Home > Southwest Bank of Weatherford > Securities
Southwest Bank of Weatherford, Securities
| 2023-12-31 | Rank | |
| Total securities | $9,121,000 | 4,051 |
| U.S. Government securities | $6,492,000 | 3,857 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $6,492,000 | 3,532 |
| Securities issued by states & political subdivisions | $2,629,000 | 3,232 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $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 | $1,015,000 | 3,750 |
| Mortgage-backed securities | $2,860,000 | 3,245 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,237,000 | 2,985 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $127,000 | 2,542 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $496,000 | 1,379 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $9,121,000 | 3,792 |
| Total debt securities | $9,121,000 | 4,026 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $8,899,000 | 4,083 |
| U.S. Government securities | $6,419,000 | 3,884 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $6,419,000 | 3,545 |
| Securities issued by states & political subdivisions | $2,480,000 | 3,269 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $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 | $1,009,000 | 3,761 |
| Mortgage-backed securities | $2,892,000 | 3,242 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,252,000 | 2,981 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $129,000 | 2,535 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $511,000 | 1,349 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $8,899,000 | 3,802 |
| Total debt securities | $8,899,000 | 4,059 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $9,293,000 | 4,097 |
| U.S. Government securities | $6,718,000 | 3,907 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $6,718,000 | 3,548 |
| Securities issued by states & political subdivisions | $2,575,000 | 3,293 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,038,000 | 3,751 |
| Mortgage-backed securities | $3,077,000 | 3,244 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,419,000 | 2,983 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $138,000 | 2,534 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $520,000 | 1,338 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $9,293,000 | 3,814 |
| Total debt securities | $9,293,000 | 4,074 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $9,648,000 | 4,155 |
| U.S. Government securities | $7,006,000 | 3,957 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $7,006,000 | 3,538 |
| Securities issued by states & political subdivisions | $2,642,000 | 3,341 |
| 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 | $1,063,000 | 3,742 |
| Mortgage-backed securities | $3,265,000 | 3,282 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,565,000 | 3,001 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $145,000 | 2,563 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $555,000 | 1,351 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $9,648,000 | 3,864 |
| Total debt securities | $9,648,000 | 4,131 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $10,709,000 | 4,140 |
| U.S. Government securities | $8,135,000 | 3,887 |
| U.S. Treasury securities | $996,000 | 2,685 |
| U.S. Government agency obligations | $7,139,000 | 3,540 |
| Securities issued by states & political subdivisions | $2,574,000 | 3,393 |
| 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 | $1,062,000 | 3,697 |
| Mortgage-backed securities | $3,363,000 | 3,301 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,653,000 | 3,009 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $149,000 | 2,579 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $561,000 | 1,343 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $10,709,000 | 3,848 |
| Total debt securities | $10,709,000 | 4,118 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $11,097,000 | 4,150 |
| U.S. Government securities | $8,328,000 | 3,888 |
| U.S. Treasury securities | $989,000 | 2,722 |
| U.S. Government agency obligations | $7,339,000 | 3,538 |
| Securities issued by states & political subdivisions | $2,769,000 | 3,402 |
| 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 | $1,073,000 | 3,700 |
| Mortgage-backed securities | $3,521,000 | 3,296 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,715,000 | 3,011 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $155,000 | 2,591 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $651,000 | 1,336 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $11,097,000 | 3,862 |
| Total debt securities | $11,098,000 | 4,127 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $14,635,000 | 4,010 |
| U.S. Government securities | $9,925,000 | 3,782 |
| U.S. Treasury securities | $1,984,000 | 2,448 |
| U.S. Government agency obligations | $7,941,000 | 3,516 |
| Securities issued by states & political subdivisions | $4,710,000 | 3,175 |
| 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 | $1,392,000 | 3,684 |
| Mortgage-backed securities | $3,864,000 | 3,312 |
| Certificates of participation in pools of residential mortgages | $2,984,000 | 3,097 |
| Issued or guaranteed by U.S. | $2,984,000 | 3,005 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $177,000 | 2,678 |
| CMOs issued by government agencies or sponsored agencies | $177,000 | 2,605 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $703,000 | 1,818 |
| Commercial mortgage pass-through securities | $703,000 | 1,322 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $14,635,000 | 3,735 |
| Total debt securities | $14,636,000 | 3,995 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $15,454,000 | 3,936 |
| U.S. Government securities | $10,594,000 | 3,671 |
| U.S. Treasury securities | $1,986,000 | 2,232 |
| U.S. Government agency obligations | $8,608,000 | 3,442 |
| Securities issued by states & political subdivisions | $4,860,000 | 3,180 |
| 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 | $1,447,000 | 3,691 |
| Mortgage-backed securities | $4,219,000 | 3,279 |
| Certificates of participation in pools of residential mortgages | $3,253,000 | 3,074 |
| Issued or guaranteed by U.S. | $3,253,000 | 2,990 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $195,000 | 2,665 |
| CMOs issued by government agencies or sponsored agencies | $195,000 | 2,596 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $771,000 | 1,781 |
| Commercial mortgage pass-through securities | $771,000 | 1,284 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $15,454,000 | 3,688 |
| Total debt securities | $15,454,000 | 3,920 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $14,064,000 | 3,938 |
| U.S. Government securities | $8,915,000 | 3,673 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $8,915,000 | 3,386 |
| Securities issued by states & political subdivisions | $5,149,000 | 3,194 |
| 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 | $1,541,000 | 3,683 |
| Mortgage-backed securities | $4,688,000 | 3,218 |
| Certificates of participation in pools of residential mortgages | $3,608,000 | 3,011 |
| Issued or guaranteed by U.S. | $3,608,000 | 2,921 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $231,000 | 2,632 |
| CMOs issued by government agencies or sponsored agencies | $231,000 | 2,576 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $849,000 | 1,749 |
| Commercial mortgage pass-through securities | $849,000 | 1,262 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $14,064,000 | 3,724 |
| Total debt securities | $14,064,000 | 3,920 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $14,179,000 | 3,932 |
| U.S. Government securities | $8,999,000 | 3,635 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $8,999,000 | 3,387 |
| Securities issued by states & political subdivisions | $5,180,000 | 3,207 |
| 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 | $1,600,000 | 3,698 |
| Mortgage-backed securities | $4,491,000 | 3,275 |
| Certificates of participation in pools of residential mortgages | $3,338,000 | 3,059 |
| Issued or guaranteed by U.S. | $3,338,000 | 2,973 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $277,000 | 2,650 |
| CMOs issued by government agencies or sponsored agencies | $277,000 | 2,591 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $876,000 | 1,760 |
| Commercial mortgage pass-through securities | $876,000 | 1,273 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $14,179,000 | 3,725 |
| Total debt securities | $14,179,000 | 3,910 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $13,199,000 | 3,958 |
| U.S. Government securities | $6,525,000 | 3,822 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $6,525,000 | 3,593 |
| Securities issued by states & political subdivisions | $6,674,000 | 2,999 |
| 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 | $2,136,000 | 3,591 |
| Mortgage-backed securities | $3,730,000 | 3,362 |
| Certificates of participation in pools of residential mortgages | $2,502,000 | 3,192 |
| Issued or guaranteed by U.S. | $2,502,000 | 3,097 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $336,000 | 2,606 |
| CMOs issued by government agencies or sponsored agencies | $336,000 | 2,554 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $892,000 | 1,749 |
| Commercial mortgage pass-through securities | $892,000 | 1,269 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $13,199,000 | 3,749 |
| Total debt securities | $13,199,000 | 3,936 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $13,905,000 | 3,855 |
| U.S. Government securities | $7,020,000 | 3,666 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $7,020,000 | 3,476 |
| Securities issued by states & political subdivisions | $6,885,000 | 2,965 |
| 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 | $2,186,000 | 3,580 |
| Mortgage-backed securities | $4,120,000 | 3,295 |
| Certificates of participation in pools of residential mortgages | $2,750,000 | 3,095 |
| Issued or guaranteed by U.S. | $2,750,000 | 3,004 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $463,000 | 2,510 |
| CMOs issued by government agencies or sponsored agencies | $463,000 | 2,458 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $907,000 | 1,729 |
| Commercial mortgage pass-through securities | $907,000 | 1,250 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $13,905,000 | 3,634 |
| Total debt securities | $13,906,000 | 3,830 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $14,236,000 | 3,757 |
| U.S. Government securities | $6,532,000 | 3,609 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $6,532,000 | 3,460 |
| Securities issued by states & political subdivisions | $7,704,000 | 2,850 |
| 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 | $1,696,000 | 3,714 |
| Mortgage-backed securities | $4,463,000 | 3,224 |
| Certificates of participation in pools of residential mortgages | $2,982,000 | 3,011 |
| Issued or guaranteed by U.S. | $2,982,000 | 2,934 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $520,000 | 2,496 |
| CMOs issued by government agencies or sponsored agencies | $520,000 | 2,442 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $961,000 | 1,670 |
| Commercial mortgage pass-through securities | $961,000 | 1,192 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $14,236,000 | 3,531 |
| Total debt securities | $14,235,000 | 3,737 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $12,891,000 | 3,793 |
| U.S. Government securities | $6,336,000 | 3,650 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $6,336,000 | 3,484 |
| Securities issued by states & political subdivisions | $6,555,000 | 2,890 |
| 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 | $2,462,000 | 3,575 |
| Mortgage-backed securities | $4,757,000 | 3,177 |
| Certificates of participation in pools of residential mortgages | $3,227,000 | 2,959 |
| Issued or guaranteed by U.S. | $3,227,000 | 2,873 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $555,000 | 2,506 |
| CMOs issued by government agencies or sponsored agencies | $555,000 | 2,455 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $975,000 | 1,641 |
| Commercial mortgage pass-through securities | $975,000 | 1,171 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $12,891,000 | 3,559 |
| Total debt securities | $12,892,000 | 3,769 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $12,486,000 | 3,818 |
| U.S. Government securities | $7,186,000 | 3,558 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $7,186,000 | 3,399 |
| Securities issued by states & political subdivisions | $5,300,000 | 3,022 |
| 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 | $2,307,000 | 3,637 |
| Mortgage-backed securities | $5,023,000 | 3,151 |
| Certificates of participation in pools of residential mortgages | $3,450,000 | 2,917 |
| Issued or guaranteed by U.S. | $3,450,000 | 2,836 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $589,000 | 2,507 |
| CMOs issued by government agencies or sponsored agencies | $589,000 | 2,468 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $984,000 | 1,622 |
| Commercial mortgage pass-through securities | $984,000 | 1,164 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $12,486,000 | 3,583 |
| Total debt securities | $12,486,000 | 3,797 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $12,638,000 | 3,795 |
| U.S. Government securities | $7,702,000 | 3,560 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $7,702,000 | 3,404 |
| Securities issued by states & political subdivisions | $4,936,000 | 3,005 |
| 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 | $2,276,000 | 3,654 |
| Mortgage-backed securities | $5,423,000 | 3,108 |
| Certificates of participation in pools of residential mortgages | $3,665,000 | 2,888 |
| Issued or guaranteed by U.S. | $3,665,000 | 2,796 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $666,000 | 2,486 |
| CMOs issued by government agencies or sponsored agencies | $666,000 | 2,439 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $1,092,000 | 1,543 |
| Commercial mortgage pass-through securities | $1,092,000 | 1,067 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $12,638,000 | 3,563 |
| Total debt securities | $12,638,000 | 3,774 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $16,323,000 | 3,596 |
| U.S. Government securities | $11,062,000 | 3,282 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $11,062,000 | 3,125 |
| Securities issued by states & political subdivisions | $5,261,000 | 2,953 |
| 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 | $2,559,000 | 3,676 |
| Mortgage-backed securities | $6,685,000 | 2,938 |
| Certificates of participation in pools of residential mortgages | $3,796,000 | 2,824 |
| Issued or guaranteed by U.S. | $3,796,000 | 2,739 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,103,000 | 2,320 |
| CMOs issued by government agencies or sponsored agencies | $1,103,000 | 2,276 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $1,786,000 | 1,382 |
| Commercial mortgage pass-through securities | $1,159,000 | 1,042 |
| Other commercial mortgage-backed securities | $627,000 | 1,105 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $16,323,000 | 3,353 |
| Total debt securities | $16,323,000 | 3,574 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $17,059,000 | 3,580 |
| U.S. Government securities | $11,538,000 | 3,288 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $11,538,000 | 3,136 |
| Securities issued by states & political subdivisions | $5,521,000 | 2,938 |
| 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 | $2,315,000 | 3,796 |
| Mortgage-backed securities | $7,026,000 | 2,890 |
| Certificates of participation in pools of residential mortgages | $4,003,000 | 2,775 |
| Issued or guaranteed by U.S. | $4,003,000 | 2,691 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,159,000 | 2,325 |
| CMOs issued by government agencies or sponsored agencies | $1,159,000 | 2,282 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $1,864,000 | 1,348 |
| Commercial mortgage pass-through securities | $1,217,000 | 1,037 |
| Other commercial mortgage-backed securities | $647,000 | 1,067 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $17,059,000 | 3,331 |
| Total debt securities | $17,059,000 | 3,558 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $19,232,000 | 3,519 |
| U.S. Government securities | $12,973,000 | 3,182 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $12,973,000 | 3,028 |
| Securities issued by states & political subdivisions | $6,259,000 | 2,875 |
| 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 | $1,980,000 | 3,918 |
| Mortgage-backed securities | $7,357,000 | 2,861 |
| Certificates of participation in pools of residential mortgages | $4,201,000 | 2,744 |
| Issued or guaranteed by U.S. | $4,201,000 | 2,671 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,212,000 | 2,299 |
| CMOs issued by government agencies or sponsored agencies | $1,212,000 | 2,250 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $1,944,000 | 1,322 |
| Commercial mortgage pass-through securities | $1,287,000 | 1,015 |
| Other commercial mortgage-backed securities | $657,000 | 1,049 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $19,232,000 | 3,279 |
| Total debt securities | $19,232,000 | 3,501 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $16,753,000 | 3,730 |
| U.S. Government securities | $10,515,000 | 3,476 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $10,515,000 | 3,309 |
| Securities issued by states & political subdivisions | $6,238,000 | 2,922 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $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 | $1,979,000 | 3,971 |
| Mortgage-backed securities | $6,409,000 | 2,984 |
| Certificates of participation in pools of residential mortgages | $4,054,000 | 2,801 |
| Issued or guaranteed by U.S. | $4,054,000 | 2,721 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,598,000 | 2,191 |
| CMOs issued by government agencies or sponsored agencies | $1,598,000 | 2,140 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $757,000 | 1,545 |
| Commercial mortgage pass-through securities | $757,000 | 1,161 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $16,753,000 | 3,460 |
| Total debt securities | $16,753,000 | 3,709 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $18,427,000 | 3,651 |
| U.S. Government securities | $10,737,000 | 3,491 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $10,737,000 | 3,331 |
| Securities issued by states & political subdivisions | $7,690,000 | 2,773 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $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 | $1,961,000 | 4,021 |
| Mortgage-backed securities | $6,087,000 | 3,029 |
| Certificates of participation in pools of residential mortgages | $3,647,000 | 2,907 |
| Issued or guaranteed by U.S. | $3,647,000 | 2,849 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,628,000 | 2,189 |
| CMOs issued by government agencies or sponsored agencies | $1,628,000 | 2,137 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $812,000 | 1,502 |
| Commercial mortgage pass-through securities | $812,000 | 1,139 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $18,427,000 | 3,382 |
| Total debt securities | $18,428,000 | 3,630 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $19,328,000 | 3,629 |
| U.S. Government securities | $11,525,000 | 3,463 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $11,525,000 | 3,304 |
| Securities issued by states & political subdivisions | $7,803,000 | 2,796 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $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 | $1,961,000 | 4,068 |
| Mortgage-backed securities | $6,313,000 | 3,028 |
| Certificates of participation in pools of residential mortgages | $3,785,000 | 2,918 |
| Issued or guaranteed by U.S. | $3,785,000 | 2,898 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,671,000 | 2,171 |
| CMOs issued by government agencies or sponsored agencies | $1,671,000 | 2,117 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $857,000 | 1,476 |
| Commercial mortgage pass-through securities | $857,000 | 1,108 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $19,328,000 | 3,362 |
| Total debt securities | $19,328,000 | 3,606 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $20,431,000 | 3,602 |
| U.S. Government securities | $11,989,000 | 3,413 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $11,989,000 | 3,264 |
| Securities issued by states & political subdivisions | $8,442,000 | 2,766 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $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 | $1,968,000 | 4,114 |
| Mortgage-backed securities | $6,690,000 | 3,015 |
| Certificates of participation in pools of residential mortgages | $4,014,000 | 2,911 |
| Issued or guaranteed by U.S. | $4,014,000 | 2,768 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,751,000 | 2,164 |
| CMOs issued by government agencies or sponsored agencies | $1,751,000 | 2,110 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $925,000 | 1,424 |
| Commercial mortgage pass-through securities | $925,000 | 1,054 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $20,431,000 | 3,334 |
| Total debt securities | $20,431,000 | 3,581 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $17,214,000 | 3,859 |
| U.S. Government securities | $8,637,000 | 3,864 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $8,637,000 | 3,710 |
| Securities issued by states & political subdivisions | $8,577,000 | 2,788 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $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 | $1,974,000 | 4,165 |
| Mortgage-backed securities | $5,055,000 | 3,243 |
| Certificates of participation in pools of residential mortgages | $3,211,000 | 3,110 |
| Issued or guaranteed by U.S. | $3,211,000 | 3,105 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,844,000 | 2,124 |
| CMOs issued by government agencies or sponsored agencies | $1,844,000 | 2,065 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $17,214,000 | 3,576 |
| Total debt securities | $17,214,000 | 3,837 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $16,981,000 | 3,938 |
| U.S. Government securities | $6,882,000 | 4,125 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $6,882,000 | 3,986 |
| Securities issued by states & political subdivisions | $10,099,000 | 2,662 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $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 | $1,986,000 | 4,223 |
| Mortgage-backed securities | $5,357,000 | 3,225 |
| Certificates of participation in pools of residential mortgages | $3,410,000 | 3,114 |
| Issued or guaranteed by U.S. | $3,410,000 | 3,110 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,947,000 | 2,080 |
| CMOs issued by government agencies or sponsored agencies | $1,947,000 | 2,021 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $16,981,000 | 3,657 |
| Total debt securities | $16,981,000 | 3,914 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $16,897,000 | 3,988 |
| U.S. Government securities | $6,183,000 | 4,301 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $6,183,000 | 4,160 |
| Securities issued by states & political subdivisions | $10,210,000 | 2,683 |
| Other domestic debt securities | $504,000 | 1,723 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $504,000 | 1,427 |
| 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 | $1,746,000 | 4,339 |
| Mortgage-backed securities | $4,638,000 | 3,388 |
| Certificates of participation in pools of residential mortgages | $3,613,000 | 3,122 |
| Issued or guaranteed by U.S. | $3,613,000 | 3,119 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,025,000 | 2,406 |
| CMOs issued by government agencies or sponsored agencies | $1,025,000 | 2,347 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $16,897,000 | 3,692 |
| Total debt securities | $16,897,000 | 3,962 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $17,872,000 | 3,969 |
| U.S. Government securities | $5,911,000 | 4,385 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $5,911,000 | 4,263 |
| Securities issued by states & political subdivisions | $11,453,000 | 2,576 |
| Other domestic debt securities | $508,000 | 1,741 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $508,000 | 1,445 |
| 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 | $1,749,000 | 4,375 |
| Mortgage-backed securities | $4,358,000 | 3,467 |
| Certificates of participation in pools of residential mortgages | $3,790,000 | 3,127 |
| Issued or guaranteed by U.S. | $3,790,000 | 3,125 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $568,000 | 2,636 |
| CMOs issued by government agencies or sponsored agencies | $568,000 | 2,566 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $17,872,000 | 3,666 |
| Total debt securities | $17,872,000 | 3,943 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $16,297,000 | 4,133 |
| U.S. Government securities | $2,899,000 | 4,892 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $2,899,000 | 4,773 |
| Securities issued by states & political subdivisions | $12,384,000 | 2,513 |
| Other domestic debt securities | $1,014,000 | 1,547 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $1,014,000 | 1,259 |
| 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 | $1,733,000 | 4,437 |
| Mortgage-backed securities | $2,366,000 | 3,880 |
| Certificates of participation in pools of residential mortgages | $1,555,000 | 3,774 |
| Issued or guaranteed by U.S. | $1,555,000 | 3,769 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $811,000 | 2,566 |
| CMOs issued by government agencies or sponsored agencies | $811,000 | 2,502 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $16,297,000 | 3,825 |
| Total debt securities | $16,297,000 | 4,108 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $17,274,000 | 4,061 |
| U.S. Government securities | $3,062,000 | 4,867 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $3,062,000 | 4,752 |
| Securities issued by states & political subdivisions | $13,187,000 | 2,432 |
| Other domestic debt securities | $1,025,000 | 1,540 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $1,025,000 | 1,249 |
| 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 | $1,755,000 | 4,466 |
| Mortgage-backed securities | $2,525,000 | 3,871 |
| Certificates of participation in pools of residential mortgages | $1,654,000 | 3,772 |
| Issued or guaranteed by U.S. | $1,654,000 | 3,765 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $871,000 | 2,550 |
| CMOs issued by government agencies or sponsored agencies | $871,000 | 2,475 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $17,274,000 | 3,744 |
| Total debt securities | $17,274,000 | 4,035 |
| 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 | $18,584,000 | 3,961 |
| U.S. Government securities | $4,101,000 | 4,736 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $4,101,000 | 4,619 |
| Securities issued by states & political subdivisions | $13,448,000 | 2,415 |
| Other domestic debt securities | $1,035,000 | 1,535 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $1,035,000 | 1,246 |
| 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 | $1,806,000 | 4,508 |
| Mortgage-backed securities | $2,804,000 | 3,849 |
| Certificates of participation in pools of residential mortgages | $1,854,000 | 3,737 |
| Issued or guaranteed by U.S. | $1,854,000 | 3,734 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $950,000 | 2,536 |
| CMOs issued by government agencies or sponsored agencies | $950,000 | 2,468 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $18,584,000 | 3,644 |
| Total debt securities | $18,584,000 | 3,933 |
| Structured notes | ||
| Amortized cost | $250,000 | 987 |
| Fair value | $250,000 | 994 |
| 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 | $19,926,000 | 3,935 |
| U.S. Government securities | $4,328,000 | 4,809 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $4,328,000 | 4,682 |
| Securities issued by states & political subdivisions | $14,550,000 | 2,318 |
| Other domestic debt securities | $1,048,000 | 1,552 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,048,000 | 1,240 |
| 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 | $4,363,000 | 3,953 |
| Mortgage-backed securities | $3,020,000 | 3,841 |
| Certificates of participation in pools of residential mortgages | $1,998,000 | 3,724 |
| Issued or guaranteed by U.S. | $1,998,000 | 3,718 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,022,000 | 2,529 |
| CMOs issued by government agencies or sponsored agencies | $1,022,000 | 2,456 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $19,926,000 | 3,618 |
| Total debt securities | $19,926,000 | 3,907 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,134 |
| Fair value | $250,000 | 1,144 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $21,520,000 | 3,880 |
| U.S. Government securities | $5,032,000 | 4,781 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $5,032,000 | 4,669 |
| Securities issued by states & political subdivisions | $15,430,000 | 2,230 |
| Other domestic debt securities | $1,058,000 | 1,572 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,058,000 | 1,258 |
| 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 | $4,443,000 | 3,982 |
| Mortgage-backed securities | $2,618,000 | 3,956 |
| Certificates of participation in pools of residential mortgages | $1,517,000 | 3,923 |
| Issued or guaranteed by U.S. | $1,517,000 | 3,919 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,101,000 | 2,517 |
| CMOs issued by government agencies or sponsored agencies | $1,101,000 | 2,445 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $21,520,000 | 3,558 |
| Total debt securities | $21,520,000 | 3,855 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,326 |
| Fair value | $250,000 | 1,329 |
| 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 | $21,434,000 | 3,915 |
| U.S. Government securities | $5,266,000 | 4,803 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $5,266,000 | 4,684 |
| Securities issued by states & political subdivisions | $15,109,000 | 2,272 |
| Other domestic debt securities | $1,059,000 | 1,564 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,059,000 | 1,251 |
| 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 | $4,499,000 | 4,009 |
| Mortgage-backed securities | $2,851,000 | 3,935 |
| Certificates of participation in pools of residential mortgages | $1,680,000 | 3,879 |
| Issued or guaranteed by U.S. | $1,680,000 | 3,875 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,171,000 | 2,519 |
| CMOs issued by government agencies or sponsored agencies | $1,171,000 | 2,451 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $21,434,000 | 3,584 |
| Total debt securities | $21,435,000 | 3,892 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,470 |
| Fair value | $251,000 | 1,472 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $22,483,000 | 3,920 |
| U.S. Government securities | $5,603,000 | 4,852 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $5,603,000 | 4,739 |
| Securities issued by states & political subdivisions | $15,554,000 | 2,237 |
| Other domestic debt securities | $1,326,000 | 1,477 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,326,000 | 1,175 |
| 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 | $4,322,000 | 4,094 |
| Mortgage-backed securities | $3,167,000 | 3,915 |
| Certificates of participation in pools of residential mortgages | $1,907,000 | 3,870 |
| Issued or guaranteed by U.S. | $1,907,000 | 3,866 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,260,000 | 2,504 |
| CMOs issued by government agencies or sponsored agencies | $1,260,000 | 2,440 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $22,483,000 | 3,577 |
| Total debt securities | $22,483,000 | 3,895 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,650 |
| Fair value | $251,000 | 1,653 |
| 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 | $25,084,000 | 3,792 |
| U.S. Government securities | $6,880,000 | 4,772 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $6,880,000 | 4,661 |
| Securities issued by states & political subdivisions | $16,365,000 | 2,129 |
| Other domestic debt securities | $1,839,000 | 1,363 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $1,839,000 | 1,077 |
| 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 | $4,604,000 | 4,081 |
| Mortgage-backed securities | $3,451,000 | 3,933 |
| Certificates of participation in pools of residential mortgages | $2,102,000 | 3,886 |
| Issued or guaranteed by U.S. | $2,102,000 | 3,882 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,349,000 | 2,540 |
| CMOs issued by government agencies or sponsored agencies | $1,349,000 | 2,475 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $25,084,000 | 3,469 |
| Total debt securities | $25,084,000 | 3,771 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,794 |
| Fair value | $251,000 | 1,802 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $25,347,000 | 3,827 |
| U.S. Government securities | $7,154,000 | 4,795 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $7,154,000 | 4,686 |
| Securities issued by states & political subdivisions | $16,335,000 | 2,125 |
| Other domestic debt securities | $1,858,000 | 1,386 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $1,858,000 | 1,086 |
| 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 | $4,719,000 | 4,116 |
| Mortgage-backed securities | $3,202,000 | 4,045 |
| Certificates of participation in pools of residential mortgages | $1,755,000 | 4,066 |
| Issued or guaranteed by U.S. | $1,755,000 | 4,060 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,447,000 | 2,553 |
| CMOs issued by government agencies or sponsored agencies | $1,447,000 | 2,482 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $25,347,000 | 3,490 |
| Total debt securities | $25,347,000 | 3,802 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,907 |
| Fair value | $251,000 | 1,912 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $24,068,000 | 3,958 |
| U.S. Government securities | $7,258,000 | 4,858 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $7,258,000 | 4,742 |
| Securities issued by states & political subdivisions | $14,698,000 | 2,295 |
| Other domestic debt securities | $2,112,000 | 1,312 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $2,112,000 | 1,013 |
| 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 | $4,770,000 | 4,164 |
| Mortgage-backed securities | $2,842,000 | 4,220 |
| Certificates of participation in pools of residential mortgages | $1,318,000 | 4,304 |
| Issued or guaranteed by U.S. | $1,318,000 | 4,297 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,524,000 | 2,566 |
| CMOs issued by government agencies or sponsored agencies | $1,524,000 | 2,493 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $24,068,000 | 3,609 |
| Total debt securities | $24,068,000 | 3,929 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,001 |
| Fair value | $249,000 | 2,019 |
| 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 | $22,252,000 | 4,206 |
| U.S. Government securities | $5,602,000 | 5,215 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $5,602,000 | 5,097 |
| Securities issued by states & political subdivisions | $14,516,000 | 2,326 |
| Other domestic debt securities | $2,134,000 | 1,347 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $2,134,000 | 1,026 |
| 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 | $4,840,000 | 4,198 |
| Mortgage-backed securities | $2,991,000 | 4,263 |
| Certificates of participation in pools of residential mortgages | $1,389,000 | 4,357 |
| Issued or guaranteed by U.S. | $1,389,000 | 4,353 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,602,000 | 2,592 |
| CMOs issued by government agencies or sponsored agencies | $1,602,000 | 2,503 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $22,252,000 | 3,849 |
| Total debt securities | $22,252,000 | 4,182 |
| 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 | $22,381,000 | 4,244 |
| U.S. Government securities | $5,773,000 | 5,277 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $5,773,000 | 5,158 |
| Securities issued by states & political subdivisions | $14,455,000 | 2,354 |
| Other domestic debt securities | $2,153,000 | 1,378 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $2,153,000 | 1,054 |
| 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 | $4,927,000 | 4,210 |
| Mortgage-backed securities | $3,154,000 | 4,284 |
| Certificates of participation in pools of residential mortgages | $1,480,000 | 4,377 |
| Issued or guaranteed by U.S. | $1,480,000 | 4,374 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,674,000 | 2,593 |
| CMOs issued by government agencies or sponsored agencies | $1,674,000 | 2,509 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $22,381,000 | 3,879 |
| Total debt securities | $22,381,000 | 4,223 |
| 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 | $22,096,000 | 4,288 |
| U.S. Government securities | $6,433,000 | 5,165 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $6,433,000 | 5,061 |
| Securities issued by states & political subdivisions | $13,500,000 | 2,454 |
| Other domestic debt securities | $2,163,000 | 1,408 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $2,163,000 | 1,078 |
| 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 | $4,642,000 | 4,312 |
| Mortgage-backed securities | $3,317,000 | 4,286 |
| Certificates of participation in pools of residential mortgages | $1,551,000 | 4,384 |
| Issued or guaranteed by U.S. | $1,551,000 | 4,380 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,766,000 | 2,567 |
| CMOs issued by government agencies or sponsored agencies | $1,766,000 | 2,482 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $22,096,000 | 3,921 |
| Total debt securities | $22,096,000 | 4,264 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,951 |
| Fair value | $498,000 | 1,997 |
| 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 | $20,783,000 | 4,400 |
| U.S. Government securities | $5,579,000 | 5,337 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $5,579,000 | 5,233 |
| Securities issued by states & political subdivisions | $13,035,000 | 2,505 |
| Other domestic debt securities | $2,169,000 | 1,453 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $2,169,000 | 1,107 |
| 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 | $4,712,000 | 4,287 |
| Mortgage-backed securities | $3,439,000 | 4,274 |
| Certificates of participation in pools of residential mortgages | $1,617,000 | 4,389 |
| Issued or guaranteed by U.S. | $1,617,000 | 4,382 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,822,000 | 2,547 |
| CMOs issued by government agencies or sponsored agencies | $1,822,000 | 2,455 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $20,783,000 | 4,031 |
| Total debt securities | $20,783,000 | 4,379 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,949 |
| Fair value | $500,000 | 1,960 |
| 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 | $21,622,000 | 4,356 |
| U.S. Government securities | $5,808,000 | 5,343 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $5,808,000 | 5,235 |
| Securities issued by states & political subdivisions | $13,633,000 | 2,432 |
| Other domestic debt securities | $2,181,000 | 1,495 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $2,181,000 | 1,142 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,815,000 | 4,313 |
| Mortgage-backed securities | $3,646,000 | 4,288 |
| Certificates of participation in pools of residential mortgages | $1,714,000 | 4,389 |
| Issued or guaranteed by U.S. | $1,714,000 | 4,382 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,932,000 | 2,522 |
| CMOs issued by government agencies or sponsored agencies | $1,932,000 | 2,423 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $21,622,000 | 3,994 |
| Total debt securities | $21,621,000 | 4,328 |
| 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 | $21,754,000 | 4,351 |
| U.S. Government securities | $6,627,000 | 5,203 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $6,627,000 | 5,094 |
| Securities issued by states & political subdivisions | $12,954,000 | 2,480 |
| Other domestic debt securities | $2,173,000 | 1,526 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $2,173,000 | 1,167 |
| 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 | $4,889,000 | 4,286 |
| Mortgage-backed securities | $3,450,000 | 4,332 |
| Certificates of participation in pools of residential mortgages | $1,379,000 | 4,477 |
| Issued or guaranteed by U.S. | $1,379,000 | 4,473 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,071,000 | 2,515 |
| CMOs issued by government agencies or sponsored agencies | $2,071,000 | 2,415 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $21,754,000 | 4,001 |
| Total debt securities | $21,754,000 | 4,321 |
| 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 | $23,978,000 | 4,171 |
| U.S. Government securities | $8,076,000 | 5,016 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $8,076,000 | 4,910 |
| Securities issued by states & political subdivisions | $13,672,000 | 2,406 |
| Other domestic debt securities | $2,230,000 | 1,517 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $2,230,000 | 1,131 |
| 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 | $4,499,000 | 4,417 |
| Mortgage-backed securities | $3,841,000 | 4,303 |
| Certificates of participation in pools of residential mortgages | $1,623,000 | 4,428 |
| Issued or guaranteed by U.S. | $1,623,000 | 4,426 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,218,000 | 2,545 |
| CMOs issued by government agencies or sponsored agencies | $2,218,000 | 2,442 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $23,978,000 | 3,852 |
| Total debt securities | $23,978,000 | 4,144 |
| 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 | $24,588,000 | 4,073 |
| U.S. Government securities | $9,976,000 | 4,696 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $9,976,000 | 4,598 |
| Securities issued by states & political subdivisions | $12,378,000 | 2,509 |
| Other domestic debt securities | $2,234,000 | 1,494 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $2,234,000 | 1,099 |
| 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 | $3,993,000 | 4,545 |
| Mortgage-backed securities | $4,199,000 | 4,255 |
| Certificates of participation in pools of residential mortgages | $1,878,000 | 4,367 |
| Issued or guaranteed by U.S. | $1,878,000 | 4,366 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $2,321,000 | 2,571 |
| CMOs issued by government agencies or sponsored agencies | $2,321,000 | 2,470 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $24,588,000 | 3,752 |
| Total debt securities | $24,588,000 | 4,044 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,621 |
| Fair value | $1,005,000 | 1,637 |
| 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 | $23,002,000 | 4,252 |
| U.S. Government securities | $20,766,000 | 3,507 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $20,766,000 | 3,429 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $2,236,000 | 1,538 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $2,236,000 | 1,138 |
| 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 | $3,784,000 | 4,681 |
| Mortgage-backed securities | $4,624,000 | 4,293 |
| Certificates of participation in pools of residential mortgages | $2,181,000 | 4,392 |
| Issued or guaranteed by U.S. | $2,181,000 | 4,390 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $2,443,000 | 2,635 |
| CMOs issued by government agencies or sponsored agencies | $2,443,000 | 2,529 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $23,002,000 | 3,911 |
| Total debt securities | $23,001,000 | 4,222 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,762 |
| Fair value | $1,009,000 | 1,762 |
| 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 | $24,895,000 | 4,125 |
| U.S. Government securities | $11,788,000 | 4,611 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $11,788,000 | 4,523 |
| Securities issued by states & political subdivisions | $10,674,000 | 2,656 |
| Other domestic debt securities | $2,433,000 | 1,505 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $2,433,000 | 1,104 |
| 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 | $4,372,000 | 4,533 |
| Mortgage-backed securities | $4,965,000 | 4,265 |
| Certificates of participation in pools of residential mortgages | $2,427,000 | 4,356 |
| Issued or guaranteed by U.S. | $2,427,000 | 4,355 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,538,000 | 2,630 |
| CMOs issued by government agencies or sponsored agencies | $2,538,000 | 2,507 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $24,895,000 | 3,800 |
| Total debt securities | $24,896,000 | 4,085 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,486 |
| Fair value | $2,012,000 | 1,498 |
| 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 | $24,213,000 | 4,229 |
| U.S. Government securities | $12,638,000 | 4,576 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $12,638,000 | 4,480 |
| Securities issued by states & political subdivisions | $9,146,000 | 2,805 |
| Other domestic debt securities | $2,429,000 | 1,477 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $2,429,000 | 1,084 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,440,000 | 4,533 |
| Mortgage-backed securities | $5,307,000 | 4,221 |
| Certificates of participation in pools of residential mortgages | $2,673,000 | 4,300 |
| Issued or guaranteed by U.S. | $2,673,000 | 4,298 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,634,000 | 2,620 |
| CMOs issued by government agencies or sponsored agencies | $2,634,000 | 2,501 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $24,213,000 | 3,889 |
| Total debt securities | $24,213,000 | 4,191 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,526 |
| Fair value | $2,522,000 | 1,517 |
| 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 | $25,051,000 | 4,088 |
| U.S. Government securities | $12,977,000 | 4,496 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $12,977,000 | 4,406 |
| Securities issued by states & political subdivisions | $9,713,000 | 2,686 |
| Other domestic debt securities | $2,361,000 | 1,480 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $2,361,000 | 1,028 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,029,000 | 4,184 |
| Mortgage-backed securities | $5,619,000 | 4,108 |
| Certificates of participation in pools of residential mortgages | $2,892,000 | 4,171 |
| Issued or guaranteed by U.S. | $2,892,000 | 4,164 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,727,000 | 2,568 |
| CMOs issued by government agencies or sponsored agencies | $2,727,000 | 2,374 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $25,051,000 | 3,748 |
| Total debt securities | $25,051,000 | 4,058 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,516 |
| Fair value | $2,533,000 | 1,512 |
| 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 | $24,278,000 | 4,087 |
| U.S. Government securities | $13,439,000 | 4,385 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $13,439,000 | 4,289 |
| Securities issued by states & political subdivisions | $8,472,000 | 2,810 |
| Other domestic debt securities | $2,367,000 | 1,491 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $2,367,000 | 1,006 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,821,000 | 4,532 |
| Mortgage-backed securities | $5,544,000 | 4,092 |
| Certificates of participation in pools of residential mortgages | $2,713,000 | 4,167 |
| Issued or guaranteed by U.S. | $2,713,000 | 4,152 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,831,000 | 2,519 |
| CMOs issued by government agencies or sponsored agencies | $2,831,000 | 2,320 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $24,278,000 | 3,749 |
| Total debt securities | $24,278,000 | 4,055 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,566 |
| Fair value | $2,450,000 | 1,614 |
| 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 | $23,981,000 | 4,154 |
| U.S. Government securities | $12,942,000 | 4,577 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $12,942,000 | 4,459 |
| Securities issued by states & political subdivisions | $8,616,000 | 2,731 |
| Other domestic debt securities | $2,423,000 | 1,418 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $2,423,000 | 929 |
| 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 | $4,392,000 | 4,394 |
| Mortgage-backed securities | $4,146,000 | 4,341 |
| Certificates of participation in pools of residential mortgages | $1,779,000 | 4,465 |
| Issued or guaranteed by U.S. | $1,779,000 | 4,455 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,367,000 | 2,615 |
| CMOs issued by government agencies or sponsored agencies | $2,367,000 | 2,395 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $23,981,000 | 3,815 |
| Total debt securities | $23,981,000 | 4,120 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 1,342 |
| Fair value | $4,049,000 | 1,335 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $20,721,000 | 4,459 |
| U.S. Government securities | $10,956,000 | 4,856 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $10,956,000 | 4,734 |
| Securities issued by states & political subdivisions | $7,886,000 | 2,813 |
| Other domestic debt securities | $1,879,000 | 1,636 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $1,879,000 | 1,094 |
| 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 | $4,555,000 | 4,353 |
| Mortgage-backed securities | $4,366,000 | 4,210 |
| Certificates of participation in pools of residential mortgages | $1,992,000 | 4,333 |
| Issued or guaranteed by U.S. | $1,992,000 | 4,323 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,374,000 | 2,546 |
| CMOs issued by government agencies or sponsored agencies | $2,374,000 | 2,326 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $20,721,000 | 4,092 |
| Total debt securities | $20,721,000 | 4,426 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,531 |
| Fair value | $3,507,000 | 1,535 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $20,214,000 | 4,372 |
| U.S. Government securities | $10,894,000 | 4,719 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $10,894,000 | 4,597 |
| Securities issued by states & political subdivisions | $7,705,000 | 2,851 |
| Other domestic debt securities | $1,615,000 | 1,807 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $1,615,000 | 1,136 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,221,000 | 4,430 |
| Mortgage-backed securities | $3,793,000 | 4,285 |
| Certificates of participation in pools of residential mortgages | $1,676,000 | 4,381 |
| Issued or guaranteed by U.S. | $1,676,000 | 4,376 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,117,000 | 2,580 |
| CMOs issued by government agencies or sponsored agencies | $2,117,000 | 2,340 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $20,214,000 | 4,020 |
| Total debt securities | $20,214,000 | 4,342 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,681 |
| Fair value | $2,502,000 | 1,693 |
| 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 | $19,717,000 | 4,399 |
| U.S. Government securities | $11,183,000 | 4,619 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $11,183,000 | 4,500 |
| Securities issued by states & political subdivisions | $7,397,000 | 2,831 |
| Other domestic debt securities | $1,137,000 | 2,059 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $1,137,000 | 1,294 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,590,000 | 4,367 |
| Mortgage-backed securities | $4,450,000 | 4,146 |
| Certificates of participation in pools of residential mortgages | $1,987,000 | 4,242 |
| Issued or guaranteed by U.S. | $1,987,000 | 4,235 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,463,000 | 2,462 |
| CMOs issued by government agencies or sponsored agencies | $2,463,000 | 2,218 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $19,717,000 | 4,016 |
| Total debt securities | $19,717,000 | 4,357 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,704 |
| Fair value | $2,547,000 | 1,700 |
| 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 | $15,821,000 | 4,891 |
| U.S. Government securities | $9,144,000 | 5,100 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $9,144,000 | 4,983 |
| Securities issued by states & political subdivisions | $5,588,000 | 3,124 |
| Other domestic debt securities | $1,089,000 | 2,088 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $1,089,000 | 1,274 |
| 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 | $4,873,000 | 4,349 |
| Mortgage-backed securities | $3,447,000 | 4,405 |
| Certificates of participation in pools of residential mortgages | $1,825,000 | 4,371 |
| Issued or guaranteed by U.S. | $1,825,000 | 4,363 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,622,000 | 2,642 |
| CMOs issued by government agencies or sponsored agencies | $1,622,000 | 2,345 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $15,821,000 | 4,473 |
| Total debt securities | $15,821,000 | 4,853 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,961 |
| Fair value | $2,035,000 | 1,957 |
| 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 | $15,148,000 | 5,003 |
| U.S. Government securities | $8,497,000 | 5,314 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $8,497,000 | 5,205 |
| Securities issued by states & political subdivisions | $5,600,000 | 3,095 |
| Other domestic debt securities | $1,051,000 | 2,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $1,051,000 | 1,322 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,300,000 | 4,304 |
| Mortgage-backed securities | $2,665,000 | 4,694 |
| Certificates of participation in pools of residential mortgages | $2,048,000 | 4,389 |
| Issued or guaranteed by U.S. | $2,048,000 | 4,381 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $617,000 | 3,106 |
| CMOs issued by government agencies or sponsored agencies | $617,000 | 2,764 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $15,148,000 | 4,572 |
| Total debt securities | $15,148,000 | 4,967 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,024 |
| Fair value | $1,483,000 | 2,107 |
| 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 | $12,749,000 | 5,328 |
| U.S. Government securities | $6,692,000 | 5,675 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $6,692,000 | 5,571 |
| Securities issued by states & political subdivisions | $5,020,000 | 3,250 |
| Other domestic debt securities | $1,037,000 | 2,245 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $1,037,000 | 1,363 |
| 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 | $4,978,000 | 4,418 |
| Mortgage-backed securities | $2,875,000 | 4,714 |
| Certificates of participation in pools of residential mortgages | $2,255,000 | 4,391 |
| Issued or guaranteed by U.S. | $2,255,000 | 4,385 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $620,000 | 3,116 |
| CMOs issued by government agencies or sponsored agencies | $620,000 | 2,763 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $12,749,000 | 4,881 |
| Total debt securities | $12,749,000 | 5,283 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,404 |
| Fair value | $500,000 | 2,454 |
| 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 | $13,550,000 | 5,260 |
| U.S. Government securities | $7,464,000 | 5,526 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $7,464,000 | 5,436 |
| Securities issued by states & political subdivisions | $5,048,000 | 3,250 |
| Other domestic debt securities | $1,038,000 | 2,371 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $1,038,000 | 1,451 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,699,000 | 4,197 |
| Mortgage-backed securities | $3,124,000 | 4,737 |
| Certificates of participation in pools of residential mortgages | $2,503,000 | 4,413 |
| Issued or guaranteed by U.S. | $2,503,000 | 4,405 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $621,000 | 3,103 |
| CMOs issued by government agencies or sponsored agencies | $621,000 | 2,754 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $13,550,000 | 4,821 |
| Total debt securities | $13,550,000 | 5,212 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,012 |
| Fair value | $498,000 | 2,146 |
| 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 | $14,122,000 | 5,179 |
| U.S. Government securities | $7,735,000 | 5,445 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $7,735,000 | 5,362 |
| Securities issued by states & political subdivisions | $5,385,000 | 3,096 |
| Other domestic debt securities | $1,002,000 | 2,430 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $1,002,000 | 1,515 |
| 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 | $5,075,000 | 4,376 |
| Mortgage-backed securities | $3,438,000 | 4,678 |
| Certificates of participation in pools of residential mortgages | $2,819,000 | 4,366 |
| Issued or guaranteed by U.S. | $2,819,000 | 4,353 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $619,000 | 3,118 |
| CMOs issued by government agencies or sponsored agencies | $619,000 | 2,758 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $14,122,000 | 4,727 |
| Total debt securities | $14,122,000 | 5,133 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,532 |
| Fair value | $493,000 | 1,645 |
| 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 | $13,159,000 | 5,358 |
| U.S. Government securities | $7,532,000 | 5,622 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $7,532,000 | 5,535 |
| Securities issued by states & political subdivisions | $4,693,000 | 3,235 |
| Other domestic debt securities | $934,000 | 2,412 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $934,000 | 1,620 |
| 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 | $6,322,000 | 4,115 |
| Mortgage-backed securities | $3,199,000 | 4,822 |
| Certificates of participation in pools of residential mortgages | $2,582,000 | 4,536 |
| Issued or guaranteed by U.S. | $2,582,000 | 4,525 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $617,000 | 3,145 |
| CMOs issued by government agencies or sponsored agencies | $617,000 | 2,776 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $13,159,000 | 4,880 |
| Total debt securities | $13,159,000 | 5,316 |
| 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 | $13,731,000 | 5,301 |
| U.S. Government securities | $8,247,000 | 5,536 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $8,247,000 | 5,454 |
| Securities issued by states & political subdivisions | $4,536,000 | 3,236 |
| Other domestic debt securities | $948,000 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $948,000 | 1,581 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,514,000 | 3,892 |
| Mortgage-backed securities | $3,365,000 | 4,750 |
| Certificates of participation in pools of residential mortgages | $2,751,000 | 4,443 |
| Issued or guaranteed by U.S. | $2,751,000 | 4,430 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $614,000 | 3,088 |
| CMOs issued by government agencies or sponsored agencies | $614,000 | 2,762 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $13,731,000 | 4,787 |
| Total debt securities | $13,731,000 | 5,261 |
| 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 | $14,609,000 | 5,128 |
| U.S. Government securities | $9,254,000 | 5,257 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $9,254,000 | 5,172 |
| Securities issued by states & political subdivisions | $4,382,000 | 3,278 |
| Other domestic debt securities | $937,000 | 2,305 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $937,000 | 1,546 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $36,000 | 1,579 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,049,000 | 4,010 |
| Mortgage-backed securities | $3,455,000 | 4,658 |
| Certificates of participation in pools of residential mortgages | $2,842,000 | 4,339 |
| Issued or guaranteed by U.S. | $2,842,000 | 4,327 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $613,000 | 3,001 |
| CMOs issued by government agencies or sponsored agencies | $613,000 | 2,669 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $14,609,000 | 4,609 |
| Total debt securities | $14,573,000 | 5,089 |
| 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 | $14,410,000 | 5,209 |
| U.S. Government securities | $9,337,000 | 5,266 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $9,337,000 | 5,179 |
| Securities issued by states & political subdivisions | $3,525,000 | 3,560 |
| Other domestic debt securities | $970,000 | 2,299 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $970,000 | 1,588 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $578,000 | 1,208 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,210,000 | 3,939 |
| Mortgage-backed securities | $3,536,000 | 4,635 |
| Certificates of participation in pools of residential mortgages | $2,932,000 | 4,303 |
| Issued or guaranteed by U.S. | $2,932,000 | 4,287 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $604,000 | 3,016 |
| CMOs issued by government agencies or sponsored agencies | $604,000 | 2,688 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $14,410,000 | 4,700 |
| Total debt securities | $13,832,000 | 5,220 |
| 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 | $15,225,000 | 5,081 |
| U.S. Government securities | $10,338,000 | 5,064 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $10,338,000 | 4,965 |
| Securities issued by states & political subdivisions | $4,019,000 | 3,428 |
| Other domestic debt securities | $868,000 | 2,296 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $868,000 | 1,612 |
| 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 | $7,583,000 | 3,828 |
| Mortgage-backed securities | $3,404,000 | 4,568 |
| Certificates of participation in pools of residential mortgages | $2,783,000 | 4,290 |
| Issued or guaranteed by U.S. | $2,783,000 | 4,273 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $621,000 | 2,987 |
| CMOs issued by government agencies or sponsored agencies | $621,000 | 2,654 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $15,225,000 | 4,592 |
| Total debt securities | $15,225,000 | 5,026 |
| 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 | $16,233,000 | 4,982 |
| U.S. Government securities | $10,680,000 | 5,114 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $10,680,000 | 5,015 |
| Securities issued by states & political subdivisions | $4,685,000 | 3,202 |
| Other domestic debt securities | $868,000 | 2,129 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $868,000 | 1,500 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,817,000 | 3,816 |
| Mortgage-backed securities | $3,085,000 | 4,436 |
| Certificates of participation in pools of residential mortgages | $2,478,000 | 4,129 |
| Issued or guaranteed by U.S. | $2,478,000 | 4,113 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $607,000 | 2,889 |
| CMOs issued by government agencies or sponsored agencies | $607,000 | 2,577 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $16,233,000 | 4,438 |
| Total debt securities | $16,233,000 | 4,933 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,948 |
| Fair value | $500,000 | 1,997 |
| 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 | $17,232,000 | 4,855 |
| U.S. Government securities | $11,203,000 | 5,112 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $11,203,000 | 5,014 |
| Securities issued by states & political subdivisions | $5,161,000 | 3,028 |
| Other domestic debt securities | $868,000 | 2,086 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $868,000 | 1,474 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,798,000 | 3,834 |
| Mortgage-backed securities | $3,201,000 | 4,262 |
| Certificates of participation in pools of residential mortgages | $2,603,000 | 3,921 |
| Issued or guaranteed by U.S. | $2,603,000 | 3,904 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $598,000 | 2,846 |
| CMOs issued by government agencies or sponsored agencies | $598,000 | 2,535 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $17,232,000 | 4,303 |
| Total debt securities | $17,232,000 | 4,811 |
| Structured notes | ||
| Amortized cost | $999,000 | 1,830 |
| Fair value | $998,000 | 1,796 |
| 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 | $17,076,000 | 4,872 |
| U.S. Government securities | $10,691,000 | 5,250 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $10,691,000 | 5,138 |
| Securities issued by states & political subdivisions | $5,517,000 | 2,938 |
| Other domestic debt securities | $868,000 | 2,033 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $868,000 | 1,446 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,830,000 | 3,811 |
| Mortgage-backed securities | $3,303,000 | 4,201 |
| Certificates of participation in pools of residential mortgages | $2,711,000 | 3,834 |
| Issued or guaranteed by U.S. | $2,711,000 | 3,822 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $592,000 | 2,843 |
| CMOs issued by government agencies or sponsored agencies | $592,000 | 2,535 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $17,076,000 | 4,312 |
| Total debt securities | $17,076,000 | 4,829 |
| Structured notes | ||
| Amortized cost | $998,000 | 1,935 |
| Fair value | $987,000 | 1,917 |
| 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 | $17,728,000 | 4,823 |
| U.S. Government securities | $10,931,000 | 5,222 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $10,931,000 | 5,100 |
| Securities issued by states & political subdivisions | $5,894,000 | 2,846 |
| Other domestic debt securities | $903,000 | 2,021 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $35,000 | 283 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $868,000 | 1,478 |
| 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 | $8,013,000 | 3,785 |
| Mortgage-backed securities | $3,471,000 | 4,118 |
| Certificates of participation in pools of residential mortgages | $2,867,000 | 3,749 |
| Issued or guaranteed by U.S. | $2,867,000 | 3,734 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $604,000 | 2,802 |
| CMOs issued by government agencies or sponsored agencies | $604,000 | 2,514 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $17,728,000 | 4,251 |
| Total debt securities | $17,728,000 | 4,770 |
| Structured notes | ||
| Amortized cost | $1,497,000 | 1,653 |
| Fair value | $1,492,000 | 1,613 |
| 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 | $18,184,000 | 4,812 |
| U.S. Government securities | $11,505,000 | 5,157 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $11,505,000 | 5,035 |
| Securities issued by states & political subdivisions | $5,771,000 | 2,894 |
| Other domestic debt securities | $908,000 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $40,000 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $868,000 | 1,503 |
| 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 | $8,571,000 | 3,675 |
| Mortgage-backed securities | $3,586,000 | 4,079 |
| Certificates of participation in pools of residential mortgages | $2,983,000 | 3,694 |
| Issued or guaranteed by U.S. | $2,983,000 | 3,683 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $603,000 | 2,789 |
| CMOs issued by government agencies or sponsored agencies | $603,000 | 2,509 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $18,184,000 | 4,239 |
| Total debt securities | $18,184,000 | 4,766 |
| Structured notes | ||
| Amortized cost | $1,996,000 | 1,507 |
| Fair value | $1,984,000 | 1,465 |
| 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 | $19,093,000 | 4,707 |
| U.S. Government securities | $12,168,000 | 5,072 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $12,168,000 | 4,953 |
| Securities issued by states & political subdivisions | $6,011,000 | 2,822 |
| Other domestic debt securities | $914,000 | 2,033 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $46,000 | 292 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $868,000 | 1,519 |
| 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 | $8,566,000 | 3,690 |
| Mortgage-backed securities | $3,777,000 | 4,020 |
| Certificates of participation in pools of residential mortgages | $3,176,000 | 3,620 |
| Issued or guaranteed by U.S. | $3,176,000 | 3,600 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $601,000 | 2,753 |
| CMOs issued by government agencies or sponsored agencies | $601,000 | 2,477 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $19,093,000 | 4,121 |
| Total debt securities | $19,093,000 | 4,659 |
| Structured notes | ||
| Amortized cost | $2,495,000 | 1,370 |
| Fair value | $2,475,000 | 1,356 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $19,382,000 | 4,659 |
| U.S. Government securities | $12,627,000 | 4,981 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $12,627,000 | 4,842 |
| Securities issued by states & political subdivisions | $5,844,000 | 2,839 |
| Other domestic debt securities | $53,000 | 3,012 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $53,000 | 290 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $858,000 | 1,125 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,701,000 | 3,655 |
| Mortgage-backed securities | $3,871,000 | 3,944 |
| Certificates of participation in pools of residential mortgages | $3,285,000 | 3,577 |
| Issued or guaranteed by U.S. | $3,285,000 | 3,563 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $586,000 | 2,757 |
| CMOs issued by government agencies or sponsored agencies | $586,000 | 2,476 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $19,382,000 | 4,054 |
| Total debt securities | $18,524,000 | 4,718 |
| Structured notes | ||
| Amortized cost | $2,494,000 | 1,427 |
| Fair value | $2,444,000 | 1,412 |
| 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 | $17,875,000 | 4,922 |
| U.S. Government securities | $11,464,000 | 5,250 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $11,464,000 | 5,113 |
| Securities issued by states & political subdivisions | $5,542,000 | 2,916 |
| Other domestic debt securities | $869,000 | 2,142 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $869,000 | 1,629 |
| 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 | $8,939,000 | 3,607 |
| Mortgage-backed securities | $3,483,000 | 4,132 |
| Certificates of participation in pools of residential mortgages | $3,483,000 | 3,542 |
| Issued or guaranteed by U.S. | $3,483,000 | 3,526 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $17,875,000 | 4,288 |
| Total debt securities | $17,875,000 | 4,865 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,405 |
| Fair value | $2,462,000 | 1,428 |
| 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 | $18,291,000 | 4,864 |
| U.S. Government securities | $11,829,000 | 5,165 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $11,829,000 | 5,014 |
| Securities issued by states & political subdivisions | $5,688,000 | 2,874 |
| Other domestic debt securities | $774,000 | 2,281 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $774,000 | 1,779 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,246,000 | 4,226 |
| Mortgage-backed securities | $3,821,000 | 4,027 |
| Certificates of participation in pools of residential mortgages | $3,821,000 | 3,435 |
| Issued or guaranteed by U.S. | $3,821,000 | 3,421 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $18,291,000 | 4,209 |
| Total debt securities | $18,291,000 | 4,817 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,406 |
| Fair value | $2,464,000 | 1,429 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $18,792,000 | 4,790 |
| U.S. Government securities | $12,191,000 | 5,055 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $12,191,000 | 4,910 |
| Securities issued by states & political subdivisions | $5,732,000 | 2,839 |
| Other domestic debt securities | $869,000 | 2,253 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $869,000 | 1,793 |
| 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 | $6,181,000 | 4,244 |
| Mortgage-backed securities | $4,109,000 | 3,978 |
| Certificates of participation in pools of residential mortgages | $4,109,000 | 3,384 |
| Issued or guaranteed by U.S. | $4,109,000 | 3,370 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $18,792,000 | 4,137 |
| Total debt securities | $18,792,000 | 4,734 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,384 |
| Fair value | $2,479,000 | 1,400 |
| 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 | $17,564,000 | 5,014 |
| U.S. Government securities | $11,024,000 | 5,371 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $11,024,000 | 5,221 |
| Securities issued by states & political subdivisions | $5,654,000 | 2,819 |
| Other domestic debt securities | $886,000 | 2,316 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $886,000 | 1,870 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,065,000 | 5,788 |
| Mortgage-backed securities | $3,896,000 | 4,148 |
| Certificates of participation in pools of residential mortgages | $3,896,000 | 3,548 |
| Issued or guaranteed by U.S. | $3,896,000 | 3,531 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $17,564,000 | 4,365 |
| Total debt securities | $17,564,000 | 4,961 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,508 |
| Fair value | $1,987,000 | 1,588 |
| 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 | $12,984,000 | 5,833 |
| U.S. Government securities | $7,490,000 | 6,332 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,490,000 | 6,188 |
| Securities issued by states & political subdivisions | $4,608,000 | 3,161 |
| Other domestic debt securities | $886,000 | 2,389 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $886,000 | 1,957 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,144,000 | 5,807 |
| Mortgage-backed securities | $4,133,000 | 4,153 |
| Certificates of participation in pools of residential mortgages | $4,133,000 | 3,539 |
| Issued or guaranteed by U.S. | $4,133,000 | 3,529 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $12,984,000 | 5,125 |
| Total debt securities | $12,984,000 | 5,774 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,033 |
| Fair value | $981,000 | 2,215 |
| 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 | $13,807,000 | 5,719 |
| U.S. Government securities | $7,828,000 | 6,226 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,828,000 | 6,088 |
| Securities issued by states & political subdivisions | $5,071,000 | 3,048 |
| Other domestic debt securities | $908,000 | 2,412 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $908,000 | 2,017 |
| 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 | $2,227,000 | 5,758 |
| Mortgage-backed securities | $4,910,000 | 3,969 |
| Certificates of participation in pools of residential mortgages | $4,910,000 | 3,334 |
| Issued or guaranteed by U.S. | $4,910,000 | 3,322 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $13,807,000 | 5,019 |
| Total debt securities | $13,807,000 | 5,647 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,982 |
| Fair value | $993,000 | 2,137 |
| 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 | $13,610,000 | 5,780 |
| U.S. Government securities | $7,396,000 | 6,393 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $7,396,000 | 6,229 |
| Securities issued by states & political subdivisions | $5,310,000 | 2,984 |
| Other domestic debt securities | $904,000 | 2,442 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $904,000 | 2,074 |
| 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 | $2,295,000 | 5,730 |
| Mortgage-backed securities | $4,700,000 | 4,055 |
| Certificates of participation in pools of residential mortgages | $4,700,000 | 3,430 |
| Issued or guaranteed by U.S. | $4,700,000 | 3,424 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $13,610,000 | 5,059 |
| Total debt securities | $13,610,000 | 5,709 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,975 |
| Fair value | $998,000 | 2,141 |
| 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 | $13,912,000 | 5,787 |
| U.S. Government securities | $7,834,000 | 6,339 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $7,834,000 | 6,177 |
| Securities issued by states & political subdivisions | $5,165,000 | 3,021 |
| Other domestic debt securities | $913,000 | 2,547 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $913,000 | 2,171 |
| 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 | $2,562,000 | 5,623 |
| Mortgage-backed securities | $4,931,000 | 4,036 |
| Certificates of participation in pools of residential mortgages | $4,931,000 | 3,421 |
| Issued or guaranteed by U.S. | $4,931,000 | 3,413 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $13,912,000 | 5,077 |
| Total debt securities | $13,912,000 | 5,707 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,961 |
| Fair value | $978,000 | 2,128 |
| 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 | $12,834,000 | 5,960 |
| U.S. Government securities | $6,799,000 | 6,581 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $6,799,000 | 6,426 |
| Securities issued by states & political subdivisions | $4,990,000 | 3,084 |
| Other domestic debt securities | $1,045,000 | 2,471 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,045,000 | 2,090 |
| 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 | $2,734,000 | 5,505 |
| Mortgage-backed securities | $4,298,000 | 4,287 |
| Certificates of participation in pools of residential mortgages | $4,298,000 | 3,668 |
| Issued or guaranteed by U.S. | $4,298,000 | 3,660 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $12,834,000 | 5,238 |
| Total debt securities | $12,834,000 | 5,880 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,158 |
| Fair value | $508,000 | 2,178 |
| 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 | $12,626,000 | 6,077 |
| U.S. Government securities | $7,007,000 | 6,594 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $7,007,000 | 6,430 |
| Securities issued by states & political subdivisions | $4,662,000 | 3,218 |
| Other domestic debt securities | $957,000 | 2,658 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $957,000 | 2,349 |
| 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 | $2,038,000 | 5,824 |
| Mortgage-backed securities | $4,020,000 | 4,367 |
| Certificates of participation in pools of residential mortgages | $4,020,000 | 3,719 |
| Issued or guaranteed by U.S. | $4,020,000 | 3,706 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $12,626,000 | 5,335 |
| Total debt securities | $12,626,000 | 5,985 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,031 |
| Fair value | $499,000 | 2,156 |
| 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 | $12,427,000 | 6,028 |
| U.S. Government securities | $6,831,000 | 6,529 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $6,831,000 | 6,342 |
| Securities issued by states & political subdivisions | $4,589,000 | 3,215 |
| Other domestic debt securities | $1,007,000 | 2,694 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,007,000 | 2,398 |
| 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 | $2,973,000 | 5,327 |
| Mortgage-backed securities | $4,063,000 | 4,344 |
| Certificates of participation in pools of residential mortgages | $4,063,000 | 3,725 |
| Issued or guaranteed by U.S. | $4,063,000 | 3,713 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $12,427,000 | 5,308 |
| Total debt securities | $12,427,000 | 5,940 |
| 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 | $12,526,000 | 5,960 |
| U.S. Government securities | $6,789,000 | 6,478 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $6,789,000 | 6,297 |
| Securities issued by states & political subdivisions | $4,732,000 | 3,137 |
| Other domestic debt securities | $1,005,000 | 2,776 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,005,000 | 2,453 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,034,000 | 5,257 |
| Mortgage-backed securities | $3,465,000 | 4,625 |
| Certificates of participation in pools of residential mortgages | $2,603,000 | 4,326 |
| Issued or guaranteed by U.S. | $2,603,000 | 4,309 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $862,000 | 3,145 |
| CMOs issued by government agencies or sponsored agencies | $862,000 | 2,991 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $12,526,000 | 5,224 |
| Total debt securities | $12,526,000 | 5,865 |
| 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 | $13,554,000 | 5,755 |
| U.S. Government securities | $7,643,000 | 6,263 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $7,643,000 | 6,083 |
| Securities issued by states & political subdivisions | $4,892,000 | 2,994 |
| Other domestic debt securities | $1,019,000 | 2,775 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,019,000 | 2,442 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,135,000 | 5,231 |
| Mortgage-backed securities | $5,058,000 | 4,138 |
| Certificates of participation in pools of residential mortgages | $2,669,000 | 4,335 |
| Issued or guaranteed by U.S. | $2,669,000 | 4,319 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,389,000 | 2,431 |
| CMOs issued by government agencies or sponsored agencies | $2,389,000 | 2,295 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $13,554,000 | 5,037 |
| Total debt securities | $13,554,000 | 5,664 |
| 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 | $13,644,000 | 5,711 |
| U.S. Government securities | $7,710,000 | 6,251 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $7,710,000 | 6,056 |
| Securities issued by states & political subdivisions | $4,920,000 | 2,950 |
| Other domestic debt securities | $1,014,000 | 2,799 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,014,000 | 2,468 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,301,000 | 5,145 |
| Mortgage-backed securities | $3,856,000 | 4,525 |
| Certificates of participation in pools of residential mortgages | $1,846,000 | 4,749 |
| Issued or guaranteed by U.S. | $1,846,000 | 4,733 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,010,000 | 2,616 |
| CMOs issued by government agencies or sponsored agencies | $2,010,000 | 2,502 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $13,644,000 | 4,960 |
| Total debt securities | $13,644,000 | 5,620 |
| 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 | $14,071,000 | 5,555 |
| U.S. Government securities | $8,316,000 | 5,995 |
| U.S. Treasury securities | $511,000 | 2,482 |
| U.S. Government agency obligations | $7,805,000 | 5,936 |
| Securities issued by states & political subdivisions | $4,752,000 | 2,951 |
| Other domestic debt securities | $1,003,000 | 2,916 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,003,000 | 2,514 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,098,000 | 5,282 |
| Mortgage-backed securities | $2,925,000 | 4,753 |
| Certificates of participation in pools of residential mortgages | $2,362,000 | 4,266 |
| Issued or guaranteed by U.S. | $2,362,000 | 4,249 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $563,000 | 3,652 |
| CMOs issued by government agencies or sponsored agencies | $563,000 | 3,484 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $14,071,000 | 4,744 |
| Total debt securities | $14,071,000 | 5,466 |
| 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 | $13,924,000 | 5,792 |
| U.S. Government securities | $7,767,000 | 6,602 |
| U.S. Treasury securities | $756,000 | 3,021 |
| U.S. Government agency obligations | $7,011,000 | 6,535 |
| Securities issued by states & political subdivisions | $5,467,000 | 2,651 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $690,000 | 3,166 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,943,000 | 5,140 |
| Mortgage-backed securities | $2,488,000 | 4,497 |
| Certificates of participation in pools of residential mortgages | $2,238,000 | 3,801 |
| Issued or guaranteed by U.S. | $2,238,000 | 3,786 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $250,000 | 3,676 |
| CMOs issued by government agencies or sponsored agencies | $250,000 | 3,501 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $13,924,000 | 4,799 |
| Total debt securities | $13,234,000 | 5,814 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $14,392,000 | 5,935 |
| U.S. Government securities | $9,455,000 | 6,288 |
| U.S. Treasury securities | $1,254,000 | 3,330 |
| U.S. Government agency obligations | $8,201,000 | 6,171 |
| Securities issued by states & political subdivisions | $4,754,000 | 3,021 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $183,000 | 5,849 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,201,000 | 4,997 |
| Mortgage-backed securities | $3,021,000 | 4,475 |
| Certificates of participation in pools of residential mortgages | $2,774,000 | 3,713 |
| Issued or guaranteed by U.S. | $2,774,000 | 3,695 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $247,000 | 3,913 |
| CMOs issued by government agencies or sponsored agencies | $247,000 | 3,738 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,110,000 | 4,770 |
| Available-for-sale securities (fair market value) | $13,282,000 | 5,089 |
| Total debt securities | $14,209,000 | 5,866 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,090 |
| Fair value | $249,000 | 1,100 |
| 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 | $14,202,000 | 5,982 |
| U.S. Government securities | $11,244,000 | 5,701 |
| U.S. Treasury securities | $2,297,000 | 3,615 |
| U.S. Government agency obligations | $8,947,000 | 5,609 |
| Securities issued by states & political subdivisions | $2,790,000 | 4,132 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $168,000 | 5,730 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,180,000 | 5,276 |
| Mortgage-backed securities | $3,988,000 | 4,265 |
| Certificates of participation in pools of residential mortgages | $3,543,000 | 3,545 |
| Issued or guaranteed by U.S. | $3,543,000 | 3,529 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $445,000 | 3,874 |
| CMOs issued by government agencies or sponsored agencies | $445,000 | 3,716 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,207,000 | 4,617 |
| Available-for-sale securities (fair market value) | $11,995,000 | 5,259 |
| Total debt securities | $14,034,000 | 5,901 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,336 |
| Fair value | $247,000 | 1,409 |
| 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 | $12,232,000 | 6,745 |
| U.S. Government securities | $10,566,000 | 6,285 |
| U.S. Treasury securities | $3,520,000 | 3,934 |
| U.S. Government agency obligations | $7,046,000 | 6,327 |
| Securities issued by states & political subdivisions | $1,505,000 | 5,124 |
| 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 | $161,000 | 5,750 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,761,000 | 5,170 |
| Mortgage-backed securities | $2,735,000 | 4,947 |
| Certificates of participation in pools of residential mortgages | $1,931,000 | 4,446 |
| Issued or guaranteed by U.S. | $1,931,000 | 4,431 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $804,000 | 3,627 |
| CMOs issued by government agencies or sponsored agencies | $804,000 | 3,502 |
| 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) | $4,403,000 | 4,395 |
| Available-for-sale securities (fair market value) | $7,829,000 | 6,413 |
| Total debt securities | $12,071,000 | 6,649 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,431 |
| Fair value | $243,000 | 2,579 |
| 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 | $13,994,000 | 6,710 |
| U.S. Government securities | $11,745,000 | 6,406 |
| U.S. Treasury securities | $4,490,000 | 4,083 |
| U.S. Government agency obligations | $7,255,000 | 6,581 |
| Securities issued by states & political subdivisions | $2,179,000 | 4,626 |
| 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 | $70,000 | 6,768 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,088,000 | 5,099 |
| Mortgage-backed securities | $2,772,000 | 5,344 |
| Certificates of participation in pools of residential mortgages | $1,895,000 | 4,830 |
| Issued or guaranteed by U.S. | $1,895,000 | 4,810 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $877,000 | 3,980 |
| CMOs issued by government agencies or sponsored agencies | $877,000 | 3,836 |
| 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) | $5,243,000 | 4,580 |
| Available-for-sale securities (fair market value) | $8,751,000 | 6,379 |
| Total debt securities | $13,924,000 | 6,591 |
| Structured notes | ||
| Amortized cost | $497,000 | 2,813 |
| Fair value | $488,000 | 2,770 |
| 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 | $13,175,000 | 7,218 |
| U.S. Government securities | $10,408,000 | 7,149 |
| U.S. Treasury securities | $3,966,000 | 5,327 |
| U.S. Government agency obligations | $6,442,000 | 6,966 |
| Securities issued by states & political subdivisions | $2,348,000 | 4,544 |
| Other domestic debt securities | $349,000 | 3,544 |
| 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 | $349,000 | 2,787 |
| Foreign debt securities | NA | NA |
| Equity securities | $70,000 | 6,647 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,164,000 | 5,136 |
| Mortgage-backed securities | $2,355,000 | 5,967 |
| Certificates of participation in pools of residential mortgages | $1,617,000 | 5,313 |
| Issued or guaranteed by U.S. | $1,617,000 | 5,281 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $738,000 | 4,564 |
| CMOs issued by government agencies or sponsored agencies | $738,000 | 4,398 |
| 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) | $4,843,000 | 5,077 |
| Available-for-sale securities (fair market value) | $8,332,000 | 6,681 |
| Total debt securities | $13,105,000 | 7,108 |
| Structured notes | ||
| Amortized cost | $248,000 | 4,243 |
| Fair value | $249,000 | 4,155 |
| 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 | $9,369,000 | 8,975 |
| U.S. Government securities | $6,629,000 | 9,311 |
| U.S. Treasury securities | $3,066,000 | 7,006 |
| U.S. Government agency obligations | $3,563,000 | 8,681 |
| Securities issued by states & political subdivisions | $2,224,000 | 4,916 |
| Other domestic debt securities | $446,000 | 3,790 |
| 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 | $446,000 | 3,044 |
| Foreign debt securities | NA | NA |
| Equity securities | $70,000 | 6,493 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,781,000 | 6,277 |
| Mortgage-backed securities | $518,000 | 8,478 |
| Certificates of participation in pools of residential mortgages | $435,000 | 7,571 |
| Issued or guaranteed by U.S. | $435,000 | 7,539 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $83,000 | 6,257 |
| CMOs issued by government agencies or sponsored agencies | $83,000 | 5,915 |
| 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) | $6,533,000 | 7,142 |
| Available-for-sale securities (fair market value) | $2,836,000 | 8,235 |
| Total debt securities | $9,299,000 | 8,904 |
| 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 | $9,691,000 | 9,203 |
| U.S. Government securities | $7,459,000 | 9,168 |
| U.S. Treasury securities | $2,459,000 | 7,972 |
| U.S. Government agency obligations | $5,000,000 | 7,916 |
| Securities issued by states & political subdivisions | $1,724,000 | 5,666 |
| Other domestic debt securities | $450,000 | 4,426 |
| 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 | $450,000 | 3,417 |
| Foreign debt securities | NA | NA |
| Equity securities | $58,000 | 6,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,567,000 | 5,525 |
| Mortgage-backed securities | $890,000 | 8,634 |
| Certificates of participation in pools of residential mortgages | $622,000 | 7,781 |
| Issued or guaranteed by U.S. | $622,000 | 7,732 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $268,000 | 6,179 |
| CMOs issued by government agencies or sponsored agencies | $268,000 | 5,910 |
| 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 | $9,633,000 | 9,091 |
| 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 | $10,128,000 | 9,097 |
| U.S. Government securities | $9,295,000 | 8,370 |
| U.S. Treasury securities | $3,564,000 | 6,957 |
| U.S. Government agency obligations | $5,731,000 | 7,540 |
| Securities issued by states & political subdivisions | $775,000 | 7,043 |
| 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 | $58,000 | 6,133 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,817,000 | 5,261 |
| Mortgage-backed securities | $1,369,000 | 8,420 |
| Certificates of participation in pools of residential mortgages | $840,000 | 7,828 |
| Issued or guaranteed by U.S. | $840,000 | 7,765 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $529,000 | 5,746 |
| CMOs issued by government agencies or sponsored agencies | $529,000 | 5,310 |
| 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 | $10,070,000 | 8,991 |
| 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 |