Home > The Tri-County Bank > Securities
The Tri-County Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $50,769,000 | 2,586 |
| U.S. Government securities | $30,550,000 | 2,469 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $30,550,000 | 2,146 |
| Securities issued by states & political subdivisions | $19,898,000 | 1,783 |
| Other domestic debt securities | $231,000 | 2,250 |
| 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 | $231,000 | 1,817 |
| 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 | $21,979,000 | 2,292 |
| Mortgage-backed securities | $28,662,000 | 1,735 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $17,177,000 | 1,600 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $10,877,000 | 1,011 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $608,000 | 1,199 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $50,679,000 | 2,363 |
| Total debt securities | $50,678,000 | 2,570 |
| Structured notes | ||
| Amortized cost | $500,000 | 939 |
| Fair value | $470,000 | 986 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $47,908,000 | 2,638 |
| U.S. Government securities | $29,797,000 | 2,477 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $29,797,000 | 2,137 |
| Securities issued by states & political subdivisions | $17,814,000 | 1,885 |
| Other domestic debt securities | $225,000 | 2,256 |
| 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 | $225,000 | 1,827 |
| 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 | $21,276,000 | 2,278 |
| Mortgage-backed securities | $27,929,000 | 1,723 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $16,608,000 | 1,602 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $10,723,000 | 1,007 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $598,000 | 1,199 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $47,836,000 | 2,408 |
| Total debt securities | $47,836,000 | 2,625 |
| Structured notes | ||
| Amortized cost | $500,000 | 962 |
| Fair value | $452,000 | 1,013 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $51,097,000 | 2,621 |
| U.S. Government securities | $32,007,000 | 2,444 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $32,007,000 | 2,113 |
| Securities issued by states & political subdivisions | $18,797,000 | 1,893 |
| Other domestic debt securities | $224,000 | 2,275 |
| 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 | $224,000 | 1,842 |
| 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 | $22,939,000 | 2,177 |
| Mortgage-backed securities | $30,091,000 | 1,703 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $17,977,000 | 1,584 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $11,464,000 | 983 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $650,000 | 1,178 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $51,028,000 | 2,390 |
| Total debt securities | $51,028,000 | 2,605 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,012 |
| Fair value | $457,000 | 1,053 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $52,395,000 | 2,666 |
| U.S. Government securities | $33,169,000 | 2,479 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $33,169,000 | 2,084 |
| Securities issued by states & political subdivisions | $18,945,000 | 1,941 |
| Other domestic debt securities | $221,000 | 2,331 |
| 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 | $221,000 | 1,885 |
| 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 | $4,715,000 | 3,281 |
| Mortgage-backed securities | $31,207,000 | 1,724 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $18,560,000 | 1,596 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $11,958,000 | 994 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $689,000 | 1,182 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $52,335,000 | 2,432 |
| Total debt securities | $52,335,000 | 2,646 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $52,175,000 | 2,700 |
| U.S. Government securities | $33,004,000 | 2,488 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $33,004,000 | 2,096 |
| Securities issued by states & political subdivisions | $18,897,000 | 1,995 |
| Other domestic debt securities | $218,000 | 2,371 |
| 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 | $218,000 | 1,913 |
| 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 | $4,037,000 | 3,301 |
| Mortgage-backed securities | $31,261,000 | 1,736 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $18,532,000 | 1,621 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $12,041,000 | 998 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $688,000 | 1,182 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $52,119,000 | 2,463 |
| Total debt securities | $52,119,000 | 2,681 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,066 |
| Fair value | $454,000 | 1,110 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $51,870,000 | 2,716 |
| U.S. Government securities | $33,334,000 | 2,500 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $33,334,000 | 2,104 |
| Securities issued by states & political subdivisions | $18,254,000 | 2,024 |
| Other domestic debt securities | $221,000 | 2,335 |
| 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 | $221,000 | 1,918 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,954,000 | 3,272 |
| Mortgage-backed securities | $31,543,000 | 1,745 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $18,395,000 | 1,641 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $12,450,000 | 993 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $698,000 | 1,212 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $51,809,000 | 2,483 |
| Total debt securities | $51,809,000 | 2,698 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,055 |
| Fair value | $445,000 | 1,103 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $56,547,000 | 2,628 |
| U.S. Government securities | $36,406,000 | 2,430 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $36,406,000 | 2,043 |
| Securities issued by states & political subdivisions | $19,842,000 | 1,988 |
| Other domestic debt securities | $241,000 | 2,182 |
| 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 | $241,000 | 1,892 |
| 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 | $4,786,000 | 3,182 |
| Mortgage-backed securities | $34,494,000 | 1,724 |
| Certificates of participation in pools of residential mortgages | $20,272,000 | 1,645 |
| Issued or guaranteed by U.S. | $20,272,000 | 1,610 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $13,449,000 | 1,056 |
| CMOs issued by government agencies or sponsored agencies | $13,449,000 | 978 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $773,000 | 1,804 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $773,000 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $56,489,000 | 2,425 |
| Total debt securities | $56,488,000 | 2,615 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,031 |
| Fair value | $472,000 | 1,064 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $58,650,000 | 2,554 |
| U.S. Government securities | $38,139,000 | 2,319 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $38,139,000 | 2,006 |
| Securities issued by states & political subdivisions | $20,202,000 | 1,990 |
| Other domestic debt securities | $247,000 | 2,167 |
| 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 | $247,000 | 1,863 |
| 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 | $5,146,000 | 3,116 |
| Mortgage-backed securities | $36,120,000 | 1,704 |
| Certificates of participation in pools of residential mortgages | $21,404,000 | 1,631 |
| Issued or guaranteed by U.S. | $21,404,000 | 1,604 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $13,857,000 | 1,035 |
| CMOs issued by government agencies or sponsored agencies | $13,857,000 | 966 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $859,000 | 1,759 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $859,000 | 1,245 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $58,588,000 | 2,375 |
| Total debt securities | $58,589,000 | 2,539 |
| Structured notes | ||
| Amortized cost | $500,000 | 914 |
| Fair value | $481,000 | 939 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $49,753,000 | 2,693 |
| U.S. Government securities | $12,124,000 | 3,434 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $12,124,000 | 3,137 |
| Securities issued by states & political subdivisions | $19,660,000 | 2,068 |
| Other domestic debt securities | $17,903,000 | 698 |
| Privately issued residential mortgage-backed securities | $17,903,000 | 176 |
| 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 | $5,730,000 | 3,060 |
| Mortgage-backed securities | $28,882,000 | 1,895 |
| Certificates of participation in pools of residential mortgages | $19,654,000 | 1,702 |
| Issued or guaranteed by U.S. | $1,751,000 | 3,225 |
| Privately issued | $17,903,000 | 51 |
| Collaterized mortgage obligations | $9,228,000 | 1,233 |
| CMOs issued by government agencies or sponsored agencies | $9,228,000 | 1,184 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $49,687,000 | 2,527 |
| Total debt securities | $49,685,000 | 2,676 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $45,534,000 | 2,752 |
| U.S. Government securities | $25,617,000 | 2,583 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $25,617,000 | 2,394 |
| Securities issued by states & political subdivisions | $19,860,000 | 2,017 |
| 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 | $5,963,000 | 3,036 |
| Mortgage-backed securities | $25,617,000 | 1,988 |
| Certificates of participation in pools of residential mortgages | $16,473,000 | 1,842 |
| Issued or guaranteed by U.S. | $16,473,000 | 1,798 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,860,000 | 2,084 |
| CMOs issued by government agencies or sponsored agencies | $1,860,000 | 2,035 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $7,284,000 | 1,003 |
| Commercial mortgage pass-through securities | $2,289,000 | 968 |
| Other commercial mortgage-backed securities | $4,995,000 | 782 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $45,477,000 | 2,591 |
| Total debt securities | $45,477,000 | 2,738 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $47,275,000 | 2,655 |
| U.S. Government securities | $26,933,000 | 2,466 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $26,933,000 | 2,289 |
| Securities issued by states & political subdivisions | $20,291,000 | 1,966 |
| 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 | $6,425,000 | 2,983 |
| Mortgage-backed securities | $26,933,000 | 1,900 |
| Certificates of participation in pools of residential mortgages | $17,320,000 | 1,756 |
| Issued or guaranteed by U.S. | $17,320,000 | 1,712 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $2,109,000 | 1,996 |
| CMOs issued by government agencies or sponsored agencies | $2,109,000 | 1,947 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $7,504,000 | 983 |
| Commercial mortgage pass-through securities | $2,319,000 | 960 |
| Other commercial mortgage-backed securities | $5,185,000 | 751 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $47,224,000 | 2,496 |
| Total debt securities | $47,224,000 | 2,637 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $49,467,000 | 2,457 |
| U.S. Government securities | $29,766,000 | 2,215 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $29,766,000 | 2,075 |
| Securities issued by states & political subdivisions | $19,632,000 | 1,962 |
| 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 | $6,833,000 | 2,940 |
| Mortgage-backed securities | $29,766,000 | 1,738 |
| Certificates of participation in pools of residential mortgages | $19,428,000 | 1,578 |
| Issued or guaranteed by U.S. | $19,428,000 | 1,528 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $2,592,000 | 1,870 |
| CMOs issued by government agencies or sponsored agencies | $2,592,000 | 1,822 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $7,746,000 | 925 |
| Commercial mortgage pass-through securities | $2,346,000 | 939 |
| Other commercial mortgage-backed securities | $5,400,000 | 708 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $49,398,000 | 2,313 |
| Total debt securities | $49,398,000 | 2,444 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $50,407,000 | 2,314 |
| U.S. Government securities | $29,493,000 | 2,085 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $29,493,000 | 1,974 |
| Securities issued by states & political subdivisions | $20,833,000 | 1,858 |
| 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 | $2,090,000 | 3,611 |
| Mortgage-backed securities | $29,493,000 | 1,680 |
| Certificates of participation in pools of residential mortgages | $20,471,000 | 1,436 |
| Issued or guaranteed by U.S. | $20,471,000 | 1,404 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $3,286,000 | 1,778 |
| CMOs issued by government agencies or sponsored agencies | $3,286,000 | 1,734 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $5,736,000 | 1,012 |
| Commercial mortgage pass-through securities | $1,447,000 | 1,049 |
| Other commercial mortgage-backed securities | $4,289,000 | 736 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $50,326,000 | 2,172 |
| Total debt securities | $50,326,000 | 2,297 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $45,423,000 | 2,365 |
| U.S. Government securities | $27,303,000 | 2,112 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $27,303,000 | 2,008 |
| Securities issued by states & political subdivisions | $18,042,000 | 1,894 |
| 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 | $2,726,000 | 3,524 |
| Mortgage-backed securities | $27,303,000 | 1,717 |
| Certificates of participation in pools of residential mortgages | $19,987,000 | 1,416 |
| Issued or guaranteed by U.S. | $19,987,000 | 1,380 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,595,000 | 1,926 |
| CMOs issued by government agencies or sponsored agencies | $2,595,000 | 1,875 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $4,721,000 | 1,055 |
| Commercial mortgage pass-through securities | $1,568,000 | 1,005 |
| Other commercial mortgage-backed securities | $3,153,000 | 799 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $45,345,000 | 2,209 |
| Total debt securities | $45,345,000 | 2,341 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $33,619,000 | 2,725 |
| U.S. Government securities | $21,254,000 | 2,419 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $21,254,000 | 2,302 |
| Securities issued by states & political subdivisions | $12,292,000 | 2,216 |
| 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 | $2,951,000 | 3,516 |
| Mortgage-backed securities | $21,254,000 | 1,936 |
| Certificates of participation in pools of residential mortgages | $13,741,000 | 1,745 |
| Issued or guaranteed by U.S. | $13,741,000 | 1,696 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $3,616,000 | 1,786 |
| CMOs issued by government agencies or sponsored agencies | $3,616,000 | 1,745 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $3,897,000 | 1,110 |
| Commercial mortgage pass-through securities | $1,032,000 | 1,137 |
| Other commercial mortgage-backed securities | $2,865,000 | 809 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $33,546,000 | 2,552 |
| Total debt securities | $33,546,000 | 2,707 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $25,088,000 | 3,054 |
| U.S. Government securities | $15,838,000 | 2,771 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $15,838,000 | 2,628 |
| Securities issued by states & political subdivisions | $9,198,000 | 2,404 |
| 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 | $3,071,000 | 3,503 |
| Mortgage-backed securities | $15,838,000 | 2,213 |
| Certificates of participation in pools of residential mortgages | $8,571,000 | 2,197 |
| Issued or guaranteed by U.S. | $8,571,000 | 2,129 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $4,506,000 | 1,681 |
| CMOs issued by government agencies or sponsored agencies | $4,506,000 | 1,638 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $2,761,000 | 1,226 |
| Commercial mortgage pass-through securities | $1,108,000 | 1,061 |
| Other commercial mortgage-backed securities | $1,653,000 | 921 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $25,036,000 | 2,861 |
| Total debt securities | $25,036,000 | 3,035 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $26,005,000 | 3,058 |
| U.S. Government securities | $15,422,000 | 2,889 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $15,422,000 | 2,729 |
| Securities issued by states & political subdivisions | $10,488,000 | 2,250 |
| 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 | $3,169,000 | 3,557 |
| Mortgage-backed securities | $15,422,000 | 2,206 |
| Certificates of participation in pools of residential mortgages | $8,468,000 | 2,147 |
| Issued or guaranteed by U.S. | $8,468,000 | 2,089 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $5,099,000 | 1,586 |
| CMOs issued by government agencies or sponsored agencies | $5,099,000 | 1,547 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $1,855,000 | 1,373 |
| Commercial mortgage pass-through securities | $1,135,000 | 1,045 |
| Other commercial mortgage-backed securities | $720,000 | 1,084 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $25,910,000 | 2,865 |
| Total debt securities | $25,910,000 | 3,042 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $21,822,000 | 3,279 |
| U.S. Government securities | $10,932,000 | 3,347 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $10,932,000 | 3,193 |
| Securities issued by states & political subdivisions | $10,790,000 | 2,234 |
| 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 | $3,202,000 | 3,612 |
| Mortgage-backed securities | $10,932,000 | 2,527 |
| Certificates of participation in pools of residential mortgages | $4,117,000 | 2,760 |
| Issued or guaranteed by U.S. | $4,117,000 | 2,675 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $5,216,000 | 1,575 |
| CMOs issued by government agencies or sponsored agencies | $5,216,000 | 1,539 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $1,599,000 | 1,400 |
| Commercial mortgage pass-through securities | $1,345,000 | 1,015 |
| Other commercial mortgage-backed securities | $254,000 | 1,153 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $21,722,000 | 3,057 |
| Total debt securities | $21,722,000 | 3,259 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $20,443,000 | 3,438 |
| U.S. Government securities | $10,501,000 | 3,439 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $10,501,000 | 3,284 |
| Securities issued by states & political subdivisions | $9,847,000 | 2,363 |
| 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 | $3,406,000 | 3,621 |
| Mortgage-backed securities | $10,501,000 | 2,577 |
| Certificates of participation in pools of residential mortgages | $4,057,000 | 2,784 |
| Issued or guaranteed by U.S. | $4,057,000 | 2,707 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $5,023,000 | 1,584 |
| CMOs issued by government agencies or sponsored agencies | $5,023,000 | 1,541 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $1,421,000 | 1,434 |
| Commercial mortgage pass-through securities | $1,421,000 | 993 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $20,348,000 | 3,206 |
| Total debt securities | $20,348,000 | 3,421 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $19,822,000 | 3,525 |
| U.S. Government securities | $10,652,000 | 3,461 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $10,652,000 | 3,297 |
| Securities issued by states & political subdivisions | $9,118,000 | 2,540 |
| 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 | $52,000 | 323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,479,000 | 3,664 |
| Mortgage-backed securities | $10,652,000 | 2,546 |
| Certificates of participation in pools of residential mortgages | $3,753,000 | 2,867 |
| Issued or guaranteed by U.S. | $3,753,000 | 2,781 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $5,358,000 | 1,544 |
| CMOs issued by government agencies or sponsored agencies | $5,358,000 | 1,496 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $1,541,000 | 1,326 |
| Commercial mortgage pass-through securities | $1,541,000 | 953 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $19,822,000 | 3,270 |
| Total debt securities | $19,770,000 | 3,513 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $18,328,000 | 3,663 |
| U.S. Government securities | $9,700,000 | 3,610 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $9,700,000 | 3,455 |
| Securities issued by states & political subdivisions | $8,586,000 | 2,673 |
| 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 | $42,000 | 468 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,526,000 | 3,676 |
| Mortgage-backed securities | $9,700,000 | 2,640 |
| Certificates of participation in pools of residential mortgages | $2,547,000 | 3,138 |
| Issued or guaranteed by U.S. | $2,547,000 | 3,070 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $5,560,000 | 1,515 |
| CMOs issued by government agencies or sponsored agencies | $5,560,000 | 1,465 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $1,593,000 | 1,297 |
| Commercial mortgage pass-through securities | $1,593,000 | 938 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $18,328,000 | 3,389 |
| Total debt securities | $18,286,000 | 3,642 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $19,468,000 | 3,618 |
| U.S. Government securities | $9,577,000 | 3,669 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $9,577,000 | 3,523 |
| Securities issued by states & political subdivisions | $9,857,000 | 2,535 |
| 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 | $34,000 | 544 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,627 |
| Mortgage-backed securities | $9,577,000 | 2,653 |
| Certificates of participation in pools of residential mortgages | $2,632,000 | 3,165 |
| Issued or guaranteed by U.S. | $2,632,000 | 3,133 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $5,214,000 | 1,532 |
| CMOs issued by government agencies or sponsored agencies | $5,214,000 | 1,484 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $1,731,000 | 1,249 |
| Commercial mortgage pass-through securities | $1,731,000 | 908 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $19,468,000 | 3,353 |
| Total debt securities | $19,434,000 | 3,600 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $20,406,000 | 3,604 |
| U.S. Government securities | $10,126,000 | 3,615 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $10,126,000 | 3,467 |
| Securities issued by states & political subdivisions | $10,242,000 | 2,535 |
| 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 | $38,000 | 578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,680 |
| Mortgage-backed securities | $10,126,000 | 2,643 |
| Certificates of participation in pools of residential mortgages | $2,778,000 | 3,158 |
| Issued or guaranteed by U.S. | $2,778,000 | 3,000 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $5,505,000 | 1,509 |
| CMOs issued by government agencies or sponsored agencies | $5,505,000 | 1,461 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $1,843,000 | 1,201 |
| Commercial mortgage pass-through securities | $1,843,000 | 862 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $20,406,000 | 3,336 |
| Total debt securities | $20,368,000 | 3,586 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $17,874,000 | 3,814 |
| U.S. Government securities | $7,144,000 | 4,034 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $7,144,000 | 3,884 |
| Securities issued by states & political subdivisions | $10,693,000 | 2,523 |
| 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 | $37,000 | 624 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,746 |
| Mortgage-backed securities | $5,125,000 | 3,235 |
| Certificates of participation in pools of residential mortgages | $2,381,000 | 3,333 |
| Issued or guaranteed by U.S. | $2,381,000 | 3,326 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,744,000 | 1,927 |
| CMOs issued by government agencies or sponsored agencies | $2,744,000 | 1,869 |
| 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) | $17,874,000 | 3,539 |
| Total debt securities | $17,837,000 | 3,794 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $17,497,000 | 3,892 |
| U.S. Government securities | $6,580,000 | 4,175 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $6,580,000 | 4,031 |
| Securities issued by states & political subdivisions | $10,865,000 | 2,565 |
| 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 | $52,000 | 826 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,818 |
| Mortgage-backed securities | $4,439,000 | 3,376 |
| Certificates of participation in pools of residential mortgages | $2,554,000 | 3,324 |
| Issued or guaranteed by U.S. | $2,554,000 | 3,318 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,885,000 | 2,106 |
| CMOs issued by government agencies or sponsored agencies | $1,885,000 | 2,041 |
| 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) | $17,497,000 | 3,605 |
| Total debt securities | $17,445,000 | 3,874 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $17,734,000 | 3,916 |
| U.S. Government securities | $6,540,000 | 4,233 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $6,540,000 | 4,089 |
| Securities issued by states & political subdivisions | $11,153,000 | 2,579 |
| Other domestic debt securities | $0 | 2,063 |
| 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 | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $41,000 | 866 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,886 |
| Mortgage-backed securities | $4,150,000 | 3,479 |
| Certificates of participation in pools of residential mortgages | $2,723,000 | 3,337 |
| Issued or guaranteed by U.S. | $2,723,000 | 3,333 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,427,000 | 2,268 |
| CMOs issued by government agencies or sponsored agencies | $1,427,000 | 2,209 |
| 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) | $17,734,000 | 3,628 |
| Total debt securities | $17,693,000 | 3,895 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $18,077,000 | 3,952 |
| U.S. Government securities | $6,894,000 | 4,226 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $6,894,000 | 4,096 |
| Securities issued by states & political subdivisions | $11,149,000 | 2,604 |
| Other domestic debt securities | $0 | 2,100 |
| 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 | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $34,000 | 875 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,931 |
| Mortgage-backed securities | $4,419,000 | 3,460 |
| Certificates of participation in pools of residential mortgages | $2,878,000 | 3,345 |
| Issued or guaranteed by U.S. | $2,878,000 | 3,341 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,541,000 | 2,259 |
| CMOs issued by government agencies or sponsored agencies | $1,541,000 | 2,193 |
| 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) | $18,077,000 | 3,650 |
| Total debt securities | $18,044,000 | 3,928 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $18,215,000 | 3,983 |
| U.S. Government securities | $7,297,000 | 4,216 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $7,297,000 | 4,084 |
| Securities issued by states & political subdivisions | $10,877,000 | 2,656 |
| Other domestic debt securities | $0 | 2,154 |
| 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 | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $41,000 | 878 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $4,602,000 | 3,480 |
| Certificates of participation in pools of residential mortgages | $3,490,000 | 3,248 |
| Issued or guaranteed by U.S. | $3,490,000 | 3,245 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,112,000 | 2,439 |
| CMOs issued by government agencies or sponsored agencies | $1,112,000 | 2,370 |
| 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) | $18,215,000 | 3,676 |
| Total debt securities | $18,174,000 | 3,963 |
| 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 | $17,985,000 | 4,005 |
| U.S. Government securities | $7,092,000 | 4,251 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $7,092,000 | 4,113 |
| Securities issued by states & political subdivisions | $10,849,000 | 2,679 |
| Other domestic debt securities | $0 | 2,175 |
| 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 | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $44,000 | 881 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $4,319,000 | 3,528 |
| Certificates of participation in pools of residential mortgages | $3,120,000 | 3,349 |
| Issued or guaranteed by U.S. | $3,120,000 | 3,344 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,199,000 | 2,422 |
| CMOs issued by government agencies or sponsored agencies | $1,199,000 | 2,349 |
| 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) | $17,985,000 | 3,692 |
| Total debt securities | $17,941,000 | 3,977 |
| Structured notes | ||
| Amortized cost | $1,209,000 | 606 |
| Fair value | $1,199,000 | 603 |
| 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 | $20,248,000 | 3,856 |
| U.S. Government securities | $8,638,000 | 4,037 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $8,638,000 | 3,911 |
| Securities issued by states & political subdivisions | $11,588,000 | 2,595 |
| Other domestic debt securities | $0 | 2,187 |
| 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 | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $22,000 | 936 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $5,270,000 | 3,410 |
| Certificates of participation in pools of residential mortgages | $3,010,000 | 3,409 |
| Issued or guaranteed by U.S. | $3,010,000 | 3,407 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,260,000 | 2,112 |
| CMOs issued by government agencies or sponsored agencies | $2,260,000 | 2,040 |
| 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) | $20,248,000 | 3,536 |
| Total debt securities | $20,226,000 | 3,833 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $22,117,000 | 3,784 |
| U.S. Government securities | $9,212,000 | 4,052 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $9,212,000 | 3,926 |
| Securities issued by states & political subdivisions | $12,877,000 | 2,473 |
| Other domestic debt securities | $0 | 2,228 |
| 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 | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $28,000 | 907 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,199 |
| Mortgage-backed securities | $5,729,000 | 3,378 |
| Certificates of participation in pools of residential mortgages | $3,212,000 | 3,398 |
| Issued or guaranteed by U.S. | $3,212,000 | 3,394 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,517,000 | 2,068 |
| CMOs issued by government agencies or sponsored agencies | $2,517,000 | 1,994 |
| 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) | $22,117,000 | 3,479 |
| Total debt securities | $22,089,000 | 3,755 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $25,119,000 | 3,627 |
| U.S. Government securities | $10,936,000 | 3,940 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $10,936,000 | 3,811 |
| Securities issued by states & political subdivisions | $14,165,000 | 2,345 |
| Other domestic debt securities | $0 | 2,247 |
| 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 | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $18,000 | 976 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,255 |
| Mortgage-backed securities | $7,702,000 | 3,104 |
| Certificates of participation in pools of residential mortgages | $4,962,000 | 3,062 |
| Issued or guaranteed by U.S. | $4,962,000 | 3,061 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,740,000 | 2,025 |
| CMOs issued by government agencies or sponsored agencies | $2,740,000 | 1,956 |
| 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) | $14,387,000 | 890 |
| Available-for-sale securities (fair market value) | $10,732,000 | 4,408 |
| Total debt securities | $25,101,000 | 3,603 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $26,678,000 | 3,569 |
| U.S. Government securities | $11,420,000 | 3,906 |
| U.S. Treasury securities | $3,318,000 | 683 |
| U.S. Government agency obligations | $8,102,000 | 4,242 |
| Securities issued by states & political subdivisions | $15,239,000 | 2,260 |
| Other domestic debt securities | $0 | 2,244 |
| 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 | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $19,000 | 963 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,301 |
| Mortgage-backed securities | $8,102,000 | 3,066 |
| Certificates of participation in pools of residential mortgages | $5,175,000 | 2,999 |
| Issued or guaranteed by U.S. | $5,175,000 | 2,997 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,927,000 | 2,000 |
| CMOs issued by government agencies or sponsored agencies | $2,927,000 | 1,930 |
| 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) | $15,528,000 | 872 |
| Available-for-sale securities (fair market value) | $11,150,000 | 4,417 |
| Total debt securities | $26,658,000 | 3,546 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $27,880,000 | 3,547 |
| U.S. Government securities | $12,385,000 | 3,891 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $12,385,000 | 3,767 |
| Securities issued by states & political subdivisions | $15,466,000 | 2,244 |
| Other domestic debt securities | $0 | 2,283 |
| 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 | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $29,000 | 946 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $8,657,000 | 3,037 |
| Certificates of participation in pools of residential mortgages | $5,492,000 | 2,991 |
| Issued or guaranteed by U.S. | $5,492,000 | 2,988 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $3,165,000 | 1,964 |
| CMOs issued by government agencies or sponsored agencies | $3,165,000 | 1,904 |
| 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) | $15,845,000 | 869 |
| Available-for-sale securities (fair market value) | $12,035,000 | 4,414 |
| Total debt securities | $27,851,000 | 3,523 |
| Structured notes | ||
| Amortized cost | $33,000 | 1,815 |
| Fair value | $33,000 | 1,816 |
| 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 | $27,749,000 | 3,623 |
| U.S. Government securities | $12,750,000 | 3,960 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $12,750,000 | 3,837 |
| Securities issued by states & political subdivisions | $14,977,000 | 2,273 |
| Other domestic debt securities | $0 | 2,307 |
| 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 | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $22,000 | 984 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $8,736,000 | 3,103 |
| Certificates of participation in pools of residential mortgages | $5,815,000 | 3,021 |
| Issued or guaranteed by U.S. | $5,815,000 | 3,018 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,921,000 | 2,074 |
| CMOs issued by government agencies or sponsored agencies | $2,921,000 | 2,008 |
| 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) | $16,109,000 | 870 |
| Available-for-sale securities (fair market value) | $11,640,000 | 4,535 |
| Total debt securities | $27,727,000 | 3,595 |
| Structured notes | ||
| Amortized cost | $35,000 | 1,957 |
| Fair value | $35,000 | 1,958 |
| 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 | $27,341,000 | 3,693 |
| U.S. Government securities | $12,184,000 | 4,098 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $12,184,000 | 3,979 |
| Securities issued by states & political subdivisions | $15,133,000 | 2,240 |
| Other domestic debt securities | $0 | 2,369 |
| 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 | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $24,000 | 989 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $7,606,000 | 3,305 |
| Certificates of participation in pools of residential mortgages | $5,049,000 | 3,204 |
| Issued or guaranteed by U.S. | $5,049,000 | 3,202 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,557,000 | 2,187 |
| CMOs issued by government agencies or sponsored agencies | $2,557,000 | 2,112 |
| 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) | $16,378,000 | 851 |
| Available-for-sale securities (fair market value) | $10,963,000 | 4,678 |
| Total debt securities | $27,315,000 | 3,665 |
| Structured notes | ||
| Amortized cost | $60,000 | 2,072 |
| Fair value | $61,000 | 2,073 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $23,100,000 | 4,050 |
| U.S. Government securities | $8,164,000 | 4,693 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $8,164,000 | 4,575 |
| Securities issued by states & political subdivisions | $14,912,000 | 2,271 |
| Other domestic debt securities | $0 | 2,403 |
| 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 | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $24,000 | 994 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $591,000 | 5,339 |
| Mortgage-backed securities | $5,737,000 | 3,633 |
| Certificates of participation in pools of residential mortgages | $3,849,000 | 3,552 |
| Issued or guaranteed by U.S. | $3,849,000 | 3,546 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,888,000 | 2,450 |
| CMOs issued by government agencies or sponsored agencies | $1,888,000 | 2,372 |
| 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) | $16,810,000 | 855 |
| Available-for-sale securities (fair market value) | $6,290,000 | 5,231 |
| Total debt securities | $23,075,000 | 4,029 |
| Structured notes | ||
| Amortized cost | $64,000 | 2,168 |
| Fair value | $65,000 | 2,169 |
| 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 | $20,810,000 | 4,299 |
| U.S. Government securities | $5,521,000 | 5,232 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $5,521,000 | 5,114 |
| Securities issued by states & political subdivisions | $15,225,000 | 2,254 |
| Other domestic debt securities | $0 | 2,460 |
| 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 | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $64,000 | 954 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,997,000 | 4,405 |
| Mortgage-backed securities | $3,955,000 | 4,037 |
| Certificates of participation in pools of residential mortgages | $2,416,000 | 4,020 |
| Issued or guaranteed by U.S. | $2,416,000 | 4,017 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,539,000 | 2,616 |
| CMOs issued by government agencies or sponsored agencies | $1,539,000 | 2,527 |
| 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) | $16,674,000 | 863 |
| Available-for-sale securities (fair market value) | $4,136,000 | 5,548 |
| Total debt securities | $20,746,000 | 4,284 |
| Structured notes | ||
| Amortized cost | $819,000 | 1,739 |
| Fair value | $818,000 | 1,742 |
| 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 | $21,421,000 | 4,323 |
| U.S. Government securities | $5,922,000 | 5,245 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $5,922,000 | 5,128 |
| Securities issued by states & political subdivisions | $15,434,000 | 2,233 |
| Other domestic debt securities | $0 | 2,520 |
| 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 | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $65,000 | 974 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,126,000 | 4,414 |
| Mortgage-backed securities | $4,276,000 | 4,035 |
| Certificates of participation in pools of residential mortgages | $2,566,000 | 4,036 |
| Issued or guaranteed by U.S. | $2,566,000 | 4,034 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,710,000 | 2,582 |
| CMOs issued by government agencies or sponsored agencies | $1,710,000 | 2,501 |
| 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) | $17,006,000 | 863 |
| Available-for-sale securities (fair market value) | $4,415,000 | 5,579 |
| Total debt securities | $21,356,000 | 4,305 |
| Structured notes | ||
| Amortized cost | $899,000 | 1,758 |
| Fair value | $898,000 | 1,758 |
| 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 | $21,546,000 | 4,335 |
| U.S. Government securities | $6,442,000 | 5,164 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $6,442,000 | 5,060 |
| Securities issued by states & political subdivisions | $15,036,000 | 2,295 |
| Other domestic debt securities | $0 | 2,593 |
| 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 | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $68,000 | 985 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,476,000 | 4,357 |
| Mortgage-backed securities | $4,543,000 | 4,021 |
| Certificates of participation in pools of residential mortgages | $2,680,000 | 4,048 |
| Issued or guaranteed by U.S. | $2,680,000 | 4,046 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,863,000 | 2,530 |
| CMOs issued by government agencies or sponsored agencies | $1,863,000 | 2,447 |
| 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) | $16,721,000 | 863 |
| Available-for-sale securities (fair market value) | $4,825,000 | 5,593 |
| Total debt securities | $21,477,000 | 4,314 |
| Structured notes | ||
| Amortized cost | $908,000 | 1,790 |
| Fair value | $901,000 | 1,784 |
| 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 | $22,460,000 | 4,250 |
| U.S. Government securities | $7,189,000 | 5,059 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $7,189,000 | 4,957 |
| Securities issued by states & political subdivisions | $15,216,000 | 2,269 |
| Other domestic debt securities | $0 | 2,651 |
| 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 | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $55,000 | 1,019 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,070,000 | 4,220 |
| Mortgage-backed securities | $4,787,000 | 3,992 |
| Certificates of participation in pools of residential mortgages | $2,778,000 | 4,036 |
| Issued or guaranteed by U.S. | $2,778,000 | 4,031 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $2,009,000 | 2,455 |
| CMOs issued by government agencies or sponsored agencies | $2,009,000 | 2,370 |
| 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) | $17,006,000 | 841 |
| Available-for-sale securities (fair market value) | $5,454,000 | 5,563 |
| Total debt securities | $22,405,000 | 4,228 |
| Structured notes | ||
| Amortized cost | $920,000 | 1,780 |
| Fair value | $905,000 | 1,766 |
| 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 | $21,861,000 | 4,327 |
| U.S. Government securities | $7,550,000 | 5,037 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $7,550,000 | 4,938 |
| Securities issued by states & political subdivisions | $14,136,000 | 2,370 |
| Other domestic debt securities | $139,000 | 2,575 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $139,000 | 426 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $36,000 | 1,055 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,209,000 | 4,213 |
| Mortgage-backed securities | $5,126,000 | 3,972 |
| Certificates of participation in pools of residential mortgages | $2,959,000 | 3,997 |
| Issued or guaranteed by U.S. | $2,959,000 | 3,990 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $2,167,000 | 2,444 |
| CMOs issued by government agencies or sponsored agencies | $2,167,000 | 2,354 |
| 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) | $16,160,000 | 846 |
| Available-for-sale securities (fair market value) | $5,701,000 | 5,586 |
| Total debt securities | $21,825,000 | 4,308 |
| Structured notes | ||
| Amortized cost | $936,000 | 1,774 |
| Fair value | $927,000 | 1,741 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $22,734,000 | 4,258 |
| U.S. Government securities | $8,080,000 | 4,949 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $8,080,000 | 4,847 |
| Securities issued by states & political subdivisions | $14,204,000 | 2,353 |
| Other domestic debt securities | $419,000 | 2,413 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $419,000 | 402 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $31,000 | 1,068 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,005,000 | 4,257 |
| Mortgage-backed securities | $5,637,000 | 3,900 |
| Certificates of participation in pools of residential mortgages | $3,181,000 | 3,931 |
| Issued or guaranteed by U.S. | $3,181,000 | 3,925 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,456,000 | 2,411 |
| CMOs issued by government agencies or sponsored agencies | $2,456,000 | 2,320 |
| 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) | $16,415,000 | 788 |
| Available-for-sale securities (fair market value) | $6,319,000 | 5,541 |
| Total debt securities | $22,703,000 | 4,227 |
| Structured notes | ||
| Amortized cost | $960,000 | 1,736 |
| Fair value | $950,000 | 1,706 |
| 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 | $20,905,000 | 4,434 |
| U.S. Government securities | $9,357,000 | 4,815 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $9,357,000 | 4,714 |
| Securities issued by states & political subdivisions | $10,892,000 | 2,736 |
| Other domestic debt securities | $637,000 | 2,213 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $637,000 | 356 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $19,000 | 1,126 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,836,000 | 4,112 |
| Mortgage-backed securities | $6,533,000 | 3,795 |
| Certificates of participation in pools of residential mortgages | $3,209,000 | 3,966 |
| Issued or guaranteed by U.S. | $3,209,000 | 3,962 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,324,000 | 2,248 |
| CMOs issued by government agencies or sponsored agencies | $3,324,000 | 2,153 |
| 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) | $13,119,000 | 854 |
| Available-for-sale securities (fair market value) | $7,786,000 | 5,424 |
| Total debt securities | $20,886,000 | 4,411 |
| Structured notes | ||
| Amortized cost | $570,000 | 1,924 |
| Fair value | $575,000 | 1,922 |
| 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 | $15,161,000 | 4,947 |
| U.S. Government securities | $8,952,000 | 4,860 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $8,952,000 | 4,766 |
| Securities issued by states & political subdivisions | $5,197,000 | 3,710 |
| Other domestic debt securities | $1,002,000 | 1,976 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $1,002,000 | 299 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $10,000 | 1,180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,832,000 | 4,102 |
| Mortgage-backed securities | $5,537,000 | 3,968 |
| Certificates of participation in pools of residential mortgages | $4,272,000 | 3,695 |
| Issued or guaranteed by U.S. | $4,272,000 | 3,692 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,265,000 | 2,934 |
| CMOs issued by government agencies or sponsored agencies | $1,265,000 | 2,812 |
| 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) | $6,032,000 | 1,202 |
| Available-for-sale securities (fair market value) | $9,129,000 | 5,266 |
| Total debt securities | $15,151,000 | 4,909 |
| Structured notes | ||
| Amortized cost | $1,080,000 | 1,581 |
| Fair value | $1,086,000 | 1,585 |
| 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 | $14,615,000 | 5,087 |
| U.S. Government securities | $8,403,000 | 5,039 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $8,403,000 | 4,944 |
| Securities issued by states & political subdivisions | $5,207,000 | 3,696 |
| Other domestic debt securities | $1,000,000 | 2,040 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $1,000,000 | 284 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $5,000 | 1,236 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,070,000 | 4,324 |
| Mortgage-backed securities | $4,943,000 | 4,231 |
| Certificates of participation in pools of residential mortgages | $4,741,000 | 3,745 |
| Issued or guaranteed by U.S. | $4,741,000 | 3,744 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $202,000 | 3,568 |
| CMOs issued by government agencies or sponsored agencies | $202,000 | 3,409 |
| 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) | $5,386,000 | 1,289 |
| Available-for-sale securities (fair market value) | $9,229,000 | 5,338 |
| Total debt securities | $14,610,000 | 5,060 |
| Structured notes | ||
| Amortized cost | $2,089,000 | 1,286 |
| Fair value | $2,099,000 | 1,286 |
| 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 | $15,272,000 | 5,031 |
| U.S. Government securities | $9,656,000 | 4,944 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $9,656,000 | 4,847 |
| Securities issued by states & political subdivisions | $4,605,000 | 3,785 |
| Other domestic debt securities | $999,000 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $999,000 | 255 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $12,000 | 1,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,756,000 | 4,205 |
| Mortgage-backed securities | $5,002,000 | 4,258 |
| Certificates of participation in pools of residential mortgages | $4,795,000 | 3,752 |
| Issued or guaranteed by U.S. | $4,795,000 | 3,750 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $207,000 | 3,580 |
| CMOs issued by government agencies or sponsored agencies | $207,000 | 3,415 |
| 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) | $4,511,000 | 1,380 |
| Available-for-sale securities (fair market value) | $10,761,000 | 5,213 |
| Total debt securities | $15,260,000 | 5,004 |
| Structured notes | ||
| Amortized cost | $3,099,000 | 1,209 |
| Fair value | $3,112,000 | 1,210 |
| 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 | $14,612,000 | 5,174 |
| U.S. Government securities | $10,289,000 | 4,921 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $10,289,000 | 4,820 |
| Securities issued by states & political subdivisions | $4,315,000 | 3,776 |
| Other domestic debt securities | $0 | 2,874 |
| 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 | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $8,000 | 1,184 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,890,000 | 4,160 |
| Mortgage-backed securities | $5,396,000 | 4,201 |
| Certificates of participation in pools of residential mortgages | $5,180,000 | 3,662 |
| Issued or guaranteed by U.S. | $5,180,000 | 3,658 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $216,000 | 3,616 |
| CMOs issued by government agencies or sponsored agencies | $216,000 | 3,442 |
| 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) | $4,222,000 | 1,416 |
| Available-for-sale securities (fair market value) | $10,390,000 | 5,286 |
| Total debt securities | $14,604,000 | 5,148 |
| Structured notes | ||
| Amortized cost | $2,609,000 | 1,495 |
| Fair value | $2,608,000 | 1,501 |
| 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 | $14,878,000 | 5,115 |
| U.S. Government securities | $10,484,000 | 4,858 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $10,484,000 | 4,755 |
| Securities issued by states & political subdivisions | $4,386,000 | 3,745 |
| Other domestic debt securities | $0 | 2,876 |
| 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 | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $8,000 | 1,195 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,820,000 | 3,993 |
| Mortgage-backed securities | $5,089,000 | 4,202 |
| Certificates of participation in pools of residential mortgages | $4,862,000 | 3,642 |
| Issued or guaranteed by U.S. | $4,862,000 | 3,638 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $227,000 | 3,551 |
| CMOs issued by government agencies or sponsored agencies | $227,000 | 3,286 |
| 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) | $4,293,000 | 1,448 |
| Available-for-sale securities (fair market value) | $10,585,000 | 5,244 |
| Total debt securities | $14,870,000 | 5,089 |
| Structured notes | ||
| Amortized cost | $2,621,000 | 1,487 |
| Fair value | $2,631,000 | 1,485 |
| 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 | $13,741,000 | 5,221 |
| U.S. Government securities | $9,647,000 | 4,958 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $9,647,000 | 4,861 |
| Securities issued by states & political subdivisions | $4,082,000 | 3,766 |
| Other domestic debt securities | $0 | 2,858 |
| 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 | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $12,000 | 1,203 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,646,000 | 4,017 |
| Mortgage-backed securities | $4,486,000 | 4,290 |
| Certificates of participation in pools of residential mortgages | $4,250,000 | 3,722 |
| Issued or guaranteed by U.S. | $4,250,000 | 3,713 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $236,000 | 3,531 |
| CMOs issued by government agencies or sponsored agencies | $236,000 | 3,261 |
| 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) | $3,989,000 | 1,492 |
| Available-for-sale securities (fair market value) | $9,752,000 | 5,329 |
| Total debt securities | $13,729,000 | 5,195 |
| Structured notes | ||
| Amortized cost | $1,632,000 | 1,954 |
| Fair value | $1,647,000 | 1,952 |
| 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 | $14,234,000 | 5,232 |
| U.S. Government securities | $11,368,000 | 4,819 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $11,368,000 | 4,706 |
| Securities issued by states & political subdivisions | $2,850,000 | 4,112 |
| Other domestic debt securities | $0 | 2,821 |
| 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 | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $16,000 | 1,214 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,669,000 | 4,325 |
| Mortgage-backed securities | $4,679,000 | 4,220 |
| Certificates of participation in pools of residential mortgages | $4,436,000 | 3,659 |
| Issued or guaranteed by U.S. | $4,436,000 | 3,647 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $243,000 | 3,525 |
| CMOs issued by government agencies or sponsored agencies | $243,000 | 3,241 |
| 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) | $2,759,000 | 1,700 |
| Available-for-sale securities (fair market value) | $11,475,000 | 5,178 |
| Total debt securities | $14,218,000 | 5,197 |
| Structured notes | ||
| Amortized cost | $2,642,000 | 1,752 |
| Fair value | $2,663,000 | 1,744 |
| 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 | $16,504,000 | 4,947 |
| U.S. Government securities | $13,542,000 | 4,458 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $13,542,000 | 4,336 |
| Securities issued by states & political subdivisions | $2,952,000 | 4,050 |
| Other domestic debt securities | $0 | 2,880 |
| 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 | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $10,000 | 1,269 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,690,000 | 4,313 |
| Mortgage-backed securities | $4,881,000 | 4,105 |
| Certificates of participation in pools of residential mortgages | $4,632,000 | 3,529 |
| Issued or guaranteed by U.S. | $4,632,000 | 3,521 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $249,000 | 3,484 |
| CMOs issued by government agencies or sponsored agencies | $249,000 | 3,196 |
| 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) | $2,865,000 | 1,691 |
| Available-for-sale securities (fair market value) | $13,639,000 | 4,864 |
| Total debt securities | $16,494,000 | 4,912 |
| Structured notes | ||
| Amortized cost | $2,148,000 | 1,941 |
| Fair value | $2,157,000 | 1,939 |
| 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 | $14,670,000 | 5,076 |
| U.S. Government securities | $11,995,000 | 4,543 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $11,995,000 | 4,428 |
| Securities issued by states & political subdivisions | $2,671,000 | 4,149 |
| Other domestic debt securities | $0 | 3,063 |
| 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 | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $4,000 | 1,358 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,332,000 | 4,400 |
| Mortgage-backed securities | $3,691,000 | 4,314 |
| Certificates of participation in pools of residential mortgages | $3,431,000 | 3,773 |
| Issued or guaranteed by U.S. | $3,431,000 | 3,764 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $260,000 | 3,471 |
| CMOs issued by government agencies or sponsored agencies | $260,000 | 3,172 |
| 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) | $3,285,000 | 1,638 |
| Available-for-sale securities (fair market value) | $11,385,000 | 5,071 |
| Total debt securities | $14,666,000 | 5,038 |
| Structured notes | ||
| Amortized cost | $2,163,000 | 1,809 |
| Fair value | $2,176,000 | 1,799 |
| 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 | $13,987,000 | 5,112 |
| U.S. Government securities | $11,100,000 | 4,632 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $11,100,000 | 4,513 |
| Securities issued by states & political subdivisions | $2,885,000 | 3,996 |
| Other domestic debt securities | $0 | 3,145 |
| 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 | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $2,000 | 1,451 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,396,000 | 4,424 |
| Mortgage-backed securities | $3,747,000 | 4,335 |
| Certificates of participation in pools of residential mortgages | $3,729,000 | 3,676 |
| Issued or guaranteed by U.S. | $3,729,000 | 3,669 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $18,000 | 3,756 |
| CMOs issued by government agencies or sponsored agencies | $18,000 | 3,429 |
| 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) | $3,495,000 | 1,648 |
| Available-for-sale securities (fair market value) | $10,492,000 | 5,147 |
| Total debt securities | $13,985,000 | 5,076 |
| Structured notes | ||
| Amortized cost | $1,683,000 | 2,095 |
| Fair value | $1,700,000 | 2,093 |
| 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 | $14,577,000 | 5,039 |
| U.S. Government securities | $12,048,000 | 4,558 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $12,048,000 | 4,456 |
| Securities issued by states & political subdivisions | $2,527,000 | 4,087 |
| Other domestic debt securities | $0 | 3,148 |
| 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 | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $2,000 | 1,501 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,442,000 | 4,474 |
| Mortgage-backed securities | $4,124,000 | 4,225 |
| Certificates of participation in pools of residential mortgages | $4,098,000 | 3,588 |
| Issued or guaranteed by U.S. | $4,098,000 | 3,580 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $26,000 | 3,662 |
| CMOs issued by government agencies or sponsored agencies | $26,000 | 3,338 |
| 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) | $3,141,000 | 1,762 |
| Available-for-sale securities (fair market value) | $11,436,000 | 5,041 |
| Total debt securities | $14,575,000 | 5,006 |
| Structured notes | ||
| Amortized cost | $2,744,000 | 1,746 |
| Fair value | $2,763,000 | 1,738 |
| 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 | $14,191,000 | 5,126 |
| U.S. Government securities | $12,016,000 | 4,614 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $12,016,000 | 4,503 |
| Securities issued by states & political subdivisions | $2,167,000 | 4,221 |
| Other domestic debt securities | $0 | 3,203 |
| 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 | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $8,000 | 1,457 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,480,000 | 4,527 |
| Mortgage-backed securities | $4,092,000 | 4,321 |
| Certificates of participation in pools of residential mortgages | $4,059,000 | 3,712 |
| Issued or guaranteed by U.S. | $4,059,000 | 3,706 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $33,000 | 3,645 |
| CMOs issued by government agencies or sponsored agencies | $33,000 | 3,302 |
| 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) | $2,682,000 | 1,872 |
| Available-for-sale securities (fair market value) | $11,509,000 | 5,077 |
| Total debt securities | $14,191,000 | 5,092 |
| Structured notes | ||
| Amortized cost | $3,502,000 | 1,270 |
| Fair value | $3,516,000 | 1,271 |
| 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 | $13,492,000 | 5,236 |
| U.S. Government securities | $11,219,000 | 4,747 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $11,219,000 | 4,646 |
| Securities issued by states & political subdivisions | $2,266,000 | 4,199 |
| Other domestic debt securities | $0 | 3,260 |
| 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 | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $7,000 | 1,524 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,533,000 | 4,531 |
| Mortgage-backed securities | $3,817,000 | 4,449 |
| Certificates of participation in pools of residential mortgages | $3,778,000 | 3,886 |
| Issued or guaranteed by U.S. | $3,778,000 | 3,878 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $39,000 | 3,648 |
| CMOs issued by government agencies or sponsored agencies | $39,000 | 3,291 |
| 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) | $2,783,000 | 1,870 |
| Available-for-sale securities (fair market value) | $10,709,000 | 5,194 |
| Total debt securities | $13,485,000 | 5,197 |
| Structured notes | ||
| Amortized cost | $3,462,000 | 1,099 |
| Fair value | $3,477,000 | 1,082 |
| 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 | $13,116,000 | 5,324 |
| U.S. Government securities | $10,719,000 | 4,866 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $10,719,000 | 4,777 |
| Securities issued by states & political subdivisions | $2,384,000 | 4,188 |
| Other domestic debt securities | $0 | 3,355 |
| 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 | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $13,000 | 1,530 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,564,000 | 4,520 |
| Mortgage-backed securities | $3,060,000 | 4,760 |
| Certificates of participation in pools of residential mortgages | $3,013,000 | 4,218 |
| Issued or guaranteed by U.S. | $3,013,000 | 4,211 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $47,000 | 3,634 |
| CMOs issued by government agencies or sponsored agencies | $47,000 | 3,272 |
| 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) | $2,794,000 | 1,955 |
| Available-for-sale securities (fair market value) | $10,322,000 | 5,292 |
| Total debt securities | $13,103,000 | 5,279 |
| Structured notes | ||
| Amortized cost | $3,720,000 | 739 |
| Fair value | $3,735,000 | 735 |
| 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 | $10,285,000 | 5,766 |
| U.S. Government securities | $8,112,000 | 5,354 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $8,112,000 | 5,271 |
| Securities issued by states & political subdivisions | $2,169,000 | 4,263 |
| Other domestic debt securities | $0 | 3,425 |
| 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 | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $4,000 | 1,666 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,439,000 | 4,571 |
| Mortgage-backed securities | $2,965,000 | 4,824 |
| Certificates of participation in pools of residential mortgages | $2,909,000 | 4,330 |
| Issued or guaranteed by U.S. | $2,909,000 | 4,317 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $56,000 | 3,622 |
| CMOs issued by government agencies or sponsored agencies | $56,000 | 3,252 |
| 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) | $2,530,000 | 2,016 |
| Available-for-sale securities (fair market value) | $7,755,000 | 5,743 |
| Total debt securities | $10,285,000 | 5,722 |
| Structured notes | ||
| Amortized cost | $1,730,000 | 898 |
| Fair value | $1,726,000 | 887 |
| 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 | $9,815,000 | 5,921 |
| U.S. Government securities | $7,429,000 | 5,658 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $7,429,000 | 5,571 |
| Securities issued by states & political subdivisions | $2,382,000 | 4,077 |
| Other domestic debt securities | $0 | 3,349 |
| 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 | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $4,000 | 1,681 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,513,000 | 4,630 |
| Mortgage-backed securities | $3,257,000 | 4,805 |
| Certificates of participation in pools of residential mortgages | $3,192,000 | 4,317 |
| Issued or guaranteed by U.S. | $3,192,000 | 4,305 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $65,000 | 3,613 |
| CMOs issued by government agencies or sponsored agencies | $65,000 | 3,241 |
| 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) | $2,629,000 | 2,020 |
| Available-for-sale securities (fair market value) | $7,186,000 | 5,881 |
| Total debt securities | $9,815,000 | 5,865 |
| Structured notes | ||
| Amortized cost | $748,000 | 1,155 |
| Fair value | $747,000 | 1,146 |
| 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 | $10,636,000 | 5,797 |
| U.S. Government securities | $8,546,000 | 5,462 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $8,546,000 | 5,379 |
| Securities issued by states & political subdivisions | $2,088,000 | 4,161 |
| Other domestic debt securities | $0 | 3,273 |
| 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 | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $2,000 | 1,725 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,787,000 | 4,591 |
| Mortgage-backed securities | $3,506,000 | 4,721 |
| Certificates of participation in pools of residential mortgages | $3,434,000 | 4,211 |
| Issued or guaranteed by U.S. | $3,434,000 | 4,198 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $72,000 | 3,575 |
| CMOs issued by government agencies or sponsored agencies | $72,000 | 3,229 |
| 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) | $2,689,000 | 2,017 |
| Available-for-sale securities (fair market value) | $7,947,000 | 5,774 |
| Total debt securities | $10,636,000 | 5,757 |
| Structured notes | ||
| Amortized cost | $762,000 | 1,190 |
| Fair value | $767,000 | 1,188 |
| 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 | $11,570,000 | 5,609 |
| U.S. Government securities | $9,554,000 | 5,196 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $9,554,000 | 5,110 |
| Securities issued by states & political subdivisions | $2,008,000 | 4,199 |
| Other domestic debt securities | $0 | 3,233 |
| 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 | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $8,000 | 1,759 |
| 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 | 4,624 |
| Mortgage-backed securities | $3,341,000 | 4,687 |
| Certificates of participation in pools of residential mortgages | $3,262,000 | 4,193 |
| Issued or guaranteed by U.S. | $3,262,000 | 4,181 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $79,000 | 3,499 |
| CMOs issued by government agencies or sponsored agencies | $79,000 | 3,143 |
| 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) | $2,600,000 | 2,053 |
| Available-for-sale securities (fair market value) | $8,970,000 | 5,538 |
| Total debt securities | $11,570,000 | 5,568 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,321 |
| Fair value | $506,000 | 1,322 |
| 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 | $13,217,000 | 5,372 |
| U.S. Government securities | $11,330,000 | 4,864 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $11,330,000 | 4,779 |
| Securities issued by states & political subdivisions | $1,887,000 | 4,294 |
| Other domestic debt securities | $0 | 3,200 |
| 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 | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,725,000 | 4,607 |
| Mortgage-backed securities | $3,122,000 | 4,754 |
| Certificates of participation in pools of residential mortgages | $3,036,000 | 4,271 |
| Issued or guaranteed by U.S. | $3,036,000 | 4,255 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $86,000 | 3,490 |
| CMOs issued by government agencies or sponsored agencies | $86,000 | 3,158 |
| 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) | $2,471,000 | 2,088 |
| Available-for-sale securities (fair market value) | $10,746,000 | 5,275 |
| Total debt securities | $13,217,000 | 5,320 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,369 |
| Fair value | $509,000 | 1,372 |
| 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 | $11,071,000 | 5,746 |
| U.S. Government securities | $9,383,000 | 5,248 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $9,383,000 | 5,162 |
| Securities issued by states & political subdivisions | $1,688,000 | 4,425 |
| Other domestic debt securities | $0 | 3,172 |
| 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 | $0 | 2,362 |
| 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 | $4,817,000 | 4,540 |
| Mortgage-backed securities | $3,100,000 | 4,666 |
| Certificates of participation in pools of residential mortgages | $3,005,000 | 4,181 |
| Issued or guaranteed by U.S. | $3,005,000 | 4,166 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $95,000 | 3,466 |
| CMOs issued by government agencies or sponsored agencies | $95,000 | 3,125 |
| 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) | $2,273,000 | 2,172 |
| Available-for-sale securities (fair market value) | $8,798,000 | 5,630 |
| Total debt securities | $11,071,000 | 5,679 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,489 |
| Fair value | $516,000 | 1,496 |
| 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 | $9,430,000 | 6,126 |
| U.S. Government securities | $7,444,000 | 5,901 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $7,444,000 | 5,790 |
| Securities issued by states & political subdivisions | $1,886,000 | 4,330 |
| Other domestic debt securities | $100,000 | 2,828 |
| 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 | $100,000 | 2,122 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,760,000 | 4,580 |
| Mortgage-backed securities | $3,225,000 | 4,399 |
| Certificates of participation in pools of residential mortgages | $3,123,000 | 3,858 |
| Issued or guaranteed by U.S. | $3,123,000 | 3,842 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $102,000 | 3,376 |
| CMOs issued by government agencies or sponsored agencies | $102,000 | 3,054 |
| 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) | $2,275,000 | 2,234 |
| Available-for-sale securities (fair market value) | $7,155,000 | 6,000 |
| Total debt securities | $9,430,000 | 6,057 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,058 |
| Fair value | $503,000 | 1,959 |
| 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 | $8,765,000 | 6,323 |
| U.S. Government securities | $6,493,000 | 6,244 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $6,493,000 | 6,134 |
| Securities issued by states & political subdivisions | $2,172,000 | 4,178 |
| Other domestic debt securities | $100,000 | 2,789 |
| 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 | $100,000 | 2,099 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,699,000 | 4,973 |
| Mortgage-backed securities | $2,793,000 | 4,433 |
| Certificates of participation in pools of residential mortgages | $2,685,000 | 3,889 |
| Issued or guaranteed by U.S. | $2,685,000 | 3,872 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $108,000 | 3,327 |
| CMOs issued by government agencies or sponsored agencies | $108,000 | 3,001 |
| 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) | $2,281,000 | 2,279 |
| Available-for-sale securities (fair market value) | $6,484,000 | 6,177 |
| Total debt securities | $8,765,000 | 6,262 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,294 |
| Fair value | $503,000 | 2,170 |
| 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 | $8,852,000 | 6,331 |
| U.S. Government securities | $6,581,000 | 6,252 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $6,581,000 | 6,133 |
| Securities issued by states & political subdivisions | $2,171,000 | 4,170 |
| Other domestic debt securities | $100,000 | 2,738 |
| 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 | $100,000 | 2,064 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,673,000 | 5,014 |
| Mortgage-backed securities | $2,908,000 | 4,349 |
| Certificates of participation in pools of residential mortgages | $2,792,000 | 3,797 |
| Issued or guaranteed by U.S. | $2,792,000 | 3,785 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $116,000 | 3,298 |
| CMOs issued by government agencies or sponsored agencies | $116,000 | 2,980 |
| 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) | $2,283,000 | 2,297 |
| Available-for-sale securities (fair market value) | $6,569,000 | 6,169 |
| Total debt securities | $8,852,000 | 6,277 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,392 |
| Fair value | $497,000 | 2,319 |
| 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 | $10,059,000 | 6,110 |
| U.S. Government securities | $7,767,000 | 5,962 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $7,767,000 | 5,843 |
| Securities issued by states & political subdivisions | $2,191,000 | 4,172 |
| Other domestic debt securities | $101,000 | 2,770 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $101,000 | 2,111 |
| 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 | $3,189,000 | 5,219 |
| Mortgage-backed securities | $3,086,000 | 4,254 |
| Certificates of participation in pools of residential mortgages | $2,959,000 | 3,714 |
| Issued or guaranteed by U.S. | $2,959,000 | 3,699 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $127,000 | 3,258 |
| CMOs issued by government agencies or sponsored agencies | $127,000 | 2,967 |
| 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) | $2,299,000 | 2,333 |
| Available-for-sale securities (fair market value) | $7,760,000 | 5,932 |
| Total debt securities | $10,059,000 | 6,053 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,461 |
| Fair value | $501,000 | 2,326 |
| 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 | $9,967,000 | 6,174 |
| U.S. Government securities | $7,673,000 | 6,022 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $7,673,000 | 5,898 |
| Securities issued by states & political subdivisions | $2,193,000 | 4,200 |
| Other domestic debt securities | $101,000 | 2,805 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $101,000 | 2,172 |
| 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 | $2,689,000 | 5,439 |
| Mortgage-backed securities | $2,997,000 | 4,271 |
| Certificates of participation in pools of residential mortgages | $2,861,000 | 3,769 |
| Issued or guaranteed by U.S. | $2,861,000 | 3,758 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $136,000 | 3,255 |
| CMOs issued by government agencies or sponsored agencies | $136,000 | 2,964 |
| 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) | $2,301,000 | 2,379 |
| Available-for-sale securities (fair market value) | $7,666,000 | 6,003 |
| Total debt securities | $9,968,000 | 6,118 |
| Structured notes | ||
| Amortized cost | $999,000 | 2,090 |
| Fair value | $1,000,000 | 1,953 |
| 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 | $10,820,000 | 6,039 |
| U.S. Government securities | $8,358,000 | 5,923 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $8,358,000 | 5,804 |
| Securities issued by states & political subdivisions | $2,315,000 | 4,127 |
| Other domestic debt securities | $147,000 | 2,809 |
| 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 | $101,000 | 2,208 |
| 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 | $2,684,000 | 5,495 |
| Mortgage-backed securities | $3,129,000 | 4,225 |
| Certificates of participation in pools of residential mortgages | $2,984,000 | 3,698 |
| Issued or guaranteed by U.S. | $2,984,000 | 3,676 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $145,000 | 3,212 |
| CMOs issued by government agencies or sponsored agencies | $145,000 | 2,925 |
| 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) | $2,313,000 | 2,422 |
| Available-for-sale securities (fair market value) | $8,507,000 | 5,841 |
| Total debt securities | $10,820,000 | 5,981 |
| Structured notes | ||
| Amortized cost | $999,000 | 2,206 |
| Fair value | $998,000 | 2,072 |
| 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 | $12,050,000 | 5,825 |
| U.S. Government securities | $9,485,000 | 5,651 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $9,485,000 | 5,523 |
| Securities issued by states & political subdivisions | $2,310,000 | 4,120 |
| Other domestic debt securities | $255,000 | 2,689 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $54,000 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $201,000 | 2,181 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,174,000 | 5,717 |
| Mortgage-backed securities | $3,303,000 | 4,160 |
| Certificates of participation in pools of residential mortgages | $3,149,000 | 3,639 |
| Issued or guaranteed by U.S. | $3,149,000 | 3,625 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $154,000 | 3,213 |
| CMOs issued by government agencies or sponsored agencies | $154,000 | 2,905 |
| 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) | $2,315,000 | 2,450 |
| Available-for-sale securities (fair market value) | $9,735,000 | 5,598 |
| Total debt securities | $12,050,000 | 5,776 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 1,625 |
| Fair value | $1,981,000 | 1,546 |
| 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 | $13,339,000 | 5,666 |
| U.S. Government securities | $10,731,000 | 5,423 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $10,731,000 | 5,288 |
| Securities issued by states & political subdivisions | $2,345,000 | 4,130 |
| Other domestic debt securities | $263,000 | 2,757 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $62,000 | 296 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $201,000 | 2,289 |
| 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 | $1,198,000 | 6,263 |
| Mortgage-backed securities | $3,529,000 | 4,108 |
| Certificates of participation in pools of residential mortgages | $3,363,000 | 3,583 |
| Issued or guaranteed by U.S. | $3,363,000 | 3,568 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $166,000 | 3,215 |
| CMOs issued by government agencies or sponsored agencies | $166,000 | 2,910 |
| 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) | $1,997,000 | 2,596 |
| Available-for-sale securities (fair market value) | $11,342,000 | 5,332 |
| Total debt securities | $13,339,000 | 5,612 |
| Structured notes | ||
| Amortized cost | $2,499,000 | 1,433 |
| Fair value | $2,482,000 | 1,407 |
| 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 | $13,760,000 | 5,590 |
| U.S. Government securities | $10,940,000 | 5,368 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $10,940,000 | 5,232 |
| Securities issued by states & political subdivisions | $2,346,000 | 4,161 |
| Other domestic debt securities | $474,000 | 2,620 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $72,000 | 303 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $402,000 | 2,182 |
| 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 | $1,067,000 | 6,357 |
| Mortgage-backed securities | $3,879,000 | 4,002 |
| Certificates of participation in pools of residential mortgages | $3,701,000 | 3,476 |
| Issued or guaranteed by U.S. | $3,701,000 | 3,460 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $178,000 | 3,211 |
| CMOs issued by government agencies or sponsored agencies | $178,000 | 2,911 |
| 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) | $1,301,000 | 2,932 |
| Available-for-sale securities (fair market value) | $12,459,000 | 5,142 |
| Total debt securities | $13,760,000 | 5,542 |
| Structured notes | ||
| Amortized cost | $2,499,000 | 1,428 |
| Fair value | $2,477,000 | 1,413 |
| 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 | $13,324,000 | 5,657 |
| U.S. Government securities | $10,772,000 | 5,376 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $10,772,000 | 5,230 |
| Securities issued by states & political subdivisions | $2,059,000 | 4,334 |
| Other domestic debt securities | $493,000 | 2,641 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $87,000 | 313 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $406,000 | 2,244 |
| 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 | $1,078,000 | 6,372 |
| Mortgage-backed securities | $4,173,000 | 3,958 |
| Certificates of participation in pools of residential mortgages | $3,979,000 | 3,428 |
| Issued or guaranteed by U.S. | $3,979,000 | 3,413 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $194,000 | 3,209 |
| CMOs issued by government agencies or sponsored agencies | $194,000 | 2,904 |
| 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) | $900,000 | 3,182 |
| Available-for-sale securities (fair market value) | $12,424,000 | 5,121 |
| Total debt securities | $13,324,000 | 5,601 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,384 |
| Fair value | $2,476,000 | 1,406 |
| 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 | $14,263,000 | 5,538 |
| U.S. Government securities | $11,688,000 | 5,217 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $11,688,000 | 5,065 |
| Securities issued by states & political subdivisions | $2,064,000 | 4,316 |
| Other domestic debt securities | $511,000 | 2,588 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $102,000 | 315 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $409,000 | 2,326 |
| 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 | $1,095,000 | 6,370 |
| Mortgage-backed securities | $4,538,000 | 3,923 |
| Certificates of participation in pools of residential mortgages | $4,326,000 | 3,396 |
| Issued or guaranteed by U.S. | $4,326,000 | 3,381 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $212,000 | 3,223 |
| CMOs issued by government agencies or sponsored agencies | $212,000 | 2,929 |
| 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) | $907,000 | 3,222 |
| Available-for-sale securities (fair market value) | $13,356,000 | 5,002 |
| Total debt securities | $14,263,000 | 5,472 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,379 |
| Fair value | $2,487,000 | 1,401 |
| 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 | $14,237,000 | 5,615 |
| U.S. Government securities | $11,631,000 | 5,299 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,631,000 | 5,148 |
| Securities issued by states & political subdivisions | $2,081,000 | 4,302 |
| Other domestic debt securities | $525,000 | 2,641 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $115,000 | 301 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $410,000 | 2,401 |
| 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 | $1,101,000 | 6,412 |
| Mortgage-backed securities | $4,309,000 | 4,093 |
| Certificates of participation in pools of residential mortgages | $4,084,000 | 3,559 |
| Issued or guaranteed by U.S. | $4,084,000 | 3,549 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $225,000 | 3,251 |
| CMOs issued by government agencies or sponsored agencies | $225,000 | 2,969 |
| 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) | $935,000 | 3,257 |
| Available-for-sale securities (fair market value) | $13,302,000 | 5,068 |
| Total debt securities | $14,237,000 | 5,544 |
| Structured notes | ||
| Amortized cost | $2,498,000 | 1,387 |
| Fair value | $2,466,000 | 1,382 |
| 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 | $14,207,000 | 5,640 |
| U.S. Government securities | $11,524,000 | 5,347 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,524,000 | 5,188 |
| Securities issued by states & political subdivisions | $2,139,000 | 4,258 |
| Other domestic debt securities | $544,000 | 2,662 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $127,000 | 305 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $417,000 | 2,447 |
| 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 | $1,120,000 | 6,402 |
| Mortgage-backed securities | $4,097,000 | 4,212 |
| Certificates of participation in pools of residential mortgages | $3,853,000 | 3,688 |
| Issued or guaranteed by U.S. | $3,853,000 | 3,680 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $244,000 | 3,263 |
| CMOs issued by government agencies or sponsored agencies | $244,000 | 2,975 |
| 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) | $939,000 | 3,284 |
| Available-for-sale securities (fair market value) | $13,268,000 | 5,102 |
| Total debt securities | $14,207,000 | 5,569 |
| Structured notes | ||
| Amortized cost | $2,498,000 | 1,352 |
| Fair value | $2,484,000 | 1,352 |
| 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 | $16,293,000 | 5,298 |
| U.S. Government securities | $13,529,000 | 4,917 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $13,529,000 | 4,771 |
| Securities issued by states & political subdivisions | $2,195,000 | 4,231 |
| Other domestic debt securities | $569,000 | 2,676 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $147,000 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $422,000 | 2,507 |
| 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 | $1,180,000 | 6,411 |
| Mortgage-backed securities | $4,555,000 | 4,092 |
| Certificates of participation in pools of residential mortgages | $4,292,000 | 3,555 |
| Issued or guaranteed by U.S. | $4,292,000 | 3,548 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $263,000 | 3,259 |
| CMOs issued by government agencies or sponsored agencies | $263,000 | 2,979 |
| 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) | $946,000 | 3,341 |
| Available-for-sale securities (fair market value) | $15,347,000 | 4,765 |
| Total debt securities | $16,293,000 | 5,226 |
| Structured notes | ||
| Amortized cost | $3,498,000 | 1,126 |
| Fair value | $3,490,000 | 1,124 |
| 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 | $17,987,000 | 5,097 |
| U.S. Government securities | $15,293,000 | 4,647 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $15,293,000 | 4,480 |
| Securities issued by states & political subdivisions | $2,011,000 | 4,355 |
| Other domestic debt securities | $683,000 | 2,698 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $158,000 | 322 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $525,000 | 2,428 |
| 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 | $1,186,000 | 6,422 |
| Mortgage-backed securities | $4,865,000 | 4,057 |
| Certificates of participation in pools of residential mortgages | $4,586,000 | 3,534 |
| Issued or guaranteed by U.S. | $4,586,000 | 3,527 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $279,000 | 3,302 |
| CMOs issued by government agencies or sponsored agencies | $279,000 | 3,030 |
| 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) | $954,000 | 3,361 |
| Available-for-sale securities (fair market value) | $17,033,000 | 4,588 |
| Total debt securities | $17,987,000 | 5,021 |
| Structured notes | ||
| Amortized cost | $3,998,000 | 998 |
| Fair value | $3,947,000 | 979 |
| 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 | $17,812,000 | 5,082 |
| U.S. Government securities | $15,142,000 | 4,614 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $15,142,000 | 4,470 |
| Securities issued by states & political subdivisions | $1,956,000 | 4,384 |
| Other domestic debt securities | $714,000 | 2,766 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $175,000 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $539,000 | 2,491 |
| 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 | $1,231,000 | 6,371 |
| Mortgage-backed securities | $4,532,000 | 4,207 |
| Certificates of participation in pools of residential mortgages | $4,211,000 | 3,696 |
| Issued or guaranteed by U.S. | $4,211,000 | 3,688 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $321,000 | 3,330 |
| CMOs issued by government agencies or sponsored agencies | $321,000 | 3,046 |
| 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) | $881,000 | 3,430 |
| Available-for-sale securities (fair market value) | $16,931,000 | 4,588 |
| Total debt securities | $17,812,000 | 5,006 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $17,862,000 | 5,121 |
| U.S. Government securities | $14,985,000 | 4,690 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $14,985,000 | 4,551 |
| Securities issued by states & political subdivisions | $2,152,000 | 4,297 |
| Other domestic debt securities | $725,000 | 2,810 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $190,000 | 355 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $535,000 | 2,632 |
| 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 | $1,242,000 | 6,346 |
| Mortgage-backed securities | $4,897,000 | 4,089 |
| Certificates of participation in pools of residential mortgages | $4,552,000 | 3,551 |
| Issued or guaranteed by U.S. | $4,552,000 | 3,540 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $345,000 | 3,340 |
| CMOs issued by government agencies or sponsored agencies | $345,000 | 3,179 |
| 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) | $694,000 | 3,627 |
| Available-for-sale securities (fair market value) | $17,168,000 | 4,566 |
| Total debt securities | $17,862,000 | 5,038 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $16,818,000 | 5,223 |
| U.S. Government securities | $14,095,000 | 4,713 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $14,095,000 | 4,551 |
| Securities issued by states & political subdivisions | $1,964,000 | 4,429 |
| Other domestic debt securities | $759,000 | 2,905 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $220,000 | 365 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $539,000 | 2,741 |
| 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 | $1,282,000 | 6,328 |
| Mortgage-backed securities | $4,973,000 | 4,060 |
| Certificates of participation in pools of residential mortgages | $4,562,000 | 3,558 |
| Issued or guaranteed by U.S. | $4,562,000 | 3,545 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $411,000 | 3,341 |
| CMOs issued by government agencies or sponsored agencies | $411,000 | 3,176 |
| 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) | $534,000 | 3,807 |
| Available-for-sale securities (fair market value) | $16,284,000 | 4,656 |
| Total debt securities | $16,818,000 | 5,138 |
| 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 | $17,168,000 | 5,106 |
| U.S. Government securities | $14,395,000 | 4,613 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $14,395,000 | 4,466 |
| Securities issued by states & political subdivisions | $1,988,000 | 4,383 |
| Other domestic debt securities | $785,000 | 2,946 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $234,000 | 378 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $551,000 | 2,798 |
| 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 | $1,329,000 | 6,295 |
| Mortgage-backed securities | $5,666,000 | 3,951 |
| Certificates of participation in pools of residential mortgages | $5,105,000 | 3,407 |
| Issued or guaranteed by U.S. | $5,105,000 | 3,396 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $561,000 | 3,366 |
| CMOs issued by government agencies or sponsored agencies | $561,000 | 3,198 |
| 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) | $673,000 | 3,718 |
| Available-for-sale securities (fair market value) | $16,495,000 | 4,554 |
| Total debt securities | $17,168,000 | 5,009 |
| 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 | $16,410,000 | 5,272 |
| U.S. Government securities | $13,761,000 | 4,741 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $13,761,000 | 4,574 |
| Securities issued by states & political subdivisions | $1,863,000 | 4,402 |
| Other domestic debt securities | $786,000 | 2,993 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $253,000 | 382 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $533,000 | 2,834 |
| 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 | $1,346,000 | 6,309 |
| Mortgage-backed securities | $6,912,000 | 3,641 |
| Certificates of participation in pools of residential mortgages | $6,230,000 | 3,070 |
| Issued or guaranteed by U.S. | $6,230,000 | 3,057 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $682,000 | 3,365 |
| CMOs issued by government agencies or sponsored agencies | $682,000 | 3,214 |
| 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) | $710,000 | 3,734 |
| Available-for-sale securities (fair market value) | $15,700,000 | 4,653 |
| Total debt securities | $16,410,000 | 5,174 |
| 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 | $13,614,000 | 5,721 |
| U.S. Government securities | $11,404,000 | 5,253 |
| U.S. Treasury securities | $999,000 | 1,710 |
| U.S. Government agency obligations | $10,405,000 | 5,288 |
| Securities issued by states & political subdivisions | $1,430,000 | 4,748 |
| Other domestic debt securities | $780,000 | 3,012 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $252,000 | 392 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $528,000 | 2,856 |
| 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 | $1,362,000 | 6,315 |
| Mortgage-backed securities | $6,529,000 | 3,723 |
| Certificates of participation in pools of residential mortgages | $6,125,000 | 3,046 |
| Issued or guaranteed by U.S. | $6,125,000 | 3,034 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $404,000 | 3,712 |
| CMOs issued by government agencies or sponsored agencies | $404,000 | 3,554 |
| 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) | $1,511,000 | 3,245 |
| Available-for-sale securities (fair market value) | $12,103,000 | 5,261 |
| Total debt securities | $13,614,000 | 5,628 |
| 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 | $12,738,000 | 5,847 |
| U.S. Government securities | $11,065,000 | 5,236 |
| U.S. Treasury securities | $1,490,000 | 1,664 |
| U.S. Government agency obligations | $9,575,000 | 5,389 |
| Securities issued by states & political subdivisions | $769,000 | 5,543 |
| Other domestic debt securities | $904,000 | 3,035 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $393,000 | 415 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $511,000 | 2,910 |
| 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 | $1,910,000 | 6,025 |
| Mortgage-backed securities | $5,686,000 | 3,788 |
| Certificates of participation in pools of residential mortgages | $5,437,000 | 3,019 |
| Issued or guaranteed by U.S. | $5,437,000 | 3,002 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $249,000 | 4,056 |
| CMOs issued by government agencies or sponsored agencies | $249,000 | 3,875 |
| 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) | $2,137,000 | 3,132 |
| Available-for-sale securities (fair market value) | $10,601,000 | 5,489 |
| Total debt securities | $12,738,000 | 5,750 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $14,333,000 | 5,700 |
| U.S. Government securities | $13,297,000 | 4,932 |
| U.S. Treasury securities | $1,580,000 | 2,166 |
| U.S. Government agency obligations | $11,717,000 | 5,017 |
| Securities issued by states & political subdivisions | $915,000 | 5,469 |
| 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 | $121,000 | 6,582 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,581,000 | 6,577 |
| Mortgage-backed securities | $2,858,000 | 4,277 |
| Certificates of participation in pools of residential mortgages | $2,858,000 | 3,445 |
| Issued or guaranteed by U.S. | $2,858,000 | 3,427 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,373,000 | 3,687 |
| Available-for-sale securities (fair market value) | $11,960,000 | 5,233 |
| Total debt securities | $14,212,000 | 5,609 |
| 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 | $13,649,000 | 6,121 |
| U.S. Government securities | $12,696,000 | 5,327 |
| U.S. Treasury securities | $2,093,000 | 2,598 |
| U.S. Government agency obligations | $10,603,000 | 5,407 |
| Securities issued by states & political subdivisions | $832,000 | 5,881 |
| 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 | $121,000 | 6,518 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,599,000 | 6,639 |
| Mortgage-backed securities | $2,942,000 | 4,508 |
| Certificates of participation in pools of residential mortgages | $2,942,000 | 3,612 |
| Issued or guaranteed by U.S. | $2,942,000 | 3,597 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,103,000 | 4,177 |
| Available-for-sale securities (fair market value) | $11,546,000 | 5,457 |
| Total debt securities | $13,528,000 | 6,030 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $11,368,000 | 6,699 |
| U.S. Government securities | $10,576,000 | 5,910 |
| U.S. Treasury securities | $4,622,000 | 2,373 |
| U.S. Government agency obligations | $5,954,000 | 6,748 |
| Securities issued by states & political subdivisions | $679,000 | 6,259 |
| 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 | $113,000 | 6,344 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,606,000 | 6,457 |
| Mortgage-backed securities | $3,365,000 | 4,547 |
| Certificates of participation in pools of residential mortgages | $3,365,000 | 3,624 |
| Issued or guaranteed by U.S. | $3,365,000 | 3,606 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,279,000 | 4,571 |
| Available-for-sale securities (fair market value) | $9,089,000 | 6,018 |
| Total debt securities | $11,255,000 | 6,600 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $13,292,000 | 6,453 |
| U.S. Government securities | $12,360,000 | 5,713 |
| U.S. Treasury securities | $5,905,000 | 2,830 |
| U.S. Government agency obligations | $6,455,000 | 6,611 |
| Securities issued by states & political subdivisions | $930,000 | 5,944 |
| 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 | $2,000 | 8,208 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,601,000 | 6,844 |
| Mortgage-backed securities | $2,455,000 | 5,089 |
| Certificates of participation in pools of residential mortgages | $2,455,000 | 4,062 |
| Issued or guaranteed by U.S. | $2,455,000 | 4,046 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,131,000 | 4,499 |
| Available-for-sale securities (fair market value) | $9,161,000 | 6,001 |
| Total debt securities | $13,290,000 | 6,314 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $13,379,000 | 6,877 |
| U.S. Government securities | $12,267,000 | 6,231 |
| U.S. Treasury securities | $5,958,000 | 3,393 |
| U.S. Government agency obligations | $6,309,000 | 6,978 |
| Securities issued by states & political subdivisions | $1,110,000 | 5,909 |
| 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 | $2,000 | 8,367 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,602,000 | 7,101 |
| Mortgage-backed securities | $189,000 | 8,191 |
| Certificates of participation in pools of residential mortgages | $189,000 | 7,499 |
| Issued or guaranteed by U.S. | $189,000 | 7,481 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,116,000 | 4,254 |
| Available-for-sale securities (fair market value) | $7,263,000 | 6,881 |
| Total debt securities | $13,377,000 | 6,752 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $11,387,000 | 7,805 |
| U.S. Government securities | $10,174,000 | 7,242 |
| U.S. Treasury securities | $5,504,000 | 4,309 |
| U.S. Government agency obligations | $4,670,000 | 7,905 |
| Securities issued by states & political subdivisions | $1,211,000 | 5,991 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,510 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,312,000 | 7,670 |
| Mortgage-backed securities | $236,000 | 8,584 |
| Certificates of participation in pools of residential mortgages | $236,000 | 7,730 |
| Issued or guaranteed by U.S. | $236,000 | 7,700 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,831,000 | 3,960 |
| Available-for-sale securities (fair market value) | $3,556,000 | 8,684 |
| Total debt securities | $11,385,000 | 7,679 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $10,594,000 | 8,535 |
| U.S. Government securities | $9,416,000 | 8,006 |
| U.S. Treasury securities | $6,295,000 | 4,796 |
| U.S. Government agency obligations | $3,121,000 | 9,010 |
| Securities issued by states & political subdivisions | $1,176,000 | 6,334 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,694 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,608,000 | 7,509 |
| Mortgage-backed securities | $222,000 | 9,162 |
| Certificates of participation in pools of residential mortgages | $222,000 | 8,252 |
| Issued or guaranteed by U.S. | $222,000 | 8,226 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,123,000 | 6,030 |
| Available-for-sale securities (fair market value) | $1,471,000 | 9,288 |
| Total debt securities | $10,592,000 | 8,420 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $13,156,000 | 7,971 |
| U.S. Government securities | $11,878,000 | 7,286 |
| U.S. Treasury securities | $7,898,000 | 4,249 |
| U.S. Government agency obligations | $3,980,000 | 8,632 |
| Securities issued by states & political subdivisions | $1,276,000 | 6,332 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,799 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,111,000 | 8,322 |
| Mortgage-backed securities | $278,000 | 9,733 |
| Certificates of participation in pools of residential mortgages | $278,000 | 8,718 |
| Issued or guaranteed by U.S. | $278,000 | 8,664 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $13,154,000 | 7,816 |
| 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 | $12,084,000 | 8,360 |
| U.S. Government securities | $10,989,000 | 7,632 |
| U.S. Treasury securities | $7,676,000 | 4,322 |
| U.S. Government agency obligations | $3,313,000 | 9,281 |
| Securities issued by states & political subdivisions | $1,092,000 | 6,406 |
| 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 | $3,000 | 8,718 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $928,000 | 8,894 |
| Mortgage-backed securities | $305,000 | 10,204 |
| Certificates of participation in pools of residential mortgages | $305,000 | 9,122 |
| Issued or guaranteed by U.S. | $305,000 | 9,052 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $12,081,000 | 8,222 |
| 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 |