Home > Peoples Bank of Kentucky, Inc. > Securities
Peoples Bank of Kentucky, Inc., Securities
| 2023-12-31 | Rank | |
| Total securities | $66,058,000 | 2,241 |
| U.S. Government securities | $50,595,000 | 1,852 |
| U.S. Treasury securities | $11,899,000 | 1,250 |
| U.S. Government agency obligations | $38,696,000 | 1,895 |
| Securities issued by states & political subdivisions | $3,516,000 | 3,086 |
| Other domestic debt securities | $11,947,000 | 931 |
| Privately issued residential mortgage-backed securities | $11,947,000 | 258 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| 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 | $66,050,000 | 1,220 |
| Mortgage-backed securities | $25,543,000 | 1,815 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $35,000 | 3,577 |
| Privately issued | $11,947,000 | 52 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,774,000 | 1,059 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,726,000 | 780 |
| Other commercial mortgage-backed securities | $61,000 | 1,343 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $66,058,000 | 2,022 |
| Total debt securities | $66,058,000 | 2,223 |
| 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 | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $56,154,000 | 2,434 |
| U.S. Government securities | $41,014,000 | 2,099 |
| U.S. Treasury securities | $2,995,000 | 2,157 |
| U.S. Government agency obligations | $38,019,000 | 1,887 |
| Securities issued by states & political subdivisions | $3,275,000 | 3,139 |
| Other domestic debt securities | $11,865,000 | 925 |
| Privately issued residential mortgage-backed securities | $11,865,000 | 239 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| 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 | $54,521,000 | 1,347 |
| Mortgage-backed securities | $25,336,000 | 1,807 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $38,000 | 3,596 |
| Privately issued | $11,865,000 | 54 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,793,000 | 1,039 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,579,000 | 789 |
| Other commercial mortgage-backed securities | $61,000 | 1,334 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $56,154,000 | 2,208 |
| Total debt securities | $56,154,000 | 2,417 |
| 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 | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $48,114,000 | 2,695 |
| U.S. Government securities | $45,168,000 | 2,040 |
| U.S. Treasury securities | $2,981,000 | 2,196 |
| U.S. Government agency obligations | $42,187,000 | 1,817 |
| Securities issued by states & political subdivisions | $2,946,000 | 3,236 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| 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 | $48,012,000 | 1,433 |
| Mortgage-backed securities | $17,667,000 | 2,145 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,162,000 | 2,350 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,714,000 | 1,185 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,724,000 | 863 |
| Other commercial mortgage-backed securities | $67,000 | 1,329 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $48,114,000 | 2,468 |
| Total debt securities | $48,114,000 | 2,681 |
| 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 | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $43,206,000 | 2,912 |
| U.S. Government securities | $42,010,000 | 2,193 |
| U.S. Treasury securities | $2,949,000 | 2,271 |
| U.S. Government agency obligations | $39,061,000 | 1,905 |
| Securities issued by states & political subdivisions | $1,196,000 | 3,615 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| 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 | $42,069,000 | 1,511 |
| Mortgage-backed securities | $14,693,000 | 2,347 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,390,000 | 2,493 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,234,000 | 1,187 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $69,000 | 1,334 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $43,206,000 | 2,662 |
| Total debt securities | $43,207,000 | 2,890 |
| 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 | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $41,729,000 | 2,987 |
| U.S. Government securities | $40,537,000 | 2,249 |
| U.S. Treasury securities | $997,000 | 2,683 |
| U.S. Government agency obligations | $39,540,000 | 1,896 |
| Securities issued by states & political subdivisions | $1,192,000 | 3,653 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| 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 | $40,299,000 | 1,473 |
| Mortgage-backed securities | $14,210,000 | 2,408 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,524,000 | 2,606 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,365,000 | 1,191 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $321,000 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $41,729,000 | 2,727 |
| Total debt securities | $41,730,000 | 2,968 |
| 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 | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $36,307,000 | 3,169 |
| U.S. Government securities | $35,115,000 | 2,440 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $35,115,000 | 2,051 |
| Securities issued by states & political subdivisions | $1,192,000 | 3,682 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| 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 | $36,307,000 | 1,491 |
| Mortgage-backed securities | $13,847,000 | 2,441 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,648,000 | 2,610 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,777,000 | 1,243 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $422,000 | 1,286 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $36,307,000 | 2,912 |
| Total debt securities | $36,308,000 | 3,146 |
| 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 | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $34,393,000 | 3,271 |
| U.S. Government securities | $32,928,000 | 2,552 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $32,928,000 | 2,145 |
| Securities issued by states & political subdivisions | $1,465,000 | 3,677 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| 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 | $33,239,000 | 1,556 |
| Mortgage-backed securities | $15,115,000 | 2,418 |
| Certificates of participation in pools of residential mortgages | $6,156,000 | 2,667 |
| Issued or guaranteed by U.S. | $6,156,000 | 2,590 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $8,519,000 | 1,285 |
| CMOs issued by government agencies or sponsored agencies | $8,519,000 | 1,216 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $440,000 | 1,913 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $440,000 | 1,364 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $34,393,000 | 3,033 |
| Total debt securities | $34,393,000 | 3,254 |
| 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 | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $32,582,000 | 3,292 |
| U.S. Government securities | $31,038,000 | 2,574 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $31,038,000 | 2,213 |
| Securities issued by states & political subdivisions | $1,544,000 | 3,671 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,481,000 | 1,538 |
| Mortgage-backed securities | $15,887,000 | 2,404 |
| Certificates of participation in pools of residential mortgages | $6,752,000 | 2,609 |
| Issued or guaranteed by U.S. | $6,752,000 | 2,542 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $7,861,000 | 1,345 |
| CMOs issued by government agencies or sponsored agencies | $7,861,000 | 1,278 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $1,274,000 | 1,630 |
| Commercial mortgage pass-through securities | $818,000 | 1,273 |
| Other commercial mortgage-backed securities | $456,000 | 1,338 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $32,582,000 | 3,080 |
| Total debt securities | $32,584,000 | 3,273 |
| 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 | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $33,038,000 | 3,192 |
| U.S. Government securities | $31,214,000 | 2,430 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $31,214,000 | 2,204 |
| Securities issued by states & political subdivisions | $1,824,000 | 3,658 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,831,000 | 1,520 |
| Mortgage-backed securities | $15,885,000 | 2,401 |
| Certificates of participation in pools of residential mortgages | $6,577,000 | 2,627 |
| Issued or guaranteed by U.S. | $6,577,000 | 2,545 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $8,005,000 | 1,315 |
| CMOs issued by government agencies or sponsored agencies | $8,005,000 | 1,265 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $1,303,000 | 1,601 |
| Commercial mortgage pass-through securities | $834,000 | 1,266 |
| Other commercial mortgage-backed securities | $469,000 | 1,321 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $33,038,000 | 3,017 |
| Total debt securities | $33,039,000 | 3,171 |
| Structured notes | ||
| Amortized cost | $57,000 | 978 |
| Fair value | $57,000 | 978 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $28,570,000 | 3,295 |
| U.S. Government securities | $26,436,000 | 2,542 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $26,436,000 | 2,351 |
| Securities issued by states & political subdivisions | $2,134,000 | 3,620 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,570,000 | 1,626 |
| Mortgage-backed securities | $16,400,000 | 2,385 |
| Certificates of participation in pools of residential mortgages | $7,155,000 | 2,568 |
| Issued or guaranteed by U.S. | $7,155,000 | 2,498 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $7,889,000 | 1,320 |
| CMOs issued by government agencies or sponsored agencies | $7,889,000 | 1,275 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $1,356,000 | 1,615 |
| Commercial mortgage pass-through securities | $845,000 | 1,281 |
| Other commercial mortgage-backed securities | $511,000 | 1,311 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $28,570,000 | 3,108 |
| Total debt securities | $28,568,000 | 3,275 |
| Structured notes | ||
| Amortized cost | $61,000 | 872 |
| Fair value | $61,000 | 873 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $31,465,000 | 3,150 |
| U.S. Government securities | $28,697,000 | 2,374 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $28,697,000 | 2,205 |
| Securities issued by states & political subdivisions | $2,268,000 | 3,617 |
| Other domestic debt securities | $500,000 | 1,968 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $500,000 | 1,604 |
| 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 | $26,943,000 | 1,667 |
| Mortgage-backed securities | $17,662,000 | 2,281 |
| Certificates of participation in pools of residential mortgages | $7,662,000 | 2,494 |
| Issued or guaranteed by U.S. | $7,662,000 | 2,422 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $8,564,000 | 1,214 |
| CMOs issued by government agencies or sponsored agencies | $8,564,000 | 1,179 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $1,436,000 | 1,597 |
| Commercial mortgage pass-through securities | $910,000 | 1,264 |
| Other commercial mortgage-backed securities | $526,000 | 1,285 |
| Held to maturity securities (book value) | $500,000 | 1,433 |
| Available-for-sale securities (fair market value) | $30,965,000 | 2,993 |
| Total debt securities | $31,465,000 | 3,131 |
| Structured notes | ||
| Amortized cost | $67,000 | 806 |
| Fair value | $67,000 | 808 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $28,135,000 | 3,172 |
| U.S. Government securities | $24,961,000 | 2,412 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $24,961,000 | 2,257 |
| Securities issued by states & political subdivisions | $2,674,000 | 3,538 |
| Other domestic debt securities | $500,000 | 1,944 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $500,000 | 1,550 |
| 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 | $25,864,000 | 1,672 |
| Mortgage-backed securities | $14,897,000 | 2,364 |
| Certificates of participation in pools of residential mortgages | $5,103,000 | 2,755 |
| Issued or guaranteed by U.S. | $5,103,000 | 2,676 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $8,320,000 | 1,192 |
| CMOs issued by government agencies or sponsored agencies | $8,320,000 | 1,152 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $1,474,000 | 1,565 |
| Commercial mortgage pass-through securities | $920,000 | 1,245 |
| Other commercial mortgage-backed securities | $554,000 | 1,258 |
| Held to maturity securities (book value) | $500,000 | 1,421 |
| Available-for-sale securities (fair market value) | $27,635,000 | 3,005 |
| Total debt securities | $28,133,000 | 3,153 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $28,273,000 | 3,063 |
| U.S. Government securities | $25,082,000 | 2,274 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $25,082,000 | 2,157 |
| Securities issued by states & political subdivisions | $2,691,000 | 3,527 |
| Other domestic debt securities | $500,000 | 1,878 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $500,000 | 1,483 |
| 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 | $25,956,000 | 1,637 |
| Mortgage-backed securities | $15,787,000 | 2,242 |
| Certificates of participation in pools of residential mortgages | $5,611,000 | 2,609 |
| Issued or guaranteed by U.S. | $5,611,000 | 2,539 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $8,599,000 | 1,190 |
| CMOs issued by government agencies or sponsored agencies | $8,599,000 | 1,149 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $1,577,000 | 1,496 |
| Commercial mortgage pass-through securities | $976,000 | 1,185 |
| Other commercial mortgage-backed securities | $601,000 | 1,207 |
| Held to maturity securities (book value) | $500,000 | 1,406 |
| Available-for-sale securities (fair market value) | $27,773,000 | 2,894 |
| Total debt securities | $28,273,000 | 3,043 |
| Structured notes | ||
| Amortized cost | $76,000 | 367 |
| Fair value | $76,000 | 368 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $24,566,000 | 3,138 |
| U.S. Government securities | $21,247,000 | 2,424 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $21,247,000 | 2,299 |
| Securities issued by states & political subdivisions | $2,819,000 | 3,453 |
| Other domestic debt securities | $500,000 | 1,856 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $500,000 | 1,463 |
| 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 | $23,948,000 | 1,694 |
| Mortgage-backed securities | $11,922,000 | 2,483 |
| Certificates of participation in pools of residential mortgages | $3,895,000 | 2,846 |
| Issued or guaranteed by U.S. | $3,895,000 | 2,762 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $6,418,000 | 1,386 |
| CMOs issued by government agencies or sponsored agencies | $6,418,000 | 1,348 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $1,609,000 | 1,474 |
| Commercial mortgage pass-through securities | $987,000 | 1,167 |
| Other commercial mortgage-backed securities | $622,000 | 1,175 |
| Held to maturity securities (book value) | $500,000 | 1,401 |
| Available-for-sale securities (fair market value) | $24,066,000 | 2,962 |
| Total debt securities | $24,565,000 | 3,114 |
| Structured notes | ||
| Amortized cost | $81,000 | 361 |
| Fair value | $81,000 | 362 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $22,395,000 | 3,201 |
| U.S. Government securities | $19,014,000 | 2,547 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $19,014,000 | 2,420 |
| Securities issued by states & political subdivisions | $2,881,000 | 3,427 |
| Other domestic debt securities | $500,000 | 1,794 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $500,000 | 1,412 |
| 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 | $21,895,000 | 1,811 |
| Mortgage-backed securities | $10,171,000 | 2,614 |
| Certificates of participation in pools of residential mortgages | $3,132,000 | 2,987 |
| Issued or guaranteed by U.S. | $3,132,000 | 2,904 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $5,342,000 | 1,560 |
| CMOs issued by government agencies or sponsored agencies | $5,342,000 | 1,521 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $1,697,000 | 1,445 |
| Commercial mortgage pass-through securities | $1,069,000 | 1,114 |
| Other commercial mortgage-backed securities | $628,000 | 1,150 |
| Held to maturity securities (book value) | $500,000 | 1,414 |
| Available-for-sale securities (fair market value) | $21,895,000 | 3,019 |
| Total debt securities | $22,395,000 | 3,180 |
| Structured notes | ||
| Amortized cost | $87,000 | 391 |
| Fair value | $86,000 | 392 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $21,849,000 | 3,201 |
| U.S. Government securities | $18,866,000 | 2,577 |
| U.S. Treasury securities | $1,500,000 | 957 |
| U.S. Government agency obligations | $17,366,000 | 2,534 |
| Securities issued by states & political subdivisions | $2,483,000 | 3,454 |
| Other domestic debt securities | $500,000 | 1,717 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $500,000 | 1,315 |
| 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 | $21,847,000 | 1,758 |
| Mortgage-backed securities | $10,639,000 | 2,591 |
| Certificates of participation in pools of residential mortgages | $3,337,000 | 2,945 |
| Issued or guaranteed by U.S. | $3,337,000 | 2,853 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $6,002,000 | 1,510 |
| CMOs issued by government agencies or sponsored agencies | $6,002,000 | 1,469 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $1,300,000 | 1,501 |
| Commercial mortgage pass-through securities | $1,050,000 | 1,091 |
| Other commercial mortgage-backed securities | $250,000 | 1,222 |
| Held to maturity securities (book value) | $500,000 | 1,436 |
| Available-for-sale securities (fair market value) | $21,349,000 | 3,023 |
| Total debt securities | $21,847,000 | 3,180 |
| Structured notes | ||
| Amortized cost | $91,000 | 555 |
| Fair value | $90,000 | 556 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $22,063,000 | 3,246 |
| U.S. Government securities | $19,042,000 | 2,637 |
| U.S. Treasury securities | $2,000,000 | 944 |
| U.S. Government agency obligations | $17,042,000 | 2,616 |
| Securities issued by states & political subdivisions | $2,521,000 | 3,442 |
| Other domestic debt securities | $500,000 | 1,692 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $500,000 | 1,290 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,199,000 | 1,775 |
| Mortgage-backed securities | $10,424,000 | 2,573 |
| Certificates of participation in pools of residential mortgages | $2,427,000 | 3,114 |
| Issued or guaranteed by U.S. | $2,427,000 | 3,022 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $6,647,000 | 1,426 |
| CMOs issued by government agencies or sponsored agencies | $6,647,000 | 1,389 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $1,350,000 | 1,465 |
| Commercial mortgage pass-through securities | $1,079,000 | 1,059 |
| Other commercial mortgage-backed securities | $271,000 | 1,186 |
| Held to maturity securities (book value) | $500,000 | 1,476 |
| Available-for-sale securities (fair market value) | $21,563,000 | 3,051 |
| Total debt securities | $22,063,000 | 3,223 |
| Structured notes | ||
| Amortized cost | $94,000 | 701 |
| Fair value | $94,000 | 701 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $20,734,000 | 3,345 |
| U.S. Government securities | $17,220,000 | 2,803 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $17,220,000 | 2,645 |
| Securities issued by states & political subdivisions | $3,014,000 | 3,384 |
| Other domestic debt securities | $500,000 | 1,729 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $500,000 | 1,290 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,624,000 | 1,858 |
| Mortgage-backed securities | $11,345,000 | 2,493 |
| Certificates of participation in pools of residential mortgages | $2,617,000 | 3,070 |
| Issued or guaranteed by U.S. | $2,617,000 | 2,973 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $7,348,000 | 1,378 |
| CMOs issued by government agencies or sponsored agencies | $7,348,000 | 1,339 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $1,380,000 | 1,447 |
| Commercial mortgage pass-through securities | $1,093,000 | 1,057 |
| Other commercial mortgage-backed securities | $287,000 | 1,150 |
| Held to maturity securities (book value) | $500,000 | 1,538 |
| Available-for-sale securities (fair market value) | $20,234,000 | 3,138 |
| Total debt securities | $20,733,000 | 3,323 |
| Structured notes | ||
| Amortized cost | $97,000 | 854 |
| Fair value | $97,000 | 854 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $21,346,000 | 3,372 |
| U.S. Government securities | $17,747,000 | 2,811 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $17,747,000 | 2,651 |
| Securities issued by states & political subdivisions | $3,099,000 | 3,400 |
| Other domestic debt securities | $500,000 | 1,720 |
| 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 | $500,000 | 1,323 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,707,000 | 1,857 |
| Mortgage-backed securities | $12,153,000 | 2,435 |
| Certificates of participation in pools of residential mortgages | $2,797,000 | 3,047 |
| Issued or guaranteed by U.S. | $2,797,000 | 2,964 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $7,931,000 | 1,317 |
| CMOs issued by government agencies or sponsored agencies | $7,931,000 | 1,278 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $1,425,000 | 1,432 |
| Commercial mortgage pass-through securities | $1,141,000 | 1,043 |
| Other commercial mortgage-backed securities | $284,000 | 1,127 |
| Held to maturity securities (book value) | $500,000 | 1,588 |
| Available-for-sale securities (fair market value) | $20,846,000 | 3,166 |
| Total debt securities | $21,347,000 | 3,351 |
| Structured notes | ||
| Amortized cost | $102,000 | 909 |
| Fair value | $102,000 | 909 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $22,564,000 | 3,342 |
| U.S. Government securities | $18,757,000 | 2,779 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $18,757,000 | 2,623 |
| Securities issued by states & political subdivisions | $3,307,000 | 3,432 |
| Other domestic debt securities | $500,000 | 1,718 |
| 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 | $500,000 | 1,322 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,055,000 | 1,802 |
| Mortgage-backed securities | $12,455,000 | 2,398 |
| Certificates of participation in pools of residential mortgages | $2,978,000 | 3,034 |
| Issued or guaranteed by U.S. | $2,978,000 | 2,945 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $8,593,000 | 1,269 |
| CMOs issued by government agencies or sponsored agencies | $8,593,000 | 1,222 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $884,000 | 1,515 |
| Commercial mortgage pass-through securities | $884,000 | 1,130 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $500,000 | 1,612 |
| Available-for-sale securities (fair market value) | $22,064,000 | 3,128 |
| Total debt securities | $22,564,000 | 3,321 |
| 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 | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $24,328,000 | 3,288 |
| U.S. Government securities | $20,171,000 | 2,676 |
| U.S. Treasury securities | $998,000 | 1,180 |
| U.S. Government agency obligations | $19,173,000 | 2,605 |
| Securities issued by states & political subdivisions | $3,657,000 | 3,433 |
| Other domestic debt securities | $500,000 | 1,704 |
| 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 | $500,000 | 1,323 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,981,000 | 1,725 |
| Mortgage-backed securities | $12,366,000 | 2,413 |
| Certificates of participation in pools of residential mortgages | $4,004,000 | 2,829 |
| Issued or guaranteed by U.S. | $4,004,000 | 2,773 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $8,362,000 | 1,274 |
| CMOs issued by government agencies or sponsored agencies | $8,362,000 | 1,233 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $500,000 | 1,650 |
| Available-for-sale securities (fair market value) | $23,828,000 | 3,065 |
| Total debt securities | $24,327,000 | 3,266 |
| 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 | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $24,120,000 | 3,323 |
| U.S. Government securities | $19,344,000 | 2,771 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $19,344,000 | 2,628 |
| Securities issued by states & political subdivisions | $4,276,000 | 3,357 |
| Other domestic debt securities | $500,000 | 1,673 |
| 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 | $500,000 | 1,334 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,265,000 | 1,745 |
| Mortgage-backed securities | $12,791,000 | 2,397 |
| Certificates of participation in pools of residential mortgages | $4,152,000 | 2,832 |
| Issued or guaranteed by U.S. | $4,152,000 | 2,813 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $8,639,000 | 1,238 |
| CMOs issued by government agencies or sponsored agencies | $8,639,000 | 1,196 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $500,000 | 1,677 |
| Available-for-sale securities (fair market value) | $23,620,000 | 3,096 |
| Total debt securities | $24,121,000 | 3,302 |
| Structured notes | ||
| Amortized cost | $118,000 | 930 |
| Fair value | $117,000 | 929 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $25,030,000 | 3,303 |
| U.S. Government securities | $19,691,000 | 2,736 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $19,691,000 | 2,598 |
| Securities issued by states & political subdivisions | $4,839,000 | 3,298 |
| Other domestic debt securities | $500,000 | 1,869 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $500,000 | 337 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,293,000 | 1,771 |
| Mortgage-backed securities | $13,041,000 | 2,402 |
| Certificates of participation in pools of residential mortgages | $4,374,000 | 2,836 |
| Issued or guaranteed by U.S. | $4,374,000 | 2,695 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $8,667,000 | 1,239 |
| CMOs issued by government agencies or sponsored agencies | $8,667,000 | 1,195 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $500,000 | 1,700 |
| Available-for-sale securities (fair market value) | $24,530,000 | 3,076 |
| Total debt securities | $25,030,000 | 3,281 |
| 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 | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $26,949,000 | 3,231 |
| U.S. Government securities | $21,256,000 | 2,702 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $21,256,000 | 2,576 |
| Securities issued by states & political subdivisions | $5,193,000 | 3,288 |
| Other domestic debt securities | $500,000 | 1,691 |
| 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 | $500,000 | 1,372 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,638,000 | 1,690 |
| Mortgage-backed securities | $13,798,000 | 2,351 |
| Certificates of participation in pools of residential mortgages | $4,625,000 | 2,842 |
| Issued or guaranteed by U.S. | $4,625,000 | 2,837 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $9,173,000 | 1,197 |
| CMOs issued by government agencies or sponsored agencies | $9,173,000 | 1,151 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $500,000 | 1,724 |
| Available-for-sale securities (fair market value) | $26,449,000 | 2,999 |
| Total debt securities | $26,949,000 | 3,211 |
| 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 | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $26,901,000 | 3,287 |
| U.S. Government securities | $21,151,000 | 2,715 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $21,151,000 | 2,594 |
| Securities issued by states & political subdivisions | $5,250,000 | 3,340 |
| Other domestic debt securities | $500,000 | 1,702 |
| 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 | $500,000 | 1,400 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,901,000 | 1,670 |
| Mortgage-backed securities | $12,834,000 | 2,446 |
| Certificates of participation in pools of residential mortgages | $4,913,000 | 2,817 |
| Issued or guaranteed by U.S. | $4,913,000 | 2,813 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $7,921,000 | 1,263 |
| CMOs issued by government agencies or sponsored agencies | $7,921,000 | 1,220 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $500,000 | 1,746 |
| Available-for-sale securities (fair market value) | $26,401,000 | 3,060 |
| Total debt securities | $26,901,000 | 3,262 |
| 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 | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $28,046,000 | 3,252 |
| U.S. Government securities | $21,362,000 | 2,729 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $21,362,000 | 2,621 |
| Securities issued by states & political subdivisions | $6,184,000 | 3,226 |
| Other domestic debt securities | $500,000 | 1,731 |
| 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 | $500,000 | 1,437 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,045,000 | 1,726 |
| Mortgage-backed securities | $12,334,000 | 2,518 |
| Certificates of participation in pools of residential mortgages | $5,256,000 | 2,800 |
| Issued or guaranteed by U.S. | $5,256,000 | 2,797 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $7,078,000 | 1,330 |
| CMOs issued by government agencies or sponsored agencies | $7,078,000 | 1,283 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $500,000 | 1,807 |
| Available-for-sale securities (fair market value) | $27,546,000 | 3,027 |
| Total debt securities | $28,047,000 | 3,227 |
| 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 | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $29,999,000 | 3,201 |
| U.S. Government securities | $23,413,000 | 2,641 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $23,413,000 | 2,535 |
| Securities issued by states & political subdivisions | $6,086,000 | 3,270 |
| Other domestic debt securities | $500,000 | 1,757 |
| 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 | $500,000 | 1,464 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,525,000 | 1,658 |
| Mortgage-backed securities | $13,078,000 | 2,484 |
| Certificates of participation in pools of residential mortgages | $5,503,000 | 2,798 |
| Issued or guaranteed by U.S. | $5,503,000 | 2,796 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,575,000 | 1,296 |
| CMOs issued by government agencies or sponsored agencies | $7,575,000 | 1,244 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $500,000 | 1,832 |
| Available-for-sale securities (fair market value) | $29,499,000 | 2,982 |
| Total debt securities | $29,999,000 | 3,182 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $30,480,000 | 3,196 |
| U.S. Government securities | $23,662,000 | 2,666 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $23,662,000 | 2,557 |
| Securities issued by states & political subdivisions | $6,318,000 | 3,274 |
| Other domestic debt securities | $500,000 | 1,818 |
| 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 | $500,000 | 1,498 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,480,000 | 1,586 |
| Mortgage-backed securities | $13,325,000 | 2,502 |
| Certificates of participation in pools of residential mortgages | $5,726,000 | 2,809 |
| Issued or guaranteed by U.S. | $5,726,000 | 2,806 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $7,599,000 | 1,312 |
| CMOs issued by government agencies or sponsored agencies | $7,599,000 | 1,250 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $500,000 | 1,862 |
| Available-for-sale securities (fair market value) | $29,980,000 | 2,955 |
| Total debt securities | $30,480,000 | 3,178 |
| 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 | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $33,614,000 | 3,034 |
| U.S. Government securities | $26,768,000 | 2,471 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $26,768,000 | 2,361 |
| Securities issued by states & political subdivisions | $6,346,000 | 3,290 |
| Other domestic debt securities | $500,000 | 1,841 |
| 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 | $500,000 | 1,512 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,614,000 | 1,468 |
| Mortgage-backed securities | $14,215,000 | 2,399 |
| Certificates of participation in pools of residential mortgages | $5,933,000 | 2,805 |
| Issued or guaranteed by U.S. | $5,933,000 | 2,800 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $8,282,000 | 1,245 |
| CMOs issued by government agencies or sponsored agencies | $8,282,000 | 1,186 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $500,000 | 1,885 |
| Available-for-sale securities (fair market value) | $33,114,000 | 2,807 |
| Total debt securities | $33,616,000 | 3,016 |
| Structured notes | ||
| Amortized cost | $186,000 | 1,073 |
| Fair value | $186,000 | 1,075 |
| 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 | $33,647,000 | 3,015 |
| U.S. Government securities | $26,301,000 | 2,496 |
| U.S. Treasury securities | $300,000 | 1,135 |
| U.S. Government agency obligations | $26,001,000 | 2,414 |
| Securities issued by states & political subdivisions | $6,846,000 | 3,232 |
| Other domestic debt securities | $500,000 | 1,853 |
| 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 | $500,000 | 1,515 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,325,000 | 1,560 |
| Mortgage-backed securities | $15,831,000 | 2,284 |
| Certificates of participation in pools of residential mortgages | $6,446,000 | 2,725 |
| Issued or guaranteed by U.S. | $6,446,000 | 2,722 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $9,385,000 | 1,185 |
| CMOs issued by government agencies or sponsored agencies | $9,385,000 | 1,134 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $500,000 | 1,894 |
| Available-for-sale securities (fair market value) | $33,147,000 | 2,788 |
| Total debt securities | $33,647,000 | 2,997 |
| Structured notes | ||
| Amortized cost | $198,000 | 1,058 |
| Fair value | $200,000 | 1,051 |
| 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 | $37,572,000 | 2,881 |
| U.S. Government securities | $31,804,000 | 2,262 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $31,804,000 | 2,173 |
| Securities issued by states & political subdivisions | $5,268,000 | 3,497 |
| Other domestic debt securities | $500,000 | 1,880 |
| 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 | $500,000 | 1,518 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,492,000 | 1,388 |
| Mortgage-backed securities | $10,341,000 | 2,797 |
| Certificates of participation in pools of residential mortgages | $4,341,000 | 3,163 |
| Issued or guaranteed by U.S. | $4,341,000 | 3,159 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $6,000,000 | 1,484 |
| CMOs issued by government agencies or sponsored agencies | $6,000,000 | 1,415 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $500,000 | 1,938 |
| Available-for-sale securities (fair market value) | $37,072,000 | 2,659 |
| Total debt securities | $37,573,000 | 2,861 |
| Structured notes | ||
| Amortized cost | $713,000 | 915 |
| Fair value | $716,000 | 916 |
| 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 | $23,563,000 | 3,738 |
| U.S. Government securities | $17,696,000 | 3,222 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $17,696,000 | 3,115 |
| Securities issued by states & political subdivisions | $5,367,000 | 3,465 |
| Other domestic debt securities | $500,000 | 1,890 |
| 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 | $500,000 | 1,520 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,027,000 | 1,970 |
| Mortgage-backed securities | $10,951,000 | 2,763 |
| Certificates of participation in pools of residential mortgages | $4,546,000 | 3,133 |
| Issued or guaranteed by U.S. | $4,546,000 | 3,132 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,405,000 | 1,468 |
| CMOs issued by government agencies or sponsored agencies | $6,405,000 | 1,405 |
| 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) | $500,000 | 1,979 |
| Available-for-sale securities (fair market value) | $23,063,000 | 3,453 |
| Total debt securities | $23,562,000 | 3,716 |
| Structured notes | ||
| Amortized cost | $728,000 | 1,074 |
| Fair value | $728,000 | 1,074 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $22,991,000 | 3,815 |
| U.S. Government securities | $17,283,000 | 3,310 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $17,283,000 | 3,198 |
| Securities issued by states & political subdivisions | $5,208,000 | 3,518 |
| Other domestic debt securities | $500,000 | 1,873 |
| 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 | $500,000 | 1,508 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,991,000 | 1,968 |
| Mortgage-backed securities | $10,812,000 | 2,755 |
| Certificates of participation in pools of residential mortgages | $4,724,000 | 3,085 |
| Issued or guaranteed by U.S. | $4,724,000 | 3,083 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,088,000 | 1,517 |
| CMOs issued by government agencies or sponsored agencies | $6,088,000 | 1,455 |
| 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) | $500,000 | 2,017 |
| Available-for-sale securities (fair market value) | $22,491,000 | 3,519 |
| Total debt securities | $22,991,000 | 3,787 |
| Structured notes | ||
| Amortized cost | $1,244,000 | 938 |
| Fair value | $1,242,000 | 934 |
| 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 | $22,634,000 | 3,907 |
| U.S. Government securities | $16,502,000 | 3,470 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $16,502,000 | 3,358 |
| Securities issued by states & political subdivisions | $5,632,000 | 3,474 |
| Other domestic debt securities | $500,000 | 1,890 |
| 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 | $500,000 | 1,514 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,080,000 | 2,112 |
| Mortgage-backed securities | $10,470,000 | 2,830 |
| Certificates of participation in pools of residential mortgages | $4,185,000 | 3,257 |
| Issued or guaranteed by U.S. | $4,185,000 | 3,253 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $6,285,000 | 1,499 |
| CMOs issued by government agencies or sponsored agencies | $6,285,000 | 1,433 |
| 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) | $500,000 | 2,042 |
| Available-for-sale securities (fair market value) | $22,134,000 | 3,609 |
| Total debt securities | $22,635,000 | 3,880 |
| Structured notes | ||
| Amortized cost | $766,000 | 1,322 |
| Fair value | $769,000 | 1,322 |
| 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 | $24,040,000 | 3,880 |
| U.S. Government securities | $17,707,000 | 3,421 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $17,707,000 | 3,315 |
| Securities issued by states & political subdivisions | $5,833,000 | 3,460 |
| Other domestic debt securities | $500,000 | 1,896 |
| 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 | $500,000 | 1,525 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,805,000 | 1,976 |
| Mortgage-backed securities | $11,166,000 | 2,830 |
| Certificates of participation in pools of residential mortgages | $4,398,000 | 3,285 |
| Issued or guaranteed by U.S. | $4,398,000 | 3,282 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,768,000 | 1,509 |
| CMOs issued by government agencies or sponsored agencies | $6,768,000 | 1,446 |
| 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) | $500,000 | 2,086 |
| Available-for-sale securities (fair market value) | $23,540,000 | 3,595 |
| Total debt securities | $24,040,000 | 3,858 |
| Structured notes | ||
| Amortized cost | $793,000 | 1,467 |
| Fair value | $791,000 | 1,466 |
| 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 | $23,638,000 | 3,957 |
| U.S. Government securities | $17,664,000 | 3,498 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $17,664,000 | 3,388 |
| Securities issued by states & political subdivisions | $5,474,000 | 3,527 |
| Other domestic debt securities | $500,000 | 1,965 |
| 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 | $500,000 | 1,570 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,099,000 | 2,157 |
| Mortgage-backed securities | $12,112,000 | 2,785 |
| Certificates of participation in pools of residential mortgages | $4,748,000 | 3,278 |
| Issued or guaranteed by U.S. | $4,748,000 | 3,276 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $7,364,000 | 1,503 |
| CMOs issued by government agencies or sponsored agencies | $7,364,000 | 1,438 |
| 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) | $500,000 | 2,083 |
| Available-for-sale securities (fair market value) | $23,138,000 | 3,641 |
| Total debt securities | $23,638,000 | 3,933 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,664 |
| Fair value | $500,000 | 1,700 |
| 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 | $23,734,000 | 3,984 |
| U.S. Government securities | $17,637,000 | 3,558 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $17,637,000 | 3,446 |
| Securities issued by states & political subdivisions | $5,597,000 | 3,541 |
| Other domestic debt securities | $500,000 | 1,980 |
| 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 | $500,000 | 1,590 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,386,000 | 2,081 |
| Mortgage-backed securities | $11,561,000 | 2,884 |
| Certificates of participation in pools of residential mortgages | $5,081,000 | 3,266 |
| Issued or guaranteed by U.S. | $5,081,000 | 3,262 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $6,480,000 | 1,613 |
| CMOs issued by government agencies or sponsored agencies | $6,480,000 | 1,550 |
| 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) | $500,000 | 2,101 |
| Available-for-sale securities (fair market value) | $23,234,000 | 3,686 |
| Total debt securities | $23,734,000 | 3,959 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,752 |
| Fair value | $499,000 | 1,784 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $23,230,000 | 4,127 |
| U.S. Government securities | $16,968,000 | 3,705 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $16,968,000 | 3,586 |
| Securities issued by states & political subdivisions | $5,762,000 | 3,544 |
| Other domestic debt securities | $500,000 | 2,057 |
| 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 | $500,000 | 1,638 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,733,000 | 2,191 |
| Mortgage-backed securities | $11,351,000 | 2,962 |
| Certificates of participation in pools of residential mortgages | $4,472,000 | 3,484 |
| Issued or guaranteed by U.S. | $4,472,000 | 3,483 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $6,879,000 | 1,594 |
| CMOs issued by government agencies or sponsored agencies | $6,879,000 | 1,518 |
| 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) | $500,000 | 2,137 |
| Available-for-sale securities (fair market value) | $22,730,000 | 3,807 |
| Total debt securities | $23,230,000 | 4,101 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,534 |
| Fair value | $1,000,000 | 1,542 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $23,828,000 | 4,118 |
| U.S. Government securities | $17,702,000 | 3,688 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $17,702,000 | 3,578 |
| Securities issued by states & political subdivisions | $5,626,000 | 3,605 |
| Other domestic debt securities | $500,000 | 2,097 |
| 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 | $500,000 | 1,683 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,000,000 | 2,322 |
| Mortgage-backed securities | $12,042,000 | 2,944 |
| Certificates of participation in pools of residential mortgages | $4,692,000 | 3,499 |
| Issued or guaranteed by U.S. | $4,692,000 | 3,499 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $7,350,000 | 1,558 |
| CMOs issued by government agencies or sponsored agencies | $7,350,000 | 1,490 |
| 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) | $500,000 | 2,148 |
| Available-for-sale securities (fair market value) | $23,328,000 | 3,801 |
| Total debt securities | $23,828,000 | 4,091 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,505 |
| Fair value | $1,250,000 | 1,504 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $23,785,000 | 4,159 |
| U.S. Government securities | $17,594,000 | 3,725 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $17,594,000 | 3,624 |
| Securities issued by states & political subdivisions | $5,691,000 | 3,627 |
| Other domestic debt securities | $500,000 | 2,140 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $500,000 | 1,703 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,537,000 | 2,300 |
| Mortgage-backed securities | $12,155,000 | 2,956 |
| Certificates of participation in pools of residential mortgages | $4,951,000 | 3,480 |
| Issued or guaranteed by U.S. | $4,951,000 | 3,480 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $7,204,000 | 1,572 |
| CMOs issued by government agencies or sponsored agencies | $7,204,000 | 1,506 |
| 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) | $500,000 | 2,158 |
| Available-for-sale securities (fair market value) | $23,285,000 | 3,822 |
| Total debt securities | $23,785,000 | 4,130 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,508 |
| Fair value | $1,244,000 | 1,508 |
| 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 | $23,551,000 | 4,181 |
| U.S. Government securities | $17,363,000 | 3,742 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $17,363,000 | 3,641 |
| Securities issued by states & political subdivisions | $5,688,000 | 3,642 |
| Other domestic debt securities | $500,000 | 2,197 |
| 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 | $500,000 | 1,741 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,191,000 | 2,379 |
| Mortgage-backed securities | $11,685,000 | 3,003 |
| Certificates of participation in pools of residential mortgages | $4,374,000 | 3,609 |
| Issued or guaranteed by U.S. | $4,374,000 | 3,606 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $7,311,000 | 1,579 |
| CMOs issued by government agencies or sponsored agencies | $7,311,000 | 1,504 |
| 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) | $500,000 | 2,162 |
| Available-for-sale securities (fair market value) | $23,051,000 | 3,851 |
| Total debt securities | $23,551,000 | 4,149 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,496 |
| Fair value | $1,240,000 | 1,493 |
| 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 | $22,959,000 | 4,236 |
| U.S. Government securities | $17,215,000 | 3,793 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $17,215,000 | 3,694 |
| Securities issued by states & political subdivisions | $5,244,000 | 3,735 |
| Other domestic debt securities | $500,000 | 2,258 |
| 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 | $500,000 | 1,784 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,392,000 | 2,348 |
| Mortgage-backed securities | $10,949,000 | 3,107 |
| Certificates of participation in pools of residential mortgages | $3,676,000 | 3,804 |
| Issued or guaranteed by U.S. | $3,676,000 | 3,799 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $7,273,000 | 1,610 |
| CMOs issued by government agencies or sponsored agencies | $7,273,000 | 1,527 |
| 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) | $500,000 | 2,149 |
| Available-for-sale securities (fair market value) | $22,459,000 | 3,923 |
| Total debt securities | $22,960,000 | 4,206 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,489 |
| Fair value | $1,244,000 | 1,488 |
| 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 | $22,458,000 | 4,280 |
| U.S. Government securities | $16,695,000 | 3,838 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $16,695,000 | 3,747 |
| Securities issued by states & political subdivisions | $5,263,000 | 3,728 |
| Other domestic debt securities | $500,000 | 2,321 |
| 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 | $500,000 | 1,823 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,530,000 | 2,396 |
| Mortgage-backed securities | $11,194,000 | 3,094 |
| Certificates of participation in pools of residential mortgages | $3,799,000 | 3,770 |
| Issued or guaranteed by U.S. | $3,799,000 | 3,765 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $7,395,000 | 1,627 |
| CMOs issued by government agencies or sponsored agencies | $7,395,000 | 1,540 |
| 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) | $500,000 | 2,092 |
| Available-for-sale securities (fair market value) | $21,958,000 | 3,980 |
| Total debt securities | $22,459,000 | 4,248 |
| Structured notes | ||
| Amortized cost | $1,983,000 | 1,291 |
| Fair value | $1,949,000 | 1,223 |
| 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 | $23,293,000 | 4,224 |
| U.S. Government securities | $17,370,000 | 3,802 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $17,370,000 | 3,706 |
| Securities issued by states & political subdivisions | $5,423,000 | 3,683 |
| Other domestic debt securities | $500,000 | 2,328 |
| 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 | $500,000 | 1,820 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,535,000 | 2,417 |
| Mortgage-backed securities | $11,511,000 | 3,109 |
| Certificates of participation in pools of residential mortgages | $3,227,000 | 3,962 |
| Issued or guaranteed by U.S. | $3,227,000 | 3,958 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $8,284,000 | 1,592 |
| CMOs issued by government agencies or sponsored agencies | $8,284,000 | 1,500 |
| 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) | $500,000 | 2,085 |
| Available-for-sale securities (fair market value) | $22,793,000 | 3,934 |
| Total debt securities | $23,287,000 | 4,197 |
| Structured notes | ||
| Amortized cost | $2,145,000 | 1,163 |
| Fair value | $2,140,000 | 1,163 |
| 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 | $18,412,000 | 4,635 |
| U.S. Government securities | $13,066,000 | 4,270 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $13,066,000 | 4,162 |
| Securities issued by states & political subdivisions | $4,846,000 | 3,793 |
| Other domestic debt securities | $500,000 | 2,317 |
| 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 | $500,000 | 1,774 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,331,000 | 2,414 |
| Mortgage-backed securities | $10,808,000 | 3,203 |
| Certificates of participation in pools of residential mortgages | $2,491,000 | 4,163 |
| Issued or guaranteed by U.S. | $2,491,000 | 4,161 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $8,317,000 | 1,643 |
| CMOs issued by government agencies or sponsored agencies | $8,317,000 | 1,542 |
| 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) | $500,000 | 2,114 |
| Available-for-sale securities (fair market value) | $17,912,000 | 4,321 |
| Total debt securities | $18,411,000 | 4,602 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,878 |
| Fair value | $750,000 | 1,887 |
| 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 | $18,105,000 | 4,708 |
| U.S. Government securities | $13,257,000 | 4,341 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $13,257,000 | 4,244 |
| Securities issued by states & political subdivisions | $4,348,000 | 3,888 |
| Other domestic debt securities | $500,000 | 2,387 |
| 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 | $500,000 | 1,842 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,398,000 | 2,629 |
| Mortgage-backed securities | $10,695,000 | 3,358 |
| Certificates of participation in pools of residential mortgages | $2,684,000 | 4,251 |
| Issued or guaranteed by U.S. | $2,684,000 | 4,249 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $8,011,000 | 1,736 |
| CMOs issued by government agencies or sponsored agencies | $8,011,000 | 1,643 |
| 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) | $500,000 | 2,157 |
| Available-for-sale securities (fair market value) | $17,605,000 | 4,398 |
| Total debt securities | $18,107,000 | 4,677 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,661 |
| Fair value | $1,251,000 | 1,672 |
| 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 | $20,923,000 | 4,497 |
| U.S. Government securities | $15,800,000 | 4,090 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $15,800,000 | 4,001 |
| Securities issued by states & political subdivisions | $4,623,000 | 3,780 |
| Other domestic debt securities | $500,000 | 2,373 |
| 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 | $500,000 | 1,827 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,942,000 | 2,360 |
| Mortgage-backed securities | $11,300,000 | 3,323 |
| Certificates of participation in pools of residential mortgages | $2,787,000 | 4,252 |
| Issued or guaranteed by U.S. | $2,787,000 | 4,251 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $8,513,000 | 1,712 |
| CMOs issued by government agencies or sponsored agencies | $8,513,000 | 1,621 |
| 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) | $500,000 | 2,183 |
| Available-for-sale securities (fair market value) | $20,423,000 | 4,192 |
| Total debt securities | $20,923,000 | 4,467 |
| Structured notes | ||
| Amortized cost | $2,100,000 | 1,451 |
| Fair value | $2,104,000 | 1,455 |
| 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 | $22,322,000 | 4,403 |
| U.S. Government securities | $17,075,000 | 4,024 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $17,075,000 | 3,937 |
| Securities issued by states & political subdivisions | $4,747,000 | 3,684 |
| Other domestic debt securities | $500,000 | 2,339 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $500,000 | 1,809 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,815,000 | 2,283 |
| Mortgage-backed securities | $11,273,000 | 3,348 |
| Certificates of participation in pools of residential mortgages | $2,892,000 | 4,251 |
| Issued or guaranteed by U.S. | $2,892,000 | 4,249 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $8,381,000 | 1,727 |
| CMOs issued by government agencies or sponsored agencies | $8,381,000 | 1,634 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $500,000 | 2,223 |
| Available-for-sale securities (fair market value) | $21,822,000 | 4,100 |
| Total debt securities | $22,322,000 | 4,373 |
| Structured notes | ||
| Amortized cost | $2,100,000 | 1,643 |
| Fair value | $2,104,000 | 1,644 |
| 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 | $24,210,000 | 4,165 |
| U.S. Government securities | $18,947,000 | 3,752 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $18,947,000 | 3,678 |
| Securities issued by states & political subdivisions | $4,763,000 | 3,651 |
| Other domestic debt securities | $500,000 | 2,329 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $500,000 | 1,729 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,489,000 | 2,057 |
| Mortgage-backed securities | $12,143,000 | 3,161 |
| Certificates of participation in pools of residential mortgages | $3,158,000 | 4,080 |
| Issued or guaranteed by U.S. | $3,158,000 | 4,074 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $8,985,000 | 1,670 |
| CMOs issued by government agencies or sponsored agencies | $8,985,000 | 1,518 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $500,000 | 2,319 |
| Available-for-sale securities (fair market value) | $23,710,000 | 3,868 |
| Total debt securities | $24,211,000 | 4,135 |
| Structured notes | ||
| Amortized cost | $3,100,000 | 1,329 |
| Fair value | $3,101,000 | 1,331 |
| 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 | $19,808,000 | 4,526 |
| U.S. Government securities | $14,802,000 | 4,188 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $14,802,000 | 4,093 |
| Securities issued by states & political subdivisions | $4,506,000 | 3,652 |
| Other domestic debt securities | $500,000 | 2,325 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $500,000 | 1,701 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,403,000 | 2,717 |
| Mortgage-backed securities | $10,143,000 | 3,334 |
| Certificates of participation in pools of residential mortgages | $2,400,000 | 4,258 |
| Issued or guaranteed by U.S. | $2,400,000 | 4,243 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $7,743,000 | 1,780 |
| CMOs issued by government agencies or sponsored agencies | $7,743,000 | 1,608 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $500,000 | 2,340 |
| Available-for-sale securities (fair market value) | $19,308,000 | 4,201 |
| Total debt securities | $19,807,000 | 4,492 |
| Structured notes | ||
| Amortized cost | $2,600,000 | 1,547 |
| Fair value | $2,603,000 | 1,548 |
| 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 | $19,542,000 | 4,611 |
| U.S. Government securities | $14,507,000 | 4,334 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $14,507,000 | 4,233 |
| Securities issued by states & political subdivisions | $4,535,000 | 3,613 |
| Other domestic debt securities | $500,000 | 2,262 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $500,000 | 1,626 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,593,000 | 2,539 |
| Mortgage-backed securities | $9,935,000 | 3,335 |
| Certificates of participation in pools of residential mortgages | $2,382,000 | 4,250 |
| Issued or guaranteed by U.S. | $2,382,000 | 4,237 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $7,553,000 | 1,771 |
| CMOs issued by government agencies or sponsored agencies | $7,553,000 | 1,590 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $500,000 | 2,371 |
| Available-for-sale securities (fair market value) | $19,042,000 | 4,285 |
| Total debt securities | $19,542,000 | 4,577 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,953 |
| Fair value | $2,008,000 | 1,980 |
| 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 | $21,158,000 | 4,409 |
| U.S. Government securities | $15,601,000 | 4,156 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $15,601,000 | 4,033 |
| Securities issued by states & political subdivisions | $5,057,000 | 3,465 |
| Other domestic debt securities | $500,000 | 2,325 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $500,000 | 1,671 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,273,000 | 2,463 |
| Mortgage-backed securities | $10,529,000 | 3,179 |
| Certificates of participation in pools of residential mortgages | $2,434,000 | 4,186 |
| Issued or guaranteed by U.S. | $2,434,000 | 4,176 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $8,095,000 | 1,678 |
| CMOs issued by government agencies or sponsored agencies | $8,095,000 | 1,490 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $500,000 | 2,390 |
| Available-for-sale securities (fair market value) | $20,658,000 | 4,100 |
| Total debt securities | $21,157,000 | 4,378 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,531 |
| Fair value | $3,506,000 | 1,538 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $20,130,000 | 4,380 |
| U.S. Government securities | $15,014,000 | 4,056 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $15,014,000 | 3,943 |
| Securities issued by states & political subdivisions | $4,616,000 | 3,545 |
| Other domestic debt securities | $500,000 | 2,471 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $500,000 | 1,678 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,100,000 | 2,447 |
| Mortgage-backed securities | $10,245,000 | 3,129 |
| Certificates of participation in pools of residential mortgages | $1,857,000 | 4,294 |
| Issued or guaranteed by U.S. | $1,857,000 | 4,289 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $8,388,000 | 1,613 |
| CMOs issued by government agencies or sponsored agencies | $8,388,000 | 1,431 |
| 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) | $500,000 | 2,394 |
| Available-for-sale securities (fair market value) | $19,630,000 | 4,073 |
| Total debt securities | $20,132,000 | 4,348 |
| Structured notes | ||
| Amortized cost | $3,003,000 | 1,517 |
| Fair value | $2,999,000 | 1,537 |
| 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 | $20,714,000 | 4,271 |
| U.S. Government securities | $15,476,000 | 3,977 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $15,476,000 | 3,863 |
| Securities issued by states & political subdivisions | $4,638,000 | 3,465 |
| Other domestic debt securities | $600,000 | 2,442 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $600,000 | 1,597 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,849,000 | 2,688 |
| Mortgage-backed securities | $9,412,000 | 3,235 |
| Certificates of participation in pools of residential mortgages | $593,000 | 4,966 |
| Issued or guaranteed by U.S. | $593,000 | 4,954 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $8,819,000 | 1,562 |
| CMOs issued by government agencies or sponsored agencies | $8,819,000 | 1,371 |
| 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) | $500,000 | 2,459 |
| Available-for-sale securities (fair market value) | $20,214,000 | 3,962 |
| Total debt securities | $20,713,000 | 4,236 |
| Structured notes | ||
| Amortized cost | $4,006,000 | 1,295 |
| Fair value | $4,019,000 | 1,328 |
| 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 | $21,694,000 | 4,208 |
| U.S. Government securities | $16,632,000 | 3,869 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $16,632,000 | 3,772 |
| Securities issued by states & political subdivisions | $4,462,000 | 3,437 |
| Other domestic debt securities | $600,000 | 2,444 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $600,000 | 1,564 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,690,000 | 2,981 |
| Mortgage-backed securities | $8,389,000 | 3,384 |
| Certificates of participation in pools of residential mortgages | $643,000 | 4,995 |
| Issued or guaranteed by U.S. | $643,000 | 4,986 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $7,746,000 | 1,605 |
| CMOs issued by government agencies or sponsored agencies | $7,746,000 | 1,385 |
| 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) | $500,000 | 2,533 |
| Available-for-sale securities (fair market value) | $21,194,000 | 3,875 |
| Total debt securities | $21,694,000 | 4,167 |
| Structured notes | ||
| Amortized cost | $4,009,000 | 1,366 |
| Fair value | $4,021,000 | 1,387 |
| 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 | $22,609,000 | 4,162 |
| U.S. Government securities | $17,506,000 | 3,834 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $17,506,000 | 3,748 |
| Securities issued by states & political subdivisions | $4,503,000 | 3,407 |
| Other domestic debt securities | $600,000 | 2,495 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $600,000 | 1,572 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,598,000 | 3,079 |
| Mortgage-backed securities | $8,102,000 | 3,488 |
| Certificates of participation in pools of residential mortgages | $695,000 | 5,086 |
| Issued or guaranteed by U.S. | $695,000 | 5,077 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $7,407,000 | 1,585 |
| CMOs issued by government agencies or sponsored agencies | $7,407,000 | 1,347 |
| 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) | $500,000 | 2,579 |
| Available-for-sale securities (fair market value) | $22,109,000 | 3,816 |
| Total debt securities | $22,610,000 | 4,124 |
| Structured notes | ||
| Amortized cost | $5,111,000 | 941 |
| Fair value | $5,081,000 | 943 |
| 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 | $18,121,000 | 4,618 |
| U.S. Government securities | $12,992,000 | 4,439 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $12,992,000 | 4,347 |
| Securities issued by states & political subdivisions | $4,529,000 | 3,398 |
| Other domestic debt securities | $600,000 | 2,565 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $600,000 | 1,617 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,029,000 | 2,787 |
| Mortgage-backed securities | $7,065,000 | 3,733 |
| Certificates of participation in pools of residential mortgages | $318,000 | 5,444 |
| Issued or guaranteed by U.S. | $318,000 | 5,431 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $6,747,000 | 1,640 |
| CMOs issued by government agencies or sponsored agencies | $6,747,000 | 1,382 |
| 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) | $500,000 | 2,634 |
| Available-for-sale securities (fair market value) | $17,621,000 | 4,248 |
| Total debt securities | $18,113,000 | 4,580 |
| 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 | $22,237,000 | 4,187 |
| U.S. Government securities | $16,649,000 | 3,891 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $16,649,000 | 3,817 |
| Securities issued by states & political subdivisions | $4,989,000 | 3,264 |
| Other domestic debt securities | $599,000 | 2,668 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $599,000 | 1,721 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,367,000 | 3,124 |
| Mortgage-backed securities | $7,645,000 | 3,704 |
| Certificates of participation in pools of residential mortgages | $357,000 | 5,481 |
| Issued or guaranteed by U.S. | $357,000 | 5,465 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $7,288,000 | 1,586 |
| CMOs issued by government agencies or sponsored agencies | $7,288,000 | 1,304 |
| 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) | $500,000 | 2,700 |
| Available-for-sale securities (fair market value) | $21,737,000 | 3,838 |
| Total debt securities | $22,237,000 | 4,151 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,317 |
| Fair value | $1,501,000 | 1,348 |
| 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 | $23,156,000 | 4,054 |
| U.S. Government securities | $17,555,000 | 3,764 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $17,555,000 | 3,682 |
| Securities issued by states & political subdivisions | $5,004,000 | 3,217 |
| Other domestic debt securities | $597,000 | 2,708 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $597,000 | 1,765 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,907,000 | 3,201 |
| Mortgage-backed securities | $8,463,000 | 3,603 |
| Certificates of participation in pools of residential mortgages | $390,000 | 5,515 |
| Issued or guaranteed by U.S. | $390,000 | 5,497 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $8,073,000 | 1,515 |
| CMOs issued by government agencies or sponsored agencies | $8,073,000 | 1,228 |
| 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) | $500,000 | 2,751 |
| Available-for-sale securities (fair market value) | $22,656,000 | 3,712 |
| Total debt securities | $23,156,000 | 4,017 |
| 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 | $24,235,000 | 3,967 |
| U.S. Government securities | $18,205,000 | 3,746 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $18,205,000 | 3,667 |
| Securities issued by states & political subdivisions | $5,438,000 | 3,032 |
| Other domestic debt securities | $592,000 | 2,639 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $592,000 | 1,839 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,176,000 | 3,381 |
| Mortgage-backed securities | $9,460,000 | 3,504 |
| Certificates of participation in pools of residential mortgages | $437,000 | 5,544 |
| Issued or guaranteed by U.S. | $437,000 | 5,529 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $9,023,000 | 1,443 |
| CMOs issued by government agencies or sponsored agencies | $9,023,000 | 1,141 |
| 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) | $500,000 | 2,800 |
| Available-for-sale securities (fair market value) | $23,735,000 | 3,606 |
| Total debt securities | $24,235,000 | 3,935 |
| 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 | $23,309,000 | 4,054 |
| U.S. Government securities | $17,682,000 | 3,858 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $17,682,000 | 3,782 |
| Securities issued by states & political subdivisions | $5,127,000 | 3,082 |
| Other domestic debt securities | $500,000 | 2,669 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 1,872 |
| 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 | $12,334,000 | 3,091 |
| Mortgage-backed securities | $6,934,000 | 3,877 |
| Certificates of participation in pools of residential mortgages | $475,000 | 5,530 |
| Issued or guaranteed by U.S. | $475,000 | 5,514 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $6,459,000 | 1,613 |
| CMOs issued by government agencies or sponsored agencies | $6,459,000 | 1,313 |
| 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) | $500,000 | 2,828 |
| Available-for-sale securities (fair market value) | $22,809,000 | 3,670 |
| Total debt securities | $23,310,000 | 4,017 |
| 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 | $21,042,000 | 4,257 |
| U.S. Government securities | $15,399,000 | 4,144 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $15,399,000 | 4,065 |
| Securities issued by states & political subdivisions | $5,143,000 | 3,052 |
| Other domestic debt securities | $500,000 | 2,622 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 1,841 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,376,000 | 2,941 |
| Mortgage-backed securities | $5,407,000 | 4,104 |
| Certificates of participation in pools of residential mortgages | $497,000 | 5,506 |
| Issued or guaranteed by U.S. | $497,000 | 5,491 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $4,910,000 | 1,733 |
| CMOs issued by government agencies or sponsored agencies | $4,910,000 | 1,424 |
| 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) | $500,000 | 2,836 |
| Available-for-sale securities (fair market value) | $20,542,000 | 3,851 |
| Total debt securities | $21,044,000 | 4,219 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 926 |
| Fair value | $988,000 | 1,017 |
| 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 | $20,339,000 | 4,400 |
| U.S. Government securities | $14,689,000 | 4,274 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $14,689,000 | 4,206 |
| Securities issued by states & political subdivisions | $5,150,000 | 3,056 |
| Other domestic debt securities | $500,000 | 2,597 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 1,863 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,271,000 | 3,335 |
| Mortgage-backed securities | $5,621,000 | 4,045 |
| Certificates of participation in pools of residential mortgages | $541,000 | 5,483 |
| Issued or guaranteed by U.S. | $541,000 | 5,462 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $5,080,000 | 1,709 |
| CMOs issued by government agencies or sponsored agencies | $5,080,000 | 1,415 |
| 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) | $500,000 | 2,846 |
| Available-for-sale securities (fair market value) | $19,839,000 | 4,012 |
| Total debt securities | $20,339,000 | 4,351 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 979 |
| Fair value | $986,000 | 1,093 |
| 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 | $22,580,000 | 4,115 |
| U.S. Government securities | $16,693,000 | 3,975 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $16,693,000 | 3,904 |
| Securities issued by states & political subdivisions | $5,387,000 | 3,016 |
| Other domestic debt securities | $500,000 | 2,569 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 1,853 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,278,000 | 2,732 |
| Mortgage-backed securities | $5,978,000 | 3,879 |
| Certificates of participation in pools of residential mortgages | $606,000 | 5,388 |
| Issued or guaranteed by U.S. | $606,000 | 5,362 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $5,372,000 | 1,642 |
| CMOs issued by government agencies or sponsored agencies | $5,372,000 | 1,359 |
| 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) | $500,000 | 2,888 |
| Available-for-sale securities (fair market value) | $22,080,000 | 3,744 |
| Total debt securities | $22,580,000 | 4,058 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,057 |
| Fair value | $977,000 | 1,248 |
| 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 | $21,696,000 | 4,240 |
| U.S. Government securities | $15,757,000 | 4,171 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $15,757,000 | 4,080 |
| Securities issued by states & political subdivisions | $5,439,000 | 2,989 |
| Other domestic debt securities | $500,000 | 2,391 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 1,719 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,494,000 | 2,431 |
| Mortgage-backed securities | $3,510,000 | 4,292 |
| Certificates of participation in pools of residential mortgages | $648,000 | 5,190 |
| Issued or guaranteed by U.S. | $648,000 | 5,168 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,862,000 | 2,004 |
| CMOs issued by government agencies or sponsored agencies | $2,862,000 | 1,703 |
| 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) | $500,000 | 2,945 |
| Available-for-sale securities (fair market value) | $21,196,000 | 3,824 |
| Total debt securities | $21,697,000 | 4,186 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,500 |
| Fair value | $999,000 | 1,636 |
| 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 | $24,175,000 | 3,988 |
| U.S. Government securities | $18,225,000 | 3,871 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $18,225,000 | 3,788 |
| Securities issued by states & political subdivisions | $5,450,000 | 2,945 |
| Other domestic debt securities | $500,000 | 2,328 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 1,687 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,395,000 | 3,030 |
| Mortgage-backed securities | $3,582,000 | 4,120 |
| Certificates of participation in pools of residential mortgages | $679,000 | 5,061 |
| Issued or guaranteed by U.S. | $679,000 | 5,044 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,903,000 | 1,935 |
| CMOs issued by government agencies or sponsored agencies | $2,903,000 | 1,647 |
| 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) | $500,000 | 3,005 |
| Available-for-sale securities (fair market value) | $23,675,000 | 3,566 |
| Total debt securities | $24,175,000 | 3,935 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,697 |
| Fair value | $988,000 | 1,899 |
| 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 | $24,660,000 | 3,907 |
| U.S. Government securities | $18,737,000 | 3,820 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $18,737,000 | 3,729 |
| Securities issued by states & political subdivisions | $5,423,000 | 2,958 |
| Other domestic debt securities | $500,000 | 2,274 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 1,652 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,145,000 | 2,908 |
| Mortgage-backed securities | $3,688,000 | 4,043 |
| Certificates of participation in pools of residential mortgages | $726,000 | 5,036 |
| Issued or guaranteed by U.S. | $726,000 | 5,019 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,962,000 | 1,882 |
| CMOs issued by government agencies or sponsored agencies | $2,962,000 | 1,607 |
| 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) | $500,000 | 3,038 |
| Available-for-sale securities (fair market value) | $24,160,000 | 3,485 |
| Total debt securities | $24,660,000 | 3,856 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,776 |
| Fair value | $974,000 | 1,980 |
| 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 | $23,811,000 | 4,007 |
| U.S. Government securities | $17,762,000 | 3,984 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $17,762,000 | 3,885 |
| Securities issued by states & political subdivisions | $5,549,000 | 2,935 |
| Other domestic debt securities | $500,000 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 1,690 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,340,000 | 2,642 |
| Mortgage-backed securities | $2,928,000 | 4,321 |
| Certificates of participation in pools of residential mortgages | $823,000 | 4,969 |
| Issued or guaranteed by U.S. | $823,000 | 4,951 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $2,105,000 | 2,088 |
| CMOs issued by government agencies or sponsored agencies | $2,105,000 | 1,818 |
| 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) | $500,000 | 3,093 |
| Available-for-sale securities (fair market value) | $23,311,000 | 3,569 |
| Total debt securities | $23,810,000 | 3,958 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,848 |
| Fair value | $983,000 | 2,047 |
| 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 | $22,411,000 | 4,224 |
| U.S. Government securities | $16,440,000 | 4,244 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $16,440,000 | 4,138 |
| Securities issued by states & political subdivisions | $5,471,000 | 2,971 |
| Other domestic debt securities | $500,000 | 2,303 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 1,729 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,010,000 | 2,552 |
| Mortgage-backed securities | $2,992,000 | 4,273 |
| Certificates of participation in pools of residential mortgages | $872,000 | 4,924 |
| Issued or guaranteed by U.S. | $872,000 | 4,906 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,120,000 | 2,083 |
| CMOs issued by government agencies or sponsored agencies | $2,120,000 | 1,816 |
| 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) | $500,000 | 3,148 |
| Available-for-sale securities (fair market value) | $21,911,000 | 3,750 |
| Total debt securities | $22,410,000 | 4,172 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,951 |
| Fair value | $977,000 | 2,150 |
| 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 | $22,523,000 | 4,246 |
| U.S. Government securities | $16,441,000 | 4,299 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $16,441,000 | 4,175 |
| Securities issued by states & political subdivisions | $5,582,000 | 2,918 |
| Other domestic debt securities | $500,000 | 2,333 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 1,760 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,920,000 | 2,819 |
| Mortgage-backed securities | $2,786,000 | 4,361 |
| Certificates of participation in pools of residential mortgages | $934,000 | 4,873 |
| Issued or guaranteed by U.S. | $934,000 | 4,848 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,852,000 | 2,129 |
| CMOs issued by government agencies or sponsored agencies | $1,852,000 | 1,863 |
| 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) | $500,000 | 3,221 |
| Available-for-sale securities (fair market value) | $22,023,000 | 3,754 |
| Total debt securities | $22,522,000 | 4,198 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,056 |
| Fair value | $977,000 | 2,255 |
| 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 | $21,650,000 | 4,346 |
| U.S. Government securities | $16,889,000 | 4,222 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $16,889,000 | 4,096 |
| Securities issued by states & political subdivisions | $4,761,000 | 3,142 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,305,000 | 3,184 |
| Mortgage-backed securities | $1,825,000 | 4,817 |
| Certificates of participation in pools of residential mortgages | $949,000 | 4,900 |
| Issued or guaranteed by U.S. | $949,000 | 4,878 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $876,000 | 2,570 |
| CMOs issued by government agencies or sponsored agencies | $876,000 | 2,294 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $21,650,000 | 3,777 |
| Total debt securities | $21,652,000 | 4,281 |
| Structured notes | ||
| Amortized cost | $1,780,000 | 1,749 |
| Fair value | $1,723,000 | 1,747 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $22,359,000 | 4,324 |
| U.S. Government securities | $17,149,000 | 4,207 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $17,149,000 | 4,075 |
| Securities issued by states & political subdivisions | $4,709,000 | 3,170 |
| Other domestic debt securities | $501,000 | 2,420 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $501,000 | 1,879 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,676,000 | 3,116 |
| Mortgage-backed securities | $2,003,000 | 4,752 |
| Certificates of participation in pools of residential mortgages | $1,035,000 | 4,858 |
| Issued or guaranteed by U.S. | $1,035,000 | 4,838 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $968,000 | 2,527 |
| CMOs issued by government agencies or sponsored agencies | $968,000 | 2,245 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $22,359,000 | 3,730 |
| Total debt securities | $22,366,000 | 4,267 |
| Structured notes | ||
| Amortized cost | $1,780,000 | 1,751 |
| Fair value | $1,736,000 | 1,754 |
| 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 | $23,931,000 | 4,153 |
| U.S. Government securities | $18,821,000 | 3,973 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $18,821,000 | 3,841 |
| Securities issued by states & political subdivisions | $4,608,000 | 3,207 |
| Other domestic debt securities | $502,000 | 2,496 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $502,000 | 1,988 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,108,000 | 2,517 |
| Mortgage-backed securities | $2,112,000 | 4,740 |
| Certificates of participation in pools of residential mortgages | $1,093,000 | 4,854 |
| Issued or guaranteed by U.S. | $1,093,000 | 4,835 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,019,000 | 2,481 |
| CMOs issued by government agencies or sponsored agencies | $1,019,000 | 2,208 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $23,931,000 | 3,584 |
| Total debt securities | $23,931,000 | 4,094 |
| Structured notes | ||
| Amortized cost | $1,780,000 | 1,740 |
| Fair value | $1,738,000 | 1,742 |
| 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 | $25,104,000 | 4,004 |
| U.S. Government securities | $19,021,000 | 3,891 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $19,021,000 | 3,762 |
| Securities issued by states & political subdivisions | $5,077,000 | 3,034 |
| Other domestic debt securities | $1,006,000 | 2,106 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,006,000 | 1,641 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,751,000 | 2,521 |
| Mortgage-backed securities | $2,260,000 | 4,711 |
| Certificates of participation in pools of residential mortgages | $1,156,000 | 4,841 |
| Issued or guaranteed by U.S. | $1,156,000 | 4,823 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,104,000 | 2,438 |
| CMOs issued by government agencies or sponsored agencies | $1,104,000 | 2,177 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $25,104,000 | 3,457 |
| Total debt securities | $25,104,000 | 3,944 |
| Structured notes | ||
| Amortized cost | $1,780,000 | 1,711 |
| Fair value | $1,746,000 | 1,712 |
| 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 | $23,672,000 | 4,183 |
| U.S. Government securities | $17,816,000 | 4,108 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $17,816,000 | 3,978 |
| Securities issued by states & political subdivisions | $4,841,000 | 3,105 |
| Other domestic debt securities | $1,015,000 | 2,149 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,015,000 | 1,699 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,239,000 | 2,696 |
| Mortgage-backed securities | $2,437,000 | 4,721 |
| Certificates of participation in pools of residential mortgages | $1,242,000 | 4,849 |
| Issued or guaranteed by U.S. | $1,242,000 | 4,829 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,195,000 | 2,463 |
| CMOs issued by government agencies or sponsored agencies | $1,195,000 | 2,197 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $23,672,000 | 3,619 |
| Total debt securities | $23,672,000 | 4,130 |
| Structured notes | ||
| Amortized cost | $1,780,000 | 1,709 |
| Fair value | $1,757,000 | 1,710 |
| 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 | $28,868,000 | 3,725 |
| U.S. Government securities | $22,833,000 | 3,532 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $22,833,000 | 3,405 |
| Securities issued by states & political subdivisions | $5,013,000 | 3,027 |
| Other domestic debt securities | $1,022,000 | 2,199 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,022,000 | 1,773 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,818,000 | 2,753 |
| Mortgage-backed securities | $2,562,000 | 4,733 |
| Certificates of participation in pools of residential mortgages | $1,314,000 | 4,867 |
| Issued or guaranteed by U.S. | $1,314,000 | 4,854 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,248,000 | 2,493 |
| CMOs issued by government agencies or sponsored agencies | $1,248,000 | 2,241 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $28,868,000 | 3,223 |
| Total debt securities | $28,868,000 | 3,670 |
| Structured notes | ||
| Amortized cost | $1,780,000 | 1,680 |
| Fair value | $1,725,000 | 1,687 |
| 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 | $29,592,000 | 3,670 |
| U.S. Government securities | $23,149,000 | 3,490 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $23,149,000 | 3,368 |
| Securities issued by states & political subdivisions | $5,407,000 | 2,951 |
| Other domestic debt securities | $1,036,000 | 2,238 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,036,000 | 1,833 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,734,000 | 2,478 |
| Mortgage-backed securities | $2,742,000 | 4,717 |
| Certificates of participation in pools of residential mortgages | $1,429,000 | 4,828 |
| Issued or guaranteed by U.S. | $1,429,000 | 4,814 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,313,000 | 2,496 |
| CMOs issued by government agencies or sponsored agencies | $1,313,000 | 2,249 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $29,592,000 | 3,170 |
| Total debt securities | $29,592,000 | 3,609 |
| Structured notes | ||
| Amortized cost | $1,780,000 | 1,648 |
| Fair value | $1,753,000 | 1,649 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $27,416,000 | 3,868 |
| U.S. Government securities | $20,359,000 | 3,804 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $20,359,000 | 3,673 |
| Securities issued by states & political subdivisions | $6,007,000 | 2,762 |
| Other domestic debt securities | $1,050,000 | 2,261 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,050,000 | 1,885 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,649,000 | 2,708 |
| Mortgage-backed securities | $2,931,000 | 4,661 |
| Certificates of participation in pools of residential mortgages | $1,525,000 | 4,797 |
| Issued or guaranteed by U.S. | $1,525,000 | 4,786 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,406,000 | 2,457 |
| CMOs issued by government agencies or sponsored agencies | $1,406,000 | 2,215 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $27,416,000 | 3,346 |
| Total debt securities | $27,416,000 | 3,800 |
| Structured notes | ||
| Amortized cost | $1,780,000 | 1,650 |
| Fair value | $1,766,000 | 1,651 |
| 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 | $25,014,000 | 4,167 |
| U.S. Government securities | $17,622,000 | 4,226 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $17,622,000 | 4,078 |
| Securities issued by states & political subdivisions | $6,334,000 | 2,673 |
| Other domestic debt securities | $1,058,000 | 2,344 |
| 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 | $1,058,000 | 1,969 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,562,000 | 2,847 |
| Mortgage-backed securities | $3,149,000 | 4,624 |
| Certificates of participation in pools of residential mortgages | $1,577,000 | 4,819 |
| Issued or guaranteed by U.S. | $1,577,000 | 4,806 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,572,000 | 2,430 |
| CMOs issued by government agencies or sponsored agencies | $1,572,000 | 2,195 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $25,014,000 | 3,597 |
| Total debt securities | $25,007,000 | 4,095 |
| Structured notes | ||
| Amortized cost | $1,780,000 | 1,631 |
| Fair value | $1,725,000 | 1,639 |
| 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 | $25,691,000 | 4,092 |
| U.S. Government securities | $16,872,000 | 4,318 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $16,872,000 | 4,173 |
| Securities issued by states & political subdivisions | $7,734,000 | 2,380 |
| Other domestic debt securities | $1,085,000 | 2,426 |
| 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 | $1,085,000 | 2,049 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,330,000 | 2,704 |
| Mortgage-backed securities | $3,753,000 | 4,470 |
| Certificates of participation in pools of residential mortgages | $1,703,000 | 4,772 |
| Issued or guaranteed by U.S. | $1,703,000 | 4,758 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $2,050,000 | 2,262 |
| CMOs issued by government agencies or sponsored agencies | $2,050,000 | 2,022 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $25,691,000 | 3,556 |
| Total debt securities | $25,691,000 | 4,014 |
| Structured notes | ||
| Amortized cost | $1,780,000 | 1,439 |
| Fair value | $1,779,000 | 1,440 |
| 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 | $26,259,000 | 4,078 |
| U.S. Government securities | $16,255,000 | 4,458 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $16,255,000 | 4,310 |
| Securities issued by states & political subdivisions | $7,887,000 | 2,349 |
| Other domestic debt securities | $2,117,000 | 1,967 |
| 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 | $2,117,000 | 1,682 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,617,000 | 2,609 |
| Mortgage-backed securities | $3,529,000 | 4,540 |
| Certificates of participation in pools of residential mortgages | $1,796,000 | 4,721 |
| Issued or guaranteed by U.S. | $1,796,000 | 4,703 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,733,000 | 2,427 |
| CMOs issued by government agencies or sponsored agencies | $1,733,000 | 2,295 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $26,259,000 | 3,524 |
| Total debt securities | $26,259,000 | 4,001 |
| Structured notes | ||
| Amortized cost | $780,000 | 1,921 |
| Fair value | $780,000 | 1,920 |
| 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 | $26,017,000 | 4,028 |
| U.S. Government securities | $16,150,000 | 4,362 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $16,150,000 | 4,200 |
| Securities issued by states & political subdivisions | $7,726,000 | 2,376 |
| Other domestic debt securities | $2,141,000 | 2,049 |
| 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 | $2,141,000 | 1,773 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,421,000 | 2,516 |
| Mortgage-backed securities | $3,704,000 | 4,457 |
| Certificates of participation in pools of residential mortgages | $1,864,000 | 4,687 |
| Issued or guaranteed by U.S. | $1,864,000 | 4,665 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,840,000 | 2,409 |
| CMOs issued by government agencies or sponsored agencies | $1,840,000 | 2,279 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $26,017,000 | 3,491 |
| Total debt securities | $26,017,000 | 3,937 |
| Structured notes | ||
| Amortized cost | $780,000 | 1,652 |
| Fair value | $780,000 | 1,651 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $24,961,000 | 4,052 |
| U.S. Government securities | $15,066,000 | 4,486 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $15,066,000 | 4,332 |
| Securities issued by states & political subdivisions | $7,724,000 | 2,343 |
| Other domestic debt securities | $2,171,000 | 2,094 |
| 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 | $2,171,000 | 1,817 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,751,000 | 2,592 |
| Mortgage-backed securities | $2,913,000 | 4,867 |
| Certificates of participation in pools of residential mortgages | $917,000 | 5,440 |
| Issued or guaranteed by U.S. | $917,000 | 5,419 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,996,000 | 2,535 |
| CMOs issued by government agencies or sponsored agencies | $1,996,000 | 2,400 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $24,961,000 | 3,497 |
| Total debt securities | $24,961,000 | 3,969 |
| 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 | $25,034,000 | 4,013 |
| U.S. Government securities | $14,869,000 | 4,541 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $14,869,000 | 4,374 |
| Securities issued by states & political subdivisions | $8,000,000 | 2,208 |
| Other domestic debt securities | $2,165,000 | 2,118 |
| 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 | $2,165,000 | 1,818 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,911,000 | 2,734 |
| Mortgage-backed securities | $1,013,000 | 5,940 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,013,000 | 3,124 |
| CMOs issued by government agencies or sponsored agencies | $1,013,000 | 2,981 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $25,034,000 | 3,457 |
| Total debt securities | $25,035,000 | 3,929 |
| 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 | $25,719,000 | 3,921 |
| U.S. Government securities | $15,467,000 | 4,392 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $15,467,000 | 4,213 |
| Securities issued by states & political subdivisions | $8,086,000 | 2,156 |
| Other domestic debt securities | $2,166,000 | 2,108 |
| 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 | $2,166,000 | 1,826 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,026,000 | 2,717 |
| Mortgage-backed securities | $1,028,000 | 5,901 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,028,000 | 3,125 |
| CMOs issued by government agencies or sponsored agencies | $1,028,000 | 2,990 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $25,719,000 | 3,363 |
| Total debt securities | $25,719,000 | 3,838 |
| 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 | $18,790,000 | 4,714 |
| U.S. Government securities | $7,070,000 | 6,427 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $7,070,000 | 6,197 |
| Securities issued by states & political subdivisions | $8,323,000 | 2,012 |
| Other domestic debt securities | $3,397,000 | 1,764 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,397,000 | 1,448 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,926,000 | 2,481 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $18,790,000 | 4,004 |
| Total debt securities | $18,790,000 | 4,622 |
| 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 | $27,157,000 | 3,710 |
| U.S. Government securities | $15,234,000 | 4,482 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $15,234,000 | 4,178 |
| Securities issued by states & political subdivisions | $9,323,000 | 1,758 |
| Other domestic debt securities | $1,719,000 | 2,062 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,719,000 | 1,769 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $881,000 | 2,732 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,168,000 | 2,762 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $27,157,000 | 2,994 |
| Total debt securities | $26,276,000 | 3,708 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $26,596,000 | 3,954 |
| U.S. Government securities | $17,434,000 | 4,289 |
| U.S. Treasury securities | $501,000 | 4,374 |
| U.S. Government agency obligations | $16,933,000 | 3,957 |
| Securities issued by states & political subdivisions | $8,328,000 | 1,985 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $834,000 | 2,756 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,840,000 | 3,430 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,009,000 | 1,209 |
| Available-for-sale securities (fair market value) | $5,587,000 | 7,229 |
| Total debt securities | $25,762,000 | 3,934 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $33,122,000 | 3,338 |
| U.S. Government securities | $24,297,000 | 3,373 |
| U.S. Treasury securities | $9,074,000 | 1,436 |
| U.S. Government agency obligations | $15,223,000 | 4,074 |
| Securities issued by states & political subdivisions | $8,047,000 | 2,076 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $778,000 | 2,762 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,294,000 | 2,952 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,780,000 | 1,033 |
| Available-for-sale securities (fair market value) | $5,342,000 | 7,239 |
| Total debt securities | $32,344,000 | 3,312 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $37,847,000 | 2,977 |
| U.S. Government securities | $29,055,000 | 3,013 |
| U.S. Treasury securities | $17,598,000 | 1,065 |
| U.S. Government agency obligations | $11,457,000 | 4,800 |
| Securities issued by states & political subdivisions | $8,067,000 | 1,838 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $725,000 | 2,898 |
| 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 | 3,205 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $32,543,000 | 1,072 |
| Available-for-sale securities (fair market value) | $5,304,000 | 7,348 |
| Total debt securities | $37,122,000 | 2,952 |
| 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 | $35,001,000 | 3,464 |
| U.S. Government securities | $26,674,000 | 3,550 |
| U.S. Treasury securities | $23,093,000 | 1,006 |
| U.S. Government agency obligations | $3,581,000 | 8,465 |
| Securities issued by states & political subdivisions | $7,652,000 | 1,941 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $675,000 | 2,977 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,750,000 | 3,248 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $31,253,000 | 1,296 |
| Available-for-sale securities (fair market value) | $3,748,000 | 8,297 |
| Total debt securities | $34,326,000 | 3,414 |
| 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 | $36,875,000 | 3,434 |
| U.S. Government securities | $28,518,000 | 3,490 |
| U.S. Treasury securities | $26,520,000 | 1,062 |
| U.S. Government agency obligations | $1,998,000 | 9,756 |
| Securities issued by states & political subdivisions | $7,727,000 | 1,909 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $630,000 | 2,873 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,700,000 | 3,925 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $36,245,000 | 1,209 |
| Available-for-sale securities (fair market value) | $630,000 | 10,165 |
| Total debt securities | $36,245,000 | 3,400 |
| 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 | $37,510,000 | 3,503 |
| U.S. Government securities | $29,746,000 | 3,498 |
| U.S. Treasury securities | $27,749,000 | 1,266 |
| U.S. Government agency obligations | $1,997,000 | 9,943 |
| Securities issued by states & political subdivisions | $7,175,000 | 2,131 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $589,000 | 2,798 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,450,000 | 3,353 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $36,921,000 | 2,007 |
| Available-for-sale securities (fair market value) | $589,000 | 10,042 |
| Total debt securities | $36,921,000 | 3,479 |
| 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 | $34,801,000 | 3,933 |
| U.S. Government securities | $27,326,000 | 3,919 |
| U.S. Treasury securities | $26,826,000 | 1,402 |
| U.S. Government agency obligations | $500,000 | 11,696 |
| Securities issued by states & political subdivisions | $7,023,000 | 2,237 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $452,000 | 3,241 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,650,000 | 4,826 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $34,349,000 | 3,886 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $31,903,000 | 4,221 |
| U.S. Government securities | $25,084,000 | 4,212 |
| U.S. Treasury securities | $24,584,000 | 1,534 |
| U.S. Government agency obligations | $500,000 | 12,102 |
| Securities issued by states & political subdivisions | $6,819,000 | 2,061 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,532,000 | 3,731 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $31,903,000 | 4,133 |
| 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 |