Home > Bank of Oak Ridge > Securities
Bank of Oak Ridge, Securities
| 2023-12-31 | Rank | |
| Total securities | $4,485,000 | 4,248 |
| U.S. Government securities | $2,760,000 | 4,132 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $2,760,000 | 3,889 |
| Securities issued by states & political subdivisions | $1,725,000 | 3,380 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,484,000 | 3,397 |
| Mortgage-backed securities | $364,000 | 3,631 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $153,000 | 3,507 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $152,000 | 2,529 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $59,000 | 1,549 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $4,485,000 | 3,989 |
| Total debt securities | $4,483,000 | 4,221 |
| Structured notes | ||
| Amortized cost | $500,000 | 939 |
| Fair value | $485,000 | 966 |
| 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 | $4,388,000 | 4,281 |
| U.S. Government securities | $2,732,000 | 4,170 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $2,732,000 | 3,916 |
| Securities issued by states & political subdivisions | $1,656,000 | 3,410 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,388,000 | 3,382 |
| Mortgage-backed securities | $379,000 | 3,642 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $164,000 | 3,524 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $152,000 | 2,522 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $63,000 | 1,529 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $4,388,000 | 4,010 |
| Total debt securities | $4,390,000 | 4,254 |
| Structured notes | ||
| Amortized cost | $500,000 | 962 |
| Fair value | $477,000 | 989 |
| 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 | $4,441,000 | 4,315 |
| U.S. Government securities | $2,756,000 | 4,204 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $2,756,000 | 3,942 |
| Securities issued by states & political subdivisions | $1,685,000 | 3,450 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,441,000 | 3,355 |
| Mortgage-backed securities | $417,000 | 3,652 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $184,000 | 3,525 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $160,000 | 2,521 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $73,000 | 1,519 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $4,441,000 | 4,038 |
| Total debt securities | $4,441,000 | 4,288 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,012 |
| Fair value | $473,000 | 1,041 |
| 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 | $4,541,000 | 4,382 |
| U.S. Government securities | $2,813,000 | 4,266 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $2,813,000 | 3,953 |
| Securities issued by states & political subdivisions | $1,728,000 | 3,498 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $656,000 | 3,828 |
| Mortgage-backed securities | $455,000 | 3,695 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $208,000 | 3,558 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $169,000 | 2,551 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $78,000 | 1,537 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $4,541,000 | 4,099 |
| Total debt securities | $4,540,000 | 4,356 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,040 |
| Fair value | $478,000 | 1,070 |
| 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 | $4,504,000 | 4,420 |
| U.S. Government securities | $2,811,000 | 4,295 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $2,811,000 | 3,972 |
| Securities issued by states & political subdivisions | $1,693,000 | 3,548 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $616,000 | 3,797 |
| Mortgage-backed securities | $490,000 | 3,715 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $230,000 | 3,585 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $174,000 | 2,566 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $86,000 | 1,536 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $4,504,000 | 4,134 |
| Total debt securities | $4,503,000 | 4,395 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,066 |
| Fair value | $471,000 | 1,097 |
| 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 | $3,655,000 | 4,481 |
| U.S. Government securities | $2,834,000 | 4,322 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $2,834,000 | 3,986 |
| Securities issued by states & political subdivisions | $821,000 | 3,765 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $618,000 | 3,815 |
| Mortgage-backed securities | $527,000 | 3,734 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $253,000 | 3,596 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $182,000 | 2,579 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $92,000 | 1,549 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $3,655,000 | 4,208 |
| Total debt securities | $3,653,000 | 4,457 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,055 |
| Fair value | $467,000 | 1,083 |
| 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 | $3,946,000 | 4,496 |
| U.S. Government securities | $3,083,000 | 4,311 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $3,083,000 | 3,977 |
| Securities issued by states & political subdivisions | $863,000 | 3,801 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $604,000 | 3,853 |
| Mortgage-backed securities | $714,000 | 3,742 |
| Certificates of participation in pools of residential mortgages | $411,000 | 3,642 |
| Issued or guaranteed by U.S. | $411,000 | 3,555 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $197,000 | 2,671 |
| CMOs issued by government agencies or sponsored agencies | $197,000 | 2,597 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $106,000 | 2,017 |
| Commercial mortgage pass-through securities | $106,000 | 1,536 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $3,946,000 | 4,228 |
| Total debt securities | $3,946,000 | 4,479 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,031 |
| Fair value | $481,000 | 1,055 |
| 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 | $4,088,000 | 4,451 |
| U.S. Government securities | $3,192,000 | 4,243 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $3,192,000 | 3,955 |
| Securities issued by states & political subdivisions | $896,000 | 3,814 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,045 |
| Mortgage-backed securities | $780,000 | 3,741 |
| Certificates of participation in pools of residential mortgages | $450,000 | 3,646 |
| Issued or guaranteed by U.S. | $450,000 | 3,562 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $213,000 | 2,655 |
| CMOs issued by government agencies or sponsored agencies | $213,000 | 2,583 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $117,000 | 1,986 |
| Commercial mortgage pass-through securities | $117,000 | 1,503 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $4,088,000 | 4,198 |
| Total debt securities | $4,089,000 | 4,434 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $4,338,000 | 4,425 |
| U.S. Government securities | $3,391,000 | 4,152 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $3,391,000 | 3,923 |
| Securities issued by states & political subdivisions | $947,000 | 3,836 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,228,000 | 3,395 |
| Mortgage-backed securities | $901,000 | 3,737 |
| Certificates of participation in pools of residential mortgages | $517,000 | 3,638 |
| Issued or guaranteed by U.S. | $517,000 | 3,549 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $242,000 | 2,629 |
| CMOs issued by government agencies or sponsored agencies | $242,000 | 2,571 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $142,000 | 1,947 |
| Commercial mortgage pass-through securities | $142,000 | 1,467 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $4,338,000 | 4,197 |
| Total debt securities | $4,338,000 | 4,405 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 656 |
| Fair value | $996,000 | 672 |
| 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 | $2,946,000 | 4,547 |
| U.S. Government securities | $1,986,000 | 4,310 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $1,986,000 | 4,138 |
| Securities issued by states & political subdivisions | $960,000 | 3,864 |
| 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 | $2,946,000 | 3,458 |
| Mortgage-backed securities | $987,000 | 3,766 |
| Certificates of participation in pools of residential mortgages | $565,000 | 3,661 |
| Issued or guaranteed by U.S. | $565,000 | 3,576 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $266,000 | 2,661 |
| CMOs issued by government agencies or sponsored agencies | $266,000 | 2,600 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $156,000 | 1,956 |
| Commercial mortgage pass-through securities | $156,000 | 1,478 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $2,946,000 | 4,311 |
| Total debt securities | $2,949,000 | 4,524 |
| Structured notes | ||
| Amortized cost | $500,000 | 730 |
| Fair value | $499,000 | 749 |
| 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 | $3,068,000 | 4,554 |
| U.S. Government securities | $2,110,000 | 4,310 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $2,110,000 | 4,145 |
| Securities issued by states & political subdivisions | $958,000 | 3,880 |
| 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 | $3,068,000 | 3,445 |
| Mortgage-backed securities | $1,114,000 | 3,757 |
| Certificates of participation in pools of residential mortgages | $632,000 | 3,661 |
| Issued or guaranteed by U.S. | $632,000 | 3,566 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $298,000 | 2,631 |
| CMOs issued by government agencies or sponsored agencies | $298,000 | 2,581 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $184,000 | 1,952 |
| Commercial mortgage pass-through securities | $177,000 | 1,485 |
| Other commercial mortgage-backed securities | $7,000 | 1,401 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $3,068,000 | 4,312 |
| Total debt securities | $3,068,000 | 4,532 |
| Structured notes | ||
| Amortized cost | $500,000 | 662 |
| Fair value | $499,000 | 688 |
| 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 | $2,573,000 | 4,578 |
| U.S. Government securities | $1,581,000 | 4,336 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $1,581,000 | 4,199 |
| Securities issued by states & political subdivisions | $992,000 | 3,875 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,371,000 | 3,560 |
| Mortgage-backed securities | $1,581,000 | 3,651 |
| Certificates of participation in pools of residential mortgages | $784,000 | 3,606 |
| Issued or guaranteed by U.S. | $784,000 | 3,515 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $336,000 | 2,580 |
| CMOs issued by government agencies or sponsored agencies | $336,000 | 2,530 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $461,000 | 1,867 |
| Commercial mortgage pass-through securities | $190,000 | 1,476 |
| Other commercial mortgage-backed securities | $271,000 | 1,333 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $2,573,000 | 4,335 |
| Total debt securities | $2,572,000 | 4,556 |
| 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 | $2,775,000 | 4,546 |
| U.S. Government securities | $1,978,000 | 4,222 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $1,978,000 | 4,089 |
| Securities issued by states & political subdivisions | $797,000 | 3,950 |
| 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 | $2,773,000 | 3,496 |
| Mortgage-backed securities | $1,978,000 | 3,593 |
| Certificates of participation in pools of residential mortgages | $887,000 | 3,558 |
| Issued or guaranteed by U.S. | $887,000 | 3,470 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $383,000 | 2,573 |
| CMOs issued by government agencies or sponsored agencies | $383,000 | 2,519 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $708,000 | 1,737 |
| Commercial mortgage pass-through securities | $224,000 | 1,414 |
| Other commercial mortgage-backed securities | $484,000 | 1,252 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $2,775,000 | 4,312 |
| Total debt securities | $2,776,000 | 4,526 |
| 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 | $3,466,000 | 4,498 |
| U.S. Government securities | $2,279,000 | 4,203 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $2,279,000 | 4,060 |
| Securities issued by states & political subdivisions | $1,187,000 | 3,803 |
| 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 | $3,464,000 | 3,394 |
| Mortgage-backed securities | $2,279,000 | 3,544 |
| Certificates of participation in pools of residential mortgages | $981,000 | 3,538 |
| Issued or guaranteed by U.S. | $981,000 | 3,450 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $423,000 | 2,581 |
| CMOs issued by government agencies or sponsored agencies | $423,000 | 2,528 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $875,000 | 1,675 |
| Commercial mortgage pass-through securities | $236,000 | 1,402 |
| Other commercial mortgage-backed securities | $639,000 | 1,172 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $3,466,000 | 4,266 |
| Total debt securities | $3,466,000 | 4,477 |
| 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 | $3,351,000 | 4,533 |
| U.S. Government securities | $2,781,000 | 4,152 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $2,781,000 | 3,996 |
| Securities issued by states & political subdivisions | $570,000 | 4,001 |
| 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 | $3,117,000 | 3,484 |
| Mortgage-backed securities | $2,781,000 | 3,474 |
| Certificates of participation in pools of residential mortgages | $1,100,000 | 3,486 |
| Issued or guaranteed by U.S. | $1,100,000 | 3,393 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $524,000 | 2,537 |
| CMOs issued by government agencies or sponsored agencies | $524,000 | 2,495 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $1,157,000 | 1,554 |
| Commercial mortgage pass-through securities | $267,000 | 1,388 |
| Other commercial mortgage-backed securities | $890,000 | 1,096 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $3,351,000 | 4,299 |
| Total debt securities | $3,352,000 | 4,512 |
| 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 | $3,976,000 | 4,521 |
| U.S. Government securities | $3,178,000 | 4,144 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $3,178,000 | 3,984 |
| Securities issued by states & political subdivisions | $798,000 | 3,915 |
| 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 | $3,165,000 | 3,486 |
| Mortgage-backed securities | $3,178,000 | 3,397 |
| Certificates of participation in pools of residential mortgages | $1,282,000 | 3,435 |
| Issued or guaranteed by U.S. | $1,282,000 | 3,335 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $604,000 | 2,514 |
| CMOs issued by government agencies or sponsored agencies | $604,000 | 2,466 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $1,292,000 | 1,505 |
| Commercial mortgage pass-through securities | $282,000 | 1,348 |
| Other commercial mortgage-backed securities | $1,010,000 | 1,032 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $3,976,000 | 4,280 |
| Total debt securities | $3,978,000 | 4,501 |
| 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 | $6,670,000 | 4,354 |
| U.S. Government securities | $5,611,000 | 3,894 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $5,611,000 | 3,724 |
| Securities issued by states & political subdivisions | $1,059,000 | 3,838 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,439,000 | 3,159 |
| Mortgage-backed securities | $5,611,000 | 3,064 |
| Certificates of participation in pools of residential mortgages | $1,437,000 | 3,387 |
| Issued or guaranteed by U.S. | $1,437,000 | 3,289 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $756,000 | 2,450 |
| CMOs issued by government agencies or sponsored agencies | $756,000 | 2,407 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $3,418,000 | 1,129 |
| Commercial mortgage pass-through securities | $2,231,000 | 862 |
| Other commercial mortgage-backed securities | $1,187,000 | 947 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $6,670,000 | 4,114 |
| Total debt securities | $6,672,000 | 4,334 |
| 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 | $7,862,000 | 4,331 |
| U.S. Government securities | $6,242,000 | 3,886 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $6,242,000 | 3,717 |
| Securities issued by states & political subdivisions | $1,620,000 | 3,705 |
| 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 | $6,052,000 | 3,115 |
| Mortgage-backed securities | $6,242,000 | 2,974 |
| Certificates of participation in pools of residential mortgages | $1,567,000 | 3,354 |
| Issued or guaranteed by U.S. | $1,567,000 | 3,255 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $945,000 | 2,396 |
| CMOs issued by government agencies or sponsored agencies | $945,000 | 2,352 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $3,730,000 | 1,084 |
| Commercial mortgage pass-through securities | $2,269,000 | 850 |
| Other commercial mortgage-backed securities | $1,461,000 | 888 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $7,862,000 | 4,080 |
| Total debt securities | $7,862,000 | 4,308 |
| 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 | $9,015,000 | 4,286 |
| U.S. Government securities | $7,388,000 | 3,814 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $7,388,000 | 3,652 |
| Securities issued by states & political subdivisions | $1,627,000 | 3,768 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,632,000 | 3,219 |
| Mortgage-backed securities | $7,388,000 | 2,856 |
| Certificates of participation in pools of residential mortgages | $2,069,000 | 3,223 |
| Issued or guaranteed by U.S. | $2,069,000 | 3,134 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,223,000 | 2,294 |
| CMOs issued by government agencies or sponsored agencies | $1,223,000 | 2,245 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $4,096,000 | 1,023 |
| Commercial mortgage pass-through securities | $2,317,000 | 841 |
| Other commercial mortgage-backed securities | $1,779,000 | 825 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $9,015,000 | 4,017 |
| Total debt securities | $9,017,000 | 4,263 |
| 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 | $9,929,000 | 4,262 |
| U.S. Government securities | $7,992,000 | 3,790 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $7,992,000 | 3,624 |
| Securities issued by states & political subdivisions | $1,936,000 | 3,732 |
| Other domestic debt securities | $1,000 | 2,020 |
| Privately issued residential mortgage-backed securities | $1,000 | 687 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,624,000 | 3,286 |
| Mortgage-backed securities | $7,993,000 | 2,799 |
| Certificates of participation in pools of residential mortgages | $2,213,000 | 3,207 |
| Issued or guaranteed by U.S. | $2,213,000 | 3,115 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,463,000 | 2,220 |
| CMOs issued by government agencies or sponsored agencies | $1,462,000 | 2,169 |
| Privately issued | $1,000 | 489 |
| Commercial mortgage-backed securities | $4,317,000 | 936 |
| Commercial mortgage pass-through securities | $2,324,000 | 826 |
| Other commercial mortgage-backed securities | $1,993,000 | 718 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $9,929,000 | 3,991 |
| Total debt securities | $9,930,000 | 4,240 |
| 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 | $10,598,000 | 4,247 |
| U.S. Government securities | $8,656,000 | 3,741 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $8,656,000 | 3,575 |
| Securities issued by states & political subdivisions | $1,941,000 | 3,785 |
| Other domestic debt securities | $1,000 | 2,023 |
| Privately issued residential mortgage-backed securities | $1,000 | 653 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,018,000 | 3,248 |
| Mortgage-backed securities | $8,657,000 | 2,733 |
| Certificates of participation in pools of residential mortgages | $2,357,000 | 3,184 |
| Issued or guaranteed by U.S. | $2,357,000 | 3,112 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,733,000 | 2,164 |
| CMOs issued by government agencies or sponsored agencies | $1,732,000 | 2,110 |
| Privately issued | $1,000 | 486 |
| Commercial mortgage-backed securities | $4,567,000 | 888 |
| Commercial mortgage pass-through securities | $2,337,000 | 818 |
| Other commercial mortgage-backed securities | $2,230,000 | 665 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $10,598,000 | 3,972 |
| Total debt securities | $10,597,000 | 4,223 |
| 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 | $11,637,000 | 4,217 |
| U.S. Government securities | $9,376,000 | 3,699 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $9,376,000 | 3,547 |
| Securities issued by states & political subdivisions | $2,260,000 | 3,763 |
| Other domestic debt securities | $1,000 | 2,003 |
| Privately issued residential mortgage-backed securities | $1,000 | 617 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,165,000 | 3,250 |
| Mortgage-backed securities | $9,377,000 | 2,682 |
| Certificates of participation in pools of residential mortgages | $2,553,000 | 3,178 |
| Issued or guaranteed by U.S. | $2,553,000 | 3,147 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,122,000 | 2,051 |
| CMOs issued by government agencies or sponsored agencies | $2,121,000 | 1,997 |
| Privately issued | $1,000 | 504 |
| Commercial mortgage-backed securities | $4,702,000 | 873 |
| Commercial mortgage pass-through securities | $2,363,000 | 798 |
| Other commercial mortgage-backed securities | $2,339,000 | 658 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $11,637,000 | 3,943 |
| Total debt securities | $11,638,000 | 4,196 |
| 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 | $12,729,000 | 4,174 |
| U.S. Government securities | $10,131,000 | 3,613 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $10,131,000 | 3,465 |
| Securities issued by states & political subdivisions | $2,596,000 | 3,737 |
| Other domestic debt securities | $2,000 | 2,211 |
| Privately issued residential mortgage-backed securities | $2,000 | 902 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,462,000 | 3,254 |
| Mortgage-backed securities | $10,133,000 | 2,641 |
| Certificates of participation in pools of residential mortgages | $2,794,000 | 3,155 |
| Issued or guaranteed by U.S. | $2,794,000 | 2,997 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $2,549,000 | 1,961 |
| CMOs issued by government agencies or sponsored agencies | $2,547,000 | 1,910 |
| Privately issued | $2,000 | 523 |
| Commercial mortgage-backed securities | $4,790,000 | 859 |
| Commercial mortgage pass-through securities | $2,401,000 | 767 |
| Other commercial mortgage-backed securities | $2,389,000 | 648 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $12,729,000 | 3,899 |
| Total debt securities | $12,727,000 | 4,152 |
| 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 | $14,596,000 | 4,066 |
| U.S. Government securities | $11,520,000 | 3,520 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $11,520,000 | 3,391 |
| Securities issued by states & political subdivisions | $3,073,000 | 3,673 |
| Other domestic debt securities | $3,000 | 2,020 |
| Privately issued residential mortgage-backed securities | $3,000 | 575 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,600,000 | 3,270 |
| Mortgage-backed securities | $11,052,000 | 2,574 |
| Certificates of participation in pools of residential mortgages | $3,159,000 | 3,123 |
| Issued or guaranteed by U.S. | $3,159,000 | 3,118 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,977,000 | 1,885 |
| CMOs issued by government agencies or sponsored agencies | $2,974,000 | 1,827 |
| Privately issued | $3,000 | 533 |
| Commercial mortgage-backed securities | $4,916,000 | 736 |
| Commercial mortgage pass-through securities | $1,967,000 | 662 |
| Other commercial mortgage-backed securities | $2,949,000 | 581 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $14,596,000 | 3,783 |
| Total debt securities | $14,595,000 | 4,042 |
| 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 | $16,039,000 | 4,027 |
| U.S. Government securities | $12,948,000 | 3,397 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $12,948,000 | 3,257 |
| Securities issued by states & political subdivisions | $3,087,000 | 3,745 |
| Other domestic debt securities | $4,000 | 2,020 |
| Privately issued residential mortgage-backed securities | $4,000 | 578 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,689,000 | 3,311 |
| Mortgage-backed securities | $12,436,000 | 2,480 |
| Certificates of participation in pools of residential mortgages | $3,491,000 | 3,099 |
| Issued or guaranteed by U.S. | $3,491,000 | 3,096 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $3,569,000 | 1,770 |
| CMOs issued by government agencies or sponsored agencies | $3,565,000 | 1,714 |
| Privately issued | $4,000 | 543 |
| Commercial mortgage-backed securities | $5,376,000 | 703 |
| Commercial mortgage pass-through securities | $1,986,000 | 668 |
| Other commercial mortgage-backed securities | $3,390,000 | 534 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $16,039,000 | 3,747 |
| Total debt securities | $16,037,000 | 4,004 |
| 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 | $18,274,000 | 3,881 |
| U.S. Government securities | $15,137,000 | 3,224 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $15,137,000 | 3,096 |
| Securities issued by states & political subdivisions | $3,132,000 | 3,786 |
| Other domestic debt securities | $5,000 | 2,046 |
| Privately issued residential mortgage-backed securities | $5,000 | 590 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,776,000 | 3,198 |
| Mortgage-backed securities | $13,879,000 | 2,396 |
| Certificates of participation in pools of residential mortgages | $3,954,000 | 3,063 |
| Issued or guaranteed by U.S. | $3,954,000 | 3,061 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $4,227,000 | 1,667 |
| CMOs issued by government agencies or sponsored agencies | $4,222,000 | 1,615 |
| Privately issued | $5,000 | 552 |
| Commercial mortgage-backed securities | $5,698,000 | 674 |
| Commercial mortgage pass-through securities | $2,002,000 | 669 |
| Other commercial mortgage-backed securities | $3,696,000 | 492 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $18,274,000 | 3,595 |
| Total debt securities | $18,274,000 | 3,853 |
| 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 | $22,924,000 | 3,627 |
| U.S. Government securities | $19,012,000 | 2,947 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $19,012,000 | 2,826 |
| Securities issued by states & political subdivisions | $3,903,000 | 3,663 |
| Other domestic debt securities | $9,000 | 2,084 |
| Privately issued residential mortgage-backed securities | $9,000 | 604 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,104,000 | 3,479 |
| Mortgage-backed securities | $16,526,000 | 2,222 |
| Certificates of participation in pools of residential mortgages | $4,515,000 | 2,997 |
| Issued or guaranteed by U.S. | $4,515,000 | 2,995 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,100,000 | 1,571 |
| CMOs issued by government agencies or sponsored agencies | $5,091,000 | 1,521 |
| Privately issued | $9,000 | 568 |
| Commercial mortgage-backed securities | $6,911,000 | 606 |
| Commercial mortgage pass-through securities | $3,008,000 | 545 |
| Other commercial mortgage-backed securities | $3,903,000 | 466 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $22,924,000 | 3,332 |
| Total debt securities | $22,924,000 | 3,604 |
| Structured notes | ||
| Amortized cost | $33,000 | 1,070 |
| Fair value | $33,000 | 1,071 |
| 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 | $25,777,000 | 3,479 |
| U.S. Government securities | $21,543,000 | 2,799 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $21,543,000 | 2,681 |
| Securities issued by states & political subdivisions | $4,219,000 | 3,634 |
| Other domestic debt securities | $15,000 | 2,131 |
| Privately issued residential mortgage-backed securities | $15,000 | 622 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,233,000 | 3,317 |
| Mortgage-backed securities | $18,851,000 | 2,084 |
| Certificates of participation in pools of residential mortgages | $4,953,000 | 2,963 |
| Issued or guaranteed by U.S. | $4,953,000 | 2,959 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,174,000 | 1,441 |
| CMOs issued by government agencies or sponsored agencies | $6,159,000 | 1,382 |
| Privately issued | $15,000 | 590 |
| Commercial mortgage-backed securities | $7,724,000 | 576 |
| Commercial mortgage pass-through securities | $2,989,000 | 528 |
| Other commercial mortgage-backed securities | $4,735,000 | 433 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $25,777,000 | 3,198 |
| Total debt securities | $25,770,000 | 3,454 |
| Structured notes | ||
| Amortized cost | $35,000 | 1,154 |
| Fair value | $35,000 | 1,156 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $24,598,000 | 3,554 |
| U.S. Government securities | $19,237,000 | 2,961 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $19,237,000 | 2,833 |
| Securities issued by states & political subdivisions | $5,339,000 | 3,444 |
| Other domestic debt securities | $22,000 | 2,142 |
| Privately issued residential mortgage-backed securities | $22,000 | 634 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,287,000 | 3,324 |
| Mortgage-backed securities | $16,733,000 | 2,219 |
| Certificates of participation in pools of residential mortgages | $4,395,000 | 3,089 |
| Issued or guaranteed by U.S. | $4,395,000 | 3,085 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $5,240,000 | 1,541 |
| CMOs issued by government agencies or sponsored agencies | $5,218,000 | 1,481 |
| Privately issued | $22,000 | 599 |
| Commercial mortgage-backed securities | $7,098,000 | 568 |
| Commercial mortgage pass-through securities | $2,989,000 | 506 |
| Other commercial mortgage-backed securities | $4,109,000 | 443 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $24,598,000 | 3,264 |
| Total debt securities | $24,598,000 | 3,527 |
| Structured notes | ||
| Amortized cost | $36,000 | 1,151 |
| Fair value | $37,000 | 1,152 |
| 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 | $23,296,000 | 3,636 |
| U.S. Government securities | $17,751,000 | 3,058 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $17,751,000 | 2,947 |
| Securities issued by states & political subdivisions | $5,513,000 | 3,439 |
| Other domestic debt securities | $32,000 | 2,146 |
| Privately issued residential mortgage-backed securities | $32,000 | 626 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $15,066,000 | 2,350 |
| Certificates of participation in pools of residential mortgages | $4,999,000 | 3,001 |
| Issued or guaranteed by U.S. | $4,999,000 | 3,000 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,387,000 | 1,537 |
| CMOs issued by government agencies or sponsored agencies | $5,355,000 | 1,483 |
| Privately issued | $32,000 | 594 |
| Commercial mortgage-backed securities | $4,680,000 | 640 |
| Commercial mortgage pass-through securities | $22,000 | 858 |
| Other commercial mortgage-backed securities | $4,658,000 | 412 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $23,296,000 | 3,345 |
| Total debt securities | $23,296,000 | 3,610 |
| Structured notes | ||
| Amortized cost | $37,000 | 1,141 |
| Fair value | $39,000 | 1,142 |
| 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 | $27,296,000 | 3,446 |
| U.S. Government securities | $20,941,000 | 2,889 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $20,941,000 | 2,775 |
| Securities issued by states & political subdivisions | $6,314,000 | 3,328 |
| Other domestic debt securities | $41,000 | 2,181 |
| Privately issued residential mortgage-backed securities | $41,000 | 635 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,103,000 | 4,239 |
| Mortgage-backed securities | $18,015,000 | 2,171 |
| Certificates of participation in pools of residential mortgages | $5,518,000 | 2,953 |
| Issued or guaranteed by U.S. | $5,518,000 | 2,951 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $6,388,000 | 1,451 |
| CMOs issued by government agencies or sponsored agencies | $6,347,000 | 1,389 |
| Privately issued | $41,000 | 599 |
| Commercial mortgage-backed securities | $6,109,000 | 547 |
| Commercial mortgage pass-through securities | $23,000 | 817 |
| Other commercial mortgage-backed securities | $6,086,000 | 352 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $27,296,000 | 3,156 |
| Total debt securities | $27,296,000 | 3,424 |
| Structured notes | ||
| Amortized cost | $39,000 | 1,276 |
| Fair value | $41,000 | 1,275 |
| 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 | $35,549,000 | 3,036 |
| U.S. Government securities | $28,754,000 | 2,486 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $28,754,000 | 2,391 |
| Securities issued by states & political subdivisions | $6,297,000 | 3,317 |
| Other domestic debt securities | $498,000 | 1,925 |
| Privately issued residential mortgage-backed securities | $498,000 | 429 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,968,000 | 3,350 |
| Mortgage-backed securities | $21,981,000 | 1,968 |
| Certificates of participation in pools of residential mortgages | $6,097,000 | 2,865 |
| Issued or guaranteed by U.S. | $6,097,000 | 2,864 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $8,769,000 | 1,257 |
| CMOs issued by government agencies or sponsored agencies | $8,271,000 | 1,239 |
| Privately issued | $498,000 | 408 |
| Commercial mortgage-backed securities | $7,115,000 | 500 |
| Commercial mortgage pass-through securities | $23,000 | 801 |
| Other commercial mortgage-backed securities | $7,092,000 | 310 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $35,549,000 | 2,765 |
| Total debt securities | $35,549,000 | 3,019 |
| Structured notes | ||
| Amortized cost | $41,000 | 1,457 |
| Fair value | $43,000 | 1,457 |
| 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 | $36,299,000 | 3,019 |
| U.S. Government securities | $29,452,000 | 2,475 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $29,452,000 | 2,382 |
| Securities issued by states & political subdivisions | $6,317,000 | 3,326 |
| Other domestic debt securities | $530,000 | 1,837 |
| Privately issued residential mortgage-backed securities | $530,000 | 419 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,138,000 | 3,514 |
| Mortgage-backed securities | $22,017,000 | 1,972 |
| Certificates of participation in pools of residential mortgages | $6,505,000 | 2,787 |
| Issued or guaranteed by U.S. | $6,505,000 | 2,785 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $9,336,000 | 1,218 |
| CMOs issued by government agencies or sponsored agencies | $8,806,000 | 1,203 |
| Privately issued | $530,000 | 400 |
| Commercial mortgage-backed securities | $6,176,000 | 498 |
| Commercial mortgage pass-through securities | $27,000 | 774 |
| Other commercial mortgage-backed securities | $6,149,000 | 308 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $36,299,000 | 2,752 |
| Total debt securities | $36,299,000 | 2,999 |
| Structured notes | ||
| Amortized cost | $543,000 | 1,241 |
| Fair value | $545,000 | 1,241 |
| 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 | $37,017,000 | 3,017 |
| U.S. Government securities | $30,833,000 | 2,439 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $30,833,000 | 2,350 |
| Securities issued by states & political subdivisions | $5,590,000 | 3,483 |
| Other domestic debt securities | $594,000 | 1,824 |
| Privately issued residential mortgage-backed securities | $594,000 | 416 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,460,000 | 3,511 |
| Mortgage-backed securities | $20,018,000 | 2,089 |
| Certificates of participation in pools of residential mortgages | $7,126,000 | 2,741 |
| Issued or guaranteed by U.S. | $7,126,000 | 2,738 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $10,409,000 | 1,166 |
| CMOs issued by government agencies or sponsored agencies | $9,815,000 | 1,142 |
| Privately issued | $594,000 | 394 |
| Commercial mortgage-backed securities | $2,483,000 | 680 |
| Commercial mortgage pass-through securities | $103,000 | 733 |
| Other commercial mortgage-backed securities | $2,380,000 | 452 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $37,017,000 | 2,757 |
| Total debt securities | $37,017,000 | 2,995 |
| Structured notes | ||
| Amortized cost | $5,045,000 | 443 |
| Fair value | $5,050,000 | 442 |
| 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 | $35,875,000 | 3,149 |
| U.S. Government securities | $30,361,000 | 2,536 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $30,361,000 | 2,453 |
| Securities issued by states & political subdivisions | $5,416,000 | 3,530 |
| Other domestic debt securities | $98,000 | 2,217 |
| Privately issued residential mortgage-backed securities | $98,000 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,360,000 | 3,753 |
| Mortgage-backed securities | $19,290,000 | 2,201 |
| Certificates of participation in pools of residential mortgages | $7,186,000 | 2,802 |
| Issued or guaranteed by U.S. | $7,186,000 | 2,800 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $11,275,000 | 1,160 |
| CMOs issued by government agencies or sponsored agencies | $11,177,000 | 1,113 |
| Privately issued | $98,000 | 593 |
| Commercial mortgage-backed securities | $829,000 | 910 |
| Commercial mortgage pass-through securities | $244,000 | 683 |
| Other commercial mortgage-backed securities | $585,000 | 602 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $35,875,000 | 2,871 |
| Total debt securities | $35,875,000 | 3,121 |
| Structured notes | ||
| Amortized cost | $6,046,000 | 450 |
| Fair value | $5,962,000 | 456 |
| 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 | $43,299,000 | 2,807 |
| U.S. Government securities | $37,980,000 | 2,227 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $37,980,000 | 2,138 |
| Securities issued by states & political subdivisions | $5,203,000 | 3,580 |
| Other domestic debt securities | $116,000 | 2,261 |
| Privately issued residential mortgage-backed securities | $116,000 | 656 |
| 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 | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,004,000 | 3,652 |
| Mortgage-backed securities | $21,832,000 | 2,096 |
| Certificates of participation in pools of residential mortgages | $7,924,000 | 2,735 |
| Issued or guaranteed by U.S. | $7,924,000 | 2,733 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $12,997,000 | 1,109 |
| CMOs issued by government agencies or sponsored agencies | $12,881,000 | 1,065 |
| Privately issued | $116,000 | 622 |
| Commercial mortgage-backed securities | $911,000 | 877 |
| Commercial mortgage pass-through securities | $269,000 | 661 |
| Other commercial mortgage-backed securities | $642,000 | 573 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $43,299,000 | 2,564 |
| Total debt securities | $43,299,000 | 2,786 |
| Structured notes | ||
| Amortized cost | $12,173,000 | 271 |
| Fair value | $12,139,000 | 270 |
| 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 | $40,470,000 | 2,964 |
| U.S. Government securities | $34,875,000 | 2,395 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $34,875,000 | 2,316 |
| Securities issued by states & political subdivisions | $5,461,000 | 3,569 |
| Other domestic debt securities | $134,000 | 2,266 |
| Privately issued residential mortgage-backed securities | $134,000 | 647 |
| 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 | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,725,000 | 3,760 |
| Mortgage-backed securities | $21,279,000 | 2,166 |
| Certificates of participation in pools of residential mortgages | $8,072,000 | 2,773 |
| Issued or guaranteed by U.S. | $8,072,000 | 2,771 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $12,275,000 | 1,182 |
| CMOs issued by government agencies or sponsored agencies | $12,141,000 | 1,134 |
| Privately issued | $134,000 | 612 |
| Commercial mortgage-backed securities | $932,000 | 856 |
| Commercial mortgage pass-through securities | $281,000 | 665 |
| Other commercial mortgage-backed securities | $651,000 | 543 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $40,470,000 | 2,709 |
| Total debt securities | $40,470,000 | 2,945 |
| Structured notes | ||
| Amortized cost | $10,179,000 | 340 |
| Fair value | $10,041,000 | 343 |
| 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 | $35,464,000 | 3,325 |
| U.S. Government securities | $30,523,000 | 2,666 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $30,523,000 | 2,585 |
| Securities issued by states & political subdivisions | $4,789,000 | 3,745 |
| Other domestic debt securities | $152,000 | 2,323 |
| Privately issued residential mortgage-backed securities | $152,000 | 675 |
| 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 | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,975,000 | 3,763 |
| Mortgage-backed securities | $21,778,000 | 2,191 |
| Certificates of participation in pools of residential mortgages | $9,099,000 | 2,711 |
| Issued or guaranteed by U.S. | $9,099,000 | 2,709 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $11,689,000 | 1,225 |
| CMOs issued by government agencies or sponsored agencies | $11,537,000 | 1,177 |
| Privately issued | $152,000 | 644 |
| Commercial mortgage-backed securities | $990,000 | 790 |
| Commercial mortgage pass-through securities | $329,000 | 650 |
| Other commercial mortgage-backed securities | $661,000 | 509 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $35,464,000 | 3,031 |
| Total debt securities | $35,464,000 | 3,302 |
| Structured notes | ||
| Amortized cost | $7,365,000 | 525 |
| Fair value | $7,116,000 | 533 |
| 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 | $38,481,000 | 3,199 |
| U.S. Government securities | $33,724,000 | 2,545 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $33,724,000 | 2,465 |
| Securities issued by states & political subdivisions | $4,588,000 | 3,821 |
| Other domestic debt securities | $169,000 | 2,374 |
| Privately issued residential mortgage-backed securities | $169,000 | 677 |
| 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 | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,433,000 | 4,109 |
| Mortgage-backed securities | $24,797,000 | 2,067 |
| Certificates of participation in pools of residential mortgages | $9,998,000 | 2,629 |
| Issued or guaranteed by U.S. | $9,998,000 | 2,629 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $13,794,000 | 1,142 |
| CMOs issued by government agencies or sponsored agencies | $13,625,000 | 1,090 |
| Privately issued | $169,000 | 648 |
| Commercial mortgage-backed securities | $1,005,000 | 778 |
| Commercial mortgage pass-through securities | $335,000 | 645 |
| Other commercial mortgage-backed securities | $670,000 | 498 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $38,481,000 | 2,911 |
| Total debt securities | $38,481,000 | 3,170 |
| Structured notes | ||
| Amortized cost | $7,765,000 | 530 |
| Fair value | $7,469,000 | 532 |
| 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 | $42,526,000 | 3,006 |
| U.S. Government securities | $37,700,000 | 2,373 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $37,700,000 | 2,310 |
| Securities issued by states & political subdivisions | $4,648,000 | 3,831 |
| Other domestic debt securities | $178,000 | 2,431 |
| Privately issued residential mortgage-backed securities | $178,000 | 700 |
| 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 | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,405,000 | 4,129 |
| Mortgage-backed securities | $27,494,000 | 1,967 |
| Certificates of participation in pools of residential mortgages | $10,797,000 | 2,553 |
| Issued or guaranteed by U.S. | $10,797,000 | 2,553 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $15,630,000 | 1,063 |
| CMOs issued by government agencies or sponsored agencies | $15,452,000 | 1,021 |
| Privately issued | $178,000 | 671 |
| Commercial mortgage-backed securities | $1,067,000 | 730 |
| Commercial mortgage pass-through securities | $388,000 | 633 |
| Other commercial mortgage-backed securities | $679,000 | 467 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $42,526,000 | 2,742 |
| Total debt securities | $42,526,000 | 2,974 |
| Structured notes | ||
| Amortized cost | $8,776,000 | 487 |
| Fair value | $8,766,000 | 473 |
| 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 | $37,625,000 | 3,256 |
| U.S. Government securities | $34,137,000 | 2,536 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $34,137,000 | 2,464 |
| Securities issued by states & political subdivisions | $3,293,000 | 4,174 |
| Other domestic debt securities | $195,000 | 2,478 |
| Privately issued residential mortgage-backed securities | $195,000 | 722 |
| 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 | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,076,000 | 4,215 |
| Mortgage-backed securities | $26,622,000 | 1,998 |
| Certificates of participation in pools of residential mortgages | $7,630,000 | 2,994 |
| Issued or guaranteed by U.S. | $7,630,000 | 2,992 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $17,912,000 | 986 |
| CMOs issued by government agencies or sponsored agencies | $17,717,000 | 934 |
| Privately issued | $195,000 | 690 |
| Commercial mortgage-backed securities | $1,080,000 | 682 |
| Commercial mortgage pass-through securities | $392,000 | 580 |
| Other commercial mortgage-backed securities | $688,000 | 451 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $37,625,000 | 2,967 |
| Total debt securities | $37,625,000 | 3,224 |
| Structured notes | ||
| Amortized cost | $7,791,000 | 533 |
| Fair value | $7,281,000 | 534 |
| 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 | $35,920,000 | 3,355 |
| U.S. Government securities | $32,319,000 | 2,635 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $32,319,000 | 2,566 |
| Securities issued by states & political subdivisions | $3,386,000 | 4,163 |
| Other domestic debt securities | $215,000 | 2,512 |
| Privately issued residential mortgage-backed securities | $215,000 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,709,000 | 4,090 |
| Mortgage-backed securities | $26,240,000 | 2,022 |
| Certificates of participation in pools of residential mortgages | $7,993,000 | 2,944 |
| Issued or guaranteed by U.S. | $7,993,000 | 2,941 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $17,827,000 | 1,009 |
| CMOs issued by government agencies or sponsored agencies | $17,612,000 | 957 |
| Privately issued | $215,000 | 709 |
| Commercial mortgage-backed securities | $420,000 | 816 |
| Commercial mortgage pass-through securities | $420,000 | 548 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $35,920,000 | 3,075 |
| Total debt securities | $35,920,000 | 3,321 |
| Structured notes | ||
| Amortized cost | $6,313,000 | 598 |
| Fair value | $5,864,000 | 607 |
| 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 | $35,912,000 | 3,342 |
| U.S. Government securities | $32,485,000 | 2,616 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $32,485,000 | 2,547 |
| Securities issued by states & political subdivisions | $3,193,000 | 4,218 |
| Other domestic debt securities | $234,000 | 2,565 |
| Privately issued residential mortgage-backed securities | $234,000 | 750 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,067,000 | 4,006 |
| Mortgage-backed securities | $27,544,000 | 1,956 |
| Certificates of participation in pools of residential mortgages | $8,489,000 | 2,837 |
| Issued or guaranteed by U.S. | $8,489,000 | 2,835 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $18,602,000 | 985 |
| CMOs issued by government agencies or sponsored agencies | $18,368,000 | 939 |
| Privately issued | $234,000 | 719 |
| Commercial mortgage-backed securities | $453,000 | 793 |
| Commercial mortgage pass-through securities | $453,000 | 550 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $35,912,000 | 3,074 |
| Total debt securities | $35,912,000 | 3,312 |
| Structured notes | ||
| Amortized cost | $5,151,000 | 697 |
| Fair value | $4,799,000 | 736 |
| 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 | $39,152,000 | 3,182 |
| U.S. Government securities | $36,941,000 | 2,418 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $36,941,000 | 2,358 |
| Securities issued by states & political subdivisions | $1,952,000 | 4,568 |
| Other domestic debt securities | $259,000 | 2,519 |
| Privately issued residential mortgage-backed securities | $259,000 | 773 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,153,000 | 3,461 |
| Mortgage-backed securities | $34,319,000 | 1,724 |
| Certificates of participation in pools of residential mortgages | $9,598,000 | 2,718 |
| Issued or guaranteed by U.S. | $9,598,000 | 2,717 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $24,232,000 | 879 |
| CMOs issued by government agencies or sponsored agencies | $23,973,000 | 835 |
| Privately issued | $259,000 | 742 |
| Commercial mortgage-backed securities | $489,000 | 699 |
| Commercial mortgage pass-through securities | $489,000 | 495 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $39,152,000 | 2,941 |
| Total debt securities | $39,152,000 | 3,149 |
| Structured notes | ||
| Amortized cost | $158,000 | 2,366 |
| Fair value | $165,000 | 2,363 |
| 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 | $39,684,000 | 3,117 |
| U.S. Government securities | $37,929,000 | 2,326 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $37,929,000 | 2,266 |
| Securities issued by states & political subdivisions | $1,469,000 | 4,776 |
| Other domestic debt securities | $286,000 | 2,490 |
| Privately issued residential mortgage-backed securities | $286,000 | 796 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,659,000 | 4,136 |
| Mortgage-backed securities | $33,823,000 | 1,741 |
| Certificates of participation in pools of residential mortgages | $8,047,000 | 2,949 |
| Issued or guaranteed by U.S. | $8,047,000 | 2,947 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $25,269,000 | 867 |
| CMOs issued by government agencies or sponsored agencies | $24,983,000 | 815 |
| Privately issued | $286,000 | 764 |
| Commercial mortgage-backed securities | $507,000 | 578 |
| Commercial mortgage pass-through securities | $507,000 | 426 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $39,684,000 | 2,884 |
| Total debt securities | $39,684,000 | 3,091 |
| Structured notes | ||
| Amortized cost | $3,170,000 | 996 |
| Fair value | $3,182,000 | 997 |
| 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 | $35,185,000 | 3,404 |
| U.S. Government securities | $32,317,000 | 2,671 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $32,317,000 | 2,610 |
| Securities issued by states & political subdivisions | $2,562,000 | 4,382 |
| Other domestic debt securities | $306,000 | 2,545 |
| Privately issued residential mortgage-backed securities | $306,000 | 825 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,146,000 | 4,074 |
| Mortgage-backed securities | $29,218,000 | 2,010 |
| Certificates of participation in pools of residential mortgages | $6,198,000 | 3,423 |
| Issued or guaranteed by U.S. | $6,198,000 | 3,423 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $22,490,000 | 989 |
| CMOs issued by government agencies or sponsored agencies | $22,184,000 | 926 |
| Privately issued | $306,000 | 792 |
| Commercial mortgage-backed securities | $530,000 | 537 |
| Commercial mortgage pass-through securities | $530,000 | 383 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $35,185,000 | 3,142 |
| Total debt securities | $35,185,000 | 3,377 |
| Structured notes | ||
| Amortized cost | $3,191,000 | 1,036 |
| Fair value | $3,196,000 | 1,035 |
| 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 | $38,411,000 | 3,217 |
| U.S. Government securities | $36,245,000 | 2,500 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $36,245,000 | 2,449 |
| Securities issued by states & political subdivisions | $1,836,000 | 4,608 |
| Other domestic debt securities | $330,000 | 2,524 |
| Privately issued residential mortgage-backed securities | $330,000 | 874 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,275,000 | 4,071 |
| Mortgage-backed securities | $34,662,000 | 1,818 |
| Certificates of participation in pools of residential mortgages | $4,359,000 | 3,853 |
| Issued or guaranteed by U.S. | $4,359,000 | 3,851 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $29,343,000 | 833 |
| CMOs issued by government agencies or sponsored agencies | $29,013,000 | 774 |
| Privately issued | $330,000 | 840 |
| Commercial mortgage-backed securities | $960,000 | 449 |
| Commercial mortgage pass-through securities | $960,000 | 301 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $38,411,000 | 2,975 |
| Total debt securities | $38,411,000 | 3,198 |
| Structured notes | ||
| Amortized cost | $1,689,000 | 1,683 |
| Fair value | $1,702,000 | 1,680 |
| 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 | $40,812,000 | 3,112 |
| U.S. Government securities | $37,766,000 | 2,450 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $37,766,000 | 2,392 |
| Securities issued by states & political subdivisions | $1,728,000 | 4,624 |
| Other domestic debt securities | $1,318,000 | 1,853 |
| Privately issued residential mortgage-backed securities | $1,318,000 | 641 |
| 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 | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,356,000 | 4,052 |
| Mortgage-backed securities | $36,656,000 | 1,754 |
| Certificates of participation in pools of residential mortgages | $4,849,000 | 3,735 |
| Issued or guaranteed by U.S. | $4,849,000 | 3,731 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $30,717,000 | 833 |
| CMOs issued by government agencies or sponsored agencies | $29,399,000 | 795 |
| Privately issued | $1,318,000 | 621 |
| Commercial mortgage-backed securities | $1,090,000 | 377 |
| Commercial mortgage pass-through securities | $1,090,000 | 242 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $40,812,000 | 2,865 |
| Total debt securities | $40,812,000 | 3,084 |
| Structured notes | ||
| Amortized cost | $1,206,000 | 2,095 |
| Fair value | $1,213,000 | 2,095 |
| 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 | $43,487,000 | 2,903 |
| U.S. Government securities | $41,123,000 | 2,193 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $41,123,000 | 2,138 |
| Securities issued by states & political subdivisions | $1,980,000 | 4,509 |
| Other domestic debt securities | $384,000 | 2,456 |
| Privately issued residential mortgage-backed securities | $384,000 | 970 |
| 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 | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,318,000 | 4,104 |
| Mortgage-backed securities | $32,831,000 | 1,823 |
| Certificates of participation in pools of residential mortgages | $4,894,000 | 3,631 |
| Issued or guaranteed by U.S. | $4,894,000 | 3,627 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $26,795,000 | 888 |
| CMOs issued by government agencies or sponsored agencies | $26,411,000 | 801 |
| Privately issued | $384,000 | 919 |
| Commercial mortgage-backed securities | $1,142,000 | 308 |
| Commercial mortgage pass-through securities | $1,142,000 | 196 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $43,487,000 | 2,649 |
| Total debt securities | $43,487,000 | 2,884 |
| Structured notes | ||
| Amortized cost | $6,431,000 | 827 |
| Fair value | $6,442,000 | 825 |
| 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 | $40,085,000 | 2,994 |
| U.S. Government securities | $37,436,000 | 2,300 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $37,436,000 | 2,231 |
| Securities issued by states & political subdivisions | $2,233,000 | 4,362 |
| Other domestic debt securities | $416,000 | 2,418 |
| Privately issued residential mortgage-backed securities | $416,000 | 992 |
| 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 | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,048,000 | 3,916 |
| Mortgage-backed securities | $28,572,000 | 1,926 |
| Certificates of participation in pools of residential mortgages | $4,422,000 | 3,685 |
| Issued or guaranteed by U.S. | $4,422,000 | 3,675 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $22,872,000 | 966 |
| CMOs issued by government agencies or sponsored agencies | $22,456,000 | 854 |
| Privately issued | $416,000 | 938 |
| Commercial mortgage-backed securities | $1,278,000 | 270 |
| Commercial mortgage pass-through securities | $1,278,000 | 177 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $40,085,000 | 2,739 |
| Total debt securities | $40,085,000 | 2,965 |
| Structured notes | ||
| Amortized cost | $5,564,000 | 945 |
| Fair value | $5,588,000 | 944 |
| 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 | $35,450,000 | 3,274 |
| U.S. Government securities | $32,515,000 | 2,618 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $32,515,000 | 2,548 |
| Securities issued by states & political subdivisions | $2,479,000 | 4,248 |
| Other domestic debt securities | $456,000 | 2,346 |
| Privately issued residential mortgage-backed securities | $456,000 | 993 |
| 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 | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,592,000 | 3,856 |
| Mortgage-backed securities | $27,303,000 | 1,936 |
| Certificates of participation in pools of residential mortgages | $4,407,000 | 3,665 |
| Issued or guaranteed by U.S. | $4,407,000 | 3,653 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $21,522,000 | 1,005 |
| CMOs issued by government agencies or sponsored agencies | $21,066,000 | 882 |
| Privately issued | $456,000 | 939 |
| Commercial mortgage-backed securities | $1,374,000 | 251 |
| Commercial mortgage pass-through securities | $1,374,000 | 171 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $35,450,000 | 2,985 |
| Total debt securities | $35,450,000 | 3,248 |
| Structured notes | ||
| Amortized cost | $2,018,000 | 1,939 |
| Fair value | $2,031,000 | 1,944 |
| 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 | $40,859,000 | 2,929 |
| U.S. Government securities | $36,819,000 | 2,358 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $36,819,000 | 2,289 |
| Securities issued by states & political subdivisions | $2,488,000 | 4,223 |
| Other domestic debt securities | $1,552,000 | 1,726 |
| Privately issued residential mortgage-backed securities | $1,552,000 | 752 |
| 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 | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,805,000 | 3,798 |
| Mortgage-backed securities | $30,094,000 | 1,776 |
| Certificates of participation in pools of residential mortgages | $4,467,000 | 3,571 |
| Issued or guaranteed by U.S. | $4,467,000 | 3,563 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $24,184,000 | 909 |
| CMOs issued by government agencies or sponsored agencies | $22,632,000 | 807 |
| Privately issued | $1,552,000 | 717 |
| Commercial mortgage-backed securities | $1,443,000 | 239 |
| Commercial mortgage pass-through securities | $1,443,000 | 161 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $40,859,000 | 2,657 |
| Total debt securities | $40,859,000 | 2,908 |
| Structured notes | ||
| Amortized cost | $4,235,000 | 1,385 |
| Fair value | $4,248,000 | 1,381 |
| 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 | $36,106,000 | 3,110 |
| U.S. Government securities | $31,617,000 | 2,536 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $31,617,000 | 2,460 |
| Securities issued by states & political subdivisions | $2,475,000 | 4,225 |
| Other domestic debt securities | $2,014,000 | 1,682 |
| Privately issued residential mortgage-backed securities | $551,000 | 1,052 |
| Commercial mortgage-backed securities - Total | $1,463,000 | 208 |
| 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 | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,015,000 | 3,953 |
| Mortgage-backed securities | $29,938,000 | 1,735 |
| Certificates of participation in pools of residential mortgages | $4,705,000 | 3,427 |
| Issued or guaranteed by U.S. | $4,705,000 | 3,420 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $23,770,000 | 905 |
| CMOs issued by government agencies or sponsored agencies | $23,219,000 | 781 |
| Privately issued | $551,000 | 998 |
| Commercial mortgage-backed securities | $1,463,000 | 208 |
| Commercial mortgage pass-through securities | $1,463,000 | 146 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $36,106,000 | 2,837 |
| Total debt securities | $36,106,000 | 3,088 |
| Structured notes | ||
| Amortized cost | $294,000 | 2,978 |
| Fair value | $307,000 | 2,957 |
| 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 | $35,473,000 | 3,118 |
| U.S. Government securities | $31,360,000 | 2,546 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $31,360,000 | 2,459 |
| Securities issued by states & political subdivisions | $2,549,000 | 4,121 |
| Other domestic debt securities | $1,564,000 | 1,872 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,451 |
| Commercial mortgage-backed securities - Total | $1,561,000 | 182 |
| 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 | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,841,000 | 4,017 |
| Mortgage-backed securities | $30,864,000 | 1,692 |
| Certificates of participation in pools of residential mortgages | $5,088,000 | 3,302 |
| Issued or guaranteed by U.S. | $5,088,000 | 3,295 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $24,215,000 | 891 |
| CMOs issued by government agencies or sponsored agencies | $24,212,000 | 752 |
| Privately issued | $3,000 | 1,382 |
| Commercial mortgage-backed securities | $1,561,000 | 182 |
| Commercial mortgage pass-through securities | $1,561,000 | 123 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $35,473,000 | 2,826 |
| Total debt securities | $35,473,000 | 3,090 |
| Structured notes | ||
| Amortized cost | $318,000 | 2,980 |
| Fair value | $335,000 | 2,978 |
| 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 | $35,865,000 | 3,088 |
| U.S. Government securities | $31,186,000 | 2,602 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $31,186,000 | 2,522 |
| Securities issued by states & political subdivisions | $3,103,000 | 3,855 |
| Other domestic debt securities | $1,576,000 | 1,861 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,477 |
| Commercial mortgage-backed securities - Total | $1,573,000 | 177 |
| 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 | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,000,000 | 4,042 |
| Mortgage-backed securities | $30,472,000 | 1,676 |
| Certificates of participation in pools of residential mortgages | $5,533,000 | 3,223 |
| Issued or guaranteed by U.S. | $5,533,000 | 3,215 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $23,366,000 | 882 |
| CMOs issued by government agencies or sponsored agencies | $23,363,000 | 742 |
| Privately issued | $3,000 | 1,407 |
| Commercial mortgage-backed securities | $1,573,000 | 177 |
| Commercial mortgage pass-through securities | $1,573,000 | 117 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $35,865,000 | 2,778 |
| Total debt securities | $35,865,000 | 3,060 |
| Structured notes | ||
| Amortized cost | $156,000 | 3,184 |
| Fair value | $164,000 | 3,184 |
| 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 | $38,262,000 | 2,958 |
| U.S. Government securities | $33,367,000 | 2,498 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $33,367,000 | 2,432 |
| Securities issued by states & political subdivisions | $2,774,000 | 3,968 |
| Other domestic debt securities | $2,121,000 | 1,722 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,510 |
| Commercial mortgage-backed securities - Total | $2,118,000 | 164 |
| 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 | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,406,000 | 4,007 |
| Mortgage-backed securities | $31,175,000 | 1,677 |
| Certificates of participation in pools of residential mortgages | $6,048,000 | 3,215 |
| Issued or guaranteed by U.S. | $6,048,000 | 3,208 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $23,009,000 | 861 |
| CMOs issued by government agencies or sponsored agencies | $23,006,000 | 713 |
| Privately issued | $3,000 | 1,442 |
| Commercial mortgage-backed securities | $2,118,000 | 164 |
| Commercial mortgage pass-through securities | $2,118,000 | 102 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $38,262,000 | 2,652 |
| Total debt securities | $38,262,000 | 2,934 |
| Structured notes | ||
| Amortized cost | $167,000 | 2,981 |
| Fair value | $173,000 | 2,979 |
| 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 | $39,203,000 | 2,897 |
| U.S. Government securities | $33,926,000 | 2,434 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $33,926,000 | 2,369 |
| Securities issued by states & political subdivisions | $3,124,000 | 3,862 |
| Other domestic debt securities | $2,153,000 | 1,767 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,544 |
| Commercial mortgage-backed securities - Total | $2,149,000 | 156 |
| 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 | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,254,000 | 4,074 |
| Mortgage-backed securities | $30,474,000 | 1,714 |
| Certificates of participation in pools of residential mortgages | $6,619,000 | 3,154 |
| Issued or guaranteed by U.S. | $6,619,000 | 3,147 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $21,706,000 | 895 |
| CMOs issued by government agencies or sponsored agencies | $21,702,000 | 719 |
| Privately issued | $4,000 | 1,466 |
| Commercial mortgage-backed securities | $2,149,000 | 156 |
| Commercial mortgage pass-through securities | $2,149,000 | 96 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $39,203,000 | 2,579 |
| Total debt securities | $39,203,000 | 2,879 |
| Structured notes | ||
| Amortized cost | $173,000 | 2,747 |
| Fair value | $178,000 | 2,747 |
| 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 | $35,250,000 | 3,138 |
| U.S. Government securities | $31,319,000 | 2,586 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $31,319,000 | 2,524 |
| Securities issued by states & political subdivisions | $2,700,000 | 4,031 |
| Other domestic debt securities | $1,231,000 | 2,261 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,599 |
| Commercial mortgage-backed securities - Total | $1,227,000 | 218 |
| 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 | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,473,000 | 4,013 |
| Mortgage-backed securities | $25,265,000 | 2,016 |
| Certificates of participation in pools of residential mortgages | $7,350,000 | 3,094 |
| Issued or guaranteed by U.S. | $7,350,000 | 3,084 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $16,688,000 | 1,036 |
| CMOs issued by government agencies or sponsored agencies | $16,684,000 | 830 |
| Privately issued | $4,000 | 1,516 |
| Commercial mortgage-backed securities | $1,227,000 | 218 |
| Commercial mortgage pass-through securities | $1,227,000 | 135 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $35,250,000 | 2,810 |
| Total debt securities | $35,250,000 | 3,104 |
| Structured notes | ||
| Amortized cost | $186,000 | 2,391 |
| Fair value | $190,000 | 2,389 |
| 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 | $36,647,000 | 2,986 |
| U.S. Government securities | $32,768,000 | 2,437 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $32,768,000 | 2,380 |
| Securities issued by states & political subdivisions | $2,634,000 | 4,039 |
| Other domestic debt securities | $1,245,000 | 2,289 |
| Privately issued residential mortgage-backed securities | $1,245,000 | 1,129 |
| 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 | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,695,000 | 3,967 |
| Mortgage-backed securities | $25,038,000 | 2,042 |
| Certificates of participation in pools of residential mortgages | $9,251,000 | 2,823 |
| Issued or guaranteed by U.S. | $8,010,000 | 3,021 |
| Privately issued | $1,241,000 | 99 |
| Collaterized mortgage obligations | $15,787,000 | 1,045 |
| CMOs issued by government agencies or sponsored agencies | $15,783,000 | 813 |
| Privately issued | $4,000 | 1,533 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $36,647,000 | 2,668 |
| Total debt securities | $36,647,000 | 2,953 |
| Structured notes | ||
| Amortized cost | $204,000 | 1,901 |
| Fair value | $204,000 | 1,901 |
| 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 | $38,791,000 | 2,859 |
| U.S. Government securities | $36,098,000 | 2,264 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $36,098,000 | 2,215 |
| Securities issued by states & political subdivisions | $2,688,000 | 3,936 |
| Other domestic debt securities | $5,000 | 3,310 |
| Privately issued residential mortgage-backed securities | $5,000 | 1,635 |
| 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 | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,532,000 | 3,842 |
| Mortgage-backed securities | $23,698,000 | 2,144 |
| Certificates of participation in pools of residential mortgages | $9,187,000 | 2,896 |
| Issued or guaranteed by U.S. | $9,187,000 | 2,880 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $14,511,000 | 1,106 |
| CMOs issued by government agencies or sponsored agencies | $14,506,000 | 859 |
| Privately issued | $5,000 | 1,549 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $38,791,000 | 2,553 |
| Total debt securities | $38,791,000 | 2,832 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $37,208,000 | 2,958 |
| U.S. Government securities | $33,971,000 | 2,393 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $33,971,000 | 2,341 |
| Securities issued by states & political subdivisions | $3,232,000 | 3,676 |
| Other domestic debt securities | $5,000 | 3,232 |
| Privately issued residential mortgage-backed securities | $5,000 | 1,587 |
| 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 | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,059,000 | 3,784 |
| Mortgage-backed securities | $21,852,000 | 2,230 |
| Certificates of participation in pools of residential mortgages | $8,891,000 | 2,882 |
| Issued or guaranteed by U.S. | $8,891,000 | 2,868 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $12,961,000 | 1,139 |
| CMOs issued by government agencies or sponsored agencies | $12,956,000 | 895 |
| Privately issued | $5,000 | 1,502 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $37,208,000 | 2,622 |
| Total debt securities | $37,208,000 | 2,922 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $35,503,000 | 3,000 |
| U.S. Government securities | $32,436,000 | 2,423 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $32,436,000 | 2,377 |
| Securities issued by states & political subdivisions | $3,062,000 | 3,723 |
| Other domestic debt securities | $5,000 | 3,195 |
| Privately issued residential mortgage-backed securities | $5,000 | 1,561 |
| 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 | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,877,000 | 4,057 |
| Mortgage-backed securities | $21,517,000 | 2,146 |
| Certificates of participation in pools of residential mortgages | $9,326,000 | 2,750 |
| Issued or guaranteed by U.S. | $9,326,000 | 2,735 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $12,191,000 | 1,136 |
| CMOs issued by government agencies or sponsored agencies | $12,186,000 | 885 |
| Privately issued | $5,000 | 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) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $35,503,000 | 2,646 |
| Total debt securities | $35,503,000 | 2,966 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $33,199,000 | 3,201 |
| U.S. Government securities | $29,825,000 | 2,647 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $29,825,000 | 2,596 |
| Securities issued by states & political subdivisions | $3,369,000 | 3,622 |
| Other domestic debt securities | $5,000 | 3,156 |
| Privately issued residential mortgage-backed securities | $5,000 | 1,539 |
| 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 | $7,153,000 | 3,950 |
| Mortgage-backed securities | $21,878,000 | 2,116 |
| Certificates of participation in pools of residential mortgages | $9,885,000 | 2,657 |
| Issued or guaranteed by U.S. | $9,885,000 | 2,639 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $11,993,000 | 1,129 |
| CMOs issued by government agencies or sponsored agencies | $11,988,000 | 880 |
| Privately issued | $5,000 | 1,447 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $33,199,000 | 2,859 |
| Total debt securities | $33,199,000 | 3,163 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $39,867,000 | 2,775 |
| U.S. Government securities | $36,476,000 | 2,236 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $36,476,000 | 2,194 |
| Securities issued by states & political subdivisions | $3,385,000 | 3,636 |
| Other domestic debt securities | $6,000 | 3,123 |
| Privately issued residential mortgage-backed securities | $6,000 | 1,523 |
| 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 | $7,481,000 | 3,856 |
| Mortgage-backed securities | $22,026,000 | 2,024 |
| Certificates of participation in pools of residential mortgages | $9,295,000 | 2,654 |
| Issued or guaranteed by U.S. | $9,295,000 | 2,643 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $12,731,000 | 1,085 |
| CMOs issued by government agencies or sponsored agencies | $12,725,000 | 845 |
| Privately issued | $6,000 | 1,431 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $39,867,000 | 2,465 |
| Total debt securities | $39,867,000 | 2,738 |
| Structured notes | ||
| Amortized cost | $1,295,000 | 956 |
| Fair value | $1,301,000 | 955 |
| 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 | $34,749,000 | 3,099 |
| U.S. Government securities | $32,473,000 | 2,497 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $32,473,000 | 2,440 |
| Securities issued by states & political subdivisions | $2,268,000 | 4,149 |
| Other domestic debt securities | $8,000 | 2,967 |
| Privately issued residential mortgage-backed securities | $8,000 | 1,424 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| 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 | $5,708,000 | 4,318 |
| Mortgage-backed securities | $10,021,000 | 2,911 |
| Certificates of participation in pools of residential mortgages | $6,963,000 | 2,773 |
| Issued or guaranteed by U.S. | $6,963,000 | 2,758 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,058,000 | 1,947 |
| CMOs issued by government agencies or sponsored agencies | $3,050,000 | 1,650 |
| Privately issued | $8,000 | 1,338 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $34,749,000 | 2,729 |
| Total debt securities | $34,749,000 | 3,051 |
| Structured notes | ||
| Amortized cost | $7,623,000 | 321 |
| Fair value | $7,664,000 | 319 |
| 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 | $33,685,000 | 3,176 |
| U.S. Government securities | $32,740,000 | 2,491 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $32,740,000 | 2,441 |
| Securities issued by states & political subdivisions | $937,000 | 4,960 |
| Other domestic debt securities | $8,000 | 2,934 |
| Privately issued residential mortgage-backed securities | $8,000 | 1,393 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| 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 | $5,547,000 | 4,368 |
| Mortgage-backed securities | $9,191,000 | 2,864 |
| Certificates of participation in pools of residential mortgages | $7,020,000 | 2,597 |
| Issued or guaranteed by U.S. | $7,020,000 | 2,585 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,171,000 | 2,132 |
| CMOs issued by government agencies or sponsored agencies | $2,163,000 | 1,835 |
| Privately issued | $8,000 | 1,306 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $33,685,000 | 2,782 |
| Total debt securities | $33,685,000 | 3,134 |
| Structured notes | ||
| Amortized cost | $9,552,000 | 307 |
| Fair value | $9,571,000 | 304 |
| 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 | $32,185,000 | 3,276 |
| U.S. Government securities | $31,557,000 | 2,580 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $31,557,000 | 2,510 |
| Securities issued by states & political subdivisions | $620,000 | 5,249 |
| Other domestic debt securities | $8,000 | 2,889 |
| Privately issued residential mortgage-backed securities | $8,000 | 1,354 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| 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 | $4,875,000 | 4,610 |
| Mortgage-backed securities | $9,418,000 | 2,779 |
| Certificates of participation in pools of residential mortgages | $6,937,000 | 2,558 |
| Issued or guaranteed by U.S. | $6,937,000 | 2,546 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,481,000 | 2,004 |
| CMOs issued by government agencies or sponsored agencies | $2,473,000 | 1,731 |
| Privately issued | $8,000 | 1,262 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $32,185,000 | 2,867 |
| Total debt securities | $32,185,000 | 3,233 |
| Structured notes | ||
| Amortized cost | $11,236,000 | 269 |
| Fair value | $11,141,000 | 265 |
| 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 | $32,219,000 | 3,291 |
| U.S. Government securities | $31,584,000 | 2,581 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $31,584,000 | 2,507 |
| Securities issued by states & political subdivisions | $627,000 | 5,292 |
| Other domestic debt securities | $8,000 | 2,920 |
| Privately issued residential mortgage-backed securities | $8,000 | 1,326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| 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 | $5,894,000 | 4,304 |
| Mortgage-backed securities | $9,064,000 | 2,792 |
| Certificates of participation in pools of residential mortgages | $7,578,000 | 2,426 |
| Issued or guaranteed by U.S. | $7,578,000 | 2,416 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,486,000 | 2,289 |
| CMOs issued by government agencies or sponsored agencies | $1,478,000 | 2,013 |
| Privately issued | $8,000 | 1,223 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $32,219,000 | 2,861 |
| Total debt securities | $32,219,000 | 3,248 |
| Structured notes | ||
| Amortized cost | $8,287,000 | 417 |
| Fair value | $8,253,000 | 416 |
| 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 | $31,855,000 | 3,329 |
| U.S. Government securities | $31,220,000 | 2,647 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $31,220,000 | 2,585 |
| Securities issued by states & political subdivisions | $627,000 | 5,313 |
| Other domestic debt securities | $8,000 | 2,964 |
| Privately issued residential mortgage-backed securities | $8,000 | 1,315 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| 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 | $5,341,000 | 4,471 |
| Mortgage-backed securities | $7,876,000 | 2,972 |
| Certificates of participation in pools of residential mortgages | $7,221,000 | 2,508 |
| Issued or guaranteed by U.S. | $7,221,000 | 2,494 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $655,000 | 2,755 |
| CMOs issued by government agencies or sponsored agencies | $647,000 | 2,482 |
| Privately issued | $8,000 | 1,223 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $31,855,000 | 2,888 |
| Total debt securities | $31,855,000 | 3,285 |
| Structured notes | ||
| Amortized cost | $7,710,000 | 497 |
| Fair value | $7,668,000 | 495 |
| 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 | $29,894,000 | 3,509 |
| U.S. Government securities | $29,259,000 | 2,824 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $29,259,000 | 2,741 |
| Securities issued by states & political subdivisions | $627,000 | 5,355 |
| Other domestic debt securities | $8,000 | 3,017 |
| Privately issued residential mortgage-backed securities | $8,000 | 1,303 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| 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 | $5,360,000 | 4,493 |
| Mortgage-backed securities | $8,381,000 | 2,868 |
| Certificates of participation in pools of residential mortgages | $7,648,000 | 2,444 |
| Issued or guaranteed by U.S. | $7,648,000 | 2,431 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $733,000 | 2,674 |
| CMOs issued by government agencies or sponsored agencies | $725,000 | 2,399 |
| Privately issued | $8,000 | 1,197 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $29,894,000 | 3,047 |
| Total debt securities | $29,894,000 | 3,457 |
| Structured notes | ||
| Amortized cost | $7,606,000 | 539 |
| Fair value | $7,537,000 | 538 |
| 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 | $31,169,000 | 3,395 |
| U.S. Government securities | $30,549,000 | 2,716 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $30,549,000 | 2,634 |
| Securities issued by states & political subdivisions | $620,000 | 5,386 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,595,000 | 4,431 |
| Mortgage-backed securities | $8,947,000 | 2,774 |
| Certificates of participation in pools of residential mortgages | $8,144,000 | 2,372 |
| Issued or guaranteed by U.S. | $8,144,000 | 2,361 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $803,000 | 2,621 |
| CMOs issued by government agencies or sponsored agencies | $803,000 | 2,342 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $31,169,000 | 2,950 |
| Total debt securities | $31,169,000 | 3,350 |
| Structured notes | ||
| Amortized cost | $9,292,000 | 466 |
| Fair value | $9,119,000 | 460 |
| 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 | $35,674,000 | 3,119 |
| U.S. Government securities | $35,047,000 | 2,471 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $35,047,000 | 2,400 |
| Securities issued by states & political subdivisions | $627,000 | 5,400 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| 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 | $5,627,000 | 4,428 |
| Mortgage-backed securities | $10,868,000 | 2,560 |
| Certificates of participation in pools of residential mortgages | $10,018,000 | 2,151 |
| Issued or guaranteed by U.S. | $10,018,000 | 2,139 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $850,000 | 2,610 |
| CMOs issued by government agencies or sponsored agencies | $850,000 | 2,320 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $35,674,000 | 2,692 |
| Total debt securities | $35,674,000 | 3,076 |
| Structured notes | ||
| Amortized cost | $10,612,000 | 413 |
| Fair value | $10,489,000 | 408 |
| 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 | $33,528,000 | 3,248 |
| U.S. Government securities | $32,124,000 | 2,618 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $32,124,000 | 2,543 |
| Securities issued by states & political subdivisions | $625,000 | 5,435 |
| Other domestic debt securities | $779,000 | 2,278 |
| Privately issued residential mortgage-backed securities | $779,000 | 863 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| 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 | $4,827,000 | 4,653 |
| Mortgage-backed securities | $12,583,000 | 2,402 |
| Certificates of participation in pools of residential mortgages | $10,749,000 | 2,076 |
| Issued or guaranteed by U.S. | $10,749,000 | 2,061 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,834,000 | 2,126 |
| CMOs issued by government agencies or sponsored agencies | $1,055,000 | 2,182 |
| Privately issued | $779,000 | 808 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $33,528,000 | 2,805 |
| Total debt securities | $33,528,000 | 3,196 |
| Structured notes | ||
| Amortized cost | $8,715,000 | 519 |
| Fair value | $8,618,000 | 515 |
| 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 | $31,009,000 | 3,452 |
| U.S. Government securities | $29,520,000 | 2,798 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $29,520,000 | 2,703 |
| Securities issued by states & political subdivisions | $651,000 | 5,428 |
| Other domestic debt securities | $838,000 | 2,273 |
| Privately issued residential mortgage-backed securities | $838,000 | 835 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| 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 | $5,925,000 | 4,324 |
| Mortgage-backed securities | $14,281,000 | 2,222 |
| Certificates of participation in pools of residential mortgages | $11,635,000 | 2,003 |
| Issued or guaranteed by U.S. | $11,635,000 | 1,992 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,646,000 | 1,906 |
| CMOs issued by government agencies or sponsored agencies | $1,808,000 | 1,897 |
| Privately issued | $838,000 | 781 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $31,009,000 | 2,983 |
| Total debt securities | $31,009,000 | 3,391 |
| Structured notes | ||
| Amortized cost | $7,629,000 | 558 |
| Fair value | $7,591,000 | 557 |
| 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 | $31,077,000 | 3,503 |
| U.S. Government securities | $29,528,000 | 2,840 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $29,528,000 | 2,736 |
| Securities issued by states & political subdivisions | $648,000 | 5,434 |
| Other domestic debt securities | $901,000 | 2,308 |
| Privately issued residential mortgage-backed securities | $901,000 | 801 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| 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 | $6,530,000 | 4,114 |
| Mortgage-backed securities | $13,719,000 | 2,362 |
| Certificates of participation in pools of residential mortgages | $11,626,000 | 2,074 |
| Issued or guaranteed by U.S. | $11,626,000 | 2,063 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,093,000 | 2,080 |
| CMOs issued by government agencies or sponsored agencies | $1,192,000 | 2,200 |
| Privately issued | $901,000 | 748 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $31,077,000 | 3,034 |
| Total debt securities | $31,077,000 | 3,455 |
| Structured notes | ||
| Amortized cost | $8,126,000 | 533 |
| Fair value | $8,117,000 | 530 |
| 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 | $33,202,000 | 3,362 |
| U.S. Government securities | $31,406,000 | 2,749 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $31,406,000 | 2,636 |
| Securities issued by states & political subdivisions | $822,000 | 5,260 |
| Other domestic debt securities | $974,000 | 2,314 |
| Privately issued residential mortgage-backed securities | $974,000 | 770 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| 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 | $6,720,000 | 4,102 |
| Mortgage-backed securities | $14,977,000 | 2,303 |
| Certificates of participation in pools of residential mortgages | $12,154,000 | 2,054 |
| Issued or guaranteed by U.S. | $12,154,000 | 2,043 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,823,000 | 1,940 |
| CMOs issued by government agencies or sponsored agencies | $1,849,000 | 1,972 |
| Privately issued | $974,000 | 720 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $33,202,000 | 2,891 |
| Total debt securities | $33,202,000 | 3,311 |
| Structured notes | ||
| Amortized cost | $8,815,000 | 486 |
| Fair value | $8,738,000 | 486 |
| 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 | $31,335,000 | 3,522 |
| U.S. Government securities | $29,454,000 | 2,898 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $29,454,000 | 2,794 |
| Securities issued by states & political subdivisions | $847,000 | 5,253 |
| Other domestic debt securities | $1,034,000 | 2,241 |
| Privately issued residential mortgage-backed securities | $1,034,000 | 746 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| 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 | $6,592,000 | 4,123 |
| Mortgage-backed securities | $14,806,000 | 2,356 |
| Certificates of participation in pools of residential mortgages | $12,325,000 | 2,083 |
| Issued or guaranteed by U.S. | $12,325,000 | 2,074 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $2,481,000 | 2,030 |
| CMOs issued by government agencies or sponsored agencies | $1,447,000 | 2,197 |
| Privately issued | $1,034,000 | 697 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $31,335,000 | 3,041 |
| Total debt securities | $31,335,000 | 3,458 |
| Structured notes | ||
| Amortized cost | $8,898,000 | 481 |
| Fair value | $8,904,000 | 474 |
| 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 | $29,980,000 | 3,623 |
| U.S. Government securities | $27,898,000 | 3,012 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $27,898,000 | 2,895 |
| Securities issued by states & political subdivisions | $854,000 | 5,289 |
| Other domestic debt securities | $1,228,000 | 2,172 |
| Privately issued residential mortgage-backed securities | $1,228,000 | 676 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| 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 | $7,114,000 | 3,968 |
| Mortgage-backed securities | $17,098,000 | 2,149 |
| Certificates of participation in pools of residential mortgages | $13,605,000 | 1,959 |
| Issued or guaranteed by U.S. | $13,605,000 | 1,952 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,493,000 | 1,801 |
| CMOs issued by government agencies or sponsored agencies | $2,265,000 | 1,871 |
| Privately issued | $1,228,000 | 631 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $29,980,000 | 3,134 |
| Total debt securities | $29,980,000 | 3,555 |
| Structured notes | ||
| Amortized cost | $6,585,000 | 653 |
| Fair value | $6,623,000 | 652 |
| 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 | $29,456,000 | 3,707 |
| U.S. Government securities | $27,224,000 | 3,099 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $27,224,000 | 2,980 |
| Securities issued by states & political subdivisions | $845,000 | 5,331 |
| Other domestic debt securities | $1,387,000 | 2,173 |
| Privately issued residential mortgage-backed securities | $1,387,000 | 649 |
| 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 | 3,142 |
| 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 | $6,964,000 | 3,984 |
| Mortgage-backed securities | $16,213,000 | 2,256 |
| Certificates of participation in pools of residential mortgages | $13,393,000 | 2,007 |
| Issued or guaranteed by U.S. | $13,393,000 | 1,999 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,820,000 | 1,971 |
| CMOs issued by government agencies or sponsored agencies | $1,433,000 | 2,269 |
| Privately issued | $1,387,000 | 609 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $29,456,000 | 3,202 |
| Total debt securities | $29,456,000 | 3,640 |
| Structured notes | ||
| Amortized cost | $5,986,000 | 710 |
| Fair value | $5,928,000 | 688 |
| 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 | $32,735,000 | 3,426 |
| U.S. Government securities | $30,351,000 | 2,786 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $30,351,000 | 2,694 |
| Securities issued by states & political subdivisions | $882,000 | 5,307 |
| Other domestic debt securities | $1,502,000 | 2,206 |
| Privately issued residential mortgage-backed securities | $1,502,000 | 661 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,166,000 | 3,873 |
| Mortgage-backed securities | $18,358,000 | 2,135 |
| Certificates of participation in pools of residential mortgages | $14,556,000 | 1,927 |
| Issued or guaranteed by U.S. | $14,556,000 | 1,918 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $3,802,000 | 1,827 |
| CMOs issued by government agencies or sponsored agencies | $2,300,000 | 1,950 |
| Privately issued | $1,502,000 | 619 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $32,735,000 | 2,969 |
| Total debt securities | $32,735,000 | 3,352 |
| Structured notes | ||
| Amortized cost | $5,983,000 | 609 |
| Fair value | $6,051,000 | 597 |
| 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 | $27,352,000 | 3,967 |
| U.S. Government securities | $24,712,000 | 3,371 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $24,712,000 | 3,256 |
| Securities issued by states & political subdivisions | $1,047,000 | 5,173 |
| Other domestic debt securities | $1,593,000 | 2,182 |
| Privately issued residential mortgage-backed securities | $1,593,000 | 548 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| 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 | $3,141,000 | 5,240 |
| Mortgage-backed securities | $19,403,000 | 2,056 |
| Certificates of participation in pools of residential mortgages | $13,697,000 | 2,008 |
| Issued or guaranteed by U.S. | $13,697,000 | 1,994 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $5,706,000 | 1,489 |
| CMOs issued by government agencies or sponsored agencies | $4,113,000 | 1,643 |
| Privately issued | $1,593,000 | 479 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $27,352,000 | 3,424 |
| Total debt securities | $27,352,000 | 3,894 |
| Structured notes | ||
| Amortized cost | $2,462,000 | 1,111 |
| Fair value | $2,490,000 | 1,084 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $26,530,000 | 3,979 |
| U.S. Government securities | $23,723,000 | 3,378 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $23,723,000 | 3,243 |
| Securities issued by states & political subdivisions | $1,050,000 | 5,177 |
| Other domestic debt securities | $1,757,000 | 2,230 |
| Privately issued residential mortgage-backed securities | $1,757,000 | 552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| 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 | $3,281,000 | 5,148 |
| Mortgage-backed securities | $20,865,000 | 1,952 |
| Certificates of participation in pools of residential mortgages | $15,224,000 | 1,867 |
| Issued or guaranteed by U.S. | $15,224,000 | 1,859 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $5,641,000 | 1,528 |
| CMOs issued by government agencies or sponsored agencies | $3,884,000 | 1,689 |
| Privately issued | $1,757,000 | 488 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $26,530,000 | 3,444 |
| Total debt securities | $26,530,000 | 3,894 |
| Structured notes | ||
| Amortized cost | $983,000 | 1,592 |
| Fair value | $996,000 | 1,504 |
| 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 | $28,570,000 | 3,673 |
| U.S. Government securities | $25,463,000 | 3,101 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $25,463,000 | 2,975 |
| Securities issued by states & political subdivisions | $1,108,000 | 5,086 |
| Other domestic debt securities | $1,999,000 | 2,200 |
| Privately issued residential mortgage-backed securities | $1,999,000 | 541 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,907,000 | 4,450 |
| Mortgage-backed securities | $22,109,000 | 1,910 |
| Certificates of participation in pools of residential mortgages | $14,719,000 | 1,884 |
| Issued or guaranteed by U.S. | $14,719,000 | 1,873 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $7,390,000 | 1,448 |
| CMOs issued by government agencies or sponsored agencies | $5,391,000 | 1,578 |
| Privately issued | $1,999,000 | 484 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $28,570,000 | 3,173 |
| Total debt securities | $28,570,000 | 3,593 |
| Structured notes | ||
| Amortized cost | $1,056,000 | 1,147 |
| Fair value | $1,060,000 | 1,150 |
| 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 | $33,870,000 | 3,211 |
| U.S. Government securities | $30,570,000 | 2,665 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $30,570,000 | 2,559 |
| Securities issued by states & political subdivisions | $1,096,000 | 5,046 |
| Other domestic debt securities | $2,204,000 | 2,104 |
| Privately issued residential mortgage-backed securities | $2,204,000 | 532 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,056,000 | 4,411 |
| Mortgage-backed securities | $27,373,000 | 1,625 |
| Certificates of participation in pools of residential mortgages | $15,096,000 | 1,820 |
| Issued or guaranteed by U.S. | $15,096,000 | 1,814 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $12,277,000 | 1,118 |
| CMOs issued by government agencies or sponsored agencies | $10,073,000 | 1,170 |
| Privately issued | $2,204,000 | 475 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $33,870,000 | 2,771 |
| Total debt securities | $33,870,000 | 3,128 |
| Structured notes | ||
| Amortized cost | $1,060,000 | 872 |
| Fair value | $1,067,000 | 875 |
| 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 | $30,932,000 | 3,447 |
| U.S. Government securities | $26,600,000 | 2,956 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $26,600,000 | 2,825 |
| Securities issued by states & political subdivisions | $1,173,000 | 4,968 |
| Other domestic debt securities | $3,159,000 | 1,786 |
| Privately issued residential mortgage-backed securities | $3,159,000 | 468 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,303,000 | 4,691 |
| Mortgage-backed securities | $24,239,000 | 1,750 |
| Certificates of participation in pools of residential mortgages | $13,299,000 | 1,950 |
| Issued or guaranteed by U.S. | $13,299,000 | 1,940 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $10,940,000 | 1,211 |
| CMOs issued by government agencies or sponsored agencies | $7,781,000 | 1,349 |
| Privately issued | $3,159,000 | 417 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $30,932,000 | 2,942 |
| Total debt securities | $30,932,000 | 3,369 |
| Structured notes | ||
| Amortized cost | $1,264,000 | 692 |
| Fair value | $1,269,000 | 690 |
| 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 | $27,159,000 | 3,627 |
| U.S. Government securities | $23,573,000 | 3,096 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $23,573,000 | 2,934 |
| Securities issued by states & political subdivisions | $999,000 | 5,264 |
| Other domestic debt securities | $2,587,000 | 2,019 |
| Privately issued residential mortgage-backed securities | $2,587,000 | 560 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,750,000 | 5,495 |
| Mortgage-backed securities | $23,043,000 | 1,658 |
| Certificates of participation in pools of residential mortgages | $9,879,000 | 2,129 |
| Issued or guaranteed by U.S. | $9,879,000 | 2,114 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $13,164,000 | 1,098 |
| CMOs issued by government agencies or sponsored agencies | $10,577,000 | 1,152 |
| Privately issued | $2,587,000 | 502 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $27,159,000 | 3,063 |
| Total debt securities | $27,159,000 | 3,536 |
| Structured notes | ||
| Amortized cost | $250,000 | 742 |
| Fair value | $257,000 | 746 |
| 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 | $28,608,000 | 3,553 |
| U.S. Government securities | $25,656,000 | 3,006 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $25,656,000 | 2,791 |
| Securities issued by states & political subdivisions | $1,283,000 | 5,018 |
| Other domestic debt securities | $1,669,000 | 2,080 |
| Privately issued residential mortgage-backed securities | $1,669,000 | 616 |
| 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 | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,987,000 | 5,713 |
| Mortgage-backed securities | $18,739,000 | 1,559 |
| Certificates of participation in pools of residential mortgages | $9,530,000 | 1,793 |
| Issued or guaranteed by U.S. | $9,530,000 | 1,781 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $9,209,000 | 1,073 |
| CMOs issued by government agencies or sponsored agencies | $7,540,000 | 1,088 |
| Privately issued | $1,669,000 | 545 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $28,608,000 | 2,865 |
| Total debt securities | $28,608,000 | 3,459 |
| Structured notes | ||
| Amortized cost | $190,000 | 851 |
| Fair value | $200,000 | 828 |
| 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 | $27,529,000 | 3,850 |
| U.S. Government securities | $23,815,000 | 3,380 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $23,815,000 | 3,015 |
| Securities issued by states & political subdivisions | $1,346,000 | 5,206 |
| Other domestic debt securities | $2,368,000 | 1,710 |
| Privately issued residential mortgage-backed securities | $1,469,000 | 671 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $899,000 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,430,000 | 6,072 |
| Mortgage-backed securities | $20,277,000 | 1,598 |
| Certificates of participation in pools of residential mortgages | $11,959,000 | 1,658 |
| Issued or guaranteed by U.S. | $11,959,000 | 1,647 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $8,318,000 | 1,224 |
| CMOs issued by government agencies or sponsored agencies | $6,849,000 | 1,235 |
| Privately issued | $1,469,000 | 594 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $27,529,000 | 3,024 |
| Total debt securities | $27,529,000 | 3,752 |
| 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 | $28,495,000 | 3,799 |
| U.S. Government securities | $24,373,000 | 3,368 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $24,373,000 | 2,847 |
| Securities issued by states & political subdivisions | $1,792,000 | 4,896 |
| Other domestic debt securities | $2,330,000 | 1,605 |
| Privately issued residential mortgage-backed securities | $2,330,000 | 517 |
| 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 | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,479,000 | 5,786 |
| Mortgage-backed securities | $24,491,000 | 1,498 |
| Certificates of participation in pools of residential mortgages | $12,651,000 | 1,668 |
| Issued or guaranteed by U.S. | $12,651,000 | 1,657 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $11,840,000 | 1,055 |
| CMOs issued by government agencies or sponsored agencies | $9,510,000 | 1,127 |
| Privately issued | $2,330,000 | 437 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $28,495,000 | 2,923 |
| Total debt securities | $28,495,000 | 3,691 |
| Structured notes | ||
| Amortized cost | $334,000 | 1,258 |
| Fair value | $337,000 | 1,259 |
| 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 | $23,270,000 | 4,424 |
| U.S. Government securities | $17,762,000 | 4,465 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $17,762,000 | 3,531 |
| Securities issued by states & political subdivisions | $1,749,000 | 4,855 |
| Other domestic debt securities | $3,759,000 | 998 |
| Privately issued residential mortgage-backed securities | $3,759,000 | 348 |
| 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 | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,306,000 | 5,437 |
| Mortgage-backed securities | $19,205,000 | 1,722 |
| Certificates of participation in pools of residential mortgages | $6,868,000 | 2,449 |
| Issued or guaranteed by U.S. | $6,868,000 | 2,435 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $12,337,000 | 955 |
| CMOs issued by government agencies or sponsored agencies | $8,578,000 | 1,179 |
| Privately issued | $3,759,000 | 262 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $23,270,000 | 3,238 |
| Total debt securities | $23,270,000 | 4,320 |
| Structured notes | ||
| Amortized cost | $496,000 | 2,150 |
| Fair value | $497,000 | 2,008 |
| 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 | $22,083,000 | 4,963 |
| U.S. Government securities | $16,905,000 | 5,016 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $16,905,000 | 3,809 |
| Securities issued by states & political subdivisions | $1,964,000 | 4,840 |
| Other domestic debt securities | $3,214,000 | 1,152 |
| Privately issued residential mortgage-backed securities | $3,214,000 | 440 |
| 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 | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,174,000 | 5,047 |
| Mortgage-backed securities | $15,984,000 | 2,172 |
| Certificates of participation in pools of residential mortgages | $7,470,000 | 2,563 |
| Issued or guaranteed by U.S. | $7,470,000 | 2,541 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $8,514,000 | 1,417 |
| CMOs issued by government agencies or sponsored agencies | $5,300,000 | 1,765 |
| Privately issued | $3,214,000 | 312 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $22,083,000 | 3,535 |
| Total debt securities | $22,083,000 | 4,857 |
| Structured notes | ||
| Amortized cost | $3,809,000 | 549 |
| Fair value | $3,883,000 | 533 |
| 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 | $20,013,000 | 5,542 |
| U.S. Government securities | $15,644,000 | 5,557 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $15,644,000 | 4,060 |
| Securities issued by states & political subdivisions | $2,312,000 | 4,589 |
| Other domestic debt securities | $2,057,000 | 1,768 |
| Privately issued residential mortgage-backed securities | $2,057,000 | 610 |
| 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 | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,055,000 | 6,794 |
| Mortgage-backed securities | $12,311,000 | 2,697 |
| Certificates of participation in pools of residential mortgages | $5,917,000 | 2,998 |
| Issued or guaranteed by U.S. | $5,917,000 | 2,973 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $6,394,000 | 1,872 |
| CMOs issued by government agencies or sponsored agencies | $4,337,000 | 2,228 |
| Privately issued | $2,057,000 | 437 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $20,013,000 | 3,961 |
| Total debt securities | $20,013,000 | 5,448 |
| Structured notes | ||
| Amortized cost | $4,727,000 | 767 |
| Fair value | $4,820,000 | 737 |
| 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 | $17,083,000 | 6,553 |
| U.S. Government securities | $11,933,000 | 6,987 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $11,933,000 | 4,752 |
| Securities issued by states & political subdivisions | $2,821,000 | 4,348 |
| Other domestic debt securities | $2,329,000 | 1,862 |
| Privately issued residential mortgage-backed securities | $2,329,000 | 607 |
| 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 | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,415,000 | 5,742 |
| Mortgage-backed securities | $13,450,000 | 2,691 |
| Certificates of participation in pools of residential mortgages | $6,535,000 | 2,931 |
| Issued or guaranteed by U.S. | $6,535,000 | 2,921 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $6,915,000 | 1,855 |
| CMOs issued by government agencies or sponsored agencies | $4,586,000 | 2,309 |
| Privately issued | $2,329,000 | 447 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 11,523 |
| Available-for-sale securities (fair market value) | $17,083,000 | 3,214 |
| Total debt securities | $17,083,000 | 6,448 |
| 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 | $16,244,000 | 7,039 |
| U.S. Government securities | $10,682,000 | 7,728 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $10,682,000 | 5,343 |
| Securities issued by states & political subdivisions | $3,169,000 | 4,129 |
| Other domestic debt securities | $2,393,000 | 2,159 |
| Privately issued residential mortgage-backed securities | $2,393,000 | 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 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,763,000 | 4,763 |
| Mortgage-backed securities | $12,847,000 | 3,109 |
| Certificates of participation in pools of residential mortgages | $7,180,000 | 3,048 |
| Issued or guaranteed by U.S. | $7,180,000 | 3,017 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $5,667,000 | 2,443 |
| CMOs issued by government agencies or sponsored agencies | $3,274,000 | 3,089 |
| Privately issued | $2,393,000 | 533 |
| 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 | $16,244,000 | 6,894 |
| 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 | $18,144,000 | 6,495 |
| U.S. Government securities | $13,424,000 | 6,740 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $13,424,000 | 4,476 |
| Securities issued by states & political subdivisions | $2,793,000 | 4,241 |
| Other domestic debt securities | $1,927,000 | 3,006 |
| Privately issued residential mortgage-backed securities | $1,927,000 | 1,242 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,152,000 | 3,903 |
| Mortgage-backed securities | $13,680,000 | 3,027 |
| Certificates of participation in pools of residential mortgages | $7,812,000 | 3,010 |
| Issued or guaranteed by U.S. | $7,812,000 | 2,960 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $5,868,000 | 2,397 |
| CMOs issued by government agencies or sponsored agencies | $3,941,000 | 2,770 |
| Privately issued | $1,927,000 | 947 |
| 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 | $18,144,000 | 6,381 |
| 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 |