
| Certificates of participation in pools of residential mortgages | $3,723,000 | 2,830 |
| Issued or guaranteed by U.S. | $3,723,000 | 2,743 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $4,551,000 | 1,648 |
| CMOs issued by government agencies or sponsored agencies | $4,551,000 | 1,611 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $33,569,000 | 350 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $33,569,000 | 238 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $82,350,000 | 1,345 |
| Total debt securities | $80,844,000 | 1,466 |
| 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 | $39,572,000 | 2,503 |
| U.S. Government securities | $21,927,000 | 2,519 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $21,927,000 | 2,387 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $16,150,000 | 470 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $16,150,000 | 304 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $1,495,000 | 114 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,470 |
| Mortgage-backed securities | $13,975,000 | 2,292 |
| Certificates of participation in pools of residential mortgages | $4,105,000 | 2,766 |
| Issued or guaranteed by U.S. | $4,105,000 | 2,691 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $4,632,000 | 1,632 |
| CMOs issued by government agencies or sponsored agencies | $4,632,000 | 1,582 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $5,238,000 | 923 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $5,238,000 | 548 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $39,572,000 | 2,314 |
| Total debt securities | $38,077,000 | 2,556 |
| 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 | $40,257,000 | 2,524 |
| U.S. Government securities | $22,624,000 | 2,512 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $22,624,000 | 2,377 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $16,159,000 | 479 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $16,159,000 | 308 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $1,474,000 | 122 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,517 |
| Mortgage-backed securities | $14,253,000 | 2,261 |
| Certificates of participation in pools of residential mortgages | $4,445,000 | 2,718 |
| Issued or guaranteed by U.S. | $4,445,000 | 2,645 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $4,685,000 | 1,633 |
| CMOs issued by government agencies or sponsored agencies | $4,685,000 | 1,585 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $5,123,000 | 870 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $5,123,000 | 502 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $40,257,000 | 2,328 |
| Total debt securities | $38,782,000 | 2,559 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $41,373,000 | 2,508 |
| U.S. Government securities | $23,876,000 | 2,469 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $23,876,000 | 2,333 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $16,044,000 | 460 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $16,044,000 | 303 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $1,453,000 | 210 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,567 |
| Mortgage-backed securities | $14,607,000 | 2,237 |
| Certificates of participation in pools of residential mortgages | $4,828,000 | 2,649 |
| Issued or guaranteed by U.S. | $4,828,000 | 2,606 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $4,748,000 | 1,627 |
| CMOs issued by government agencies or sponsored agencies | $4,748,000 | 1,574 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $5,031,000 | 855 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $5,031,000 | 497 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $41,373,000 | 2,316 |
| Total debt securities | $39,921,000 | 2,536 |
| 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 | $42,322,000 | 2,476 |
| U.S. Government securities | $24,894,000 | 2,411 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $24,894,000 | 2,294 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $15,975,000 | 450 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $15,975,000 | 299 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $1,453,000 | 224 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,627 |
| Mortgage-backed securities | $14,988,000 | 2,229 |
| Certificates of participation in pools of residential mortgages | $5,212,000 | 2,621 |
| Issued or guaranteed by U.S. | $5,212,000 | 2,605 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,813,000 | 1,585 |
| CMOs issued by government agencies or sponsored agencies | $4,813,000 | 1,535 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $4,963,000 | 854 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $4,963,000 | 495 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $42,322,000 | 2,279 |
| Total debt securities | $40,869,000 | 2,518 |
| 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 | $43,661,000 | 2,469 |
| U.S. Government securities | $26,073,000 | 2,343 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $26,073,000 | 2,234 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $16,135,000 | 495 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $16,135,000 | 300 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $1,453,000 | 237 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,680 |
| Mortgage-backed securities | $15,677,000 | 2,216 |
| Certificates of participation in pools of residential mortgages | $5,731,000 | 2,593 |
| Issued or guaranteed by U.S. | $5,731,000 | 2,469 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $4,941,000 | 1,577 |
| CMOs issued by government agencies or sponsored agencies | $4,941,000 | 1,527 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $5,005,000 | 844 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $5,005,000 | 485 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $43,661,000 | 2,268 |
| Total debt securities | $42,207,000 | 2,503 |
| 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 | $46,377,000 | 2,388 |
| U.S. Government securities | $27,499,000 | 2,321 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $27,499,000 | 2,225 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $17,414,000 | 411 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $17,414,000 | 280 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $1,464,000 | 251 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,746 |
| Mortgage-backed securities | $16,369,000 | 2,158 |
| Certificates of participation in pools of residential mortgages | $6,204,000 | 2,566 |
| Issued or guaranteed by U.S. | $6,204,000 | 2,564 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,127,000 | 1,555 |
| CMOs issued by government agencies or sponsored agencies | $5,127,000 | 1,499 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $5,038,000 | 727 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $5,038,000 | 474 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $46,377,000 | 2,189 |
| Total debt securities | $44,911,000 | 2,433 |
| 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 | $47,951,000 | 2,352 |
| U.S. Government securities | $28,843,000 | 2,280 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $28,843,000 | 2,182 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $17,612,000 | 409 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $17,612,000 | 277 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $1,496,000 | 423 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,818 |
| Mortgage-backed securities | $17,350,000 | 2,099 |
| Certificates of participation in pools of residential mortgages | $6,835,000 | 2,511 |
| Issued or guaranteed by U.S. | $6,835,000 | 2,509 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $5,351,000 | 1,511 |
| CMOs issued by government agencies or sponsored agencies | $5,351,000 | 1,458 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $5,164,000 | 710 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $5,164,000 | 447 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $47,951,000 | 2,167 |
| Total debt securities | $46,455,000 | 2,390 |
| 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 | $49,497,000 | 2,339 |
| U.S. Government securities | $30,369,000 | 2,227 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $30,369,000 | 2,132 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $17,632,000 | 418 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $17,632,000 | 292 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $1,496,000 | 438 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,886 |
| Mortgage-backed securities | $18,387,000 | 2,041 |
| Certificates of participation in pools of residential mortgages | $7,603,000 | 2,452 |
| Issued or guaranteed by U.S. | $7,603,000 | 2,451 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $5,591,000 | 1,476 |
| CMOs issued by government agencies or sponsored agencies | $5,591,000 | 1,425 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $5,193,000 | 691 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $5,193,000 | 426 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $49,497,000 | 2,151 |
| Total debt securities | $48,001,000 | 2,374 |
| 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 | $44,385,000 | 2,560 |
| U.S. Government securities | $31,442,000 | 2,217 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $31,442,000 | 2,121 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $11,447,000 | 547 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $11,447,000 | 402 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $1,496,000 | 437 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,931 |
| Mortgage-backed securities | $19,156,000 | 2,029 |
| Certificates of participation in pools of residential mortgages | $8,036,000 | 2,430 |
| Issued or guaranteed by U.S. | $8,036,000 | 2,429 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,926,000 | 1,462 |
| CMOs issued by government agencies or sponsored agencies | $5,926,000 | 1,407 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $5,194,000 | 675 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $5,194,000 | 420 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $44,385,000 | 2,349 |
| Total debt securities | $42,889,000 | 2,595 |
| 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 | $25,629,000 | 3,491 |
| U.S. Government securities | $23,241,000 | 2,690 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $23,241,000 | 2,581 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $900,000 | 1,639 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $900,000 | 1,354 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $1,488,000 | 434 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $14,778,000 | 2,376 |
| Certificates of participation in pools of residential mortgages | $8,725,000 | 2,390 |
| Issued or guaranteed by U.S. | $8,725,000 | 2,389 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $894,000 | 2,526 |
| CMOs issued by government agencies or sponsored agencies | $894,000 | 2,460 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $5,159,000 | 670 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $5,159,000 | 418 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $25,629,000 | 3,207 |
| Total debt securities | $24,141,000 | 3,554 |
| 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 | $26,790,000 | 3,409 |
| U.S. Government securities | $24,397,000 | 2,605 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $24,397,000 | 2,490 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $905,000 | 1,646 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $905,000 | 1,352 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $1,488,000 | 436 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $15,506,000 | 2,315 |
| Certificates of participation in pools of residential mortgages | $9,322,000 | 2,316 |
| Issued or guaranteed by U.S. | $9,322,000 | 2,313 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,038,000 | 2,474 |
| CMOs issued by government agencies or sponsored agencies | $1,038,000 | 2,401 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $5,146,000 | 645 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $5,146,000 | 406 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $26,790,000 | 3,121 |
| Total debt securities | $25,303,000 | 3,478 |
| 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 | $28,498,000 | 3,294 |
| U.S. Government securities | $26,095,000 | 2,506 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $26,095,000 | 2,406 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $868,000 | 1,657 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $868,000 | 1,360 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $1,535,000 | 444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $17,015,000 | 2,202 |
| Certificates of participation in pools of residential mortgages | $10,090,000 | 2,249 |
| Issued or guaranteed by U.S. | $10,090,000 | 2,247 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,487,000 | 2,341 |
| CMOs issued by government agencies or sponsored agencies | $1,487,000 | 2,276 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $5,438,000 | 599 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $5,438,000 | 383 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $28,498,000 | 3,020 |
| Total debt securities | $26,963,000 | 3,370 |
| 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 | $20,770,000 | 3,878 |
| U.S. Government securities | $18,891,000 | 3,051 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $18,891,000 | 2,932 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $820,000 | 1,704 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $820,000 | 1,382 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $1,059,000 | 515 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,199 |
| Mortgage-backed securities | $18,687,000 | 2,128 |
| Certificates of participation in pools of residential mortgages | $9,588,000 | 2,363 |
| Issued or guaranteed by U.S. | $9,588,000 | 2,359 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,652,000 | 1,818 |
| CMOs issued by government agencies or sponsored agencies | $3,652,000 | 1,751 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $5,447,000 | 571 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $5,447,000 | 371 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $20,770,000 | 3,566 |
| Total debt securities | $19,710,000 | 3,922 |
| 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 | $17,196,000 | 4,198 |
| U.S. Government securities | $15,356,000 | 3,435 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $15,356,000 | 3,320 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $780,000 | 1,738 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $780,000 | 1,402 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $1,060,000 | 508 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,588,000 | 3,592 |
| Mortgage-backed securities | $15,126,000 | 2,376 |
| Certificates of participation in pools of residential mortgages | $10,192,000 | 2,323 |
| Issued or guaranteed by U.S. | $10,192,000 | 2,322 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,934,000 | 1,639 |
| CMOs issued by government agencies or sponsored agencies | $4,934,000 | 1,567 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $17,196,000 | 3,860 |
| Total debt securities | $16,135,000 | 4,265 |
| 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 | $25,723,000 | 3,620 |
| U.S. Government securities | $23,854,000 | 2,795 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $23,854,000 | 2,694 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $890,000 | 1,701 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $890,000 | 1,377 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $979,000 | 558 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,874,000 | 3,760 |
| Mortgage-backed securities | $23,566,000 | 1,895 |
| Certificates of participation in pools of residential mortgages | $10,640,000 | 2,261 |
| Issued or guaranteed by U.S. | $10,640,000 | 2,259 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $12,926,000 | 1,034 |
| CMOs issued by government agencies or sponsored agencies | $12,926,000 | 980 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $25,723,000 | 3,316 |
| Total debt securities | $24,743,000 | 3,659 |
| 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 | $31,016,000 | 3,348 |
| U.S. Government securities | $29,044,000 | 2,527 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $29,044,000 | 2,440 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $925,000 | 1,691 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $925,000 | 1,361 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $1,047,000 | 530 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,326,000 | 3,525 |
| Mortgage-backed securities | $28,733,000 | 1,676 |
| Certificates of participation in pools of residential mortgages | $14,672,000 | 1,913 |
| Issued or guaranteed by U.S. | $14,672,000 | 1,912 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $14,061,000 | 999 |
| CMOs issued by government agencies or sponsored agencies | $14,061,000 | 948 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $31,016,000 | 3,063 |
| Total debt securities | $29,970,000 | 3,391 |
| 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 | $49,369,000 | 2,552 |
| U.S. Government securities | $42,485,000 | 2,006 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $42,485,000 | 1,928 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $837,000 | 1,736 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $837,000 | 1,392 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $6,047,000 | 194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,995,000 | 3,827 |
| Mortgage-backed securities | $42,150,000 | 1,334 |
| Certificates of participation in pools of residential mortgages | $25,951,000 | 1,348 |
| Issued or guaranteed by U.S. | $25,951,000 | 1,348 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $16,199,000 | 947 |
| CMOs issued by government agencies or sponsored agencies | $16,199,000 | 896 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $5,615,000 | 1,316 |
| Available-for-sale securities (fair market value) | $43,754,000 | 2,517 |
| Total debt securities | $43,322,000 | 2,745 |
| 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 | $52,515,000 | 2,467 |
| U.S. Government securities | $45,648,000 | 1,952 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $45,648,000 | 1,868 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $820,000 | 1,779 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $820,000 | 1,424 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $6,047,000 | 204 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,796,000 | 3,704 |
| Mortgage-backed securities | $45,290,000 | 1,281 |
| Certificates of participation in pools of residential mortgages | $26,776,000 | 1,319 |
| Issued or guaranteed by U.S. | $26,776,000 | 1,319 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $18,514,000 | 900 |
| CMOs issued by government agencies or sponsored agencies | $18,514,000 | 858 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $5,795,000 | 1,323 |
| Available-for-sale securities (fair market value) | $46,720,000 | 2,446 |
| Total debt securities | $46,467,000 | 2,668 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $55,125,000 | 2,405 |
| U.S. Government securities | $48,278,000 | 1,869 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $48,278,000 | 1,800 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $800,000 | 1,797 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $800,000 | 1,442 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $6,047,000 | 203 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,449,000 | 3,623 |
| Mortgage-backed securities | $47,897,000 | 1,252 |
| Certificates of participation in pools of residential mortgages | $27,471,000 | 1,323 |
| Issued or guaranteed by U.S. | $27,471,000 | 1,321 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $20,426,000 | 863 |
| CMOs issued by government agencies or sponsored agencies | $20,426,000 | 820 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $5,952,000 | 1,333 |
| Available-for-sale securities (fair market value) | $49,173,000 | 2,392 |
| Total debt securities | $49,079,000 | 2,605 |
| 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 | $58,070,000 | 2,362 |
| U.S. Government securities | $51,163,000 | 1,820 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $51,163,000 | 1,751 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $860,000 | 1,836 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $860,000 | 1,464 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $6,047,000 | 207 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,293,000 | 3,515 |
| Mortgage-backed securities | $50,759,000 | 1,215 |
| Certificates of participation in pools of residential mortgages | $28,242,000 | 1,333 |
| Issued or guaranteed by U.S. | $28,242,000 | 1,333 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $22,517,000 | 826 |
| CMOs issued by government agencies or sponsored agencies | $22,517,000 | 784 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $6,244,000 | 1,322 |
| Available-for-sale securities (fair market value) | $51,826,000 | 2,331 |
| Total debt securities | $52,024,000 | 2,546 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $50,948,000 | 2,628 |
| U.S. Government securities | $41,013,000 | 2,208 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $41,013,000 | 2,132 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $8,889,000 | 666 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $8,889,000 | 460 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $1,046,000 | 570 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,893,000 | 3,810 |
| Mortgage-backed securities | $40,585,000 | 1,482 |
| Certificates of participation in pools of residential mortgages | $31,207,000 | 1,274 |
| Issued or guaranteed by U.S. | $31,207,000 | 1,274 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $9,378,000 | 1,405 |
| CMOs issued by government agencies or sponsored agencies | $9,378,000 | 1,334 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $6,410,000 | 1,334 |
| Available-for-sale securities (fair market value) | $44,538,000 | 2,637 |
| Total debt securities | $49,901,000 | 2,639 |
| Structured notes | ||
| Amortized cost | $4,982,000 | 747 |
| Fair value | $5,033,000 | 707 |
| 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 | $48,908,000 | 2,730 |
| U.S. Government securities | $38,037,000 | 2,365 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $38,037,000 | 2,301 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $9,824,000 | 651 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $9,824,000 | 443 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $1,047,000 | 569 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,509,000 | 3,710 |
| Mortgage-backed securities | $37,566,000 | 1,562 |
| Certificates of participation in pools of residential mortgages | $26,837,000 | 1,429 |
| Issued or guaranteed by U.S. | $26,837,000 | 1,428 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $10,729,000 | 1,305 |
| CMOs issued by government agencies or sponsored agencies | $10,729,000 | 1,247 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $6,547,000 | 1,315 |
| Available-for-sale securities (fair market value) | $42,361,000 | 2,748 |
| Total debt securities | $47,861,000 | 2,748 |
| Structured notes | ||
| Amortized cost | $5,981,000 | 658 |
| Fair value | $6,003,000 | 628 |
| 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 | $51,584,000 | 2,611 |
| U.S. Government securities | $39,803,000 | 2,254 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $39,803,000 | 2,189 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $10,735,000 | 653 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $10,735,000 | 433 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $1,046,000 | 583 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,755,000 | 5,140 |
| Mortgage-backed securities | $39,307,000 | 1,519 |
| Certificates of participation in pools of residential mortgages | $27,394,000 | 1,427 |
| Issued or guaranteed by U.S. | $27,394,000 | 1,427 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $11,913,000 | 1,239 |
| CMOs issued by government agencies or sponsored agencies | $11,913,000 | 1,175 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $6,859,000 | 1,272 |
| Available-for-sale securities (fair market value) | $44,725,000 | 2,648 |
| Total debt securities | $50,538,000 | 2,635 |
| Structured notes | ||
| Amortized cost | $6,980,000 | 575 |
| Fair value | $6,894,000 | 554 |
| 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 | $54,325,000 | 2,530 |
| U.S. Government securities | $42,612,000 | 2,161 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $42,612,000 | 2,103 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $10,677,000 | 677 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $10,677,000 | 450 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $1,036,000 | 604 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,898,000 | 5,137 |
| Mortgage-backed securities | $42,051,000 | 1,457 |
| Certificates of participation in pools of residential mortgages | $28,559,000 | 1,385 |
| Issued or guaranteed by U.S. | $28,559,000 | 1,382 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $13,492,000 | 1,180 |
| CMOs issued by government agencies or sponsored agencies | $13,492,000 | 1,113 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $7,003,000 | 1,233 |
| Available-for-sale securities (fair market value) | $47,322,000 | 2,568 |
| Total debt securities | $53,290,000 | 2,543 |
| Structured notes | ||
| Amortized cost | $6,979,000 | 566 |
| Fair value | $6,895,000 | 552 |
| 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 | $39,062,000 | 3,173 |
| U.S. Government securities | $23,741,000 | 3,192 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $23,741,000 | 3,111 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $14,270,000 | 574 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $14,270,000 | 374 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $1,051,000 | 595 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,972,000 | 5,144 |
| Mortgage-backed securities | $23,171,000 | 2,168 |
| Certificates of participation in pools of residential mortgages | $22,483,000 | 1,639 |
| Issued or guaranteed by U.S. | $22,483,000 | 1,637 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $688,000 | 3,099 |
| CMOs issued by government agencies or sponsored agencies | $688,000 | 2,978 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $7,225,000 | 1,150 |
| Available-for-sale securities (fair market value) | $31,837,000 | 3,308 |
| Total debt securities | $38,012,000 | 3,203 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 481 |
| Fair value | $8,132,000 | 470 |
| 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 | $40,435,000 | 3,122 |
| U.S. Government securities | $25,145,000 | 3,110 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $25,145,000 | 3,037 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $14,240,000 | 571 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $14,240,000 | 372 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $1,050,000 | 604 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,056,000 | 5,157 |
| Mortgage-backed securities | $24,542,000 | 2,129 |
| Certificates of participation in pools of residential mortgages | $23,409,000 | 1,622 |
| Issued or guaranteed by U.S. | $23,409,000 | 1,621 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,133,000 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $1,133,000 | 2,823 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $7,491,000 | 1,097 |
| Available-for-sale securities (fair market value) | $32,944,000 | 3,283 |
| Total debt securities | $39,385,000 | 3,137 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 487 |
| Fair value | $8,119,000 | 483 |
| 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 | $43,506,000 | 2,934 |
| U.S. Government securities | $26,863,000 | 2,937 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $26,863,000 | 2,871 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $14,153,000 | 564 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $14,153,000 | 364 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $2,490,000 | 405 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,112,000 | 5,157 |
| Mortgage-backed securities | $26,225,000 | 2,046 |
| Certificates of participation in pools of residential mortgages | $24,682,000 | 1,541 |
| Issued or guaranteed by U.S. | $24,682,000 | 1,539 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,543,000 | 2,814 |
| CMOs issued by government agencies or sponsored agencies | $1,543,000 | 2,703 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $7,946,000 | 1,073 |
| Available-for-sale securities (fair market value) | $35,560,000 | 3,083 |
| Total debt securities | $41,015,000 | 3,041 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 499 |
| Fair value | $8,098,000 | 497 |
| 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 | $52,314,000 | 2,569 |
| U.S. Government securities | $28,917,000 | 2,868 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $28,917,000 | 2,811 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $16,402,000 | 528 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $16,402,000 | 341 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $6,995,000 | 201 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,176,000 | 5,196 |
| Mortgage-backed securities | $28,250,000 | 2,066 |
| Certificates of participation in pools of residential mortgages | $25,885,000 | 1,553 |
| Issued or guaranteed by U.S. | $25,885,000 | 1,551 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $2,365,000 | 2,654 |
| CMOs issued by government agencies or sponsored agencies | $2,365,000 | 2,550 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $8,271,000 | 1,070 |
| Available-for-sale securities (fair market value) | $44,043,000 | 2,717 |
| Total debt securities | $45,317,000 | 2,852 |
| Structured notes | ||
| Amortized cost | $10,774,000 | 409 |
| Fair value | $10,490,000 | 419 |
| 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 | $53,693,000 | 2,537 |
| U.S. Government securities | $31,663,000 | 2,737 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $31,663,000 | 2,680 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $16,909,000 | 519 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $16,909,000 | 333 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $5,121,000 | 242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,357,000 | 5,195 |
| Mortgage-backed securities | $30,964,000 | 1,959 |
| Certificates of participation in pools of residential mortgages | $27,230,000 | 1,523 |
| Issued or guaranteed by U.S. | $27,230,000 | 1,521 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,734,000 | 2,353 |
| CMOs issued by government agencies or sponsored agencies | $3,734,000 | 2,245 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $8,534,000 | 1,054 |
| Available-for-sale securities (fair market value) | $45,159,000 | 2,673 |
| Total debt securities | $48,572,000 | 2,719 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $54,971,000 | 2,489 |
| U.S. Government securities | $34,246,000 | 2,628 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $34,246,000 | 2,574 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $17,199,000 | 514 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $2,000 | 127 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $17,197,000 | 328 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $3,526,000 | 308 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,365,000 | 5,216 |
| Mortgage-backed securities | $33,530,000 | 1,853 |
| Certificates of participation in pools of residential mortgages | $28,517,000 | 1,444 |
| Issued or guaranteed by U.S. | $28,517,000 | 1,440 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $5,011,000 | 2,145 |
| CMOs issued by government agencies or sponsored agencies | $5,011,000 | 2,040 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $2,000 | 635 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $2,000 | 261 |
| Held to maturity securities (book value) | $9,099,000 | 1,034 |
| Available-for-sale securities (fair market value) | $45,872,000 | 2,623 |
| Total debt securities | $51,446,000 | 2,588 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $50,287,000 | 2,576 |
| U.S. Government securities | $32,610,000 | 2,635 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $32,610,000 | 2,576 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $16,638,000 | 543 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $7,000 | 106 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $16,631,000 | 323 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $1,039,000 | 551 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,399,000 | 4,966 |
| Mortgage-backed securities | $31,871,000 | 1,858 |
| Certificates of participation in pools of residential mortgages | $24,951,000 | 1,511 |
| Issued or guaranteed by U.S. | $24,951,000 | 1,508 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $6,913,000 | 1,858 |
| CMOs issued by government agencies or sponsored agencies | $6,913,000 | 1,697 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $7,000 | 536 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $7,000 | 208 |
| Held to maturity securities (book value) | $5,112,000 | 1,361 |
| Available-for-sale securities (fair market value) | $45,175,000 | 2,577 |
| Total debt securities | $49,246,000 | 2,598 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $55,564,000 | 2,330 |
| U.S. Government securities | $37,500,000 | 2,298 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $37,500,000 | 2,229 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $17,025,000 | 524 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $12,000 | 89 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $1,000 | 322 |
| Other domestic debt securities - All other | $17,012,000 | 298 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $1,039,000 | 571 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,786,000 | 3,753 |
| Mortgage-backed securities | $36,119,000 | 1,627 |
| Certificates of participation in pools of residential mortgages | $26,618,000 | 1,391 |
| Issued or guaranteed by U.S. | $26,618,000 | 1,386 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $9,489,000 | 1,625 |
| CMOs issued by government agencies or sponsored agencies | $9,489,000 | 1,465 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $12,000 | 474 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $12,000 | 174 |
| Held to maturity securities (book value) | $5,607,000 | 1,320 |
| Available-for-sale securities (fair market value) | $49,957,000 | 2,299 |
| Total debt securities | $54,524,000 | 2,346 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $62,665,000 | 2,112 |
| U.S. Government securities | $42,245,000 | 2,111 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $42,245,000 | 2,052 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $19,379,000 | 472 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $16,000 | 83 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $19,363,000 | 253 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $1,041,000 | 560 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,882,000 | 3,403 |
| Mortgage-backed securities | $40,791,000 | 1,448 |
| Certificates of participation in pools of residential mortgages | $28,006,000 | 1,299 |
| Issued or guaranteed by U.S. | $28,006,000 | 1,293 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $12,769,000 | 1,362 |
| CMOs issued by government agencies or sponsored agencies | $12,769,000 | 1,193 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $16,000 | 457 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $16,000 | 153 |
| Held to maturity securities (book value) | $5,703,000 | 1,354 |
| Available-for-sale securities (fair market value) | $56,962,000 | 2,070 |
| Total debt securities | $61,624,000 | 2,128 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $103,988,000 | 1,350 |
| U.S. Government securities | $79,007,000 | 1,260 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $79,007,000 | 1,214 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $23,940,000 | 414 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $2,163,000 | 53 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $21,777,000 | 224 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $1,041,000 | 566 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,122,000 | 3,560 |
| Mortgage-backed securities | $79,597,000 | 833 |
| Certificates of participation in pools of residential mortgages | $29,273,000 | 1,223 |
| Issued or guaranteed by U.S. | $29,273,000 | 1,218 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $48,161,000 | 583 |
| CMOs issued by government agencies or sponsored agencies | $48,161,000 | 499 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $2,163,000 | 200 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $2,163,000 | 86 |
| Held to maturity securities (book value) | $5,755,000 | 1,345 |
| Available-for-sale securities (fair market value) | $98,233,000 | 1,278 |
| Total debt securities | $102,948,000 | 1,342 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $134,608,000 | 1,019 |
| U.S. Government securities | $95,893,000 | 991 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $95,893,000 | 949 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $37,676,000 | 323 |
| Privately issued residential mortgage-backed securities | $234,000 | 1,191 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $37,442,000 | 148 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $1,039,000 | 565 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,730,000 | 3,413 |
| Mortgage-backed securities | $96,127,000 | 690 |
| Certificates of participation in pools of residential mortgages | $28,027,000 | 1,223 |
| Issued or guaranteed by U.S. | $27,793,000 | 1,221 |
| Privately issued | $234,000 | 110 |
| Collaterized mortgage obligations | $68,100,000 | 430 |
| CMOs issued by government agencies or sponsored agencies | $68,100,000 | 367 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $2,708,000 | 1,740 |
| Available-for-sale securities (fair market value) | $131,900,000 | 920 |
| Total debt securities | $133,568,000 | 1,017 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $141,480,000 | 948 |
| U.S. Government securities | $111,383,000 | 850 |
| U.S. Treasury securities | $9,200,000 | 323 |
| U.S. Government agency obligations | $102,183,000 | 875 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $30,058,000 | 375 |
| Privately issued residential mortgage-backed securities | $2,164,000 | 771 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $27,894,000 | 181 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $39,000 | 1,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,083,000 | 3,202 |
| Mortgage-backed securities | $104,347,000 | 634 |
| Certificates of participation in pools of residential mortgages | $41,901,000 | 834 |
| Issued or guaranteed by U.S. | $39,737,000 | 871 |
| Privately issued | $2,164,000 | 66 |
| Collaterized mortgage obligations | $62,446,000 | 466 |
| CMOs issued by government agencies or sponsored agencies | $62,446,000 | 391 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $141,480,000 | 836 |
| Total debt securities | $141,442,000 | 938 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $147,247,000 | 900 |
| U.S. Government securities | $116,153,000 | 829 |
| U.S. Treasury securities | $9,238,000 | 309 |
| U.S. Government agency obligations | $106,915,000 | 853 |
| Securities issued by states & political subdivisions | $130,000 | 5,643 |
| Other domestic debt securities | $30,925,000 | 371 |
| Privately issued residential mortgage-backed securities | $2,297,000 | 791 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $28,628,000 | 168 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $39,000 | 1,211 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,013,000 | 3,077 |
| Mortgage-backed securities | $109,212,000 | 596 |
| Certificates of participation in pools of residential mortgages | $53,726,000 | 681 |
| Issued or guaranteed by U.S. | $51,429,000 | 699 |
| Privately issued | $2,297,000 | 66 |
| Collaterized mortgage obligations | $55,486,000 | 494 |
| CMOs issued by government agencies or sponsored agencies | $55,486,000 | 404 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $130,000 | 2,879 |
| Available-for-sale securities (fair market value) | $147,117,000 | 798 |
| Total debt securities | $147,209,000 | 891 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $135,951,000 | 966 |
| U.S. Government securities | $105,417,000 | 885 |
| U.S. Treasury securities | $19,107,000 | 198 |
| U.S. Government agency obligations | $86,310,000 | 1,048 |
| Securities issued by states & political subdivisions | $130,000 | 5,669 |
| Other domestic debt securities | $30,365,000 | 386 |
| Privately issued residential mortgage-backed securities | $2,458,000 | 808 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $27,907,000 | 174 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $39,000 | 1,281 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,894,000 | 3,032 |
| Mortgage-backed securities | $83,793,000 | 756 |
| Certificates of participation in pools of residential mortgages | $57,007,000 | 678 |
| Issued or guaranteed by U.S. | $54,549,000 | 697 |
| Privately issued | $2,458,000 | 68 |
| Collaterized mortgage obligations | $26,786,000 | 785 |
| CMOs issued by government agencies or sponsored agencies | $26,786,000 | 654 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $130,000 | 2,937 |
| Available-for-sale securities (fair market value) | $135,821,000 | 844 |
| Total debt securities | $135,912,000 | 955 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $110,905,000 | 1,163 |
| U.S. Government securities | $95,238,000 | 950 |
| U.S. Treasury securities | $9,346,000 | 267 |
| U.S. Government agency obligations | $85,892,000 | 1,022 |
| Securities issued by states & political subdivisions | $130,000 | 5,703 |
| Other domestic debt securities | $15,498,000 | 618 |
| Privately issued residential mortgage-backed securities | $2,638,000 | 814 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $12,860,000 | 288 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $39,000 | 1,314 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,106,000 | 2,571 |
| Mortgage-backed securities | $84,560,000 | 755 |
| Certificates of participation in pools of residential mortgages | $55,119,000 | 724 |
| Issued or guaranteed by U.S. | $52,481,000 | 751 |
| Privately issued | $2,638,000 | 63 |
| Collaterized mortgage obligations | $29,441,000 | 741 |
| CMOs issued by government agencies or sponsored agencies | $29,441,000 | 588 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $130,000 | 2,990 |
| Available-for-sale securities (fair market value) | $110,775,000 | 1,027 |
| Total debt securities | $110,866,000 | 1,146 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $85,712,000 | 1,488 |
| U.S. Government securities | $52,598,000 | 1,643 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $52,598,000 | 1,594 |
| Securities issued by states & political subdivisions | $130,000 | 5,736 |
| Other domestic debt securities | $32,945,000 | 414 |
| Privately issued residential mortgage-backed securities | $412,000 | 1,367 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $32,533,000 | 160 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $39,000 | 1,409 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,542,000 | 2,715 |
| Mortgage-backed securities | $38,027,000 | 1,509 |
| Certificates of participation in pools of residential mortgages | $21,563,000 | 1,637 |
| Issued or guaranteed by U.S. | $21,151,000 | 1,662 |
| Privately issued | $412,000 | 123 |
| Collaterized mortgage obligations | $16,464,000 | 1,049 |
| CMOs issued by government agencies or sponsored agencies | $16,464,000 | 839 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $130,000 | 3,077 |
| Available-for-sale securities (fair market value) | $85,582,000 | 1,298 |
| Total debt securities | $85,674,000 | 1,465 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $78,370,000 | 1,589 |
| U.S. Government securities | $39,225,000 | 2,097 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $39,225,000 | 2,050 |
| Securities issued by states & political subdivisions | $130,000 | 5,786 |
| Other domestic debt securities | $38,977,000 | 383 |
| Privately issued residential mortgage-backed securities | $449,000 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $38,528,000 | 149 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $38,000 | 1,406 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,974,000 | 2,591 |
| Mortgage-backed securities | $34,751,000 | 1,627 |
| Certificates of participation in pools of residential mortgages | $16,904,000 | 2,005 |
| Issued or guaranteed by U.S. | $16,455,000 | 2,034 |
| Privately issued | $449,000 | 128 |
| Collaterized mortgage obligations | $17,847,000 | 979 |
| CMOs issued by government agencies or sponsored agencies | $17,847,000 | 766 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $130,000 | 3,122 |
| Available-for-sale securities (fair market value) | $78,240,000 | 1,388 |
| Total debt securities | $78,329,000 | 1,562 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $56,024,000 | 2,099 |
| U.S. Government securities | $44,983,000 | 1,863 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $44,983,000 | 1,821 |
| Securities issued by states & political subdivisions | $130,000 | 5,734 |
| Other domestic debt securities | $10,873,000 | 823 |
| Privately issued residential mortgage-backed securities | $480,000 | 1,374 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,393,000 | 369 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $38,000 | 1,415 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,251,000 | 3,901 |
| Mortgage-backed securities | $36,490,000 | 1,580 |
| Certificates of participation in pools of residential mortgages | $10,731,000 | 2,667 |
| Issued or guaranteed by U.S. | $10,251,000 | 2,719 |
| Privately issued | $480,000 | 134 |
| Collaterized mortgage obligations | $25,759,000 | 770 |
| CMOs issued by government agencies or sponsored agencies | $25,759,000 | 570 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $130,000 | 3,165 |
| Available-for-sale securities (fair market value) | $55,894,000 | 1,850 |
| Total debt securities | $55,986,000 | 2,081 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $54,633,000 | 2,145 |
| U.S. Government securities | $39,860,000 | 2,095 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $39,860,000 | 2,047 |
| Securities issued by states & political subdivisions | $130,000 | 5,698 |
| Other domestic debt securities | $14,643,000 | 656 |
| Privately issued residential mortgage-backed securities | $523,000 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,120,000 | 290 |
| 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 | $7,285,000 | 3,942 |
| Mortgage-backed securities | $27,389,000 | 1,897 |
| Certificates of participation in pools of residential mortgages | $2,270,000 | 4,625 |
| Issued or guaranteed by U.S. | $1,747,000 | 4,838 |
| Privately issued | $523,000 | 129 |
| Collaterized mortgage obligations | $25,119,000 | 752 |
| CMOs issued by government agencies or sponsored agencies | $25,119,000 | 561 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $130,000 | 3,198 |
| Available-for-sale securities (fair market value) | $54,503,000 | 1,888 |
| Total debt securities | $54,635,000 | 2,113 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $59,945,000 | 1,938 |
| U.S. Government securities | $43,086,000 | 1,895 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $43,086,000 | 1,857 |
| Securities issued by states & political subdivisions | $130,000 | 5,718 |
| Other domestic debt securities | $16,690,000 | 596 |
| Privately issued residential mortgage-backed securities | $548,000 | 1,274 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,142,000 | 258 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $39,000 | 1,568 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,590,000 | 1,313 |
| Mortgage-backed securities | $27,340,000 | 1,807 |
| Certificates of participation in pools of residential mortgages | $2,353,000 | 4,549 |
| Issued or guaranteed by U.S. | $1,805,000 | 4,781 |
| Privately issued | $548,000 | 127 |
| Collaterized mortgage obligations | $24,987,000 | 719 |
| CMOs issued by government agencies or sponsored agencies | $24,987,000 | 523 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $130,000 | 3,216 |
| Available-for-sale securities (fair market value) | $59,815,000 | 1,703 |
| Total debt securities | $59,906,000 | 1,915 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $62,363,000 | 1,905 |
| U.S. Government securities | $44,036,000 | 1,880 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $44,036,000 | 1,841 |
| Securities issued by states & political subdivisions | $130,000 | 5,770 |
| Other domestic debt securities | $18,159,000 | 595 |
| Privately issued residential mortgage-backed securities | $590,000 | 1,249 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,569,000 | 278 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $38,000 | 1,786 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,758,000 | 1,278 |
| Mortgage-backed securities | $28,461,000 | 1,742 |
| Certificates of participation in pools of residential mortgages | $2,547,000 | 4,479 |
| Issued or guaranteed by U.S. | $1,957,000 | 4,703 |
| Privately issued | $590,000 | 134 |
| Collaterized mortgage obligations | $25,914,000 | 685 |
| CMOs issued by government agencies or sponsored agencies | $25,914,000 | 502 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $130,000 | 3,225 |
| Available-for-sale securities (fair market value) | $62,233,000 | 1,665 |
| Total debt securities | $62,323,000 | 1,874 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $65,549,000 | 1,806 |
| U.S. Government securities | $47,610,000 | 1,739 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $47,610,000 | 1,707 |
| Securities issued by states & political subdivisions | $130,000 | 5,772 |
| Other domestic debt securities | $17,771,000 | 587 |
| Privately issued residential mortgage-backed securities | $633,000 | 1,216 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,138,000 | 285 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $38,000 | 1,758 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,109,000 | 1,145 |
| Mortgage-backed securities | $30,446,000 | 1,587 |
| Certificates of participation in pools of residential mortgages | $2,894,000 | 4,242 |
| Issued or guaranteed by U.S. | $2,261,000 | 4,477 |
| Privately issued | $633,000 | 136 |
| Collaterized mortgage obligations | $27,552,000 | 648 |
| CMOs issued by government agencies or sponsored agencies | $27,552,000 | 471 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $130,000 | 3,275 |
| Available-for-sale securities (fair market value) | $65,419,000 | 1,600 |
| Total debt securities | $65,510,000 | 1,771 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $74,404,000 | 1,590 |
| U.S. Government securities | $55,067,000 | 1,524 |
| U.S. Treasury securities | $2,010,000 | 559 |
| U.S. Government agency obligations | $53,057,000 | 1,539 |
| Securities issued by states & political subdivisions | $1,285,000 | 4,675 |
| Other domestic debt securities | $18,015,000 | 547 |
| Privately issued residential mortgage-backed securities | $666,000 | 1,110 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,349,000 | 279 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $37,000 | 1,716 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,566,000 | 1,225 |
| Mortgage-backed securities | $31,316,000 | 1,395 |
| Certificates of participation in pools of residential mortgages | $3,160,000 | 3,844 |
| Issued or guaranteed by U.S. | $2,494,000 | 4,104 |
| Privately issued | $666,000 | 128 |
| Collaterized mortgage obligations | $28,156,000 | 599 |
| CMOs issued by government agencies or sponsored agencies | $28,156,000 | 443 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,285,000 | 2,545 |
| Available-for-sale securities (fair market value) | $73,119,000 | 1,409 |
| Total debt securities | $74,367,000 | 1,552 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $80,829,000 | 1,472 |
| U.S. Government securities | $61,270,000 | 1,386 |
| U.S. Treasury securities | $1,940,000 | 625 |
| U.S. Government agency obligations | $59,330,000 | 1,409 |
| Securities issued by states & political subdivisions | $1,292,000 | 4,667 |
| Other domestic debt securities | $18,230,000 | 516 |
| Privately issued residential mortgage-backed securities | $686,000 | 1,068 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,544,000 | 267 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $37,000 | 1,652 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,818,000 | 1,443 |
| Mortgage-backed securities | $33,637,000 | 1,234 |
| Certificates of participation in pools of residential mortgages | $5,065,000 | 3,053 |
| Issued or guaranteed by U.S. | $4,379,000 | 3,225 |
| Privately issued | $686,000 | 125 |
| Collaterized mortgage obligations | $28,572,000 | 570 |
| CMOs issued by government agencies or sponsored agencies | $28,572,000 | 427 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,292,000 | 2,594 |
| Available-for-sale securities (fair market value) | $79,537,000 | 1,299 |
| Total debt securities | $80,792,000 | 1,437 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $83,266,000 | 1,427 |
| U.S. Government securities | $63,168,000 | 1,354 |
| U.S. Treasury securities | $1,870,000 | 708 |
| U.S. Government agency obligations | $61,298,000 | 1,362 |
| Securities issued by states & political subdivisions | $1,299,000 | 4,673 |
| Other domestic debt securities | $18,762,000 | 497 |
| Privately issued residential mortgage-backed securities | $731,000 | 1,009 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,031,000 | 252 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $37,000 | 1,684 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,476,000 | 1,203 |
| Mortgage-backed securities | $34,939,000 | 1,178 |
| Certificates of participation in pools of residential mortgages | $5,312,000 | 2,914 |
| Issued or guaranteed by U.S. | $4,581,000 | 3,111 |
| Privately issued | $731,000 | 132 |
| Collaterized mortgage obligations | $29,627,000 | 558 |
| CMOs issued by government agencies or sponsored agencies | $29,627,000 | 426 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,299,000 | 2,629 |
| Available-for-sale securities (fair market value) | $81,967,000 | 1,262 |
| Total debt securities | $83,229,000 | 1,402 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $87,765,000 | 1,361 |
| U.S. Government securities | $66,481,000 | 1,298 |
| U.S. Treasury securities | $1,890,000 | 766 |
| U.S. Government agency obligations | $64,591,000 | 1,300 |
| Securities issued by states & political subdivisions | $1,306,000 | 4,699 |
| Other domestic debt securities | $19,942,000 | 480 |
| Privately issued residential mortgage-backed securities | $768,000 | 973 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,174,000 | 245 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $36,000 | 1,713 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,135,000 | 1,193 |
| Mortgage-backed securities | $37,195,000 | 1,131 |
| Certificates of participation in pools of residential mortgages | $5,780,000 | 2,799 |
| Issued or guaranteed by U.S. | $5,012,000 | 2,977 |
| Privately issued | $768,000 | 134 |
| Collaterized mortgage obligations | $31,415,000 | 535 |
| CMOs issued by government agencies or sponsored agencies | $31,415,000 | 409 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,306,000 | 2,651 |
| Available-for-sale securities (fair market value) | $86,459,000 | 1,198 |
| Total debt securities | $87,728,000 | 1,331 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $98,792,000 | 1,257 |
| U.S. Government securities | $74,109,000 | 1,200 |
| U.S. Treasury securities | $1,895,000 | 803 |
| U.S. Government agency obligations | $72,214,000 | 1,202 |
| Securities issued by states & political subdivisions | $1,312,000 | 4,727 |
| Other domestic debt securities | $23,336,000 | 437 |
| Privately issued residential mortgage-backed securities | $802,000 | 941 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $22,534,000 | 226 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $35,000 | 1,768 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,115,000 | 2,104 |
| Mortgage-backed securities | $41,475,000 | 1,069 |
| Certificates of participation in pools of residential mortgages | $8,577,000 | 2,285 |
| Issued or guaranteed by U.S. | $7,775,000 | 2,380 |
| Privately issued | $802,000 | 122 |
| Collaterized mortgage obligations | $32,898,000 | 528 |
| CMOs issued by government agencies or sponsored agencies | $32,898,000 | 416 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,312,000 | 2,123 |
| Available-for-sale securities (fair market value) | $95,480,000 | 1,117 |
| Total debt securities | $98,757,000 | 1,224 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $103,673,000 | 1,211 |
| U.S. Government securities | $78,773,000 | 1,155 |
| U.S. Treasury securities | $1,873,000 | 843 |
| U.S. Government agency obligations | $76,900,000 | 1,142 |
| Securities issued by states & political subdivisions | $1,319,000 | 4,748 |
| Other domestic debt securities | $23,546,000 | 443 |
| Privately issued residential mortgage-backed securities | $832,000 | 916 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $22,714,000 | 229 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $35,000 | 1,801 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,864,000 | 2,126 |
| Mortgage-backed securities | $43,095,000 | 1,044 |
| Certificates of participation in pools of residential mortgages | $9,209,000 | 2,206 |
| Issued or guaranteed by U.S. | $8,377,000 | 2,314 |
| Privately issued | $832,000 | 131 |
| Collaterized mortgage obligations | $33,886,000 | 514 |
| CMOs issued by government agencies or sponsored agencies | $33,886,000 | 402 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,319,000 | 2,177 |
| Available-for-sale securities (fair market value) | $100,354,000 | 1,074 |
| Total debt securities | $103,637,000 | 1,183 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $105,161,000 | 1,187 |
| U.S. Government securities | $80,199,000 | 1,133 |
| U.S. Treasury securities | $1,798,000 | 896 |
| U.S. Government agency obligations | $78,401,000 | 1,120 |
| Securities issued by states & political subdivisions | $1,326,000 | 4,761 |
| Other domestic debt securities | $23,601,000 | 448 |
| Privately issued residential mortgage-backed securities | $846,000 | 893 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $22,755,000 | 238 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $35,000 | 1,835 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,697,000 | 2,024 |
| Mortgage-backed securities | $44,506,000 | 1,025 |
| Certificates of participation in pools of residential mortgages | $9,841,000 | 2,128 |
| Issued or guaranteed by U.S. | $8,995,000 | 2,227 |
| Privately issued | $846,000 | 126 |
| Collaterized mortgage obligations | $34,665,000 | 502 |
| CMOs issued by government agencies or sponsored agencies | $34,665,000 | 389 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,326,000 | 2,195 |
| Available-for-sale securities (fair market value) | $101,835,000 | 1,040 |
| Total debt securities | $105,127,000 | 1,157 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $107,656,000 | 1,163 |
| U.S. Government securities | $82,671,000 | 1,105 |
| U.S. Treasury securities | $1,837,000 | 945 |
| U.S. Government agency obligations | $80,834,000 | 1,091 |
| Securities issued by states & political subdivisions | $1,333,000 | 4,784 |
| Other domestic debt securities | $23,617,000 | 451 |
| Privately issued residential mortgage-backed securities | $894,000 | 880 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $22,723,000 | 250 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $35,000 | 1,872 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,035,000 | 1,484 |
| Mortgage-backed securities | $47,180,000 | 992 |
| Certificates of participation in pools of residential mortgages | $10,528,000 | 2,079 |
| Issued or guaranteed by U.S. | $9,634,000 | 2,186 |
| Privately issued | $894,000 | 123 |
| Collaterized mortgage obligations | $36,652,000 | 484 |
| CMOs issued by government agencies or sponsored agencies | $36,652,000 | 382 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,333,000 | 2,231 |
| Available-for-sale securities (fair market value) | $104,323,000 | 1,036 |
| Total debt securities | $107,621,000 | 1,136 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $107,274,000 | 1,171 |
| U.S. Government securities | $83,293,000 | 1,090 |
| U.S. Treasury securities | $1,908,000 | 953 |
| U.S. Government agency obligations | $81,385,000 | 1,074 |
| Securities issued by states & political subdivisions | $1,340,000 | 4,806 |
| Other domestic debt securities | $22,607,000 | 478 |
| Privately issued residential mortgage-backed securities | $914,000 | 840 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,693,000 | 266 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $34,000 | 1,891 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,543,000 | 1,746 |
| Mortgage-backed securities | $49,226,000 | 967 |
| Certificates of participation in pools of residential mortgages | $11,147,000 | 2,023 |
| Issued or guaranteed by U.S. | $10,233,000 | 2,113 |
| Privately issued | $914,000 | 119 |
| Collaterized mortgage obligations | $38,079,000 | 472 |
| CMOs issued by government agencies or sponsored agencies | $38,079,000 | 366 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,340,000 | 2,282 |
| Available-for-sale securities (fair market value) | $103,934,000 | 1,022 |
| Total debt securities | $107,238,000 | 1,141 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $113,297,000 | 1,088 |
| U.S. Government securities | $86,586,000 | 1,043 |
| U.S. Treasury securities | $1,918,000 | 945 |
| U.S. Government agency obligations | $84,668,000 | 1,027 |
| Securities issued by states & political subdivisions | $1,346,000 | 4,804 |
| Other domestic debt securities | $25,331,000 | 446 |
| Privately issued residential mortgage-backed securities | $990,000 | 803 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,341,000 | 243 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $34,000 | 1,894 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,601,000 | 3,261 |
| Mortgage-backed securities | $52,336,000 | 919 |
| Certificates of participation in pools of residential mortgages | $10,112,000 | 2,179 |
| Issued or guaranteed by U.S. | $9,122,000 | 2,311 |
| Privately issued | $990,000 | 121 |
| Collaterized mortgage obligations | $42,224,000 | 438 |
| CMOs issued by government agencies or sponsored agencies | $42,224,000 | 346 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,346,000 | 2,291 |
| Available-for-sale securities (fair market value) | $109,951,000 | 948 |
| Total debt securities | $113,263,000 | 1,064 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $121,123,000 | 1,020 |
| U.S. Government securities | $92,636,000 | 985 |
| U.S. Treasury securities | $1,974,000 | 963 |
| U.S. Government agency obligations | $90,662,000 | 969 |
| Securities issued by states & political subdivisions | $1,353,000 | 4,793 |
| Other domestic debt securities | $27,100,000 | 435 |
| Privately issued residential mortgage-backed securities | $1,054,000 | 771 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $26,046,000 | 226 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $34,000 | 1,920 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $987,000 | 6,480 |
| Mortgage-backed securities | $57,867,000 | 855 |
| Certificates of participation in pools of residential mortgages | $11,472,000 | 2,091 |
| Issued or guaranteed by U.S. | $10,418,000 | 2,195 |
| Privately issued | $1,054,000 | 117 |
| Collaterized mortgage obligations | $46,395,000 | 423 |
| CMOs issued by government agencies or sponsored agencies | $46,395,000 | 331 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,604,000 | 2,058 |
| Available-for-sale securities (fair market value) | $116,519,000 | 891 |
| Total debt securities | $121,088,000 | 998 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $121,648,000 | 1,036 |
| U.S. Government securities | $91,582,000 | 1,021 |
| U.S. Treasury securities | $1,898,000 | 1,065 |
| U.S. Government agency obligations | $89,684,000 | 1,005 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $30,033,000 | 411 |
| Privately issued residential mortgage-backed securities | $1,097,000 | 741 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $28,936,000 | 220 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $33,000 | 1,967 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,695,000 | 3,637 |
| Mortgage-backed securities | $55,995,000 | 921 |
| Certificates of participation in pools of residential mortgages | $13,974,000 | 1,887 |
| Issued or guaranteed by U.S. | $12,877,000 | 1,979 |
| Privately issued | $1,097,000 | 103 |
| Collaterized mortgage obligations | $42,021,000 | 456 |
| CMOs issued by government agencies or sponsored agencies | $42,021,000 | 365 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,615,000 | 2,089 |
| Available-for-sale securities (fair market value) | $117,033,000 | 915 |
| Total debt securities | $121,612,000 | 1,003 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $103,249,000 | 1,247 |
| U.S. Government securities | $77,576,000 | 1,194 |
| U.S. Treasury securities | $1,938,000 | 1,082 |
| U.S. Government agency obligations | $75,638,000 | 1,185 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $25,640,000 | 464 |
| Privately issued residential mortgage-backed securities | $1,142,000 | 736 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,498,000 | 269 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $33,000 | 2,014 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $978,000 | 6,548 |
| Mortgage-backed securities | $44,586,000 | 1,124 |
| Certificates of participation in pools of residential mortgages | $13,150,000 | 1,998 |
| Issued or guaranteed by U.S. | $12,008,000 | 2,110 |
| Privately issued | $1,142,000 | 102 |
| Collaterized mortgage obligations | $31,436,000 | 561 |
| CMOs issued by government agencies or sponsored agencies | $31,436,000 | 442 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,259,000 | 3,100 |
| Available-for-sale securities (fair market value) | $101,990,000 | 1,073 |
| Total debt securities | $103,215,000 | 1,211 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $108,183,000 | 1,192 |
| U.S. Government securities | $76,188,000 | 1,224 |
| U.S. Treasury securities | $1,951,000 | 1,072 |
| U.S. Government agency obligations | $74,237,000 | 1,203 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $31,962,000 | 398 |
| Privately issued residential mortgage-backed securities | $1,008,000 | 695 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $30,954,000 | 227 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $33,000 | 2,038 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,834,000 | 3,578 |
| Mortgage-backed securities | $42,319,000 | 1,176 |
| Certificates of participation in pools of residential mortgages | $11,366,000 | 2,183 |
| Issued or guaranteed by U.S. | $10,358,000 | 2,309 |
| Privately issued | $1,008,000 | 108 |
| Collaterized mortgage obligations | $30,953,000 | 563 |
| CMOs issued by government agencies or sponsored agencies | $30,953,000 | 457 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,263,000 | 3,143 |
| Available-for-sale securities (fair market value) | $106,920,000 | 1,018 |
| Total debt securities | $108,149,000 | 1,158 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $98,951,000 | 1,325 |
| U.S. Government securities | $75,513,000 | 1,253 |
| U.S. Treasury securities | $1,873,000 | 1,144 |
| U.S. Government agency obligations | $73,640,000 | 1,233 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $23,405,000 | 492 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,405,000 | 288 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $33,000 | 2,082 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,731,000 | 2,976 |
| Mortgage-backed securities | $43,504,000 | 1,158 |
| Certificates of participation in pools of residential mortgages | $14,215,000 | 1,915 |
| Issued or guaranteed by U.S. | $14,215,000 | 1,908 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $29,289,000 | 592 |
| CMOs issued by government agencies or sponsored agencies | $29,289,000 | 487 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,267,000 | 3,160 |
| Available-for-sale securities (fair market value) | $97,684,000 | 1,127 |
| Total debt securities | $98,916,000 | 1,292 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $104,099,000 | 1,270 |
| U.S. Government securities | $81,187,000 | 1,161 |
| U.S. Treasury securities | $1,988,000 | 1,091 |
| U.S. Government agency obligations | $79,199,000 | 1,146 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $22,879,000 | 528 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $22,879,000 | 319 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $33,000 | 2,097 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,894,000 | 3,282 |
| Mortgage-backed securities | $49,198,000 | 1,083 |
| Certificates of participation in pools of residential mortgages | $15,530,000 | 1,834 |
| Issued or guaranteed by U.S. | $15,530,000 | 1,825 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $33,668,000 | 564 |
| CMOs issued by government agencies or sponsored agencies | $33,668,000 | 467 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,271,000 | 3,159 |
| Available-for-sale securities (fair market value) | $102,828,000 | 1,099 |
| Total debt securities | $104,064,000 | 1,224 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $111,125,000 | 1,218 |
| U.S. Government securities | $89,851,000 | 1,110 |
| U.S. Treasury securities | $3,910,000 | 807 |
| U.S. Government agency obligations | $85,941,000 | 1,110 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $18,238,000 | 592 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,238,000 | 421 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $3,036,000 | 840 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,214,000 | 3,133 |
| Mortgage-backed securities | $50,451,000 | 1,067 |
| Certificates of participation in pools of residential mortgages | $11,724,000 | 2,217 |
| Issued or guaranteed by U.S. | $11,724,000 | 2,201 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $38,727,000 | 513 |
| CMOs issued by government agencies or sponsored agencies | $38,727,000 | 458 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,275,000 | 3,199 |
| Available-for-sale securities (fair market value) | $109,850,000 | 1,059 |
| Total debt securities | $108,090,000 | 1,219 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $109,934,000 | 1,208 |
| U.S. Government securities | $90,198,000 | 1,086 |
| U.S. Treasury securities | $3,956,000 | 788 |
| U.S. Government agency obligations | $86,242,000 | 1,095 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $19,703,000 | 580 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,703,000 | 420 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $33,000 | 2,208 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,696,000 | 2,966 |
| Mortgage-backed securities | $51,472,000 | 1,037 |
| Certificates of participation in pools of residential mortgages | $17,842,000 | 1,662 |
| Issued or guaranteed by U.S. | $17,842,000 | 1,652 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $33,630,000 | 559 |
| CMOs issued by government agencies or sponsored agencies | $33,630,000 | 510 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,279,000 | 3,244 |
| Available-for-sale securities (fair market value) | $108,655,000 | 1,041 |
| Total debt securities | $109,900,000 | 1,175 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $109,749,000 | 1,205 |
| U.S. Government securities | $82,402,000 | 1,139 |
| U.S. Treasury securities | $2,015,000 | 1,162 |
| U.S. Government agency obligations | $80,387,000 | 1,121 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $23,165,000 | 540 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,165,000 | 379 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $4,182,000 | 767 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,214,000 | 2,392 |
| Mortgage-backed securities | $52,802,000 | 1,021 |
| Certificates of participation in pools of residential mortgages | $12,418,000 | 2,103 |
| Issued or guaranteed by U.S. | $12,418,000 | 2,092 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $40,384,000 | 530 |
| CMOs issued by government agencies or sponsored agencies | $40,384,000 | 487 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,391,000 | 2,752 |
| Available-for-sale securities (fair market value) | $107,358,000 | 1,046 |
| Total debt securities | $105,566,000 | 1,197 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $109,947,000 | 1,172 |
| U.S. Government securities | $75,871,000 | 1,218 |
| U.S. Treasury securities | $2,008,000 | 1,200 |
| U.S. Government agency obligations | $73,863,000 | 1,195 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $24,859,000 | 511 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,859,000 | 350 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $9,217,000 | 467 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,413,000 | 2,161 |
| Mortgage-backed securities | $62,758,000 | 889 |
| Certificates of participation in pools of residential mortgages | $14,338,000 | 1,888 |
| Issued or guaranteed by U.S. | $14,338,000 | 1,882 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $48,420,000 | 484 |
| CMOs issued by government agencies or sponsored agencies | $48,420,000 | 433 |
| 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) | $5,250,000 | 2,079 |
| Available-for-sale securities (fair market value) | $104,697,000 | 1,039 |
| Total debt securities | $100,730,000 | 1,214 |
| 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 | $109,042,000 | 1,142 |
| U.S. Government securities | $75,941,000 | 1,193 |
| U.S. Treasury securities | $3,138,000 | 955 |
| U.S. Government agency obligations | $72,803,000 | 1,174 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $23,913,000 | 524 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,913,000 | 366 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $9,188,000 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,091,000 | 2,570 |
| Mortgage-backed securities | $48,960,000 | 1,047 |
| Certificates of participation in pools of residential mortgages | $12,791,000 | 1,996 |
| Issued or guaranteed by U.S. | $12,791,000 | 1,986 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $36,169,000 | 575 |
| CMOs issued by government agencies or sponsored agencies | $36,169,000 | 523 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,783,000 | 2,445 |
| Available-for-sale securities (fair market value) | $105,259,000 | 995 |
| Total debt securities | $99,855,000 | 1,199 |
| 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 | $82,827,000 | 1,359 |
| U.S. Government securities | $40,150,000 | 1,966 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $40,150,000 | 1,852 |
| Securities issued by states & political subdivisions | $135,000 | 6,683 |
| Other domestic debt securities | $28,464,000 | 491 |
| Privately issued residential mortgage-backed securities | $2,678,000 | 551 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,786,000 | 352 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $14,078,000 | 306 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,177,000 | 2,451 |
| Mortgage-backed securities | $29,328,000 | 1,406 |
| Certificates of participation in pools of residential mortgages | $2,427,000 | 4,213 |
| Issued or guaranteed by U.S. | $2,427,000 | 4,197 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $26,901,000 | 687 |
| CMOs issued by government agencies or sponsored agencies | $24,223,000 | 658 |
| Privately issued | $2,678,000 | 495 |
| 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) | $287,000 | 4,544 |
| Available-for-sale securities (fair market value) | $82,540,000 | 1,133 |
| Total debt securities | $68,749,000 | 1,590 |
| 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 | $64,695,000 | 1,692 |
| U.S. Government securities | $48,691,000 | 1,637 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $48,691,000 | 1,520 |
| Securities issued by states & political subdivisions | $165,000 | 6,803 |
| Other domestic debt securities | $9,324,000 | 837 |
| Privately issued residential mortgage-backed securities | $3,062,000 | 473 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,262,000 | 879 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $6,515,000 | 706 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,401,000 | 1,110 |
| Mortgage-backed securities | $27,753,000 | 1,197 |
| Certificates of participation in pools of residential mortgages | $20,669,000 | 1,046 |
| Issued or guaranteed by U.S. | $20,669,000 | 1,036 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $7,084,000 | 1,249 |
| CMOs issued by government agencies or sponsored agencies | $4,022,000 | 1,549 |
| Privately issued | $3,062,000 | 418 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,853,000 | 3,097 |
| Available-for-sale securities (fair market value) | $60,842,000 | 1,405 |
| Total debt securities | $58,180,000 | 1,811 |
| 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 | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $57,185,000 | 2,021 |
| U.S. Government securities | $46,091,000 | 1,819 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $46,091,000 | 1,631 |
| Securities issued by states & political subdivisions | $145,000 | 7,181 |
| Other domestic debt securities | $4,483,000 | 1,267 |
| Privately issued residential mortgage-backed securities | $2,172,000 | 569 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,311,000 | 1,424 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $6,466,000 | 689 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,348,000 | 1,292 |
| Mortgage-backed securities | $27,986,000 | 1,280 |
| Certificates of participation in pools of residential mortgages | $21,174,000 | 1,093 |
| Issued or guaranteed by U.S. | $21,174,000 | 1,085 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $6,812,000 | 1,376 |
| CMOs issued by government agencies or sponsored agencies | $4,640,000 | 1,547 |
| Privately issued | $2,172,000 | 501 |
| 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 | 5,809 |
| Available-for-sale securities (fair market value) | $57,040,000 | 1,521 |
| Total debt securities | $50,719,000 | 2,153 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $958,000 | 120 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $60,351,000 | 1,922 |
| U.S. Government securities | $44,590,000 | 1,970 |
| U.S. Treasury securities | $999,000 | 5,262 |
| U.S. Government agency obligations | $43,591,000 | 1,696 |
| Securities issued by states & political subdivisions | $400,000 | 6,796 |
| Other domestic debt securities | $13,790,000 | 638 |
| Privately issued residential mortgage-backed securities | $9,466,000 | 284 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,324,000 | 968 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $1,571,000 | 1,754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,562,000 | 1,638 |
| Mortgage-backed securities | $32,979,000 | 1,210 |
| Certificates of participation in pools of residential mortgages | $23,513,000 | 1,094 |
| Issued or guaranteed by U.S. | $23,513,000 | 1,083 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $9,466,000 | 1,227 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $9,466,000 | 236 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,149,000 | 5,307 |
| Available-for-sale securities (fair market value) | $59,202,000 | 1,467 |
| Total debt securities | $58,780,000 | 1,904 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $998,000 | 147 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $49,807,000 | 2,292 |
| U.S. Government securities | $31,928,000 | 2,777 |
| U.S. Treasury securities | $999,000 | 6,462 |
| U.S. Government agency obligations | $30,929,000 | 2,236 |
| Securities issued by states & political subdivisions | $415,000 | 6,907 |
| Other domestic debt securities | $13,964,000 | 466 |
| Privately issued residential mortgage-backed securities | $7,144,000 | 265 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,820,000 | 542 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $3,500,000 | 1,010 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,647,000 | 2,398 |
| Mortgage-backed securities | $25,848,000 | 1,402 |
| Certificates of participation in pools of residential mortgages | $18,704,000 | 1,295 |
| Issued or guaranteed by U.S. | $18,704,000 | 1,282 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $7,144,000 | 1,408 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $7,144,000 | 193 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,950,000 | 4,596 |
| Available-for-sale securities (fair market value) | $45,857,000 | 1,755 |
| Total debt securities | $46,307,000 | 2,393 |
| 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 | $50,697,000 | 2,422 |
| U.S. Government securities | $35,692,000 | 2,707 |
| U.S. Treasury securities | $4,007,000 | 4,354 |
| U.S. Government agency obligations | $31,685,000 | 2,271 |
| Securities issued by states & political subdivisions | $500,000 | 7,050 |
| Other domestic debt securities | $14,505,000 | 449 |
| Privately issued residential mortgage-backed securities | $4,902,000 | 363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,603,000 | 400 |
| 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 | $499,000 | 8,618 |
| Mortgage-backed securities | $22,555,000 | 1,708 |
| Certificates of participation in pools of residential mortgages | $18,145,000 | 1,428 |
| Issued or guaranteed by U.S. | $17,209,000 | 1,470 |
| Privately issued | $936,000 | 263 |
| Collaterized mortgage obligations | $4,410,000 | 2,093 |
| CMOs issued by government agencies or sponsored agencies | $444,000 | 4,418 |
| Privately issued | $3,966,000 | 283 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,798,000 | 6,444 |
| Available-for-sale securities (fair market value) | $48,899,000 | 1,683 |
| Total debt securities | $50,697,000 | 2,339 |
| 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 | $23,605,000 | 4,919 |
| U.S. Government securities | $20,803,000 | 4,510 |
| U.S. Treasury securities | $19,245,000 | 1,496 |
| U.S. Government agency obligations | $1,558,000 | 10,089 |
| Securities issued by states & political subdivisions | $250,000 | 8,024 |
| Other domestic debt securities | $2,552,000 | 1,578 |
| 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 | $2,552,000 | 1,206 |
| 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 | $525,000 | 8,756 |
| Mortgage-backed securities | $558,000 | 7,899 |
| 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 | $558,000 | 4,768 |
| CMOs issued by government agencies or sponsored agencies | $558,000 | 4,588 |
| 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) | $9,798,000 | 3,452 |
| Available-for-sale securities (fair market value) | $13,807,000 | 5,110 |
| Total debt securities | $23,605,000 | 4,820 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| 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 | $37,371,000 | 3,522 |
| U.S. Government securities | $32,721,000 | 3,198 |
| U.S. Treasury securities | $27,791,000 | 1,264 |
| U.S. Government agency obligations | $4,930,000 | 7,751 |
| Securities issued by states & political subdivisions | $1,005,000 | 6,637 |
| Other domestic debt securities | $3,645,000 | 1,413 |
| 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 | $3,645,000 | 1,092 |
| 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 | $0 | 10,127 |
| Mortgage-backed securities | $630,000 | 8,306 |
| 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 | $630,000 | 5,043 |
| CMOs issued by government agencies or sponsored agencies | $630,000 | 4,824 |
| 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) | $27,805,000 | 2,612 |
| Available-for-sale securities (fair market value) | $9,566,000 | 4,908 |
| Total debt securities | $37,371,000 | 3,434 |
| 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 | $30,234,000 | 4,452 |
| U.S. Government securities | $25,173,000 | 4,216 |
| U.S. Treasury securities | $23,176,000 | 1,612 |
| U.S. Government agency obligations | $1,997,000 | 10,266 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $5,061,000 | 1,394 |
| 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 | $5,061,000 | 1,036 |
| 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 | $0 | 10,569 |
| Mortgage-backed securities | $999,000 | 8,462 |
| 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 | $999,000 | 5,006 |
| CMOs issued by government agencies or sponsored agencies | $999,000 | 4,790 |
| 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 | $30,234,000 | 4,341 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $1,018,000 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $38,023,000 | 3,623 |
| U.S. Government securities | $32,454,000 | 3,333 |
| U.S. Treasury securities | $25,373,000 | 1,481 |
| U.S. Government agency obligations | $7,081,000 | 6,776 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $5,569,000 | 1,572 |
| 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 | $5,569,000 | 1,111 |
| 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 | $0 | 10,910 |
| Mortgage-backed securities | $1,089,000 | 8,778 |
| 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 | $1,089,000 | 4,891 |
| CMOs issued by government agencies or sponsored agencies | $1,089,000 | 4,517 |
| 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 | $38,023,000 | 3,535 |
| 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 |