Home > Rocky Mountain Bank & Trust > Securities
Rocky Mountain Bank & Trust, Securities
| 2023-12-31 | Rank | |
| Total securities | $47,750,000 | 2,658 |
| U.S. Government securities | $31,042,000 | 2,440 |
| U.S. Treasury securities | $11,472,000 | 1,279 |
| U.S. Government agency obligations | $19,570,000 | 2,612 |
| Securities issued by states & political subdivisions | $10,415,000 | 2,415 |
| Other domestic debt securities | $6,293,000 | 1,247 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,293,000 | 294 |
| 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 | $43,609,000 | 1,589 |
| Mortgage-backed securities | $19,570,000 | 2,041 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $12,029,000 | 1,899 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,541,000 | 1,215 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $47,750,000 | 2,434 |
| Total debt securities | $47,751,000 | 2,643 |
| 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 | $43,937,000 | 2,746 |
| U.S. Government securities | $29,011,000 | 2,516 |
| U.S. Treasury securities | $12,124,000 | 1,276 |
| U.S. Government agency obligations | $16,887,000 | 2,766 |
| Securities issued by states & political subdivisions | $9,935,000 | 2,451 |
| Other domestic debt securities | $4,991,000 | 1,340 |
| Privately issued residential mortgage-backed securities | $474,000 | 526 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,517,000 | 329 |
| 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 | $34,778,000 | 1,769 |
| Mortgage-backed securities | $17,361,000 | 2,111 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,521,000 | 1,901 |
| Privately issued | $474,000 | 159 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,366,000 | 1,370 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $43,937,000 | 2,514 |
| Total debt securities | $43,937,000 | 2,730 |
| 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 | $40,224,000 | 2,917 |
| U.S. Government securities | $29,243,000 | 2,547 |
| U.S. Treasury securities | $12,198,000 | 1,300 |
| U.S. Government agency obligations | $17,045,000 | 2,817 |
| Securities issued by states & political subdivisions | $10,470,000 | 2,463 |
| Other domestic debt securities | $511,000 | 2,126 |
| Privately issued residential mortgage-backed securities | $511,000 | 529 |
| 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 | $31,347,000 | 1,843 |
| Mortgage-backed securities | $17,556,000 | 2,147 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,560,000 | 1,958 |
| Privately issued | $511,000 | 167 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,485,000 | 1,367 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $40,224,000 | 2,676 |
| Total debt securities | $40,224,000 | 2,899 |
| 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 | $40,689,000 | 2,989 |
| U.S. Government securities | $30,100,000 | 2,601 |
| U.S. Treasury securities | $12,337,000 | 1,355 |
| U.S. Government agency obligations | $17,763,000 | 2,781 |
| Securities issued by states & political subdivisions | $10,589,000 | 2,506 |
| 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 | $29,061,000 | 1,877 |
| Mortgage-backed securities | $17,763,000 | 2,198 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $12,153,000 | 1,961 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,610,000 | 1,389 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $40,689,000 | 2,741 |
| Total debt securities | $40,689,000 | 2,968 |
| 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 | $40,585,000 | 3,025 |
| U.S. Government securities | $30,346,000 | 2,601 |
| U.S. Treasury securities | $13,125,000 | 1,365 |
| U.S. Government agency obligations | $17,221,000 | 2,799 |
| Securities issued by states & political subdivisions | $10,239,000 | 2,566 |
| 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 | $17,580,000 | 2,255 |
| Mortgage-backed securities | $17,221,000 | 2,233 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,626,000 | 2,014 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,595,000 | 1,409 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $40,585,000 | 2,769 |
| Total debt securities | $40,576,000 | 3,004 |
| 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 | $39,789,000 | 3,061 |
| U.S. Government securities | $29,560,000 | 2,655 |
| U.S. Treasury securities | $13,033,000 | 1,394 |
| U.S. Government agency obligations | $16,527,000 | 2,859 |
| Securities issued by states & political subdivisions | $10,229,000 | 2,588 |
| 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 | $17,523,000 | 2,201 |
| Mortgage-backed securities | $16,527,000 | 2,294 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,919,000 | 2,068 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,608,000 | 1,419 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $39,789,000 | 2,806 |
| Total debt securities | $39,788,000 | 3,040 |
| 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 | $35,814,000 | 3,226 |
| U.S. Government securities | $25,010,000 | 2,911 |
| U.S. Treasury securities | $13,477,000 | 1,356 |
| U.S. Government agency obligations | $11,533,000 | 3,237 |
| Securities issued by states & political subdivisions | $10,804,000 | 2,591 |
| 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 | $7,161,000 | 2,924 |
| Mortgage-backed securities | $11,533,000 | 2,633 |
| Certificates of participation in pools of residential mortgages | $6,056,000 | 2,677 |
| Issued or guaranteed by U.S. | $6,056,000 | 2,600 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $5,477,000 | 1,535 |
| CMOs issued by government agencies or sponsored agencies | $5,477,000 | 1,461 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $35,814,000 | 2,987 |
| Total debt securities | $35,820,000 | 3,207 |
| 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 | $30,712,000 | 3,356 |
| U.S. Government securities | $20,414,000 | 3,066 |
| U.S. Treasury securities | $13,791,000 | 1,191 |
| U.S. Government agency obligations | $6,623,000 | 3,618 |
| Securities issued by states & political subdivisions | $10,298,000 | 2,635 |
| 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 | $8,130,000 | 2,807 |
| Mortgage-backed securities | $6,623,000 | 3,038 |
| Certificates of participation in pools of residential mortgages | $782,000 | 3,534 |
| Issued or guaranteed by U.S. | $782,000 | 3,443 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $5,841,000 | 1,502 |
| CMOs issued by government agencies or sponsored agencies | $5,841,000 | 1,437 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $30,712,000 | 3,138 |
| Total debt securities | $30,712,000 | 3,338 |
| 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 | $25,772,000 | 3,426 |
| U.S. Government securities | $14,542,000 | 3,271 |
| U.S. Treasury securities | $7,404,000 | 1,183 |
| U.S. Government agency obligations | $7,138,000 | 3,541 |
| Securities issued by states & political subdivisions | $11,230,000 | 2,597 |
| 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 | $8,841,000 | 2,747 |
| Mortgage-backed securities | $7,138,000 | 3,001 |
| Certificates of participation in pools of residential mortgages | $853,000 | 3,531 |
| Issued or guaranteed by U.S. | $853,000 | 3,434 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $6,285,000 | 1,447 |
| CMOs issued by government agencies or sponsored agencies | $6,285,000 | 1,393 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $25,772,000 | 3,227 |
| Total debt securities | $25,772,000 | 3,405 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $23,966,000 | 3,464 |
| U.S. Government securities | $13,250,000 | 3,310 |
| U.S. Treasury securities | $5,896,000 | 1,103 |
| U.S. Government agency obligations | $7,354,000 | 3,522 |
| Securities issued by states & political subdivisions | $10,716,000 | 2,620 |
| 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 | $8,849,000 | 2,758 |
| Mortgage-backed securities | $7,354,000 | 2,991 |
| Certificates of participation in pools of residential mortgages | $910,000 | 3,551 |
| Issued or guaranteed by U.S. | $910,000 | 3,462 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $6,444,000 | 1,432 |
| CMOs issued by government agencies or sponsored agencies | $6,444,000 | 1,385 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $23,966,000 | 3,266 |
| Total debt securities | $23,965,000 | 3,443 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $24,281,000 | 3,421 |
| U.S. Government securities | $13,498,000 | 3,250 |
| U.S. Treasury securities | $5,929,000 | 1,004 |
| U.S. Government agency obligations | $7,569,000 | 3,488 |
| Securities issued by states & political subdivisions | $10,783,000 | 2,600 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,990,000 | 2,826 |
| Mortgage-backed securities | $7,569,000 | 2,967 |
| Certificates of participation in pools of residential mortgages | $948,000 | 3,557 |
| Issued or guaranteed by U.S. | $948,000 | 3,465 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $6,621,000 | 1,365 |
| CMOs issued by government agencies or sponsored agencies | $6,621,000 | 1,322 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $24,281,000 | 3,227 |
| Total debt securities | $24,280,000 | 3,397 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $20,966,000 | 3,473 |
| U.S. Government securities | $10,891,000 | 3,345 |
| U.S. Treasury securities | $4,349,000 | 867 |
| U.S. Government agency obligations | $6,542,000 | 3,535 |
| Securities issued by states & political subdivisions | $10,075,000 | 2,642 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,876,000 | 2,832 |
| Mortgage-backed securities | $6,542,000 | 3,021 |
| Certificates of participation in pools of residential mortgages | $1,007,000 | 3,545 |
| Issued or guaranteed by U.S. | $1,007,000 | 3,452 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $5,535,000 | 1,445 |
| CMOs issued by government agencies or sponsored agencies | $5,535,000 | 1,402 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $20,966,000 | 3,258 |
| Total debt securities | $20,964,000 | 3,445 |
| 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 | $16,227,000 | 3,637 |
| U.S. Government securities | $7,246,000 | 3,536 |
| U.S. Treasury securities | $2,026,000 | 820 |
| U.S. Government agency obligations | $5,220,000 | 3,625 |
| Securities issued by states & political subdivisions | $8,981,000 | 2,717 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,189,000 | 2,783 |
| Mortgage-backed securities | $5,220,000 | 3,127 |
| Certificates of participation in pools of residential mortgages | $1,079,000 | 3,492 |
| Issued or guaranteed by U.S. | $1,079,000 | 3,406 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $4,141,000 | 1,643 |
| CMOs issued by government agencies or sponsored agencies | $4,141,000 | 1,599 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $16,227,000 | 3,419 |
| Total debt securities | $16,228,000 | 3,615 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $17,503,000 | 3,503 |
| U.S. Government securities | $8,817,000 | 3,379 |
| U.S. Treasury securities | $4,544,000 | 609 |
| U.S. Government agency obligations | $4,273,000 | 3,754 |
| Securities issued by states & political subdivisions | $8,686,000 | 2,616 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,194,000 | 2,789 |
| Mortgage-backed securities | $4,273,000 | 3,246 |
| Certificates of participation in pools of residential mortgages | $1,138,000 | 3,461 |
| Issued or guaranteed by U.S. | $1,138,000 | 3,368 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $3,135,000 | 1,836 |
| CMOs issued by government agencies or sponsored agencies | $3,135,000 | 1,791 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $17,503,000 | 3,287 |
| Total debt securities | $17,503,000 | 3,480 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $16,385,000 | 3,558 |
| U.S. Government securities | $10,006,000 | 3,258 |
| U.S. Treasury securities | $5,567,000 | 567 |
| U.S. Government agency obligations | $4,439,000 | 3,746 |
| Securities issued by states & political subdivisions | $6,379,000 | 2,860 |
| Other domestic debt securities | $0 | 2,060 |
| 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 | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,574,000 | 2,865 |
| Mortgage-backed securities | $4,439,000 | 3,220 |
| Certificates of participation in pools of residential mortgages | $1,217,000 | 3,452 |
| Issued or guaranteed by U.S. | $1,217,000 | 3,357 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $3,222,000 | 1,844 |
| CMOs issued by government agencies or sponsored agencies | $3,222,000 | 1,804 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $16,385,000 | 3,325 |
| Total debt securities | $16,384,000 | 3,535 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $16,331,000 | 3,539 |
| U.S. Government securities | $10,070,000 | 3,302 |
| U.S. Treasury securities | $5,593,000 | 564 |
| U.S. Government agency obligations | $4,477,000 | 3,784 |
| Securities issued by states & political subdivisions | $6,261,000 | 2,810 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,293,000 | 2,972 |
| Mortgage-backed securities | $4,477,000 | 3,212 |
| Certificates of participation in pools of residential mortgages | $1,249,000 | 3,452 |
| Issued or guaranteed by U.S. | $1,249,000 | 3,351 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $3,228,000 | 1,853 |
| CMOs issued by government agencies or sponsored agencies | $3,228,000 | 1,808 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $16,331,000 | 3,316 |
| Total debt securities | $16,328,000 | 3,515 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $17,125,000 | 3,533 |
| U.S. Government securities | $11,683,000 | 3,221 |
| U.S. Treasury securities | $7,274,000 | 549 |
| U.S. Government agency obligations | $4,409,000 | 3,879 |
| Securities issued by states & political subdivisions | $5,442,000 | 2,918 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $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 | $5,885,000 | 3,094 |
| Mortgage-backed securities | $4,409,000 | 3,215 |
| Certificates of participation in pools of residential mortgages | $1,255,000 | 3,443 |
| Issued or guaranteed by U.S. | $1,255,000 | 3,350 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $3,154,000 | 1,874 |
| CMOs issued by government agencies or sponsored agencies | $3,154,000 | 1,828 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $17,125,000 | 3,296 |
| Total debt securities | $17,124,000 | 3,511 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $15,411,000 | 3,709 |
| U.S. Government securities | $10,830,000 | 3,353 |
| U.S. Treasury securities | $6,246,000 | 594 |
| U.S. Government agency obligations | $4,584,000 | 3,937 |
| Securities issued by states & political subdivisions | $4,581,000 | 3,085 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $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 | $4,482,000 | 3,365 |
| Mortgage-backed securities | $4,584,000 | 3,194 |
| Certificates of participation in pools of residential mortgages | $1,321,000 | 3,434 |
| Issued or guaranteed by U.S. | $1,321,000 | 3,340 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $3,263,000 | 1,864 |
| CMOs issued by government agencies or sponsored agencies | $3,263,000 | 1,822 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $15,411,000 | 3,453 |
| Total debt securities | $15,411,000 | 3,684 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $15,423,000 | 3,760 |
| U.S. Government securities | $10,929,000 | 3,393 |
| U.S. Treasury securities | $6,746,000 | 571 |
| U.S. Government agency obligations | $4,183,000 | 4,062 |
| Securities issued by states & political subdivisions | $4,494,000 | 3,150 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $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 | $5,057,000 | 3,312 |
| Mortgage-backed securities | $4,183,000 | 3,250 |
| Certificates of participation in pools of residential mortgages | $1,373,000 | 3,420 |
| Issued or guaranteed by U.S. | $1,373,000 | 3,341 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $2,810,000 | 1,935 |
| CMOs issued by government agencies or sponsored agencies | $2,810,000 | 1,885 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $15,423,000 | 3,502 |
| Total debt securities | $15,422,000 | 3,740 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $14,518,000 | 3,889 |
| U.S. Government securities | $10,944,000 | 3,427 |
| U.S. Treasury securities | $6,706,000 | 587 |
| U.S. Government agency obligations | $4,238,000 | 4,112 |
| Securities issued by states & political subdivisions | $3,573,000 | 3,389 |
| Other domestic debt securities | $1,000 | 2,020 |
| Privately issued residential mortgage-backed securities | $1,000 | 687 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $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 | $5,548,000 | 3,295 |
| Mortgage-backed securities | $4,239,000 | 3,269 |
| Certificates of participation in pools of residential mortgages | $1,928,000 | 3,284 |
| Issued or guaranteed by U.S. | $1,928,000 | 3,193 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,311,000 | 2,030 |
| CMOs issued by government agencies or sponsored agencies | $2,310,000 | 1,981 |
| Privately issued | $1,000 | 489 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $14,518,000 | 3,619 |
| Total debt securities | $14,517,000 | 3,868 |
| 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 | $11,957,000 | 4,134 |
| U.S. Government securities | $9,973,000 | 3,580 |
| U.S. Treasury securities | $6,176,000 | 591 |
| U.S. Government agency obligations | $3,797,000 | 4,212 |
| Securities issued by states & political subdivisions | $1,983,000 | 3,774 |
| Other domestic debt securities | $1,000 | 2,023 |
| Privately issued residential mortgage-backed securities | $1,000 | 653 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| 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 | $6,075,000 | 3,242 |
| Mortgage-backed securities | $3,798,000 | 3,350 |
| Certificates of participation in pools of residential mortgages | $1,459,000 | 3,440 |
| Issued or guaranteed by U.S. | $1,459,000 | 3,369 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,339,000 | 2,018 |
| CMOs issued by government agencies or sponsored agencies | $2,338,000 | 1,968 |
| Privately issued | $1,000 | 486 |
| 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) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $11,957,000 | 3,860 |
| Total debt securities | $11,957,000 | 4,111 |
| 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 | $10,963,000 | 4,273 |
| U.S. Government securities | $9,161,000 | 3,730 |
| U.S. Treasury securities | $7,139,000 | 540 |
| U.S. Government agency obligations | $2,022,000 | 4,576 |
| Securities issued by states & political subdivisions | $977,000 | 4,141 |
| Other domestic debt securities | $825,000 | 1,555 |
| Privately issued residential mortgage-backed securities | $825,000 | 312 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| 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 | $6,104,000 | 3,259 |
| Mortgage-backed securities | $2,847,000 | 3,551 |
| Certificates of participation in pools of residential mortgages | $1,058,000 | 3,623 |
| Issued or guaranteed by U.S. | $1,058,000 | 3,594 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,789,000 | 2,146 |
| CMOs issued by government agencies or sponsored agencies | $964,000 | 2,341 |
| Privately issued | $825,000 | 254 |
| 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) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $10,963,000 | 3,995 |
| Total debt securities | $10,963,000 | 4,251 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $10,342,000 | 4,385 |
| U.S. Government securities | $8,954,000 | 3,752 |
| U.S. Treasury securities | $6,163,000 | 558 |
| U.S. Government agency obligations | $2,791,000 | 4,463 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $1,388,000 | 1,521 |
| Privately issued residential mortgage-backed securities | $1,388,000 | 446 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| 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 | $5,991,000 | 3,327 |
| Mortgage-backed securities | $4,179,000 | 3,361 |
| Certificates of participation in pools of residential mortgages | $1,183,000 | 3,639 |
| Issued or guaranteed by U.S. | $675,000 | 3,698 |
| Privately issued | $508,000 | 317 |
| Collaterized mortgage obligations | $2,996,000 | 1,886 |
| CMOs issued by government agencies or sponsored agencies | $2,116,000 | 2,007 |
| Privately issued | $880,000 | 257 |
| 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) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $10,342,000 | 4,098 |
| Total debt securities | $10,343,000 | 4,361 |
| 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 | $10,663,000 | 4,405 |
| U.S. Government securities | $9,783,000 | 3,735 |
| U.S. Treasury securities | $6,173,000 | 541 |
| U.S. Government agency obligations | $3,610,000 | 4,435 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $880,000 | 1,553 |
| Privately issued residential mortgage-backed securities | $880,000 | 285 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| 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 | $7,357,000 | 3,168 |
| Mortgage-backed securities | $4,490,000 | 3,338 |
| Certificates of participation in pools of residential mortgages | $1,314,000 | 3,640 |
| Issued or guaranteed by U.S. | $1,314,000 | 3,633 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,176,000 | 1,847 |
| CMOs issued by government agencies or sponsored agencies | $2,296,000 | 1,958 |
| Privately issued | $880,000 | 267 |
| 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) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $10,663,000 | 4,117 |
| Total debt securities | $10,663,000 | 4,380 |
| 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 | $11,207,000 | 4,402 |
| U.S. Government securities | $10,264,000 | 3,706 |
| U.S. Treasury securities | $6,218,000 | 512 |
| U.S. Government agency obligations | $4,046,000 | 4,413 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $943,000 | 1,546 |
| Privately issued residential mortgage-backed securities | $943,000 | 283 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| 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 | $6,495,000 | 3,332 |
| Mortgage-backed securities | $4,989,000 | 3,288 |
| Certificates of participation in pools of residential mortgages | $1,478,000 | 3,626 |
| Issued or guaranteed by U.S. | $1,478,000 | 3,620 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $3,511,000 | 1,778 |
| CMOs issued by government agencies or sponsored agencies | $2,568,000 | 1,879 |
| Privately issued | $943,000 | 266 |
| 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) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $11,207,000 | 4,114 |
| Total debt securities | $11,205,000 | 4,376 |
| 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 | $11,763,000 | 4,397 |
| U.S. Government securities | $10,773,000 | 3,654 |
| U.S. Treasury securities | $6,284,000 | 487 |
| U.S. Government agency obligations | $4,489,000 | 4,422 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $990,000 | 1,539 |
| Privately issued residential mortgage-backed securities | $990,000 | 282 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| 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 | $8,302,000 | 3,129 |
| Mortgage-backed securities | $5,479,000 | 3,257 |
| Certificates of participation in pools of residential mortgages | $1,611,000 | 3,645 |
| Issued or guaranteed by U.S. | $1,611,000 | 3,639 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $3,868,000 | 1,724 |
| CMOs issued by government agencies or sponsored agencies | $2,878,000 | 1,845 |
| Privately issued | $990,000 | 266 |
| 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) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $11,763,000 | 4,116 |
| Total debt securities | $11,764,000 | 4,374 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $12,299,000 | 4,398 |
| U.S. Government securities | $11,300,000 | 3,659 |
| U.S. Treasury securities | $6,292,000 | 497 |
| U.S. Government agency obligations | $5,008,000 | 4,377 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $999,000 | 1,553 |
| Privately issued residential mortgage-backed securities | $999,000 | 294 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| 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 | $8,588,000 | 3,107 |
| Mortgage-backed securities | $6,007,000 | 3,213 |
| Certificates of participation in pools of residential mortgages | $1,814,000 | 3,618 |
| Issued or guaranteed by U.S. | $1,814,000 | 3,614 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,193,000 | 1,703 |
| CMOs issued by government agencies or sponsored agencies | $3,194,000 | 1,827 |
| Privately issued | $999,000 | 276 |
| 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) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $12,299,000 | 4,106 |
| Total debt securities | $12,305,000 | 4,377 |
| 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 | $12,775,000 | 4,399 |
| U.S. Government securities | $11,763,000 | 3,655 |
| U.S. Treasury securities | $6,276,000 | 528 |
| U.S. Government agency obligations | $5,487,000 | 4,363 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $1,012,000 | 1,555 |
| Privately issued residential mortgage-backed securities | $1,012,000 | 317 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| 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 | $7,125,000 | 3,330 |
| Mortgage-backed securities | $6,499,000 | 3,192 |
| Certificates of participation in pools of residential mortgages | $1,970,000 | 3,634 |
| Issued or guaranteed by U.S. | $1,970,000 | 3,632 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,529,000 | 1,661 |
| CMOs issued by government agencies or sponsored agencies | $3,517,000 | 1,783 |
| Privately issued | $1,012,000 | 300 |
| 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) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $12,775,000 | 4,094 |
| Total debt securities | $12,774,000 | 4,377 |
| 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 | $14,085,000 | 4,296 |
| U.S. Government securities | $13,016,000 | 3,502 |
| U.S. Treasury securities | $6,999,000 | 498 |
| U.S. Government agency obligations | $6,017,000 | 4,304 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $1,069,000 | 1,515 |
| Privately issued residential mortgage-backed securities | $1,069,000 | 323 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| 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 | $6,546,000 | 3,443 |
| Mortgage-backed securities | $7,086,000 | 3,115 |
| Certificates of participation in pools of residential mortgages | $2,147,000 | 3,595 |
| Issued or guaranteed by U.S. | $2,147,000 | 3,590 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $4,939,000 | 1,574 |
| CMOs issued by government agencies or sponsored agencies | $3,870,000 | 1,694 |
| Privately issued | $1,069,000 | 305 |
| 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) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $14,085,000 | 3,981 |
| Total debt securities | $14,081,000 | 4,277 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $14,957,000 | 4,266 |
| U.S. Government securities | $13,832,000 | 3,413 |
| U.S. Treasury securities | $7,158,000 | 433 |
| U.S. Government agency obligations | $6,674,000 | 4,225 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $1,125,000 | 1,506 |
| Privately issued residential mortgage-backed securities | $1,125,000 | 319 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| 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 | $7,409,000 | 3,354 |
| Mortgage-backed securities | $7,799,000 | 3,033 |
| Certificates of participation in pools of residential mortgages | $2,366,000 | 3,578 |
| Issued or guaranteed by U.S. | $2,366,000 | 3,574 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,433,000 | 1,532 |
| CMOs issued by government agencies or sponsored agencies | $4,308,000 | 1,636 |
| Privately issued | $1,125,000 | 305 |
| 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) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $14,957,000 | 3,943 |
| Total debt securities | $14,954,000 | 4,242 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $15,682,000 | 4,260 |
| U.S. Government securities | $14,514,000 | 3,451 |
| U.S. Treasury securities | $7,199,000 | 438 |
| U.S. Government agency obligations | $7,315,000 | 4,215 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $1,168,000 | 1,520 |
| Privately issued residential mortgage-backed securities | $1,168,000 | 326 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| 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 | $7,833,000 | 3,343 |
| Mortgage-backed securities | $8,483,000 | 2,995 |
| Certificates of participation in pools of residential mortgages | $2,574,000 | 3,572 |
| Issued or guaranteed by U.S. | $2,574,000 | 3,566 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $5,909,000 | 1,498 |
| CMOs issued by government agencies or sponsored agencies | $4,741,000 | 1,592 |
| Privately issued | $1,168,000 | 308 |
| 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) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $15,682,000 | 3,932 |
| Total debt securities | $15,684,000 | 4,235 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $16,197,000 | 4,282 |
| U.S. Government securities | $15,072,000 | 3,466 |
| U.S. Treasury securities | $7,104,000 | 452 |
| U.S. Government agency obligations | $7,968,000 | 4,220 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $1,125,000 | 1,549 |
| Privately issued residential mortgage-backed securities | $1,125,000 | 334 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| 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 | $7,681,000 | 3,395 |
| Mortgage-backed securities | $9,093,000 | 2,941 |
| Certificates of participation in pools of residential mortgages | $2,773,000 | 3,548 |
| Issued or guaranteed by U.S. | $2,773,000 | 3,544 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,320,000 | 1,477 |
| CMOs issued by government agencies or sponsored agencies | $5,195,000 | 1,532 |
| Privately issued | $1,125,000 | 318 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $16,197,000 | 3,940 |
| Total debt securities | $16,197,000 | 4,260 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $16,982,000 | 4,258 |
| U.S. Government securities | $15,712,000 | 3,460 |
| U.S. Treasury securities | $7,012,000 | 489 |
| U.S. Government agency obligations | $8,700,000 | 4,155 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $1,270,000 | 1,498 |
| Privately issued residential mortgage-backed securities | $1,270,000 | 315 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,153,000 | 3,360 |
| Mortgage-backed securities | $9,970,000 | 2,848 |
| Certificates of participation in pools of residential mortgages | $2,994,000 | 3,499 |
| Issued or guaranteed by U.S. | $2,994,000 | 3,495 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,976,000 | 1,425 |
| CMOs issued by government agencies or sponsored agencies | $5,706,000 | 1,494 |
| Privately issued | $1,270,000 | 301 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $16,982,000 | 3,915 |
| Total debt securities | $16,982,000 | 4,233 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $14,085,000 | 4,604 |
| U.S. Government securities | $12,786,000 | 3,842 |
| U.S. Treasury securities | $2,010,000 | 806 |
| U.S. Government agency obligations | $10,776,000 | 3,955 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $1,299,000 | 1,487 |
| Privately issued residential mortgage-backed securities | $1,299,000 | 312 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| 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 | $8,478,000 | 3,347 |
| Mortgage-backed securities | $12,075,000 | 2,686 |
| Certificates of participation in pools of residential mortgages | $3,269,000 | 3,475 |
| Issued or guaranteed by U.S. | $3,269,000 | 3,470 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $8,806,000 | 1,284 |
| CMOs issued by government agencies or sponsored agencies | $7,507,000 | 1,330 |
| Privately issued | $1,299,000 | 297 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $14,085,000 | 4,246 |
| Total debt securities | $14,084,000 | 4,581 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $14,772,000 | 4,622 |
| U.S. Government securities | $13,392,000 | 3,879 |
| U.S. Treasury securities | $1,489,000 | 924 |
| U.S. Government agency obligations | $11,903,000 | 3,940 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $1,380,000 | 1,484 |
| Privately issued residential mortgage-backed securities | $1,380,000 | 321 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| 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 | $13,349,000 | 2,751 |
| Mortgage-backed securities | $13,283,000 | 2,622 |
| Certificates of participation in pools of residential mortgages | $3,529,000 | 3,497 |
| Issued or guaranteed by U.S. | $3,529,000 | 3,493 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $9,754,000 | 1,264 |
| CMOs issued by government agencies or sponsored agencies | $8,374,000 | 1,308 |
| Privately issued | $1,380,000 | 305 |
| 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) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $14,772,000 | 4,260 |
| Total debt securities | $14,773,000 | 4,602 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $18,999,000 | 4,309 |
| U.S. Government securities | $13,619,000 | 3,936 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $13,619,000 | 3,815 |
| Securities issued by states & political subdivisions | $400,000 | 4,960 |
| Other domestic debt securities | $4,980,000 | 873 |
| Privately issued residential mortgage-backed securities | $3,702,000 | 224 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $1,278,000 | 268 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,871,000 | 2,651 |
| Mortgage-backed securities | $17,321,000 | 2,356 |
| Certificates of participation in pools of residential mortgages | $3,854,000 | 3,494 |
| Issued or guaranteed by U.S. | $3,854,000 | 3,492 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $13,467,000 | 1,092 |
| CMOs issued by government agencies or sponsored agencies | $9,765,000 | 1,250 |
| Privately issued | $3,702,000 | 212 |
| 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) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $18,999,000 | 3,943 |
| Total debt securities | $18,999,000 | 4,285 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $20,428,000 | 4,254 |
| U.S. Government securities | $14,898,000 | 3,841 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $14,898,000 | 3,717 |
| Securities issued by states & political subdivisions | $415,000 | 5,039 |
| Other domestic debt securities | $5,115,000 | 858 |
| Privately issued residential mortgage-backed securities | $3,829,000 | 221 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $1,286,000 | 266 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| 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 | $16,173,000 | 2,554 |
| Mortgage-backed securities | $18,727,000 | 2,307 |
| Certificates of participation in pools of residential mortgages | $4,122,000 | 3,491 |
| Issued or guaranteed by U.S. | $4,122,000 | 3,486 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $14,605,000 | 1,058 |
| CMOs issued by government agencies or sponsored agencies | $10,776,000 | 1,212 |
| Privately issued | $3,829,000 | 209 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $20,428,000 | 3,898 |
| Total debt securities | $20,429,000 | 4,236 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $25,122,000 | 3,972 |
| U.S. Government securities | $16,218,000 | 3,811 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $16,218,000 | 3,686 |
| Securities issued by states & political subdivisions | $407,000 | 5,097 |
| Other domestic debt securities | $8,497,000 | 664 |
| Privately issued residential mortgage-backed securities | $7,241,000 | 173 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $1,256,000 | 271 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| 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 | $17,528,000 | 2,443 |
| Mortgage-backed securities | $23,459,000 | 2,099 |
| Certificates of participation in pools of residential mortgages | $4,421,000 | 3,505 |
| Issued or guaranteed by U.S. | $4,421,000 | 3,504 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $19,038,000 | 912 |
| CMOs issued by government agencies or sponsored agencies | $11,797,000 | 1,159 |
| Privately issued | $7,241,000 | 165 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $25,122,000 | 3,626 |
| Total debt securities | $25,122,000 | 3,940 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $27,493,000 | 3,839 |
| U.S. Government securities | $15,425,000 | 3,935 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $15,425,000 | 3,813 |
| Securities issued by states & political subdivisions | $3,162,000 | 4,156 |
| Other domestic debt securities | $8,906,000 | 664 |
| Privately issued residential mortgage-backed securities | $7,626,000 | 175 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $1,280,000 | 283 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| 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 | $19,563,000 | 2,287 |
| Mortgage-backed securities | $23,051,000 | 2,151 |
| Certificates of participation in pools of residential mortgages | $4,779,000 | 3,484 |
| Issued or guaranteed by U.S. | $4,779,000 | 3,484 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $18,272,000 | 962 |
| CMOs issued by government agencies or sponsored agencies | $10,646,000 | 1,254 |
| Privately issued | $7,626,000 | 167 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $27,493,000 | 3,508 |
| Total debt securities | $27,493,000 | 3,811 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $32,404,000 | 3,546 |
| U.S. Government securities | $12,384,000 | 4,338 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $12,384,000 | 4,232 |
| Securities issued by states & political subdivisions | $2,988,000 | 4,235 |
| Other domestic debt securities | $17,032,000 | 460 |
| Privately issued residential mortgage-backed securities | $15,886,000 | 111 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $1,146,000 | 305 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,465,000 | 2,960 |
| Mortgage-backed securities | $28,270,000 | 1,936 |
| Certificates of participation in pools of residential mortgages | $3,816,000 | 3,735 |
| Issued or guaranteed by U.S. | $3,816,000 | 3,735 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $24,454,000 | 795 |
| CMOs issued by government agencies or sponsored agencies | $8,568,000 | 1,400 |
| Privately issued | $15,886,000 | 106 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $32,404,000 | 3,235 |
| Total debt securities | $32,401,000 | 3,517 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $43,265,000 | 2,972 |
| U.S. Government securities | $14,158,000 | 4,110 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $14,158,000 | 4,006 |
| Securities issued by states & political subdivisions | $2,833,000 | 4,307 |
| Other domestic debt securities | $26,274,000 | 373 |
| Privately issued residential mortgage-backed securities | $25,149,000 | 90 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $1,125,000 | 304 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| 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 | $14,504,000 | 2,744 |
| Mortgage-backed securities | $39,307,000 | 1,519 |
| Certificates of participation in pools of residential mortgages | $8,070,000 | 2,932 |
| Issued or guaranteed by U.S. | $8,070,000 | 2,930 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $31,237,000 | 676 |
| CMOs issued by government agencies or sponsored agencies | $6,088,000 | 1,631 |
| Privately issued | $25,149,000 | 85 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $43,265,000 | 2,707 |
| Total debt securities | $43,266,000 | 2,943 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $43,232,000 | 2,995 |
| U.S. Government securities | $12,816,000 | 4,308 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $12,816,000 | 4,205 |
| Securities issued by states & political subdivisions | $2,858,000 | 4,312 |
| Other domestic debt securities | $27,558,000 | 364 |
| Privately issued residential mortgage-backed securities | $26,464,000 | 93 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $1,094,000 | 309 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| 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 | $17,150,000 | 2,440 |
| Mortgage-backed securities | $39,280,000 | 1,528 |
| Certificates of participation in pools of residential mortgages | $8,209,000 | 2,912 |
| Issued or guaranteed by U.S. | $8,209,000 | 2,909 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $31,071,000 | 689 |
| CMOs issued by government agencies or sponsored agencies | $4,607,000 | 1,864 |
| Privately issued | $26,464,000 | 85 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $43,232,000 | 2,734 |
| Total debt securities | $43,231,000 | 2,965 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $46,489,000 | 2,833 |
| U.S. Government securities | $14,140,000 | 4,127 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $14,140,000 | 4,026 |
| Securities issued by states & political subdivisions | $2,818,000 | 4,332 |
| Other domestic debt securities | $29,531,000 | 349 |
| Privately issued residential mortgage-backed securities | $28,283,000 | 93 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $1,248,000 | 309 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| 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 | $19,096,000 | 2,277 |
| Mortgage-backed securities | $42,423,000 | 1,432 |
| Certificates of participation in pools of residential mortgages | $8,555,000 | 2,827 |
| Issued or guaranteed by U.S. | $8,555,000 | 2,825 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $33,868,000 | 665 |
| CMOs issued by government agencies or sponsored agencies | $5,585,000 | 1,758 |
| Privately issued | $28,283,000 | 88 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $46,489,000 | 2,601 |
| Total debt securities | $46,489,000 | 2,808 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $53,955,000 | 2,541 |
| U.S. Government securities | $15,804,000 | 3,970 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $15,804,000 | 3,876 |
| Securities issued by states & political subdivisions | $3,100,000 | 4,226 |
| Other domestic debt securities | $35,051,000 | 320 |
| Privately issued residential mortgage-backed securities | $33,604,000 | 88 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $1,447,000 | 289 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| 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 | $20,980,000 | 2,173 |
| Mortgage-backed securities | $49,408,000 | 1,318 |
| Certificates of participation in pools of residential mortgages | $9,077,000 | 2,787 |
| Issued or guaranteed by U.S. | $9,077,000 | 2,786 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $40,331,000 | 594 |
| CMOs issued by government agencies or sponsored agencies | $6,727,000 | 1,663 |
| Privately issued | $33,604,000 | 82 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $53,955,000 | 2,337 |
| Total debt securities | $53,954,000 | 2,517 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $50,268,000 | 2,634 |
| U.S. Government securities | $12,618,000 | 4,322 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $12,618,000 | 4,219 |
| Securities issued by states & political subdivisions | $3,039,000 | 4,241 |
| Other domestic debt securities | $34,611,000 | 311 |
| Privately issued residential mortgage-backed securities | $33,199,000 | 95 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $1,412,000 | 272 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| 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 | $19,225,000 | 2,263 |
| Mortgage-backed securities | $45,817,000 | 1,377 |
| Certificates of participation in pools of residential mortgages | $4,810,000 | 3,573 |
| Issued or guaranteed by U.S. | $4,810,000 | 3,570 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $41,007,000 | 592 |
| CMOs issued by government agencies or sponsored agencies | $7,808,000 | 1,582 |
| Privately issued | $33,199,000 | 88 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $50,268,000 | 2,427 |
| Total debt securities | $50,268,000 | 2,610 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $51,192,000 | 2,615 |
| U.S. Government securities | $13,853,000 | 4,256 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $13,853,000 | 4,170 |
| Securities issued by states & political subdivisions | $2,992,000 | 4,264 |
| Other domestic debt securities | $34,347,000 | 324 |
| Privately issued residential mortgage-backed securities | $33,002,000 | 96 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $1,345,000 | 267 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| 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 | $20,490,000 | 2,186 |
| Mortgage-backed securities | $46,855,000 | 1,433 |
| Certificates of participation in pools of residential mortgages | $4,758,000 | 3,740 |
| Issued or guaranteed by U.S. | $4,758,000 | 3,739 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $42,097,000 | 621 |
| CMOs issued by government agencies or sponsored agencies | $9,095,000 | 1,558 |
| Privately issued | $33,002,000 | 91 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $51,192,000 | 2,400 |
| Total debt securities | $51,192,000 | 2,590 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $50,476,000 | 2,656 |
| U.S. Government securities | $14,777,000 | 4,192 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $14,777,000 | 4,109 |
| Securities issued by states & political subdivisions | $3,026,000 | 4,217 |
| Other domestic debt securities | $32,673,000 | 338 |
| Privately issued residential mortgage-backed securities | $31,408,000 | 109 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $1,265,000 | 234 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| 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 | $21,409,000 | 2,155 |
| Mortgage-backed securities | $46,185,000 | 1,469 |
| Certificates of participation in pools of residential mortgages | $4,638,000 | 3,787 |
| Issued or guaranteed by U.S. | $4,638,000 | 3,785 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $41,547,000 | 631 |
| CMOs issued by government agencies or sponsored agencies | $10,139,000 | 1,493 |
| Privately issued | $31,408,000 | 103 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $50,476,000 | 2,443 |
| Total debt securities | $50,477,000 | 2,628 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $51,149,000 | 2,621 |
| U.S. Government securities | $13,585,000 | 4,445 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $13,585,000 | 4,351 |
| Securities issued by states & political subdivisions | $4,440,000 | 3,754 |
| Other domestic debt securities | $33,124,000 | 324 |
| Privately issued residential mortgage-backed securities | $31,853,000 | 115 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $1,271,000 | 197 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| 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 | $19,526,000 | 2,310 |
| Mortgage-backed securities | $45,438,000 | 1,493 |
| Certificates of participation in pools of residential mortgages | $2,368,000 | 4,387 |
| Issued or guaranteed by U.S. | $2,368,000 | 4,384 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $43,070,000 | 645 |
| CMOs issued by government agencies or sponsored agencies | $11,217,000 | 1,435 |
| Privately issued | $31,853,000 | 109 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $51,149,000 | 2,403 |
| Total debt securities | $51,149,000 | 2,599 |
| Structured notes | ||
| Amortized cost | $12,000 | 3,103 |
| Fair value | $12,000 | 3,103 |
| 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 | $55,613,000 | 2,412 |
| U.S. Government securities | $18,893,000 | 3,759 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $18,893,000 | 3,686 |
| Securities issued by states & political subdivisions | $4,155,000 | 3,800 |
| Other domestic debt securities | $32,565,000 | 339 |
| Privately issued residential mortgage-backed securities | $31,346,000 | 153 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $1,219,000 | 150 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| 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 | $26,271,000 | 1,778 |
| Mortgage-backed securities | $50,239,000 | 1,304 |
| Certificates of participation in pools of residential mortgages | $210,000 | 5,310 |
| Issued or guaranteed by U.S. | $210,000 | 5,297 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $50,029,000 | 569 |
| CMOs issued by government agencies or sponsored agencies | $18,683,000 | 1,004 |
| Privately issued | $31,346,000 | 148 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $55,613,000 | 2,184 |
| Total debt securities | $55,614,000 | 2,394 |
| Structured notes | ||
| Amortized cost | $13,000 | 2,966 |
| Fair value | $13,000 | 2,966 |
| 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 | $62,788,000 | 2,101 |
| U.S. Government securities | $22,282,000 | 3,339 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $22,282,000 | 3,257 |
| Securities issued by states & political subdivisions | $5,711,000 | 3,366 |
| Other domestic debt securities | $34,795,000 | 323 |
| Privately issued residential mortgage-backed securities | $33,715,000 | 153 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $1,080,000 | 141 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| 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 | $31,711,000 | 1,511 |
| Mortgage-backed securities | $54,706,000 | 1,203 |
| Certificates of participation in pools of residential mortgages | $230,000 | 5,295 |
| Issued or guaranteed by U.S. | $230,000 | 5,280 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $54,476,000 | 548 |
| CMOs issued by government agencies or sponsored agencies | $20,761,000 | 914 |
| Privately issued | $33,715,000 | 147 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $62,788,000 | 1,900 |
| Total debt securities | $62,787,000 | 2,080 |
| Structured notes | ||
| Amortized cost | $13,000 | 3,030 |
| Fair value | $13,000 | 3,030 |
| 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 | $65,231,000 | 2,026 |
| U.S. Government securities | $22,897,000 | 3,358 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $22,897,000 | 3,265 |
| Securities issued by states & political subdivisions | $5,442,000 | 3,382 |
| Other domestic debt securities | $36,892,000 | 301 |
| Privately issued residential mortgage-backed securities | $35,813,000 | 157 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $1,079,000 | 132 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| 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 | $31,899,000 | 1,521 |
| Mortgage-backed securities | $57,407,000 | 1,128 |
| Certificates of participation in pools of residential mortgages | $236,000 | 5,303 |
| Issued or guaranteed by U.S. | $236,000 | 5,288 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $57,171,000 | 526 |
| CMOs issued by government agencies or sponsored agencies | $21,358,000 | 877 |
| Privately issued | $35,813,000 | 150 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $65,231,000 | 1,835 |
| Total debt securities | $65,231,000 | 2,007 |
| Structured notes | ||
| Amortized cost | $14,000 | 3,154 |
| Fair value | $14,000 | 3,154 |
| 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 | $71,799,000 | 1,864 |
| U.S. Government securities | $24,145,000 | 3,242 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $24,145,000 | 3,151 |
| Securities issued by states & political subdivisions | $5,889,000 | 3,240 |
| Other domestic debt securities | $41,765,000 | 284 |
| Privately issued residential mortgage-backed securities | $40,371,000 | 152 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $1,394,000 | 127 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| 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 | $33,925,000 | 1,440 |
| Mortgage-backed securities | $63,164,000 | 1,014 |
| Certificates of participation in pools of residential mortgages | $242,000 | 5,282 |
| Issued or guaranteed by U.S. | $242,000 | 5,271 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $62,922,000 | 477 |
| CMOs issued by government agencies or sponsored agencies | $22,551,000 | 809 |
| Privately issued | $40,371,000 | 149 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $71,799,000 | 1,686 |
| Total debt securities | $71,799,000 | 1,846 |
| Structured notes | ||
| Amortized cost | $15,000 | 3,197 |
| Fair value | $15,000 | 3,197 |
| 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 | $76,880,000 | 1,674 |
| U.S. Government securities | $27,337,000 | 2,833 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $27,337,000 | 2,746 |
| Securities issued by states & political subdivisions | $5,830,000 | 3,228 |
| Other domestic debt securities | $43,713,000 | 285 |
| Privately issued residential mortgage-backed securities | $42,337,000 | 151 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $1,376,000 | 114 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| 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 | $37,593,000 | 1,327 |
| Mortgage-backed securities | $68,273,000 | 893 |
| Certificates of participation in pools of residential mortgages | $247,000 | 5,251 |
| Issued or guaranteed by U.S. | $247,000 | 5,238 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $68,026,000 | 432 |
| CMOs issued by government agencies or sponsored agencies | $25,689,000 | 729 |
| Privately issued | $42,337,000 | 147 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $76,880,000 | 1,504 |
| Total debt securities | $76,880,000 | 1,657 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $82,198,000 | 1,566 |
| U.S. Government securities | $29,577,000 | 2,659 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $29,577,000 | 2,573 |
| Securities issued by states & political subdivisions | $6,385,000 | 3,016 |
| Other domestic debt securities | $46,236,000 | 275 |
| Privately issued residential mortgage-backed securities | $44,592,000 | 153 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $1,644,000 | 109 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| 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 | $41,801,000 | 1,214 |
| Mortgage-backed securities | $74,169,000 | 825 |
| Certificates of participation in pools of residential mortgages | $255,000 | 5,261 |
| Issued or guaranteed by U.S. | $255,000 | 5,250 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $73,914,000 | 403 |
| CMOs issued by government agencies or sponsored agencies | $29,322,000 | 670 |
| Privately issued | $44,592,000 | 148 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $82,198,000 | 1,401 |
| Total debt securities | $82,197,000 | 1,550 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $82,060,000 | 1,578 |
| U.S. Government securities | $27,233,000 | 2,864 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $27,233,000 | 2,781 |
| Securities issued by states & political subdivisions | $9,102,000 | 2,405 |
| Other domestic debt securities | $45,725,000 | 273 |
| Privately issued residential mortgage-backed securities | $44,821,000 | 155 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $904,000 | 123 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| 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 | $78,288,000 | 697 |
| Mortgage-backed securities | $72,054,000 | 845 |
| Certificates of participation in pools of residential mortgages | $261,000 | 5,315 |
| Issued or guaranteed by U.S. | $261,000 | 5,304 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $71,793,000 | 411 |
| CMOs issued by government agencies or sponsored agencies | $26,972,000 | 668 |
| Privately issued | $44,821,000 | 152 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $82,060,000 | 1,403 |
| Total debt securities | $82,059,000 | 1,564 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $84,723,000 | 1,534 |
| U.S. Government securities | $28,779,000 | 2,796 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $28,779,000 | 2,726 |
| Securities issued by states & political subdivisions | $8,975,000 | 2,404 |
| Other domestic debt securities | $46,969,000 | 281 |
| Privately issued residential mortgage-backed securities | $45,501,000 | 165 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $1,468,000 | 105 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| 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 | $78,288,000 | 717 |
| Mortgage-backed securities | $74,280,000 | 835 |
| Certificates of participation in pools of residential mortgages | $267,000 | 5,426 |
| Issued or guaranteed by U.S. | $267,000 | 5,415 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $74,013,000 | 399 |
| CMOs issued by government agencies or sponsored agencies | $28,512,000 | 634 |
| Privately issued | $45,501,000 | 161 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $84,723,000 | 1,360 |
| Total debt securities | $84,724,000 | 1,513 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $92,463,000 | 1,400 |
| U.S. Government securities | $24,098,000 | 3,107 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $24,098,000 | 3,033 |
| Securities issued by states & political subdivisions | $14,857,000 | 1,680 |
| Other domestic debt securities | $53,508,000 | 267 |
| Privately issued residential mortgage-backed securities | $51,826,000 | 158 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $1,682,000 | 120 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| 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 | $76,080,000 | 742 |
| Mortgage-backed securities | $75,924,000 | 820 |
| Certificates of participation in pools of residential mortgages | $277,000 | 5,476 |
| Issued or guaranteed by U.S. | $277,000 | 5,463 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $75,647,000 | 388 |
| CMOs issued by government agencies or sponsored agencies | $23,821,000 | 673 |
| Privately issued | $51,826,000 | 154 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $92,463,000 | 1,228 |
| Total debt securities | $92,463,000 | 1,370 |
| 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 | $108,445,000 | 1,185 |
| U.S. Government securities | $20,403,000 | 3,450 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $20,403,000 | 3,375 |
| Securities issued by states & political subdivisions | $22,683,000 | 1,079 |
| Other domestic debt securities | $65,359,000 | 251 |
| Privately issued residential mortgage-backed securities | $63,757,000 | 153 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $1,602,000 | 124 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| 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 | $83,082,000 | 683 |
| Mortgage-backed securities | $84,160,000 | 757 |
| Certificates of participation in pools of residential mortgages | $1,457,000 | 4,842 |
| Issued or guaranteed by U.S. | $1,457,000 | 4,830 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $82,703,000 | 357 |
| CMOs issued by government agencies or sponsored agencies | $18,946,000 | 763 |
| Privately issued | $63,757,000 | 150 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $108,445,000 | 1,032 |
| Total debt securities | $108,445,000 | 1,170 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $113,714,000 | 1,100 |
| U.S. Government securities | $18,708,000 | 3,610 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $18,708,000 | 3,540 |
| Securities issued by states & political subdivisions | $23,754,000 | 988 |
| Other domestic debt securities | $71,252,000 | 254 |
| Privately issued residential mortgage-backed securities | $69,776,000 | 153 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $1,476,000 | 143 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| 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 | $84,611,000 | 662 |
| Mortgage-backed securities | $88,484,000 | 730 |
| Certificates of participation in pools of residential mortgages | $1,588,000 | 4,848 |
| Issued or guaranteed by U.S. | $1,588,000 | 4,833 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $86,896,000 | 328 |
| CMOs issued by government agencies or sponsored agencies | $17,120,000 | 786 |
| Privately issued | $69,776,000 | 146 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $113,714,000 | 950 |
| Total debt securities | $113,714,000 | 1,083 |
| 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 | $128,804,000 | 984 |
| U.S. Government securities | $22,474,000 | 3,259 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $22,474,000 | 3,198 |
| Securities issued by states & political subdivisions | $34,241,000 | 607 |
| Other domestic debt securities | $72,089,000 | 247 |
| Privately issued residential mortgage-backed securities | $70,608,000 | 171 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,481,000 | 190 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| 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 | $97,384,000 | 598 |
| Mortgage-backed securities | $93,082,000 | 701 |
| Certificates of participation in pools of residential mortgages | $1,722,000 | 4,876 |
| Issued or guaranteed by U.S. | $1,722,000 | 4,860 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $91,360,000 | 330 |
| CMOs issued by government agencies or sponsored agencies | $20,752,000 | 677 |
| Privately issued | $70,608,000 | 162 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $128,804,000 | 835 |
| Total debt securities | $128,804,000 | 966 |
| 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 | $144,911,000 | 840 |
| U.S. Government securities | $28,738,000 | 2,759 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $28,738,000 | 2,701 |
| Securities issued by states & political subdivisions | $32,151,000 | 642 |
| Other domestic debt securities | $84,022,000 | 215 |
| Privately issued residential mortgage-backed securities | $82,805,000 | 152 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,217,000 | 184 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| 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 | $90,733,000 | 643 |
| Mortgage-backed securities | $111,543,000 | 595 |
| Certificates of participation in pools of residential mortgages | $1,821,000 | 4,826 |
| Issued or guaranteed by U.S. | $1,821,000 | 4,811 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $109,722,000 | 279 |
| CMOs issued by government agencies or sponsored agencies | $26,917,000 | 529 |
| Privately issued | $82,805,000 | 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 | 3,539 |
| Available-for-sale securities (fair market value) | $144,911,000 | 716 |
| Total debt securities | $144,911,000 | 827 |
| 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 | $125,780,000 | 953 |
| U.S. Government securities | $20,165,000 | 3,489 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $20,165,000 | 3,417 |
| Securities issued by states & political subdivisions | $28,275,000 | 730 |
| Other domestic debt securities | $77,340,000 | 246 |
| Privately issued residential mortgage-backed securities | $75,792,000 | 163 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,448,000 | 172 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,282 |
| 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 | $76,590,000 | 731 |
| Mortgage-backed securities | $95,957,000 | 640 |
| Certificates of participation in pools of residential mortgages | $1,987,000 | 4,703 |
| Issued or guaranteed by U.S. | $1,987,000 | 4,688 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $93,970,000 | 301 |
| CMOs issued by government agencies or sponsored agencies | $18,178,000 | 661 |
| Privately issued | $75,792,000 | 155 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $125,780,000 | 811 |
| Total debt securities | $125,780,000 | 939 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $124,850,000 | 977 |
| U.S. Government securities | $21,430,000 | 3,386 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $21,430,000 | 3,319 |
| Securities issued by states & political subdivisions | $25,146,000 | 859 |
| Other domestic debt securities | $78,274,000 | 250 |
| Privately issued residential mortgage-backed securities | $76,374,000 | 166 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,800,000 | 162 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,291 |
| 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 | $75,912,000 | 721 |
| Mortgage-backed securities | $97,804,000 | 625 |
| Certificates of participation in pools of residential mortgages | $2,094,000 | 4,663 |
| Issued or guaranteed by U.S. | $2,094,000 | 4,644 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $95,710,000 | 296 |
| CMOs issued by government agencies or sponsored agencies | $19,336,000 | 622 |
| Privately issued | $76,374,000 | 155 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $124,850,000 | 841 |
| Total debt securities | $124,850,000 | 962 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $134,561,000 | 897 |
| U.S. Government securities | $96,873,000 | 864 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $96,873,000 | 841 |
| Securities issued by states & political subdivisions | $20,797,000 | 1,046 |
| Other domestic debt securities | $16,891,000 | 603 |
| Privately issued residential mortgage-backed securities | $16,790,000 | 380 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $101,000 | 2,250 |
| 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 | $84,901,000 | 649 |
| Mortgage-backed securities | $112,895,000 | 537 |
| Certificates of participation in pools of residential mortgages | $2,248,000 | 4,507 |
| Issued or guaranteed by U.S. | $2,248,000 | 4,487 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $110,647,000 | 267 |
| CMOs issued by government agencies or sponsored agencies | $93,857,000 | 204 |
| Privately issued | $16,790,000 | 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 | 3,628 |
| Available-for-sale securities (fair market value) | $134,561,000 | 782 |
| Total debt securities | $134,560,000 | 867 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $118,719,000 | 1,019 |
| U.S. Government securities | $92,052,000 | 905 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $92,052,000 | 879 |
| Securities issued by states & political subdivisions | $16,333,000 | 1,349 |
| Other domestic debt securities | $10,334,000 | 777 |
| Privately issued residential mortgage-backed securities | $10,234,000 | 443 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,122 |
| 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 | $69,766,000 | 763 |
| Mortgage-backed securities | $101,522,000 | 556 |
| Certificates of participation in pools of residential mortgages | $2,357,000 | 4,184 |
| Issued or guaranteed by U.S. | $2,357,000 | 4,168 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $99,165,000 | 270 |
| CMOs issued by government agencies or sponsored agencies | $88,931,000 | 203 |
| Privately issued | $10,234,000 | 417 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $118,719,000 | 884 |
| Total debt securities | $118,716,000 | 992 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $106,581,000 | 1,140 |
| U.S. Government securities | $55,557,000 | 1,532 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $55,557,000 | 1,501 |
| Securities issued by states & political subdivisions | $12,918,000 | 1,634 |
| Other domestic debt securities | $38,106,000 | 346 |
| Privately issued residential mortgage-backed securities | $38,006,000 | 222 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,099 |
| 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 | $75,301,000 | 689 |
| Mortgage-backed securities | $92,284,000 | 568 |
| Certificates of participation in pools of residential mortgages | $2,636,000 | 3,907 |
| Issued or guaranteed by U.S. | $2,636,000 | 3,890 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $89,648,000 | 283 |
| CMOs issued by government agencies or sponsored agencies | $51,642,000 | 291 |
| Privately issued | $38,006,000 | 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) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $106,581,000 | 992 |
| Total debt securities | $106,582,000 | 1,110 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $87,981,000 | 1,354 |
| U.S. Government securities | $56,648,000 | 1,500 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $56,648,000 | 1,474 |
| Securities issued by states & political subdivisions | $9,351,000 | 2,122 |
| Other domestic debt securities | $21,982,000 | 446 |
| Privately issued residential mortgage-backed securities | $21,882,000 | 280 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,064 |
| 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 | $53,561,000 | 932 |
| Mortgage-backed securities | $77,007,000 | 651 |
| Certificates of participation in pools of residential mortgages | $2,965,000 | 3,734 |
| Issued or guaranteed by U.S. | $2,965,000 | 3,721 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $74,042,000 | 323 |
| CMOs issued by government agencies or sponsored agencies | $52,160,000 | 293 |
| Privately issued | $21,882,000 | 268 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $87,981,000 | 1,180 |
| Total debt securities | $87,982,000 | 1,330 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $71,293,000 | 1,657 |
| U.S. Government securities | $46,772,000 | 1,827 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $46,772,000 | 1,772 |
| Securities issued by states & political subdivisions | $8,860,000 | 2,219 |
| Other domestic debt securities | $15,661,000 | 552 |
| Privately issued residential mortgage-backed securities | $15,561,000 | 327 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,118 |
| 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 | $39,570,000 | 1,215 |
| Mortgage-backed securities | $60,801,000 | 774 |
| Certificates of participation in pools of residential mortgages | $3,482,000 | 3,494 |
| Issued or guaranteed by U.S. | $3,482,000 | 3,474 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $57,319,000 | 368 |
| CMOs issued by government agencies or sponsored agencies | $41,758,000 | 345 |
| Privately issued | $15,561,000 | 306 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $71,293,000 | 1,425 |
| Total debt securities | $71,293,000 | 1,621 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $72,610,000 | 1,649 |
| U.S. Government securities | $58,661,000 | 1,496 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $58,661,000 | 1,461 |
| Securities issued by states & political subdivisions | $9,672,000 | 2,058 |
| Other domestic debt securities | $4,277,000 | 1,109 |
| Privately issued residential mortgage-backed securities | $4,178,000 | 562 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $99,000 | 2,203 |
| 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 | $47,466,000 | 1,047 |
| Mortgage-backed securities | $61,304,000 | 786 |
| Certificates of participation in pools of residential mortgages | $3,961,000 | 3,327 |
| Issued or guaranteed by U.S. | $3,961,000 | 3,313 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $57,343,000 | 378 |
| CMOs issued by government agencies or sponsored agencies | $53,165,000 | 291 |
| Privately issued | $4,178,000 | 534 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $72,610,000 | 1,424 |
| Total debt securities | $72,613,000 | 1,616 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $68,757,000 | 1,751 |
| U.S. Government securities | $49,531,000 | 1,790 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $49,531,000 | 1,743 |
| Securities issued by states & political subdivisions | $19,092,000 | 1,057 |
| Other domestic debt securities | $134,000 | 2,820 |
| Privately issued residential mortgage-backed securities | $34,000 | 1,246 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,218 |
| 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 | $39,791,000 | 1,200 |
| Mortgage-backed securities | $48,023,000 | 956 |
| Certificates of participation in pools of residential mortgages | $5,565,000 | 2,869 |
| Issued or guaranteed by U.S. | $5,565,000 | 2,854 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $42,458,000 | 449 |
| CMOs issued by government agencies or sponsored agencies | $42,424,000 | 354 |
| Privately issued | $34,000 | 1,151 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $68,757,000 | 1,495 |
| Total debt securities | $68,758,000 | 1,714 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $60,605,000 | 1,975 |
| U.S. Government securities | $39,786,000 | 2,179 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $39,786,000 | 2,108 |
| Securities issued by states & political subdivisions | $20,693,000 | 946 |
| Other domestic debt securities | $126,000 | 2,890 |
| Privately issued residential mortgage-backed securities | $36,000 | 1,230 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $90,000 | 2,346 |
| 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 | $32,373,000 | 1,429 |
| Mortgage-backed securities | $38,301,000 | 1,156 |
| Certificates of participation in pools of residential mortgages | $6,185,000 | 2,750 |
| Issued or guaranteed by U.S. | $6,185,000 | 2,737 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $32,116,000 | 534 |
| CMOs issued by government agencies or sponsored agencies | $32,080,000 | 413 |
| Privately issued | $36,000 | 1,138 |
| 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) | $60,605,000 | 1,688 |
| Total debt securities | $60,604,000 | 1,929 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $53,893,000 | 2,203 |
| U.S. Government securities | $31,211,000 | 2,703 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $31,211,000 | 2,618 |
| Securities issued by states & political subdivisions | $22,548,000 | 851 |
| Other domestic debt securities | $134,000 | 2,964 |
| Privately issued residential mortgage-backed securities | $38,000 | 1,217 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $96,000 | 2,441 |
| 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 | $18,852,000 | 2,252 |
| Mortgage-backed securities | $29,704,000 | 1,366 |
| Certificates of participation in pools of residential mortgages | $6,806,000 | 2,672 |
| Issued or guaranteed by U.S. | $6,806,000 | 2,658 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $22,898,000 | 627 |
| CMOs issued by government agencies or sponsored agencies | $22,860,000 | 496 |
| Privately issued | $38,000 | 1,129 |
| 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) | $53,893,000 | 1,881 |
| Total debt securities | $53,893,000 | 2,162 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $51,219,000 | 2,313 |
| U.S. Government securities | $27,218,000 | 3,018 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $27,218,000 | 2,917 |
| Securities issued by states & political subdivisions | $23,860,000 | 798 |
| Other domestic debt securities | $141,000 | 3,059 |
| Privately issued residential mortgage-backed securities | $41,000 | 1,194 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,529 |
| 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 | $21,626,000 | 1,993 |
| Mortgage-backed securities | $25,696,000 | 1,518 |
| Certificates of participation in pools of residential mortgages | $2,591,000 | 3,920 |
| Issued or guaranteed by U.S. | $2,591,000 | 3,904 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $23,105,000 | 624 |
| CMOs issued by government agencies or sponsored agencies | $23,064,000 | 495 |
| Privately issued | $41,000 | 1,097 |
| 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) | $51,219,000 | 1,956 |
| Total debt securities | $51,221,000 | 2,271 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $48,990,000 | 2,399 |
| U.S. Government securities | $24,584,000 | 3,232 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $24,584,000 | 3,118 |
| Securities issued by states & political subdivisions | $23,857,000 | 792 |
| Other domestic debt securities | $549,000 | 2,473 |
| Privately issued residential mortgage-backed securities | $46,000 | 1,173 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $503,000 | 2,071 |
| 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 | $17,957,000 | 2,289 |
| Mortgage-backed securities | $23,047,000 | 1,659 |
| Certificates of participation in pools of residential mortgages | $3,135,000 | 3,742 |
| Issued or guaranteed by U.S. | $3,135,000 | 3,728 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $19,912,000 | 683 |
| CMOs issued by government agencies or sponsored agencies | $19,866,000 | 554 |
| Privately issued | $46,000 | 1,075 |
| 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) | $48,990,000 | 2,029 |
| Total debt securities | $48,990,000 | 2,349 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $46,683,000 | 2,505 |
| U.S. Government securities | $23,443,000 | 3,406 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $23,443,000 | 3,292 |
| Securities issued by states & political subdivisions | $22,685,000 | 829 |
| Other domestic debt securities | $555,000 | 2,545 |
| Privately issued residential mortgage-backed securities | $50,000 | 1,136 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $505,000 | 2,148 |
| 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 | $17,350,000 | 2,333 |
| Mortgage-backed securities | $21,881,000 | 1,755 |
| Certificates of participation in pools of residential mortgages | $3,428,000 | 3,720 |
| Issued or guaranteed by U.S. | $3,428,000 | 3,706 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $18,453,000 | 742 |
| CMOs issued by government agencies or sponsored agencies | $18,403,000 | 610 |
| Privately issued | $50,000 | 1,033 |
| 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) | $46,683,000 | 2,125 |
| Total debt securities | $46,683,000 | 2,463 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $41,608,000 | 2,793 |
| U.S. Government securities | $30,550,000 | 2,817 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $30,550,000 | 2,704 |
| Securities issued by states & political subdivisions | $10,496,000 | 1,844 |
| Other domestic debt securities | $562,000 | 2,610 |
| Privately issued residential mortgage-backed securities | $54,000 | 1,125 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $508,000 | 2,227 |
| 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 | $22,611,000 | 1,895 |
| Mortgage-backed securities | $29,016,000 | 1,492 |
| Certificates of participation in pools of residential mortgages | $3,811,000 | 3,670 |
| Issued or guaranteed by U.S. | $3,811,000 | 3,661 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $25,205,000 | 618 |
| CMOs issued by government agencies or sponsored agencies | $25,151,000 | 507 |
| Privately issued | $54,000 | 1,031 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $41,608,000 | 2,387 |
| Total debt securities | $41,608,000 | 2,746 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $40,331,000 | 2,882 |
| U.S. Government securities | $29,444,000 | 2,899 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $29,444,000 | 2,795 |
| Securities issued by states & political subdivisions | $10,307,000 | 1,885 |
| Other domestic debt securities | $580,000 | 2,636 |
| Privately issued residential mortgage-backed securities | $58,000 | 1,108 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $522,000 | 2,259 |
| 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 | $22,528,000 | 1,870 |
| Mortgage-backed securities | $27,869,000 | 1,560 |
| Certificates of participation in pools of residential mortgages | $2,263,000 | 4,337 |
| Issued or guaranteed by U.S. | $2,263,000 | 4,322 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $25,606,000 | 629 |
| CMOs issued by government agencies or sponsored agencies | $25,548,000 | 518 |
| Privately issued | $58,000 | 1,018 |
| 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) | $40,331,000 | 2,478 |
| Total debt securities | $40,331,000 | 2,830 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $33,204,000 | 3,363 |
| U.S. Government securities | $23,291,000 | 3,459 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $23,291,000 | 3,339 |
| Securities issued by states & political subdivisions | $9,417,000 | 2,043 |
| Other domestic debt securities | $496,000 | 2,860 |
| Privately issued residential mortgage-backed securities | $63,000 | 1,061 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $433,000 | 2,498 |
| 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 | $16,901,000 | 2,316 |
| Mortgage-backed securities | $22,244,000 | 1,818 |
| Certificates of participation in pools of residential mortgages | $2,488,000 | 4,265 |
| Issued or guaranteed by U.S. | $2,488,000 | 4,253 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $19,756,000 | 736 |
| CMOs issued by government agencies or sponsored agencies | $19,693,000 | 622 |
| Privately issued | $63,000 | 974 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $33,204,000 | 2,889 |
| Total debt securities | $33,204,000 | 3,303 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $36,110,000 | 3,186 |
| U.S. Government securities | $29,910,000 | 2,873 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $29,910,000 | 2,754 |
| Securities issued by states & political subdivisions | $5,703,000 | 2,840 |
| Other domestic debt securities | $497,000 | 2,955 |
| Privately issued residential mortgage-backed securities | $69,000 | 1,046 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $428,000 | 2,611 |
| 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 | $12,583,000 | 2,842 |
| Mortgage-backed securities | $28,892,000 | 1,549 |
| Certificates of participation in pools of residential mortgages | $3,517,000 | 3,898 |
| Issued or guaranteed by U.S. | $3,517,000 | 3,889 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $25,375,000 | 636 |
| CMOs issued by government agencies or sponsored agencies | $25,306,000 | 531 |
| Privately issued | $69,000 | 965 |
| 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) | $36,110,000 | 2,748 |
| Total debt securities | $36,110,000 | 3,116 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $35,541,000 | 3,215 |
| U.S. Government securities | $29,745,000 | 2,835 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $29,745,000 | 2,737 |
| Securities issued by states & political subdivisions | $5,721,000 | 2,858 |
| Other domestic debt securities | $75,000 | 3,631 |
| Privately issued residential mortgage-backed securities | $75,000 | 1,107 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $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 | $14,491,000 | 2,567 |
| Mortgage-backed securities | $29,261,000 | 1,550 |
| Certificates of participation in pools of residential mortgages | $3,738,000 | 3,850 |
| Issued or guaranteed by U.S. | $3,738,000 | 3,842 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $25,523,000 | 655 |
| CMOs issued by government agencies or sponsored agencies | $25,448,000 | 550 |
| Privately issued | $75,000 | 1,015 |
| 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) | $35,541,000 | 2,777 |
| Total debt securities | $35,541,000 | 3,153 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $28,529,000 | 3,855 |
| U.S. Government securities | $21,959,000 | 3,665 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $21,959,000 | 3,535 |
| Securities issued by states & political subdivisions | $5,941,000 | 2,806 |
| Other domestic debt securities | $629,000 | 2,875 |
| Privately issued residential mortgage-backed securities | $84,000 | 960 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $545,000 | 2,611 |
| 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 | $16,874,000 | 2,230 |
| Mortgage-backed securities | $21,493,000 | 1,921 |
| Certificates of participation in pools of residential mortgages | $4,042,000 | 3,712 |
| Issued or guaranteed by U.S. | $4,042,000 | 3,699 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $17,451,000 | 821 |
| CMOs issued by government agencies or sponsored agencies | $17,367,000 | 760 |
| Privately issued | $84,000 | 836 |
| 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) | $28,529,000 | 3,331 |
| Total debt securities | $28,529,000 | 3,789 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $22,157,000 | 4,477 |
| U.S. Government securities | $15,266,000 | 4,504 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $15,266,000 | 4,340 |
| Securities issued by states & political subdivisions | $6,221,000 | 2,723 |
| Other domestic debt securities | $670,000 | 2,976 |
| Privately issued residential mortgage-backed securities | $126,000 | 997 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $544,000 | 2,735 |
| 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 | $13,592,000 | 2,504 |
| Mortgage-backed securities | $15,392,000 | 2,371 |
| Certificates of participation in pools of residential mortgages | $5,438,000 | 3,291 |
| Issued or guaranteed by U.S. | $5,438,000 | 3,276 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $9,954,000 | 1,130 |
| CMOs issued by government agencies or sponsored agencies | $9,828,000 | 1,064 |
| Privately issued | $126,000 | 874 |
| 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) | $22,157,000 | 3,876 |
| Total debt securities | $22,157,000 | 4,399 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $21,681,000 | 4,457 |
| U.S. Government securities | $15,571,000 | 4,374 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $15,571,000 | 4,214 |
| Securities issued by states & political subdivisions | $5,797,000 | 2,808 |
| Other domestic debt securities | $313,000 | 3,460 |
| Privately issued residential mortgage-backed securities | $313,000 | 913 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| 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 | $11,864,000 | 2,727 |
| Mortgage-backed securities | $15,884,000 | 2,344 |
| Certificates of participation in pools of residential mortgages | $4,517,000 | 3,584 |
| Issued or guaranteed by U.S. | $4,517,000 | 3,574 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $11,367,000 | 1,132 |
| CMOs issued by government agencies or sponsored agencies | $11,054,000 | 1,066 |
| Privately issued | $313,000 | 806 |
| 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) | $21,681,000 | 3,882 |
| Total debt securities | $21,681,000 | 4,371 |
| 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 | $19,764,000 | 4,698 |
| U.S. Government securities | $14,624,000 | 4,596 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $14,624,000 | 4,435 |
| Securities issued by states & political subdivisions | $4,628,000 | 3,089 |
| Other domestic debt securities | $512,000 | 3,255 |
| Privately issued residential mortgage-backed securities | $512,000 | 842 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| 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 | $12,983,000 | 2,579 |
| Mortgage-backed securities | $15,136,000 | 2,432 |
| Certificates of participation in pools of residential mortgages | $5,046,000 | 3,398 |
| Issued or guaranteed by U.S. | $5,046,000 | 3,386 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $10,090,000 | 1,263 |
| CMOs issued by government agencies or sponsored agencies | $9,578,000 | 1,202 |
| Privately issued | $512,000 | 741 |
| 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) | $19,764,000 | 4,068 |
| Total debt securities | $19,764,000 | 4,602 |
| 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 | $13,442,000 | 5,761 |
| U.S. Government securities | $8,784,000 | 5,932 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $8,784,000 | 5,728 |
| Securities issued by states & political subdivisions | $3,975,000 | 3,310 |
| Other domestic debt securities | $683,000 | 3,089 |
| Privately issued residential mortgage-backed securities | $683,000 | 802 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| 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 | $7,433,000 | 3,626 |
| Mortgage-backed securities | $9,467,000 | 3,097 |
| Certificates of participation in pools of residential mortgages | $4,494,000 | 3,560 |
| Issued or guaranteed by U.S. | $4,494,000 | 3,547 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $4,973,000 | 1,831 |
| CMOs issued by government agencies or sponsored agencies | $4,290,000 | 1,856 |
| Privately issued | $683,000 | 719 |
| 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) | $13,442,000 | 4,998 |
| Total debt securities | $13,442,000 | 5,666 |
| 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 | $7,605,000 | 7,142 |
| U.S. Government securities | $6,389,000 | 6,682 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $6,389,000 | 6,447 |
| Securities issued by states & political subdivisions | $1,032,000 | 5,211 |
| Other domestic debt securities | $184,000 | 3,817 |
| Privately issued residential mortgage-backed securities | $184,000 | 1,164 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| 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 | $4,648,000 | 4,542 |
| Mortgage-backed securities | $6,573,000 | 3,569 |
| Certificates of participation in pools of residential mortgages | $3,464,000 | 3,678 |
| Issued or guaranteed by U.S. | $3,464,000 | 3,664 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $3,109,000 | 2,321 |
| CMOs issued by government agencies or sponsored agencies | $2,925,000 | 2,241 |
| Privately issued | $184,000 | 1,044 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $7,605,000 | 6,248 |
| Total debt securities | $7,604,000 | 7,039 |
| 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 | $14,456,000 | 5,677 |
| U.S. Government securities | $6,649,000 | 7,060 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $6,649,000 | 6,694 |
| Securities issued by states & political subdivisions | $5,714,000 | 2,560 |
| Other domestic debt securities | $1,299,000 | 2,267 |
| Privately issued residential mortgage-backed securities | $238,000 | 1,069 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,061,000 | 2,084 |
| Foreign debt securities | NA | NA |
| Equity securities | $794,000 | 2,920 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,756,000 | 3,461 |
| Mortgage-backed securities | $6,887,000 | 2,886 |
| Certificates of participation in pools of residential mortgages | $1,986,000 | 3,983 |
| Issued or guaranteed by U.S. | $1,986,000 | 3,958 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $4,901,000 | 1,524 |
| CMOs issued by government agencies or sponsored agencies | $4,663,000 | 1,435 |
| Privately issued | $238,000 | 928 |
| 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) | $14,456,000 | 4,703 |
| Total debt securities | $13,662,000 | 5,716 |
| 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 | $12,880,000 | 6,313 |
| U.S. Government securities | $6,481,000 | 7,384 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $6,481,000 | 6,851 |
| Securities issued by states & political subdivisions | $4,786,000 | 3,007 |
| Other domestic debt securities | $871,000 | 2,498 |
| Privately issued residential mortgage-backed securities | $299,000 | 1,047 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $572,000 | 2,307 |
| Foreign debt securities | NA | NA |
| Equity securities | $742,000 | 2,952 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,453,000 | 3,539 |
| Mortgage-backed securities | $6,780,000 | 3,125 |
| Certificates of participation in pools of residential mortgages | $442,000 | 5,846 |
| Issued or guaranteed by U.S. | $442,000 | 5,833 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $6,338,000 | 1,427 |
| CMOs issued by government agencies or sponsored agencies | $6,039,000 | 1,334 |
| Privately issued | $299,000 | 918 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $12,880,000 | 5,180 |
| Total debt securities | $12,138,000 | 6,382 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $14,991,000 | 5,816 |
| U.S. Government securities | $9,003,000 | 6,416 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $9,003,000 | 5,588 |
| Securities issued by states & political subdivisions | $3,681,000 | 3,569 |
| Other domestic debt securities | $1,610,000 | 1,873 |
| Privately issued residential mortgage-backed securities | $1,610,000 | 618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $697,000 | 2,947 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $800,000 | 7,403 |
| Mortgage-backed securities | $10,613,000 | 2,611 |
| Certificates of participation in pools of residential mortgages | $618,000 | 5,790 |
| Issued or guaranteed by U.S. | $618,000 | 5,774 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $9,995,000 | 1,182 |
| CMOs issued by government agencies or sponsored agencies | $8,385,000 | 1,243 |
| Privately issued | $1,610,000 | 525 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $14,991,000 | 4,651 |
| Total debt securities | $14,294,000 | 5,828 |
| 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 | $10,695,000 | 7,193 |
| U.S. Government securities | $8,145,000 | 7,200 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $8,145,000 | 5,903 |
| Securities issued by states & political subdivisions | $1,999,000 | 4,618 |
| 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 | $551,000 | 3,406 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $816,000 | 7,767 |
| Mortgage-backed securities | $8,145,000 | 2,964 |
| Certificates of participation in pools of residential mortgages | $860,000 | 5,582 |
| Issued or guaranteed by U.S. | $860,000 | 5,564 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $7,285,000 | 1,392 |
| CMOs issued by government agencies or sponsored agencies | $7,285,000 | 1,323 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $10,695,000 | 5,532 |
| Total debt securities | $10,144,000 | 7,229 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $10,063,000 | 7,931 |
| U.S. Government securities | $6,323,000 | 8,518 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $6,323,000 | 6,974 |
| Securities issued by states & political subdivisions | $3,103,000 | 3,861 |
| 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 | $637,000 | 3,055 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,621,000 | 6,168 |
| Mortgage-backed securities | $6,323,000 | 3,743 |
| Certificates of participation in pools of residential mortgages | $1,258,000 | 5,482 |
| Issued or guaranteed by U.S. | $1,258,000 | 5,467 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $5,065,000 | 1,921 |
| CMOs issued by government agencies or sponsored agencies | $5,065,000 | 1,822 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $10,063,000 | 5,990 |
| Total debt securities | $9,426,000 | 8,017 |
| 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 | $7,322,000 | 9,256 |
| U.S. Government securities | $4,237,000 | 9,942 |
| U.S. Treasury securities | $1,813,000 | 7,374 |
| U.S. Government agency obligations | $2,424,000 | 9,427 |
| Securities issued by states & political subdivisions | $2,590,000 | 4,301 |
| 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 | $495,000 | 3,329 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,441,000 | 5,624 |
| Mortgage-backed securities | $2,424,000 | 5,914 |
| Certificates of participation in pools of residential mortgages | $2,100,000 | 4,825 |
| Issued or guaranteed by U.S. | $2,100,000 | 4,796 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $324,000 | 5,198 |
| CMOs issued by government agencies or sponsored agencies | $324,000 | 4,994 |
| 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) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $7,322,000 | 7,022 |
| Total debt securities | $6,827,000 | 9,345 |
| 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 | $10,920,000 | 8,429 |
| U.S. Government securities | $8,424,000 | 8,453 |
| U.S. Treasury securities | $2,749,000 | 7,414 |
| U.S. Government agency obligations | $5,675,000 | 7,335 |
| Securities issued by states & political subdivisions | $2,159,000 | 4,984 |
| 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 | $337,000 | 3,830 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,944,000 | 5,397 |
| Mortgage-backed securities | $5,354,000 | 4,565 |
| Certificates of participation in pools of residential mortgages | $2,553,000 | 4,712 |
| Issued or guaranteed by U.S. | $2,553,000 | 4,685 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $2,801,000 | 3,148 |
| CMOs issued by government agencies or sponsored agencies | $2,801,000 | 2,998 |
| 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) | $3,640,000 | 8,864 |
| Available-for-sale securities (fair market value) | $7,280,000 | 5,753 |
| Total debt securities | $10,583,000 | 8,427 |
| 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 | $9,038,000 | 9,449 |
| U.S. Government securities | $7,950,000 | 8,921 |
| U.S. Treasury securities | $3,185,000 | 7,148 |
| U.S. Government agency obligations | $4,765,000 | 8,075 |
| Securities issued by states & political subdivisions | $1,018,000 | 6,770 |
| 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 | $70,000 | 6,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,922,000 | 5,310 |
| Mortgage-backed securities | $4,070,000 | 5,778 |
| Certificates of participation in pools of residential mortgages | $3,271,000 | 4,696 |
| Issued or guaranteed by U.S. | $3,271,000 | 4,654 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $799,000 | 5,254 |
| CMOs issued by government agencies or sponsored agencies | $799,000 | 5,035 |
| 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 | $8,968,000 | 9,334 |
| 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 | $6,417,000 | 10,851 |
| U.S. Government securities | $5,321,000 | 10,585 |
| U.S. Treasury securities | $310,000 | 11,641 |
| U.S. Government agency obligations | $5,011,000 | 7,977 |
| Securities issued by states & political subdivisions | $584,000 | 7,486 |
| 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 | $512,000 | 2,599 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,256,000 | 4,964 |
| Mortgage-backed securities | $1,289,000 | 8,522 |
| Certificates of participation in pools of residential mortgages | $278,000 | 9,218 |
| Issued or guaranteed by U.S. | $278,000 | 9,146 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,011,000 | 5,005 |
| CMOs issued by government agencies or sponsored agencies | $1,011,000 | 4,622 |
| 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 | $5,905,000 | 10,976 |
| 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 |