Home > BEACON BUSINESS BANK > Securities
BEACON BUSINESS BANK, Securities
| 2023-12-31 | Rank | |
| Total securities | $47,053,000 | 2,675 |
| U.S. Government securities | $32,623,000 | 2,371 |
| U.S. Treasury securities | $12,209,000 | 1,230 |
| U.S. Government agency obligations | $20,414,000 | 2,566 |
| Securities issued by states & political subdivisions | $10,570,000 | 2,397 |
| Other domestic debt securities | $2,867,000 | 1,608 |
| 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 | $2,867,000 | 1,198 |
| Foreign debt securities | $993,000 | 197 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,570,000 | 1,854 |
| Mortgage-backed securities | $12,730,000 | 2,387 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $12,729,000 | 1,856 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 2,715 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $47,053,000 | 2,447 |
| Total debt securities | $47,052,000 | 2,658 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 747 |
| Fair value | $993,000 | 756 |
| 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 | $45,994,000 | 2,692 |
| U.S. Government securities | $32,052,000 | 2,391 |
| U.S. Treasury securities | $11,900,000 | 1,295 |
| U.S. Government agency obligations | $20,152,000 | 2,559 |
| Securities issued by states & political subdivisions | $10,198,000 | 2,426 |
| Other domestic debt securities | $2,790,000 | 1,609 |
| 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 | $2,790,000 | 1,202 |
| Foreign debt securities | $954,000 | 218 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,603,000 | 1,830 |
| Mortgage-backed securities | $12,685,000 | 2,368 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $12,684,000 | 1,831 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 2,712 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $45,994,000 | 2,458 |
| Total debt securities | $45,994,000 | 2,674 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 768 |
| Fair value | $954,000 | 801 |
| 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 | $47,433,000 | 2,718 |
| U.S. Government securities | $33,079,000 | 2,394 |
| U.S. Treasury securities | $11,911,000 | 1,318 |
| U.S. Government agency obligations | $21,168,000 | 2,567 |
| Securities issued by states & political subdivisions | $10,564,000 | 2,458 |
| Other domestic debt securities | $2,818,000 | 1,612 |
| 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 | $2,818,000 | 1,213 |
| Foreign debt securities | $972,000 | 215 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,246,000 | 1,796 |
| Mortgage-backed securities | $13,637,000 | 2,357 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $13,635,000 | 1,809 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 2,705 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $47,433,000 | 2,487 |
| Total debt securities | $47,433,000 | 2,701 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 811 |
| Fair value | $972,000 | 829 |
| 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 | $48,608,000 | 2,765 |
| U.S. Government securities | $34,117,000 | 2,437 |
| U.S. Treasury securities | $12,057,000 | 1,377 |
| U.S. Government agency obligations | $22,060,000 | 2,531 |
| Securities issued by states & political subdivisions | $10,656,000 | 2,498 |
| Other domestic debt securities | $2,849,000 | 1,648 |
| 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 | $2,849,000 | 1,236 |
| Foreign debt securities | $986,000 | 187 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,083,000 | 1,659 |
| Mortgage-backed securities | $14,410,000 | 2,371 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $14,408,000 | 1,814 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 2,744 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $48,608,000 | 2,530 |
| Total debt securities | $48,608,000 | 2,746 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 845 |
| Fair value | $986,000 | 852 |
| 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 | $48,595,000 | 2,798 |
| U.S. Government securities | $33,935,000 | 2,452 |
| U.S. Treasury securities | $11,803,000 | 1,446 |
| U.S. Government agency obligations | $22,132,000 | 2,534 |
| Securities issued by states & political subdivisions | $10,889,000 | 2,516 |
| Other domestic debt securities | $2,799,000 | 1,679 |
| 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 | $2,799,000 | 1,251 |
| Foreign debt securities | $972,000 | 193 |
| 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 | $864,000 | 3,746 |
| Mortgage-backed securities | $14,645,000 | 2,373 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $14,643,000 | 1,812 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 2,761 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $48,595,000 | 2,558 |
| Total debt securities | $48,594,000 | 2,777 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 869 |
| Fair value | $972,000 | 882 |
| 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 | $47,177,000 | 2,838 |
| U.S. Government securities | $34,360,000 | 2,457 |
| U.S. Treasury securities | $11,739,000 | 1,468 |
| U.S. Government agency obligations | $22,621,000 | 2,530 |
| Securities issued by states & political subdivisions | $10,845,000 | 2,523 |
| Other domestic debt securities | $1,000,000 | 2,014 |
| 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 | $1,000,000 | 1,606 |
| Foreign debt securities | $972,000 | 199 |
| 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 | $85,000 | 3,969 |
| Mortgage-backed securities | $15,105,000 | 2,371 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $15,103,000 | 1,814 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 2,778 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $47,177,000 | 2,602 |
| Total debt securities | $47,176,000 | 2,817 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 861 |
| Fair value | $972,000 | 873 |
| 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 | $49,097,000 | 2,819 |
| U.S. Government securities | $36,033,000 | 2,444 |
| U.S. Treasury securities | $12,019,000 | 1,431 |
| U.S. Government agency obligations | $24,014,000 | 2,499 |
| Securities issued by states & political subdivisions | $12,063,000 | 2,476 |
| Other domestic debt securities | $1,001,000 | 1,901 |
| 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 | $1,001,000 | 1,609 |
| 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 | $923,000 | 3,789 |
| Mortgage-backed securities | $16,239,000 | 2,363 |
| Certificates of participation in pools of residential mortgages | $16,236,000 | 1,835 |
| Issued or guaranteed by U.S. | $16,236,000 | 1,796 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $3,000 | 2,881 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 2,807 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $49,097,000 | 2,608 |
| Total debt securities | $49,097,000 | 2,805 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $52,063,000 | 2,712 |
| U.S. Government securities | $38,088,000 | 2,320 |
| U.S. Treasury securities | $12,282,000 | 1,247 |
| U.S. Government agency obligations | $25,806,000 | 2,422 |
| Securities issued by states & political subdivisions | $12,971,000 | 2,418 |
| Other domestic debt securities | $1,004,000 | 1,880 |
| 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 | $1,004,000 | 1,581 |
| 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 | $988,000 | 3,792 |
| Mortgage-backed securities | $17,824,000 | 2,306 |
| Certificates of participation in pools of residential mortgages | $17,820,000 | 1,774 |
| Issued or guaranteed by U.S. | $17,820,000 | 1,744 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $4,000 | 2,869 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 2,799 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $52,063,000 | 2,525 |
| Total debt securities | $52,063,000 | 2,696 |
| 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 | $56,160,000 | 2,535 |
| U.S. Government securities | $40,949,000 | 2,089 |
| U.S. Treasury securities | $12,836,000 | 896 |
| U.S. Government agency obligations | $28,113,000 | 2,302 |
| Securities issued by states & political subdivisions | $14,204,000 | 2,385 |
| Other domestic debt securities | $1,007,000 | 1,847 |
| 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 | $1,007,000 | 1,526 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,076,000 | 3,785 |
| Mortgage-backed securities | $19,659,000 | 2,219 |
| Certificates of participation in pools of residential mortgages | $19,654,000 | 1,702 |
| Issued or guaranteed by U.S. | $19,654,000 | 1,666 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $5,000 | 2,856 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 2,797 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $56,160,000 | 2,378 |
| Total debt securities | $56,160,000 | 2,519 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $40,444,000 | 2,911 |
| U.S. Government securities | $25,104,000 | 2,600 |
| U.S. Treasury securities | $2,995,000 | 1,401 |
| U.S. Government agency obligations | $22,109,000 | 2,560 |
| Securities issued by states & political subdivisions | $14,328,000 | 2,356 |
| Other domestic debt securities | $1,012,000 | 1,797 |
| 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 | $1,012,000 | 1,471 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,098,000 | 3,810 |
| Mortgage-backed securities | $15,487,000 | 2,434 |
| Certificates of participation in pools of residential mortgages | $15,481,000 | 1,896 |
| Issued or guaranteed by U.S. | $15,481,000 | 1,848 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $6,000 | 2,884 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 2,821 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $40,444,000 | 2,746 |
| Total debt securities | $40,447,000 | 2,890 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $22,966,000 | 3,471 |
| U.S. Government securities | $6,607,000 | 3,808 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $6,607,000 | 3,581 |
| Securities issued by states & political subdivisions | $15,345,000 | 2,265 |
| Other domestic debt securities | $1,014,000 | 1,770 |
| 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 | $1,014,000 | 1,418 |
| 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 | $570,000 | 3,966 |
| Mortgage-backed securities | $4,922,000 | 3,227 |
| Certificates of participation in pools of residential mortgages | $4,915,000 | 2,822 |
| Issued or guaranteed by U.S. | $4,915,000 | 2,735 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $7,000 | 2,871 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 2,815 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $22,966,000 | 3,271 |
| Total debt securities | $22,966,000 | 3,451 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $20,235,000 | 3,514 |
| U.S. Government securities | $4,101,000 | 4,002 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $4,101,000 | 3,830 |
| Securities issued by states & political subdivisions | $15,119,000 | 2,216 |
| Other domestic debt securities | $1,015,000 | 1,742 |
| 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 | $1,015,000 | 1,365 |
| 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 | $574,000 | 3,986 |
| Mortgage-backed securities | $3,393,000 | 3,367 |
| Certificates of participation in pools of residential mortgages | $3,384,000 | 2,984 |
| Issued or guaranteed by U.S. | $3,384,000 | 2,891 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $9,000 | 2,840 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 2,782 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $20,235,000 | 3,304 |
| Total debt securities | $20,235,000 | 3,488 |
| 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 | $19,129,000 | 3,474 |
| U.S. Government securities | $3,637,000 | 3,978 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $3,637,000 | 3,829 |
| Securities issued by states & political subdivisions | $14,474,000 | 2,234 |
| Other domestic debt securities | $1,018,000 | 1,686 |
| 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 | $1,018,000 | 1,313 |
| 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 | $581,000 | 3,998 |
| Mortgage-backed securities | $2,908,000 | 3,424 |
| Certificates of participation in pools of residential mortgages | $2,898,000 | 3,025 |
| Issued or guaranteed by U.S. | $2,898,000 | 2,948 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $10,000 | 2,841 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 2,780 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $19,129,000 | 3,262 |
| Total debt securities | $19,128,000 | 3,452 |
| 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 | $13,404,000 | 3,754 |
| U.S. Government securities | $3,949,000 | 3,947 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $3,949,000 | 3,793 |
| Securities issued by states & political subdivisions | $8,438,000 | 2,648 |
| Other domestic debt securities | $1,017,000 | 1,651 |
| 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 | $1,017,000 | 1,273 |
| 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 | $584,000 | 4,018 |
| Mortgage-backed securities | $3,213,000 | 3,393 |
| Certificates of participation in pools of residential mortgages | $3,202,000 | 2,966 |
| Issued or guaranteed by U.S. | $3,202,000 | 2,880 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $11,000 | 2,842 |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 2,784 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $13,404,000 | 3,524 |
| Total debt securities | $13,404,000 | 3,730 |
| 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 | $13,747,000 | 3,742 |
| U.S. Government securities | $4,307,000 | 3,918 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $4,307,000 | 3,761 |
| Securities issued by states & political subdivisions | $8,430,000 | 2,589 |
| Other domestic debt securities | $1,010,000 | 1,600 |
| 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 | $1,010,000 | 1,236 |
| 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 | $587,000 | 4,066 |
| Mortgage-backed securities | $3,549,000 | 3,354 |
| Certificates of participation in pools of residential mortgages | $3,537,000 | 2,901 |
| Issued or guaranteed by U.S. | $3,537,000 | 2,821 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $12,000 | 2,836 |
| CMOs issued by government agencies or sponsored agencies | $12,000 | 2,785 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $13,747,000 | 3,507 |
| Total debt securities | $13,747,000 | 3,719 |
| 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 | $10,284,000 | 4,005 |
| U.S. Government securities | $3,543,000 | 4,087 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $3,543,000 | 3,922 |
| Securities issued by states & political subdivisions | $5,826,000 | 2,864 |
| Other domestic debt securities | $915,000 | 1,594 |
| 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 | $915,000 | 1,216 |
| 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 | $581,000 | 4,110 |
| Mortgage-backed securities | $2,698,000 | 3,494 |
| Certificates of participation in pools of residential mortgages | $2,684,000 | 3,088 |
| Issued or guaranteed by U.S. | $2,684,000 | 2,995 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $14,000 | 2,839 |
| CMOs issued by government agencies or sponsored agencies | $14,000 | 2,783 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $10,284,000 | 3,750 |
| Total debt securities | $10,282,000 | 3,979 |
| 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 | $10,496,000 | 4,035 |
| U.S. Government securities | $3,758,000 | 4,140 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $3,758,000 | 3,973 |
| Securities issued by states & political subdivisions | $5,721,000 | 2,877 |
| Other domestic debt securities | $1,017,000 | 1,497 |
| 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 | $1,017,000 | 1,115 |
| 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 | $590,000 | 4,172 |
| Mortgage-backed securities | $2,900,000 | 3,447 |
| Certificates of participation in pools of residential mortgages | $2,885,000 | 3,021 |
| Issued or guaranteed by U.S. | $2,885,000 | 2,934 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $15,000 | 2,857 |
| CMOs issued by government agencies or sponsored agencies | $15,000 | 2,799 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $10,496,000 | 3,785 |
| Total debt securities | $10,496,000 | 4,012 |
| 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 | $10,456,000 | 4,093 |
| U.S. Government securities | $4,078,000 | 4,171 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $4,078,000 | 4,007 |
| Securities issued by states & political subdivisions | $5,363,000 | 2,957 |
| Other domestic debt securities | $1,015,000 | 1,525 |
| 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 | $1,015,000 | 1,124 |
| 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 | $591,000 | 4,235 |
| Mortgage-backed securities | $3,108,000 | 3,424 |
| Certificates of participation in pools of residential mortgages | $3,091,000 | 2,971 |
| Issued or guaranteed by U.S. | $3,091,000 | 2,885 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $17,000 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $17,000 | 2,820 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $10,456,000 | 3,839 |
| Total debt securities | $10,456,000 | 4,068 |
| 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 | $11,016,000 | 4,103 |
| U.S. Government securities | $4,401,000 | 4,197 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $4,401,000 | 4,034 |
| Securities issued by states & political subdivisions | $5,603,000 | 2,983 |
| Other domestic debt securities | $1,012,000 | 1,509 |
| 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 | $1,012,000 | 1,143 |
| 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 | $596,000 | 4,277 |
| Mortgage-backed securities | $3,360,000 | 3,385 |
| Certificates of participation in pools of residential mortgages | $3,342,000 | 2,925 |
| Issued or guaranteed by U.S. | $3,342,000 | 2,845 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $18,000 | 2,885 |
| CMOs issued by government agencies or sponsored agencies | $18,000 | 2,824 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $11,016,000 | 3,831 |
| Total debt securities | $11,015,000 | 4,083 |
| 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 | $11,199,000 | 4,160 |
| U.S. Government securities | $4,645,000 | 4,216 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $4,645,000 | 4,056 |
| Securities issued by states & political subdivisions | $5,538,000 | 3,044 |
| Other domestic debt securities | $1,016,000 | 1,501 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,016,000 | 1,142 |
| 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 | $596,000 | 4,322 |
| Mortgage-backed securities | $3,555,000 | 3,371 |
| Certificates of participation in pools of residential mortgages | $3,535,000 | 2,908 |
| Issued or guaranteed by U.S. | $3,535,000 | 2,821 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $20,000 | 2,904 |
| CMOs issued by government agencies or sponsored agencies | $20,000 | 2,837 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $11,199,000 | 3,888 |
| Total debt securities | $11,200,000 | 4,141 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $11,323,000 | 4,183 |
| U.S. Government securities | $4,846,000 | 4,216 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $4,846,000 | 4,067 |
| Securities issued by states & political subdivisions | $5,478,000 | 3,106 |
| Other domestic debt securities | $999,000 | 1,515 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $999,000 | 1,171 |
| 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 | $598,000 | 4,372 |
| Mortgage-backed securities | $3,742,000 | 3,360 |
| Certificates of participation in pools of residential mortgages | $3,721,000 | 2,889 |
| Issued or guaranteed by U.S. | $3,721,000 | 2,832 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $21,000 | 2,912 |
| CMOs issued by government agencies or sponsored agencies | $21,000 | 2,850 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $11,323,000 | 3,911 |
| Total debt securities | $11,323,000 | 4,162 |
| 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 | $9,333,000 | 4,415 |
| U.S. Government securities | $2,895,000 | 4,589 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $2,895,000 | 4,425 |
| Securities issued by states & political subdivisions | $5,418,000 | 3,150 |
| Other domestic debt securities | $1,020,000 | 1,448 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $1,020,000 | 1,136 |
| 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 | $604,000 | 4,438 |
| Mortgage-backed securities | $1,766,000 | 3,752 |
| Certificates of participation in pools of residential mortgages | $1,743,000 | 3,395 |
| Issued or guaranteed by U.S. | $1,743,000 | 3,366 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $23,000 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $23,000 | 2,859 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $9,333,000 | 4,134 |
| Total debt securities | $9,333,000 | 4,389 |
| 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 | $9,551,000 | 4,446 |
| U.S. Government securities | $1,993,000 | 4,775 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $1,993,000 | 4,625 |
| Securities issued by states & political subdivisions | $5,431,000 | 3,205 |
| Other domestic debt securities | $2,127,000 | 1,311 |
| Privately issued residential mortgage-backed securities | $1,108,000 | 467 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $1,019,000 | 1,134 |
| 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 | $144,000 | 4,623 |
| Mortgage-backed securities | $1,899,000 | 3,771 |
| Certificates of participation in pools of residential mortgages | $1,874,000 | 3,402 |
| Issued or guaranteed by U.S. | $766,000 | 3,648 |
| Privately issued | $1,108,000 | 246 |
| Collaterized mortgage obligations | $25,000 | 2,951 |
| CMOs issued by government agencies or sponsored agencies | $25,000 | 2,877 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $9,551,000 | 4,158 |
| Total debt securities | $9,550,000 | 4,420 |
| 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 | $9,687,000 | 4,479 |
| U.S. Government securities | $3,270,000 | 4,621 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $3,270,000 | 4,474 |
| Securities issued by states & political subdivisions | $5,400,000 | 3,258 |
| Other domestic debt securities | $1,017,000 | 1,449 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $1,017,000 | 1,155 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,489,000 | 4,271 |
| Mortgage-backed securities | $2,028,000 | 3,771 |
| Certificates of participation in pools of residential mortgages | $2,000,000 | 3,420 |
| Issued or guaranteed by U.S. | $2,000,000 | 3,415 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $28,000 | 2,950 |
| CMOs issued by government agencies or sponsored agencies | $28,000 | 2,874 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $9,687,000 | 4,200 |
| Total debt securities | $9,688,000 | 4,455 |
| 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 | $9,943,000 | 4,529 |
| U.S. Government securities | $3,471,000 | 4,626 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $3,471,000 | 4,492 |
| Securities issued by states & political subdivisions | $5,446,000 | 3,309 |
| Other domestic debt securities | $1,026,000 | 1,453 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $1,026,000 | 1,177 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,517,000 | 4,325 |
| Mortgage-backed securities | $2,215,000 | 3,772 |
| Certificates of participation in pools of residential mortgages | $2,185,000 | 3,416 |
| Issued or guaranteed by U.S. | $2,185,000 | 3,410 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $30,000 | 2,961 |
| CMOs issued by government agencies or sponsored agencies | $30,000 | 2,878 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $9,943,000 | 4,247 |
| Total debt securities | $9,942,000 | 4,502 |
| 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 | $10,119,000 | 4,554 |
| U.S. Government securities | $3,623,000 | 4,656 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $3,623,000 | 4,530 |
| Securities issued by states & political subdivisions | $5,479,000 | 3,339 |
| Other domestic debt securities | $1,017,000 | 1,481 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $1,017,000 | 1,221 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,552,000 | 4,393 |
| Mortgage-backed securities | $2,349,000 | 3,790 |
| Certificates of participation in pools of residential mortgages | $2,316,000 | 3,443 |
| Issued or guaranteed by U.S. | $2,316,000 | 3,439 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $33,000 | 2,984 |
| CMOs issued by government agencies or sponsored agencies | $33,000 | 2,903 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $10,119,000 | 4,261 |
| Total debt securities | $10,118,000 | 4,531 |
| 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 | $10,150,000 | 4,605 |
| U.S. Government securities | $2,792,000 | 4,848 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $2,792,000 | 4,729 |
| Securities issued by states & political subdivisions | $6,346,000 | 3,234 |
| Other domestic debt securities | $1,012,000 | 1,505 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $1,012,000 | 1,248 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,578,000 | 4,419 |
| Mortgage-backed securities | $1,491,000 | 4,025 |
| Certificates of participation in pools of residential mortgages | $1,455,000 | 3,746 |
| Issued or guaranteed by U.S. | $1,455,000 | 3,740 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $36,000 | 3,015 |
| CMOs issued by government agencies or sponsored agencies | $36,000 | 2,925 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $10,150,000 | 4,306 |
| Total debt securities | $10,151,000 | 4,579 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $8,941,000 | 4,756 |
| U.S. Government securities | $1,690,000 | 5,123 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $1,690,000 | 5,000 |
| Securities issued by states & political subdivisions | $6,231,000 | 3,292 |
| Other domestic debt securities | $1,020,000 | 1,544 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $1,020,000 | 1,256 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,584,000 | 4,469 |
| Mortgage-backed securities | $1,560,000 | 4,077 |
| Certificates of participation in pools of residential mortgages | $1,521,000 | 3,795 |
| Issued or guaranteed by U.S. | $1,521,000 | 3,790 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $39,000 | 3,056 |
| CMOs issued by government agencies or sponsored agencies | $39,000 | 2,965 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $8,941,000 | 4,450 |
| Total debt securities | $8,940,000 | 4,730 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $8,927,000 | 4,777 |
| U.S. Government securities | $1,755,000 | 5,136 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,755,000 | 5,015 |
| Securities issued by states & political subdivisions | $6,155,000 | 3,319 |
| Other domestic debt securities | $1,017,000 | 1,547 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $1,017,000 | 1,257 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,586,000 | 4,518 |
| Mortgage-backed securities | $1,617,000 | 4,092 |
| Certificates of participation in pools of residential mortgages | $1,575,000 | 3,808 |
| Issued or guaranteed by U.S. | $1,575,000 | 3,802 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $42,000 | 3,065 |
| CMOs issued by government agencies or sponsored agencies | $42,000 | 2,961 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $8,927,000 | 4,458 |
| Total debt securities | $8,925,000 | 4,752 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $8,490,000 | 4,868 |
| U.S. Government securities | $1,957,000 | 5,149 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $1,957,000 | 5,036 |
| Securities issued by states & political subdivisions | $6,533,000 | 3,280 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,857,000 | 4,500 |
| Mortgage-backed securities | $1,811,000 | 4,081 |
| Certificates of participation in pools of residential mortgages | $1,764,000 | 3,778 |
| Issued or guaranteed by U.S. | $1,764,000 | 3,775 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $47,000 | 3,088 |
| CMOs issued by government agencies or sponsored agencies | $47,000 | 2,989 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $8,490,000 | 4,523 |
| Total debt securities | $8,489,000 | 4,843 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $8,502,000 | 4,917 |
| U.S. Government securities | $1,377,000 | 5,379 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $1,377,000 | 5,273 |
| Securities issued by states & political subdivisions | $7,125,000 | 3,193 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $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 | $2,110,000 | 4,515 |
| Mortgage-backed securities | $1,224,000 | 4,280 |
| Certificates of participation in pools of residential mortgages | $1,173,000 | 4,007 |
| Issued or guaranteed by U.S. | $1,173,000 | 4,001 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $51,000 | 3,119 |
| CMOs issued by government agencies or sponsored agencies | $51,000 | 3,011 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $8,502,000 | 4,570 |
| Total debt securities | $8,502,000 | 4,894 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $8,404,000 | 4,999 |
| U.S. Government securities | $1,444,000 | 5,445 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $1,444,000 | 5,338 |
| Securities issued by states & political subdivisions | $6,960,000 | 3,208 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $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 | $2,116,000 | 4,548 |
| Mortgage-backed securities | $1,284,000 | 4,291 |
| Certificates of participation in pools of residential mortgages | $1,228,000 | 4,016 |
| Issued or guaranteed by U.S. | $1,228,000 | 4,011 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $56,000 | 3,134 |
| CMOs issued by government agencies or sponsored agencies | $56,000 | 3,033 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $8,404,000 | 4,650 |
| Total debt securities | $8,403,000 | 4,976 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $9,993,000 | 4,900 |
| U.S. Government securities | $2,531,000 | 5,274 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,531,000 | 5,170 |
| Securities issued by states & political subdivisions | $7,462,000 | 3,160 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $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 | $2,168,000 | 4,578 |
| Mortgage-backed securities | $1,346,000 | 4,296 |
| Certificates of participation in pools of residential mortgages | $1,286,000 | 4,024 |
| Issued or guaranteed by U.S. | $1,286,000 | 4,020 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $60,000 | 3,160 |
| CMOs issued by government agencies or sponsored agencies | $60,000 | 3,060 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $9,993,000 | 4,543 |
| Total debt securities | $9,992,000 | 4,878 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $10,975,000 | 4,882 |
| U.S. Government securities | $3,602,000 | 5,183 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $3,602,000 | 5,074 |
| Securities issued by states & political subdivisions | $7,373,000 | 3,203 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $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 | $2,180,000 | 4,643 |
| Mortgage-backed securities | $1,401,000 | 4,341 |
| Certificates of participation in pools of residential mortgages | $1,336,000 | 4,062 |
| Issued or guaranteed by U.S. | $1,336,000 | 4,057 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $65,000 | 3,201 |
| CMOs issued by government agencies or sponsored agencies | $65,000 | 3,101 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $10,975,000 | 4,521 |
| Total debt securities | $10,975,000 | 4,859 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $11,791,000 | 4,894 |
| U.S. Government securities | $3,739,000 | 5,269 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $3,739,000 | 5,153 |
| Securities issued by states & political subdivisions | $8,052,000 | 3,111 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $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 | $2,885,000 | 4,515 |
| Mortgage-backed securities | $1,548,000 | 4,384 |
| Certificates of participation in pools of residential mortgages | $1,478,000 | 4,092 |
| Issued or guaranteed by U.S. | $1,478,000 | 4,087 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $70,000 | 3,241 |
| CMOs issued by government agencies or sponsored agencies | $70,000 | 3,135 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $11,791,000 | 4,516 |
| Total debt securities | $11,790,000 | 4,876 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $13,024,000 | 4,852 |
| U.S. Government securities | $3,828,000 | 5,326 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $3,828,000 | 5,218 |
| Securities issued by states & political subdivisions | $8,189,000 | 3,080 |
| Other domestic debt securities | $1,007,000 | 1,665 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $1,007,000 | 1,317 |
| 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 | $2,930,000 | 4,566 |
| Mortgage-backed securities | $1,607,000 | 4,434 |
| Certificates of participation in pools of residential mortgages | $1,530,000 | 4,149 |
| Issued or guaranteed by U.S. | $1,530,000 | 4,142 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $77,000 | 3,265 |
| CMOs issued by government agencies or sponsored agencies | $77,000 | 3,155 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $13,024,000 | 4,476 |
| Total debt securities | $13,023,000 | 4,828 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $11,661,000 | 5,034 |
| U.S. Government securities | $1,988,000 | 5,757 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $1,988,000 | 5,661 |
| Securities issued by states & political subdivisions | $8,660,000 | 3,029 |
| Other domestic debt securities | $1,013,000 | 1,665 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $1,013,000 | 1,317 |
| 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 | $2,954,000 | 4,621 |
| Mortgage-backed securities | $1,762,000 | 4,477 |
| Certificates of participation in pools of residential mortgages | $1,680,000 | 4,163 |
| Issued or guaranteed by U.S. | $1,680,000 | 4,156 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $82,000 | 3,306 |
| CMOs issued by government agencies or sponsored agencies | $82,000 | 3,195 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $11,661,000 | 4,655 |
| Total debt securities | $11,658,000 | 5,013 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $11,805,000 | 5,118 |
| U.S. Government securities | $2,077,000 | 5,816 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $2,077,000 | 5,723 |
| Securities issued by states & political subdivisions | $8,706,000 | 3,062 |
| Other domestic debt securities | $1,022,000 | 1,713 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $1,022,000 | 1,342 |
| 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 | $2,973,000 | 4,684 |
| Mortgage-backed securities | $1,842,000 | 4,533 |
| Certificates of participation in pools of residential mortgages | $1,753,000 | 4,240 |
| Issued or guaranteed by U.S. | $1,753,000 | 4,236 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $89,000 | 3,361 |
| CMOs issued by government agencies or sponsored agencies | $89,000 | 3,239 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $11,805,000 | 4,735 |
| Total debt securities | $11,806,000 | 5,094 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $12,510,000 | 5,137 |
| U.S. Government securities | $2,195,000 | 5,866 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $2,195,000 | 5,767 |
| Securities issued by states & political subdivisions | $9,286,000 | 3,000 |
| Other domestic debt securities | $1,029,000 | 1,759 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $1,029,000 | 1,373 |
| 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 | $3,420,000 | 4,582 |
| Mortgage-backed securities | $1,952,000 | 4,573 |
| Certificates of participation in pools of residential mortgages | $1,857,000 | 4,257 |
| Issued or guaranteed by U.S. | $1,857,000 | 4,254 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $95,000 | 3,394 |
| CMOs issued by government agencies or sponsored agencies | $95,000 | 3,272 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $12,510,000 | 4,728 |
| Total debt securities | $12,512,000 | 5,113 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $12,495,000 | 5,168 |
| U.S. Government securities | $2,336,000 | 5,885 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $2,336,000 | 5,790 |
| Securities issued by states & political subdivisions | $9,127,000 | 3,044 |
| Other domestic debt securities | $1,032,000 | 1,799 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $1,032,000 | 1,411 |
| 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 | $3,466,000 | 4,596 |
| Mortgage-backed securities | $2,085,000 | 4,569 |
| Certificates of participation in pools of residential mortgages | $1,927,000 | 4,265 |
| Issued or guaranteed by U.S. | $1,927,000 | 4,261 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $158,000 | 3,365 |
| CMOs issued by government agencies or sponsored agencies | $158,000 | 3,245 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $12,495,000 | 4,757 |
| Total debt securities | $12,495,000 | 5,144 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $12,484,000 | 5,195 |
| U.S. Government securities | $2,529,000 | 5,891 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,529,000 | 5,792 |
| Securities issued by states & political subdivisions | $8,916,000 | 3,062 |
| Other domestic debt securities | $1,039,000 | 1,838 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $1,039,000 | 1,430 |
| 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 | $3,564,000 | 4,576 |
| Mortgage-backed securities | $2,270,000 | 4,556 |
| Certificates of participation in pools of residential mortgages | $1,992,000 | 4,273 |
| Issued or guaranteed by U.S. | $1,992,000 | 4,268 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $278,000 | 3,285 |
| CMOs issued by government agencies or sponsored agencies | $278,000 | 3,167 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $12,484,000 | 4,798 |
| Total debt securities | $12,484,000 | 5,164 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $12,732,000 | 5,209 |
| U.S. Government securities | $2,770,000 | 5,909 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,770,000 | 5,812 |
| Securities issued by states & political subdivisions | $8,919,000 | 3,075 |
| Other domestic debt securities | $1,043,000 | 1,892 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,043,000 | 1,463 |
| 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 | $3,742,000 | 4,586 |
| Mortgage-backed securities | $2,503,000 | 4,545 |
| Certificates of participation in pools of residential mortgages | $2,086,000 | 4,261 |
| Issued or guaranteed by U.S. | $2,086,000 | 4,254 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $417,000 | 3,236 |
| CMOs issued by government agencies or sponsored agencies | $417,000 | 3,114 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $12,732,000 | 4,821 |
| Total debt securities | $12,728,000 | 5,182 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $13,487,000 | 5,133 |
| U.S. Government securities | $3,137,000 | 5,842 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $3,137,000 | 5,737 |
| Securities issued by states & political subdivisions | $9,295,000 | 3,003 |
| Other domestic debt securities | $1,042,000 | 1,927 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,042,000 | 1,489 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $13,000 | 1,138 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,035,000 | 4,509 |
| Mortgage-backed securities | $2,852,000 | 4,469 |
| Certificates of participation in pools of residential mortgages | $2,178,000 | 4,214 |
| Issued or guaranteed by U.S. | $2,178,000 | 4,209 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $674,000 | 3,106 |
| CMOs issued by government agencies or sponsored agencies | $674,000 | 2,984 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $13,487,000 | 4,749 |
| Total debt securities | $13,474,000 | 5,102 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $14,244,000 | 5,079 |
| U.S. Government securities | $3,600,000 | 5,798 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $3,600,000 | 5,697 |
| Securities issued by states & political subdivisions | $9,576,000 | 2,930 |
| Other domestic debt securities | $1,054,000 | 1,935 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,054,000 | 1,474 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $14,000 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,488,000 | 4,421 |
| Mortgage-backed securities | $3,304,000 | 4,418 |
| Certificates of participation in pools of residential mortgages | $2,306,000 | 4,208 |
| Issued or guaranteed by U.S. | $2,306,000 | 4,204 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $998,000 | 2,990 |
| CMOs issued by government agencies or sponsored agencies | $998,000 | 2,862 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $14,244,000 | 4,717 |
| Total debt securities | $14,230,000 | 5,046 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $14,757,000 | 4,990 |
| U.S. Government securities | $4,053,000 | 5,752 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $4,053,000 | 5,641 |
| Securities issued by states & political subdivisions | $9,635,000 | 2,901 |
| Other domestic debt securities | $1,055,000 | 1,920 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $1,055,000 | 1,439 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $14,000 | 1,120 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,891,000 | 4,314 |
| Mortgage-backed securities | $3,731,000 | 4,348 |
| Certificates of participation in pools of residential mortgages | $2,382,000 | 4,199 |
| Issued or guaranteed by U.S. | $2,382,000 | 4,198 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,349,000 | 2,901 |
| CMOs issued by government agencies or sponsored agencies | $1,349,000 | 2,781 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $14,757,000 | 4,607 |
| Total debt securities | $14,744,000 | 4,955 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $15,129,000 | 5,040 |
| U.S. Government securities | $4,576,000 | 5,764 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $4,576,000 | 5,666 |
| Securities issued by states & political subdivisions | $9,481,000 | 2,882 |
| Other domestic debt securities | $1,058,000 | 1,976 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $1,058,000 | 1,479 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $14,000 | 1,134 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,313,000 | 4,267 |
| Mortgage-backed securities | $4,229,000 | 4,362 |
| Certificates of participation in pools of residential mortgages | $2,486,000 | 4,307 |
| Issued or guaranteed by U.S. | $2,486,000 | 4,306 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,743,000 | 2,832 |
| CMOs issued by government agencies or sponsored agencies | $1,743,000 | 2,712 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $15,129,000 | 4,652 |
| Total debt securities | $15,117,000 | 5,007 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $19,342,000 | 4,627 |
| U.S. Government securities | $7,708,000 | 5,263 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $7,708,000 | 5,161 |
| Securities issued by states & political subdivisions | $10,584,000 | 2,665 |
| Other domestic debt securities | $1,036,000 | 2,005 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $1,036,000 | 1,501 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $14,000 | 1,147 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,783,000 | 4,435 |
| Mortgage-backed securities | $4,325,000 | 4,400 |
| Certificates of participation in pools of residential mortgages | $2,572,000 | 4,321 |
| Issued or guaranteed by U.S. | $2,572,000 | 4,320 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,753,000 | 2,854 |
| CMOs issued by government agencies or sponsored agencies | $1,753,000 | 2,729 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $19,342,000 | 4,273 |
| Total debt securities | $19,330,000 | 4,600 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $19,904,000 | 4,609 |
| U.S. Government securities | $8,110,000 | 5,297 |
| U.S. Treasury securities | $250,000 | 1,064 |
| U.S. Government agency obligations | $7,860,000 | 5,251 |
| Securities issued by states & political subdivisions | $10,733,000 | 2,559 |
| Other domestic debt securities | $1,047,000 | 1,966 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $1,047,000 | 1,482 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $14,000 | 1,132 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,392,000 | 4,290 |
| Mortgage-backed securities | $4,479,000 | 4,387 |
| Certificates of participation in pools of residential mortgages | $2,682,000 | 4,294 |
| Issued or guaranteed by U.S. | $2,682,000 | 4,292 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,797,000 | 2,874 |
| CMOs issued by government agencies or sponsored agencies | $1,797,000 | 2,749 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $19,904,000 | 4,240 |
| Total debt securities | $19,890,000 | 4,585 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| 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 | $19,019,000 | 4,645 |
| U.S. Government securities | $8,270,000 | 5,241 |
| U.S. Treasury securities | $251,000 | 983 |
| U.S. Government agency obligations | $8,019,000 | 5,204 |
| Securities issued by states & political subdivisions | $10,735,000 | 2,529 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $14,000 | 1,144 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,483,000 | 4,067 |
| Mortgage-backed securities | $4,606,000 | 4,300 |
| Certificates of participation in pools of residential mortgages | $2,770,000 | 4,210 |
| Issued or guaranteed by U.S. | $2,770,000 | 4,203 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,836,000 | 2,833 |
| CMOs issued by government agencies or sponsored agencies | $1,836,000 | 2,620 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $19,019,000 | 4,264 |
| Total debt securities | $19,006,000 | 4,613 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| 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 | $20,264,000 | 4,477 |
| U.S. Government securities | $8,633,000 | 5,161 |
| U.S. Treasury securities | $252,000 | 1,032 |
| U.S. Government agency obligations | $8,381,000 | 5,106 |
| Securities issued by states & political subdivisions | $11,617,000 | 2,361 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $14,000 | 1,190 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,429,000 | 2,985 |
| Mortgage-backed securities | $4,960,000 | 4,206 |
| Certificates of participation in pools of residential mortgages | $3,077,000 | 4,053 |
| Issued or guaranteed by U.S. | $3,077,000 | 4,037 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,883,000 | 2,811 |
| CMOs issued by government agencies or sponsored agencies | $1,883,000 | 2,592 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $20,264,000 | 4,111 |
| Total debt securities | $20,250,000 | 4,447 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| 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 | $18,894,000 | 4,696 |
| U.S. Government securities | $5,800,000 | 5,859 |
| U.S. Treasury securities | $253,000 | 1,130 |
| U.S. Government agency obligations | $5,547,000 | 5,777 |
| Securities issued by states & political subdivisions | $13,080,000 | 2,122 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $14,000 | 1,223 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,923,000 | 3,068 |
| Mortgage-backed securities | $5,137,000 | 4,125 |
| Certificates of participation in pools of residential mortgages | $3,200,000 | 3,986 |
| Issued or guaranteed by U.S. | $3,200,000 | 3,972 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,937,000 | 2,746 |
| CMOs issued by government agencies or sponsored agencies | $1,937,000 | 2,521 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $18,894,000 | 4,303 |
| Total debt securities | $18,879,000 | 4,661 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $21,667,000 | 4,350 |
| U.S. Government securities | $7,923,000 | 5,409 |
| U.S. Treasury securities | $253,000 | 1,174 |
| U.S. Government agency obligations | $7,670,000 | 5,354 |
| Securities issued by states & political subdivisions | $13,730,000 | 2,002 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $14,000 | 1,240 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,519,000 | 3,119 |
| Mortgage-backed securities | $7,228,000 | 3,693 |
| Certificates of participation in pools of residential mortgages | $5,287,000 | 3,386 |
| Issued or guaranteed by U.S. | $5,287,000 | 3,378 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,941,000 | 2,686 |
| CMOs issued by government agencies or sponsored agencies | $1,941,000 | 2,444 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $21,667,000 | 4,006 |
| Total debt securities | $21,653,000 | 4,316 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| 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 | $21,960,000 | 4,187 |
| U.S. Government securities | $8,250,000 | 5,189 |
| U.S. Treasury securities | $253,000 | 1,169 |
| U.S. Government agency obligations | $7,997,000 | 5,148 |
| Securities issued by states & political subdivisions | $13,696,000 | 1,982 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $14,000 | 1,243 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,633,000 | 3,068 |
| Mortgage-backed securities | $7,536,000 | 3,538 |
| Certificates of participation in pools of residential mortgages | $5,556,000 | 3,226 |
| Issued or guaranteed by U.S. | $5,556,000 | 3,219 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,980,000 | 2,627 |
| CMOs issued by government agencies or sponsored agencies | $1,980,000 | 2,384 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $21,960,000 | 3,854 |
| Total debt securities | $21,947,000 | 4,155 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $22,022,000 | 4,129 |
| U.S. Government securities | $8,777,000 | 5,073 |
| U.S. Treasury securities | $254,000 | 1,081 |
| U.S. Government agency obligations | $8,523,000 | 4,998 |
| Securities issued by states & political subdivisions | $13,235,000 | 1,950 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $10,000 | 1,309 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,127,000 | 3,037 |
| Mortgage-backed securities | $8,051,000 | 3,435 |
| Certificates of participation in pools of residential mortgages | $5,988,000 | 3,077 |
| Issued or guaranteed by U.S. | $5,988,000 | 3,070 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,063,000 | 2,575 |
| CMOs issued by government agencies or sponsored agencies | $2,063,000 | 2,328 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $22,022,000 | 3,793 |
| Total debt securities | $22,010,000 | 4,092 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $23,425,000 | 4,027 |
| U.S. Government securities | $9,387,000 | 5,054 |
| U.S. Treasury securities | $254,000 | 1,020 |
| U.S. Government agency obligations | $9,133,000 | 4,989 |
| Securities issued by states & political subdivisions | $14,029,000 | 1,784 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $9,000 | 1,382 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,448,000 | 3,326 |
| Mortgage-backed securities | $8,651,000 | 3,343 |
| Certificates of participation in pools of residential mortgages | $6,553,000 | 3,003 |
| Issued or guaranteed by U.S. | $6,553,000 | 2,995 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,098,000 | 2,494 |
| CMOs issued by government agencies or sponsored agencies | $2,098,000 | 2,229 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $23,425,000 | 3,686 |
| Total debt securities | $23,414,000 | 3,995 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $29,132,000 | 3,552 |
| U.S. Government securities | $15,116,000 | 4,133 |
| U.S. Treasury securities | $5,506,000 | 398 |
| U.S. Government agency obligations | $9,610,000 | 4,987 |
| Securities issued by states & political subdivisions | $13,861,000 | 1,774 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $155,000 | 1,070 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,281,000 | 3,436 |
| Mortgage-backed securities | $9,114,000 | 3,343 |
| Certificates of participation in pools of residential mortgages | $6,972,000 | 3,017 |
| Issued or guaranteed by U.S. | $6,972,000 | 3,009 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,142,000 | 2,437 |
| CMOs issued by government agencies or sponsored agencies | $2,142,000 | 2,147 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $29,132,000 | 3,222 |
| Total debt securities | $28,974,000 | 3,532 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $45,102,000 | 2,592 |
| U.S. Government securities | $23,324,000 | 3,188 |
| U.S. Treasury securities | $5,470,000 | 352 |
| U.S. Government agency obligations | $17,854,000 | 3,681 |
| Securities issued by states & political subdivisions | $19,349,000 | 1,300 |
| Other domestic debt securities | $2,282,000 | 1,730 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $2,282,000 | 149 |
| 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 | $147,000 | 1,104 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,802,000 | 2,506 |
| Mortgage-backed securities | $18,366,000 | 2,423 |
| Certificates of participation in pools of residential mortgages | $8,871,000 | 2,750 |
| Issued or guaranteed by U.S. | $8,871,000 | 2,743 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $7,213,000 | 1,586 |
| CMOs issued by government agencies or sponsored agencies | $7,213,000 | 1,336 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $2,282,000 | 149 |
| Commercial mortgage pass-through securities | $2,282,000 | 91 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $45,102,000 | 2,307 |
| Total debt securities | $44,955,000 | 2,572 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $43,334,000 | 2,683 |
| U.S. Government securities | $19,605,000 | 3,549 |
| U.S. Treasury securities | $250,000 | 950 |
| U.S. Government agency obligations | $19,355,000 | 3,509 |
| Securities issued by states & political subdivisions | $20,319,000 | 1,232 |
| Other domestic debt securities | $3,266,000 | 1,577 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $3,266,000 | 130 |
| 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 | $144,000 | 1,167 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,648,000 | 2,428 |
| Mortgage-backed securities | $20,832,000 | 2,279 |
| Certificates of participation in pools of residential mortgages | $9,905,000 | 2,690 |
| Issued or guaranteed by U.S. | $9,905,000 | 2,681 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $7,661,000 | 1,558 |
| CMOs issued by government agencies or sponsored agencies | $7,661,000 | 1,284 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $3,266,000 | 130 |
| Commercial mortgage pass-through securities | $3,266,000 | 71 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $43,334,000 | 2,374 |
| Total debt securities | $43,190,000 | 2,659 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $43,005,000 | 2,636 |
| U.S. Government securities | $19,464,000 | 3,523 |
| U.S. Treasury securities | $248,000 | 949 |
| U.S. Government agency obligations | $19,216,000 | 3,477 |
| Securities issued by states & political subdivisions | $20,154,000 | 1,190 |
| Other domestic debt securities | $3,251,000 | 1,603 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $3,251,000 | 120 |
| 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 | $136,000 | 1,203 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,216,000 | 2,571 |
| Mortgage-backed securities | $20,692,000 | 2,322 |
| Certificates of participation in pools of residential mortgages | $9,330,000 | 2,811 |
| Issued or guaranteed by U.S. | $9,330,000 | 2,797 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $8,111,000 | 1,512 |
| CMOs issued by government agencies or sponsored agencies | $8,111,000 | 1,223 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $3,251,000 | 120 |
| Commercial mortgage pass-through securities | $3,251,000 | 61 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $43,005,000 | 2,330 |
| Total debt securities | $42,869,000 | 2,620 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $42,910,000 | 2,629 |
| U.S. Government securities | $23,571,000 | 3,150 |
| U.S. Treasury securities | $252,000 | 876 |
| U.S. Government agency obligations | $23,319,000 | 3,114 |
| Securities issued by states & political subdivisions | $19,207,000 | 1,182 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $132,000 | 1,220 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,556,000 | 2,581 |
| Mortgage-backed securities | $22,076,000 | 2,249 |
| Certificates of participation in pools of residential mortgages | $12,972,000 | 2,383 |
| Issued or guaranteed by U.S. | $12,972,000 | 2,373 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $9,104,000 | 1,437 |
| CMOs issued by government agencies or sponsored agencies | $9,104,000 | 1,136 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $42,910,000 | 2,345 |
| Total debt securities | $42,777,000 | 2,604 |
| 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 | $44,789,000 | 2,547 |
| U.S. Government securities | $25,545,000 | 2,985 |
| U.S. Treasury securities | $255,000 | 844 |
| U.S. Government agency obligations | $25,290,000 | 2,948 |
| Securities issued by states & political subdivisions | $19,120,000 | 1,152 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $124,000 | 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 | $9,583,000 | 3,524 |
| Mortgage-backed securities | $24,017,000 | 2,083 |
| Certificates of participation in pools of residential mortgages | $14,401,000 | 2,207 |
| Issued or guaranteed by U.S. | $14,401,000 | 2,195 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $9,616,000 | 1,344 |
| CMOs issued by government agencies or sponsored agencies | $9,616,000 | 1,068 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $44,789,000 | 2,252 |
| Total debt securities | $44,666,000 | 2,515 |
| 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 | $45,892,000 | 2,430 |
| U.S. Government securities | $27,476,000 | 2,771 |
| U.S. Treasury securities | $256,000 | 880 |
| U.S. Government agency obligations | $27,220,000 | 2,746 |
| Securities issued by states & political subdivisions | $18,296,000 | 1,190 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $120,000 | 1,314 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,463,000 | 3,539 |
| Mortgage-backed securities | $25,952,000 | 1,876 |
| Certificates of participation in pools of residential mortgages | $17,039,000 | 1,896 |
| Issued or guaranteed by U.S. | $17,039,000 | 1,886 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $8,913,000 | 1,337 |
| CMOs issued by government agencies or sponsored agencies | $8,913,000 | 1,055 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $45,892,000 | 2,135 |
| Total debt securities | $45,769,000 | 2,403 |
| 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 | $50,348,000 | 2,303 |
| U.S. Government securities | $29,816,000 | 2,648 |
| U.S. Treasury securities | $257,000 | 881 |
| U.S. Government agency obligations | $29,559,000 | 2,607 |
| Securities issued by states & political subdivisions | $20,421,000 | 1,067 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $111,000 | 1,648 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,761,000 | 3,432 |
| Mortgage-backed securities | $27,221,000 | 1,801 |
| Certificates of participation in pools of residential mortgages | $17,552,000 | 1,842 |
| Issued or guaranteed by U.S. | $17,552,000 | 1,832 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $9,669,000 | 1,276 |
| CMOs issued by government agencies or sponsored agencies | $9,669,000 | 1,003 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $50,348,000 | 2,027 |
| Total debt securities | $50,237,000 | 2,258 |
| 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 | $55,108,000 | 2,118 |
| U.S. Government securities | $33,930,000 | 2,353 |
| U.S. Treasury securities | $261,000 | 917 |
| U.S. Government agency obligations | $33,669,000 | 2,323 |
| Securities issued by states & political subdivisions | $20,998,000 | 1,037 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $180,000 | 1,575 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,514,000 | 3,458 |
| Mortgage-backed securities | $29,727,000 | 1,609 |
| Certificates of participation in pools of residential mortgages | $18,621,000 | 1,710 |
| Issued or guaranteed by U.S. | $18,621,000 | 1,701 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $11,106,000 | 1,166 |
| CMOs issued by government agencies or sponsored agencies | $11,106,000 | 914 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $55,108,000 | 1,860 |
| Total debt securities | $54,928,000 | 2,075 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $56,611,000 | 2,051 |
| U.S. Government securities | $35,555,000 | 2,289 |
| U.S. Treasury securities | $258,000 | 1,018 |
| U.S. Government agency obligations | $35,297,000 | 2,255 |
| Securities issued by states & political subdivisions | $20,886,000 | 1,029 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $170,000 | 1,539 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,243,000 | 3,200 |
| Mortgage-backed securities | $29,817,000 | 1,452 |
| Certificates of participation in pools of residential mortgages | $19,351,000 | 1,427 |
| Issued or guaranteed by U.S. | $19,351,000 | 1,419 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $10,466,000 | 1,126 |
| CMOs issued by government agencies or sponsored agencies | $10,466,000 | 898 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $56,611,000 | 1,796 |
| Total debt securities | $56,439,000 | 2,010 |
| Structured notes | ||
| Amortized cost | $495,000 | 2,107 |
| Fair value | $498,000 | 2,102 |
| 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 | $58,458,000 | 1,974 |
| U.S. Government securities | $37,606,000 | 2,189 |
| U.S. Treasury securities | $256,000 | 1,095 |
| U.S. Government agency obligations | $37,350,000 | 2,155 |
| Securities issued by states & political subdivisions | $20,713,000 | 1,005 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $139,000 | 1,514 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,909,000 | 2,804 |
| Mortgage-backed securities | $28,903,000 | 1,395 |
| Certificates of participation in pools of residential mortgages | $20,095,000 | 1,328 |
| Issued or guaranteed by U.S. | $20,095,000 | 1,317 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $8,808,000 | 1,197 |
| CMOs issued by government agencies or sponsored agencies | $8,808,000 | 965 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $58,458,000 | 1,704 |
| Total debt securities | $58,317,000 | 1,934 |
| Structured notes | ||
| Amortized cost | $993,000 | 1,886 |
| Fair value | $995,000 | 1,849 |
| 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 | $62,425,000 | 1,854 |
| U.S. Government securities | $41,449,000 | 2,014 |
| U.S. Treasury securities | $252,000 | 1,212 |
| U.S. Government agency obligations | $41,197,000 | 1,969 |
| Securities issued by states & political subdivisions | $20,858,000 | 991 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $118,000 | 1,554 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,030,000 | 2,785 |
| Mortgage-backed securities | $30,857,000 | 1,301 |
| Certificates of participation in pools of residential mortgages | $20,938,000 | 1,247 |
| Issued or guaranteed by U.S. | $20,938,000 | 1,238 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $9,919,000 | 1,075 |
| CMOs issued by government agencies or sponsored agencies | $9,919,000 | 861 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $62,425,000 | 1,603 |
| Total debt securities | $62,306,000 | 1,817 |
| Structured notes | ||
| Amortized cost | $1,489,000 | 1,592 |
| Fair value | $1,480,000 | 1,574 |
| 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 | $68,126,000 | 1,723 |
| U.S. Government securities | $46,597,000 | 1,842 |
| U.S. Treasury securities | $250,000 | 1,302 |
| U.S. Government agency obligations | $46,347,000 | 1,794 |
| Securities issued by states & political subdivisions | $21,443,000 | 949 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $86,000 | 1,627 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,583,000 | 2,740 |
| Mortgage-backed securities | $34,405,000 | 1,188 |
| Certificates of participation in pools of residential mortgages | $23,803,000 | 1,126 |
| Issued or guaranteed by U.S. | $23,803,000 | 1,117 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $10,602,000 | 1,030 |
| CMOs issued by government agencies or sponsored agencies | $10,602,000 | 818 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $68,126,000 | 1,485 |
| Total debt securities | $68,039,000 | 1,692 |
| Structured notes | ||
| Amortized cost | $1,485,000 | 1,683 |
| Fair value | $1,482,000 | 1,665 |
| 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 | $69,432,000 | 1,710 |
| U.S. Government securities | $48,985,000 | 1,778 |
| U.S. Treasury securities | $249,000 | 1,355 |
| U.S. Government agency obligations | $48,736,000 | 1,740 |
| Securities issued by states & political subdivisions | $20,400,000 | 986 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $47,000 | 1,738 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,434,000 | 3,030 |
| Mortgage-backed securities | $34,450,000 | 1,208 |
| Certificates of participation in pools of residential mortgages | $23,426,000 | 1,166 |
| Issued or guaranteed by U.S. | $23,426,000 | 1,157 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $11,024,000 | 1,003 |
| CMOs issued by government agencies or sponsored agencies | $11,024,000 | 815 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $69,432,000 | 1,478 |
| Total debt securities | $69,386,000 | 1,678 |
| Structured notes | ||
| Amortized cost | $3,475,000 | 1,029 |
| Fair value | $3,473,000 | 1,009 |
| 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 | $67,513,000 | 1,771 |
| U.S. Government securities | $47,586,000 | 1,853 |
| U.S. Treasury securities | $249,000 | 1,419 |
| U.S. Government agency obligations | $47,337,000 | 1,804 |
| Securities issued by states & political subdivisions | $19,478,000 | 1,036 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $449,000 | 1,349 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,694,000 | 2,977 |
| Mortgage-backed securities | $31,744,000 | 1,288 |
| Certificates of participation in pools of residential mortgages | $19,418,000 | 1,354 |
| Issued or guaranteed by U.S. | $19,418,000 | 1,344 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $12,326,000 | 921 |
| CMOs issued by government agencies or sponsored agencies | $12,326,000 | 737 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $67,513,000 | 1,512 |
| Total debt securities | $67,063,000 | 1,749 |
| Structured notes | ||
| Amortized cost | $4,249,000 | 912 |
| Fair value | $4,253,000 | 906 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $60,643,000 | 1,972 |
| U.S. Government securities | $42,398,000 | 2,061 |
| U.S. Treasury securities | $248,000 | 1,472 |
| U.S. Government agency obligations | $42,150,000 | 1,999 |
| Securities issued by states & political subdivisions | $18,182,000 | 1,090 |
| 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 | $63,000 | 1,771 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,688,000 | 2,985 |
| Mortgage-backed securities | $26,391,000 | 1,474 |
| Certificates of participation in pools of residential mortgages | $15,964,000 | 1,577 |
| Issued or guaranteed by U.S. | $15,964,000 | 1,568 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $10,427,000 | 990 |
| CMOs issued by government agencies or sponsored agencies | $10,427,000 | 816 |
| 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) | $60,643,000 | 1,685 |
| Total debt securities | $60,577,000 | 1,931 |
| Structured notes | ||
| Amortized cost | $5,239,000 | 813 |
| Fair value | $5,203,000 | 808 |
| 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 | $56,569,000 | 2,112 |
| U.S. Government securities | $39,530,000 | 2,225 |
| U.S. Treasury securities | $249,000 | 1,546 |
| U.S. Government agency obligations | $39,281,000 | 2,162 |
| Securities issued by states & political subdivisions | $16,960,000 | 1,183 |
| 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 | $79,000 | 1,788 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,281,000 | 2,882 |
| Mortgage-backed securities | $23,429,000 | 1,598 |
| Certificates of participation in pools of residential mortgages | $14,276,000 | 1,710 |
| Issued or guaranteed by U.S. | $14,276,000 | 1,700 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $9,153,000 | 1,081 |
| CMOs issued by government agencies or sponsored agencies | $9,153,000 | 892 |
| 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) | $56,569,000 | 1,797 |
| Total debt securities | $56,490,000 | 2,076 |
| Structured notes | ||
| Amortized cost | $5,237,000 | 825 |
| Fair value | $5,219,000 | 819 |
| 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 | $50,137,000 | 2,368 |
| U.S. Government securities | $34,253,000 | 2,482 |
| U.S. Treasury securities | $250,000 | 1,560 |
| U.S. Government agency obligations | $34,003,000 | 2,423 |
| Securities issued by states & political subdivisions | $15,874,000 | 1,265 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $10,000 | 1,980 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,687,000 | 2,802 |
| Mortgage-backed securities | $18,643,000 | 1,899 |
| Certificates of participation in pools of residential mortgages | $10,754,000 | 2,074 |
| Issued or guaranteed by U.S. | $10,754,000 | 2,059 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $7,889,000 | 1,163 |
| CMOs issued by government agencies or sponsored agencies | $7,889,000 | 977 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $50,137,000 | 2,009 |
| Total debt securities | $50,128,000 | 2,323 |
| Structured notes | ||
| Amortized cost | $4,742,000 | 932 |
| Fair value | $4,724,000 | 923 |
| 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 | $35,665,000 | 3,084 |
| U.S. Government securities | $20,076,000 | 3,751 |
| U.S. Treasury securities | $252,000 | 1,592 |
| U.S. Government agency obligations | $19,824,000 | 3,653 |
| Securities issued by states & political subdivisions | $15,545,000 | 1,301 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $44,000 | 1,872 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,338,000 | 2,687 |
| Mortgage-backed securities | $13,864,000 | 2,265 |
| Certificates of participation in pools of residential mortgages | $9,728,000 | 2,231 |
| Issued or guaranteed by U.S. | $9,728,000 | 2,221 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,136,000 | 1,607 |
| CMOs issued by government agencies or sponsored agencies | $4,136,000 | 1,390 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $35,665,000 | 2,653 |
| Total debt securities | $35,622,000 | 3,036 |
| Structured notes | ||
| Amortized cost | $1,985,000 | 1,661 |
| Fair value | $1,982,000 | 1,571 |
| 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 | $34,918,000 | 3,194 |
| U.S. Government securities | $20,177,000 | 3,772 |
| U.S. Treasury securities | $254,000 | 1,653 |
| U.S. Government agency obligations | $19,923,000 | 3,688 |
| Securities issued by states & political subdivisions | $14,714,000 | 1,353 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $27,000 | 1,943 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,951,000 | 2,733 |
| Mortgage-backed securities | $13,879,000 | 2,347 |
| Certificates of participation in pools of residential mortgages | $9,993,000 | 2,267 |
| Issued or guaranteed by U.S. | $9,993,000 | 2,256 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $3,886,000 | 1,679 |
| CMOs issued by government agencies or sponsored agencies | $3,886,000 | 1,458 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $34,918,000 | 2,748 |
| Total debt securities | $34,892,000 | 3,147 |
| Structured notes | ||
| Amortized cost | $1,985,000 | 1,665 |
| Fair value | $1,996,000 | 1,529 |
| 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 | $30,600,000 | 3,566 |
| U.S. Government securities | $16,941,000 | 4,305 |
| U.S. Treasury securities | $251,000 | 1,767 |
| U.S. Government agency obligations | $16,690,000 | 4,205 |
| Securities issued by states & political subdivisions | $13,645,000 | 1,446 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $14,000 | 2,033 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,321,000 | 2,676 |
| Mortgage-backed securities | $11,231,000 | 2,721 |
| Certificates of participation in pools of residential mortgages | $9,735,000 | 2,358 |
| Issued or guaranteed by U.S. | $9,735,000 | 2,348 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,496,000 | 2,344 |
| CMOs issued by government agencies or sponsored agencies | $1,496,000 | 2,107 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $30,600,000 | 3,075 |
| Total debt securities | $30,581,000 | 3,515 |
| Structured notes | ||
| Amortized cost | $1,478,000 | 1,852 |
| Fair value | $1,468,000 | 1,826 |
| 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 | $31,057,000 | 3,545 |
| U.S. Government securities | $16,958,000 | 4,296 |
| U.S. Treasury securities | $254,000 | 1,773 |
| U.S. Government agency obligations | $16,704,000 | 4,194 |
| Securities issued by states & political subdivisions | $14,002,000 | 1,416 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $97,000 | 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 | $12,838,000 | 2,864 |
| Mortgage-backed securities | $12,584,000 | 2,590 |
| Certificates of participation in pools of residential mortgages | $10,665,000 | 2,278 |
| Issued or guaranteed by U.S. | $10,665,000 | 2,270 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,919,000 | 2,226 |
| CMOs issued by government agencies or sponsored agencies | $1,919,000 | 1,985 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $31,057,000 | 3,062 |
| Total debt securities | $30,959,000 | 3,487 |
| Structured notes | ||
| Amortized cost | $987,000 | 2,243 |
| Fair value | $996,000 | 2,089 |
| 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 | $31,581,000 | 3,481 |
| U.S. Government securities | $17,458,000 | 4,171 |
| U.S. Treasury securities | $258,000 | 1,781 |
| U.S. Government agency obligations | $17,200,000 | 4,081 |
| Securities issued by states & political subdivisions | $14,030,000 | 1,410 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $93,000 | 1,909 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,537,000 | 2,730 |
| Mortgage-backed securities | $13,036,000 | 2,540 |
| Certificates of participation in pools of residential mortgages | $10,514,000 | 2,302 |
| Issued or guaranteed by U.S. | $10,514,000 | 2,292 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,522,000 | 2,022 |
| CMOs issued by government agencies or sponsored agencies | $2,522,000 | 1,808 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $31,581,000 | 2,998 |
| Total debt securities | $31,488,000 | 3,424 |
| Structured notes | ||
| Amortized cost | $988,000 | 2,247 |
| Fair value | $1,000,000 | 2,082 |
| 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 | $30,551,000 | 3,610 |
| U.S. Government securities | $18,159,000 | 4,146 |
| U.S. Treasury securities | $260,000 | 1,889 |
| U.S. Government agency obligations | $17,899,000 | 4,029 |
| Securities issued by states & political subdivisions | $12,316,000 | 1,598 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $76,000 | 1,990 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,073,000 | 2,625 |
| Mortgage-backed securities | $14,288,000 | 2,439 |
| Certificates of participation in pools of residential mortgages | $11,369,000 | 2,224 |
| Issued or guaranteed by U.S. | $11,369,000 | 2,213 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,919,000 | 1,950 |
| CMOs issued by government agencies or sponsored agencies | $2,919,000 | 1,748 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $30,551,000 | 3,106 |
| Total debt securities | $30,475,000 | 3,548 |
| Structured notes | ||
| Amortized cost | $988,000 | 2,215 |
| Fair value | $993,000 | 2,020 |
| 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 | $30,596,000 | 3,598 |
| U.S. Government securities | $18,433,000 | 4,059 |
| U.S. Treasury securities | $266,000 | 1,860 |
| U.S. Government agency obligations | $18,167,000 | 3,955 |
| Securities issued by states & political subdivisions | $12,098,000 | 1,637 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $65,000 | 2,032 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,273,000 | 2,873 |
| Mortgage-backed securities | $14,912,000 | 2,430 |
| Certificates of participation in pools of residential mortgages | $11,115,000 | 2,268 |
| Issued or guaranteed by U.S. | $11,115,000 | 2,258 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $3,797,000 | 1,830 |
| CMOs issued by government agencies or sponsored agencies | $3,797,000 | 1,616 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $30,596,000 | 3,116 |
| Total debt securities | $30,531,000 | 3,535 |
| Structured notes | ||
| Amortized cost | $508,000 | 2,146 |
| Fair value | $519,000 | 2,153 |
| 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 | $31,256,000 | 3,601 |
| U.S. Government securities | $19,621,000 | 3,957 |
| U.S. Treasury securities | $268,000 | 1,978 |
| U.S. Government agency obligations | $19,353,000 | 3,852 |
| Securities issued by states & political subdivisions | $11,588,000 | 1,715 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $47,000 | 2,113 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,406,000 | 2,753 |
| Mortgage-backed securities | $16,737,000 | 2,247 |
| Certificates of participation in pools of residential mortgages | $11,796,000 | 2,211 |
| Issued or guaranteed by U.S. | $11,796,000 | 2,196 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $4,941,000 | 1,612 |
| CMOs issued by government agencies or sponsored agencies | $4,941,000 | 1,503 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $31,256,000 | 3,113 |
| Total debt securities | $31,209,000 | 3,543 |
| Structured notes | ||
| Amortized cost | $510,000 | 2,011 |
| Fair value | $518,000 | 2,022 |
| 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 | $29,254,000 | 3,706 |
| U.S. Government securities | $17,792,000 | 4,104 |
| U.S. Treasury securities | $271,000 | 2,036 |
| U.S. Government agency obligations | $17,521,000 | 3,988 |
| Securities issued by states & political subdivisions | $11,298,000 | 1,766 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $164,000 | 1,970 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,856,000 | 2,473 |
| Mortgage-backed securities | $14,847,000 | 2,433 |
| Certificates of participation in pools of residential mortgages | $7,413,000 | 2,847 |
| Issued or guaranteed by U.S. | $7,413,000 | 2,833 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $7,434,000 | 1,324 |
| CMOs issued by government agencies or sponsored agencies | $7,434,000 | 1,227 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $29,254,000 | 3,213 |
| Total debt securities | $29,091,000 | 3,646 |
| Structured notes | ||
| Amortized cost | $512,000 | 1,750 |
| Fair value | $521,000 | 1,759 |
| 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 | $28,862,000 | 3,648 |
| U.S. Government securities | $17,044,000 | 4,116 |
| U.S. Treasury securities | $276,000 | 2,063 |
| U.S. Government agency obligations | $16,768,000 | 4,005 |
| Securities issued by states & political subdivisions | $11,667,000 | 1,649 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $151,000 | 1,996 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,334,000 | 2,130 |
| Mortgage-backed securities | $14,054,000 | 2,549 |
| Certificates of participation in pools of residential mortgages | $7,150,000 | 2,896 |
| Issued or guaranteed by U.S. | $7,150,000 | 2,884 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $6,904,000 | 1,497 |
| CMOs issued by government agencies or sponsored agencies | $6,904,000 | 1,398 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $28,862,000 | 3,148 |
| Total debt securities | $28,710,000 | 3,576 |
| Structured notes | ||
| Amortized cost | $514,000 | 1,555 |
| Fair value | $532,000 | 1,556 |
| 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 | $31,579,000 | 3,387 |
| U.S. Government securities | $20,382,000 | 3,646 |
| U.S. Treasury securities | $275,000 | 2,113 |
| U.S. Government agency obligations | $20,107,000 | 3,523 |
| Securities issued by states & political subdivisions | $11,058,000 | 1,661 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $139,000 | 1,996 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,028,000 | 1,937 |
| Mortgage-backed securities | $17,385,000 | 2,213 |
| Certificates of participation in pools of residential mortgages | $8,177,000 | 2,666 |
| Issued or guaranteed by U.S. | $8,177,000 | 2,651 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $9,208,000 | 1,321 |
| CMOs issued by government agencies or sponsored agencies | $9,208,000 | 1,229 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $31,579,000 | 2,926 |
| Total debt securities | $31,442,000 | 3,321 |
| Structured notes | ||
| Amortized cost | $516,000 | 1,289 |
| Fair value | $527,000 | 1,294 |
| 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 | $36,072,000 | 3,048 |
| U.S. Government securities | $24,871,000 | 3,126 |
| U.S. Treasury securities | $279,000 | 2,252 |
| U.S. Government agency obligations | $24,592,000 | 3,004 |
| Securities issued by states & political subdivisions | $11,073,000 | 1,623 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $128,000 | 2,032 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,760,000 | 2,451 |
| Mortgage-backed securities | $21,833,000 | 1,872 |
| Certificates of participation in pools of residential mortgages | $9,160,000 | 2,463 |
| Issued or guaranteed by U.S. | $9,160,000 | 2,449 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $12,673,000 | 1,097 |
| CMOs issued by government agencies or sponsored agencies | $12,673,000 | 1,015 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $36,072,000 | 2,603 |
| Total debt securities | $35,944,000 | 2,973 |
| Structured notes | ||
| Amortized cost | $519,000 | 1,127 |
| Fair value | $543,000 | 1,129 |
| 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 | $42,472,000 | 2,537 |
| U.S. Government securities | $32,990,000 | 2,359 |
| U.S. Treasury securities | $1,025,000 | 1,921 |
| U.S. Government agency obligations | $31,965,000 | 2,277 |
| Securities issued by states & political subdivisions | $9,419,000 | 1,802 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $63,000 | 2,091 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,074,000 | 2,793 |
| Mortgage-backed securities | $28,200,000 | 1,452 |
| Certificates of participation in pools of residential mortgages | $9,990,000 | 2,116 |
| Issued or guaranteed by U.S. | $9,990,000 | 2,102 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $18,210,000 | 882 |
| CMOs issued by government agencies or sponsored agencies | $18,210,000 | 802 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $42,472,000 | 2,117 |
| Total debt securities | $42,407,000 | 2,475 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $41,101,000 | 2,631 |
| U.S. Government securities | $34,433,000 | 2,340 |
| U.S. Treasury securities | $1,015,000 | 2,560 |
| U.S. Government agency obligations | $33,418,000 | 2,207 |
| Securities issued by states & political subdivisions | $5,765,000 | 2,548 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $903,000 | 2,687 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,915,000 | 4,304 |
| Mortgage-backed securities | $22,754,000 | 1,351 |
| Certificates of participation in pools of residential mortgages | $6,049,000 | 2,365 |
| Issued or guaranteed by U.S. | $6,049,000 | 2,350 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $16,705,000 | 752 |
| CMOs issued by government agencies or sponsored agencies | $16,705,000 | 678 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $41,101,000 | 2,086 |
| Total debt securities | $40,198,000 | 2,587 |
| Structured notes | ||
| Amortized cost | $501,000 | 523 |
| Fair value | $502,000 | 525 |
| 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 | $31,794,000 | 3,409 |
| U.S. Government securities | $27,657,000 | 2,959 |
| U.S. Treasury securities | $2,998,000 | 2,212 |
| U.S. Government agency obligations | $24,659,000 | 2,920 |
| Securities issued by states & political subdivisions | $3,574,000 | 3,574 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $563,000 | 3,483 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,508,000 | 4,845 |
| Mortgage-backed securities | $16,022,000 | 1,866 |
| Certificates of participation in pools of residential mortgages | $4,019,000 | 3,132 |
| Issued or guaranteed by U.S. | $4,019,000 | 3,119 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $12,003,000 | 973 |
| CMOs issued by government agencies or sponsored agencies | $12,003,000 | 872 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $31,794,000 | 2,675 |
| Total debt securities | $31,231,000 | 3,361 |
| 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 | $24,958,000 | 4,166 |
| U.S. Government securities | $22,896,000 | 3,550 |
| U.S. Treasury securities | $3,044,000 | 3,088 |
| U.S. Government agency obligations | $19,852,000 | 3,361 |
| Securities issued by states & political subdivisions | $1,304,000 | 5,393 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $758,000 | 2,805 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,734,000 | 4,941 |
| Mortgage-backed securities | $12,810,000 | 2,291 |
| Certificates of participation in pools of residential mortgages | $4,411,000 | 3,174 |
| Issued or guaranteed by U.S. | $4,411,000 | 3,158 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $8,399,000 | 1,342 |
| CMOs issued by government agencies or sponsored agencies | $8,399,000 | 1,241 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $24,958,000 | 3,226 |
| Total debt securities | $24,200,000 | 4,139 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $18,387,000 | 5,225 |
| U.S. Government securities | $16,885,000 | 4,629 |
| U.S. Treasury securities | $1,773,000 | 5,426 |
| U.S. Government agency obligations | $15,112,000 | 4,003 |
| Securities issued by states & political subdivisions | $883,000 | 6,028 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $619,000 | 3,175 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,492,000 | 6,046 |
| Mortgage-backed securities | $7,652,000 | 3,085 |
| Certificates of participation in pools of residential mortgages | $1,892,000 | 4,475 |
| Issued or guaranteed by U.S. | $1,892,000 | 4,460 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $5,760,000 | 1,583 |
| CMOs issued by government agencies or sponsored agencies | $5,760,000 | 1,519 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $18,387,000 | 3,841 |
| Total debt securities | $17,768,000 | 5,237 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $17,408,000 | 5,846 |
| U.S. Government securities | $16,070,000 | 5,206 |
| U.S. Treasury securities | $3,288,000 | 4,818 |
| U.S. Government agency obligations | $12,782,000 | 4,718 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $797,000 | 2,286 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $797,000 | 1,741 |
| Foreign debt securities | NA | NA |
| Equity securities | $541,000 | 3,352 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,743,000 | 6,070 |
| Mortgage-backed securities | $4,539,000 | 4,443 |
| Certificates of participation in pools of residential mortgages | $1,112,000 | 5,672 |
| Issued or guaranteed by U.S. | $1,112,000 | 5,656 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $3,427,000 | 2,388 |
| CMOs issued by government agencies or sponsored agencies | $3,427,000 | 2,282 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $17,408,000 | 4,262 |
| Total debt securities | $16,867,000 | 5,862 |
| Structured notes | ||
| Amortized cost | $250,000 | 3,178 |
| Fair value | $250,000 | 3,193 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $13,870,000 | 7,000 |
| U.S. Government securities | $12,001,000 | 6,599 |
| U.S. Treasury securities | $6,800,000 | 3,700 |
| U.S. Government agency obligations | $5,201,000 | 7,593 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $1,314,000 | 2,182 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,314,000 | 1,698 |
| Foreign debt securities | NA | NA |
| Equity securities | $555,000 | 3,094 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,844,000 | 6,102 |
| Mortgage-backed securities | $2,699,000 | 5,730 |
| Certificates of participation in pools of residential mortgages | $1,318,000 | 5,667 |
| Issued or guaranteed by U.S. | $1,318,000 | 5,640 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,381,000 | 3,919 |
| CMOs issued by government agencies or sponsored agencies | $1,381,000 | 3,755 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $13,870,000 | 5,095 |
| Total debt securities | $13,315,000 | 7,031 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $13,821,000 | 7,449 |
| U.S. Government securities | $12,151,000 | 6,916 |
| U.S. Treasury securities | $9,758,000 | 3,489 |
| U.S. Government agency obligations | $2,393,000 | 9,590 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $1,326,000 | 2,457 |
| Privately issued residential mortgage-backed securities | $6,000 | 2,819 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,320,000 | 1,938 |
| Foreign debt securities | NA | NA |
| Equity securities | $344,000 | 3,795 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,895,000 | 7,223 |
| Mortgage-backed securities | $2,399,000 | 6,313 |
| Certificates of participation in pools of residential mortgages | $1,457,000 | 5,791 |
| Issued or guaranteed by U.S. | $1,457,000 | 5,765 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $942,000 | 4,623 |
| CMOs issued by government agencies or sponsored agencies | $936,000 | 4,435 |
| Privately issued | $6,000 | 2,466 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,742,000 | 5,757 |
| Available-for-sale securities (fair market value) | $4,079,000 | 7,395 |
| Total debt securities | $13,477,000 | 7,440 |
| 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 | $12,159,000 | 8,293 |
| U.S. Government securities | $10,243,000 | 7,901 |
| U.S. Treasury securities | $6,754,000 | 4,699 |
| U.S. Government agency obligations | $3,489,000 | 8,986 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $1,729,000 | 2,565 |
| Privately issued residential mortgage-backed securities | $294,000 | 2,066 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,435,000 | 2,162 |
| Foreign debt securities | NA | NA |
| Equity securities | $187,000 | 4,649 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,627,000 | 6,313 |
| Mortgage-backed securities | $3,783,000 | 5,948 |
| Certificates of participation in pools of residential mortgages | $1,890,000 | 5,867 |
| Issued or guaranteed by U.S. | $1,890,000 | 5,817 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,893,000 | 4,163 |
| CMOs issued by government agencies or sponsored agencies | $1,599,000 | 4,173 |
| Privately issued | $294,000 | 1,708 |
| 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 | $11,972,000 | 8,203 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $10,665,000 | 8,877 |
| U.S. Government securities | $8,396,000 | 8,806 |
| U.S. Treasury securities | $3,850,000 | 6,744 |
| U.S. Government agency obligations | $4,546,000 | 8,295 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $2,008,000 | 2,917 |
| Privately issued residential mortgage-backed securities | $505,000 | 2,340 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,503,000 | 2,397 |
| Foreign debt securities | NA | NA |
| Equity securities | $261,000 | 3,536 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,183,000 | 6,869 |
| Mortgage-backed securities | $5,051,000 | 5,450 |
| Certificates of participation in pools of residential mortgages | $2,451,000 | 5,649 |
| Issued or guaranteed by U.S. | $2,451,000 | 5,585 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $2,600,000 | 3,684 |
| CMOs issued by government agencies or sponsored agencies | $2,095,000 | 3,656 |
| Privately issued | $505,000 | 1,961 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $10,404,000 | 8,851 |
| 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 |