Home > Dean Co-operative Bank > Securities
Dean Co-operative Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $0 | 4,456 |
| U.S. Government securities | $0 | 4,378 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $434,343,000 | 310 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | NA | NA |
| 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 | $2,984,000 | 1,178 |
| Foreign debt securities | $3,218,000 | 123 |
| Equity securities | $0 | 35 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $594 | 3,861 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,683 |
| Privately issued | $1,000 | 197 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9 | 2,729 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $0 | 4,214 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $500,000 | 147 |
| 2023-09-30 | Rank | |
| Total securities | $107,821,000 | 1,613 |
| U.S. Government securities | $98,022,000 | 1,167 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $98,022,000 | 981 |
| Securities issued by states & political subdivisions | $9,724,000 | 2,477 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,774,000 | 3,166 |
| Mortgage-backed securities | $56,662,000 | 1,145 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $47,316,000 | 849 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,937,000 | 1,315 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,513,000 | 1,073 |
| Other commercial mortgage-backed securities | $1,896,000 | 944 |
| Held to maturity securities (book value) | $2,607,000 | 1,358 |
| Available-for-sale securities (fair market value) | $105,139,000 | 1,434 |
| Total debt securities | $107,746,000 | 1,602 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 768 |
| Fair value | $910,000 | 834 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $113,021,000 | 1,600 |
| U.S. Government securities | $101,645,000 | 1,178 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $101,645,000 | 984 |
| Securities issued by states & political subdivisions | $10,006,000 | 2,495 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,021,000 | 3,115 |
| Mortgage-backed securities | $60,451,000 | 1,129 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $50,516,000 | 838 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,389,000 | 1,293 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,589,000 | 1,061 |
| Other commercial mortgage-backed securities | $1,957,000 | 942 |
| Held to maturity securities (book value) | $2,609,000 | 1,371 |
| Available-for-sale securities (fair market value) | $109,042,000 | 1,436 |
| Total debt securities | $111,649,000 | 1,605 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 811 |
| Fair value | $917,000 | 870 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $117,319,000 | 1,614 |
| U.S. Government securities | $105,511,000 | 1,197 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $105,511,000 | 957 |
| Securities issued by states & political subdivisions | $10,820,000 | 2,485 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,828,000 | 2,982 |
| Mortgage-backed securities | $63,328,000 | 1,143 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $52,972,000 | 844 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,723,000 | 1,311 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,618,000 | 1,085 |
| Other commercial mortgage-backed securities | $2,015,000 | 952 |
| Held to maturity securities (book value) | $2,612,000 | 1,413 |
| Available-for-sale securities (fair market value) | $113,719,000 | 1,454 |
| Total debt securities | $116,329,000 | 1,614 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 845 |
| Fair value | $932,000 | 897 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $114,502,000 | 1,662 |
| U.S. Government securities | $102,549,000 | 1,238 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $102,549,000 | 984 |
| Securities issued by states & political subdivisions | $10,776,000 | 2,528 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,332,000 | 2,862 |
| Mortgage-backed securities | $63,058,000 | 1,151 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $52,705,000 | 854 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,722,000 | 1,320 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,576,000 | 1,087 |
| Other commercial mortgage-backed securities | $2,055,000 | 948 |
| Held to maturity securities (book value) | $2,614,000 | 1,424 |
| Available-for-sale securities (fair market value) | $110,711,000 | 1,505 |
| Total debt securities | $113,326,000 | 1,662 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 869 |
| Fair value | $907,000 | 934 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $114,850,000 | 1,662 |
| U.S. Government securities | $102,526,000 | 1,256 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $102,526,000 | 1,000 |
| Securities issued by states & political subdivisions | $10,602,000 | 2,544 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,156,000 | 2,821 |
| Mortgage-backed securities | $63,611,000 | 1,169 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $52,842,000 | 861 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,000,000 | 1,306 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,614,000 | 1,099 |
| Other commercial mortgage-backed securities | $2,155,000 | 968 |
| Held to maturity securities (book value) | $2,616,000 | 1,404 |
| Available-for-sale securities (fair market value) | $110,512,000 | 1,510 |
| Total debt securities | $113,127,000 | 1,668 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 861 |
| Fair value | $901,000 | 924 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $119,999,000 | 1,647 |
| U.S. Government securities | $106,063,000 | 1,222 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $106,063,000 | 991 |
| Securities issued by states & political subdivisions | $12,595,000 | 2,438 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,170,000 | 2,743 |
| Mortgage-backed securities | $66,326,000 | 1,166 |
| Certificates of participation in pools of residential mortgages | $54,708,000 | 878 |
| Issued or guaranteed by U.S. | $54,708,000 | 864 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $8,419,000 | 1,294 |
| CMOs issued by government agencies or sponsored agencies | $8,419,000 | 1,225 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $3,199,000 | 1,350 |
| Commercial mortgage pass-through securities | $1,701,000 | 1,088 |
| Other commercial mortgage-backed securities | $1,498,000 | 1,142 |
| Held to maturity securities (book value) | $3,619,000 | 1,263 |
| Available-for-sale securities (fair market value) | $115,039,000 | 1,525 |
| Total debt securities | $118,659,000 | 1,639 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 840 |
| Fair value | $935,000 | 900 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $115,091,000 | 1,655 |
| U.S. Government securities | $102,320,000 | 1,231 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $102,320,000 | 1,027 |
| Securities issued by states & political subdivisions | $11,750,000 | 2,517 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,572,000 | 2,752 |
| Mortgage-backed securities | $63,539,000 | 1,228 |
| Certificates of participation in pools of residential mortgages | $52,320,000 | 933 |
| Issued or guaranteed by U.S. | $52,320,000 | 921 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $7,717,000 | 1,353 |
| CMOs issued by government agencies or sponsored agencies | $7,717,000 | 1,288 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $3,502,000 | 1,303 |
| Commercial mortgage pass-through securities | $1,823,000 | 1,059 |
| Other commercial mortgage-backed securities | $1,679,000 | 1,099 |
| Held to maturity securities (book value) | $3,621,000 | 1,160 |
| Available-for-sale securities (fair market value) | $110,449,000 | 1,561 |
| Total debt securities | $114,071,000 | 1,653 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 740 |
| Fair value | $968,000 | 767 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $101,867,000 | 1,756 |
| U.S. Government securities | $86,268,000 | 1,307 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $86,268,000 | 1,147 |
| Securities issued by states & political subdivisions | $12,110,000 | 2,530 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,210,000 | 2,712 |
| Mortgage-backed securities | $55,289,000 | 1,316 |
| Certificates of participation in pools of residential mortgages | $48,509,000 | 979 |
| Issued or guaranteed by U.S. | $48,509,000 | 963 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $3,897,000 | 1,713 |
| CMOs issued by government agencies or sponsored agencies | $3,897,000 | 1,659 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $2,883,000 | 1,370 |
| Commercial mortgage pass-through securities | $1,004,000 | 1,196 |
| Other commercial mortgage-backed securities | $1,879,000 | 1,060 |
| Held to maturity securities (book value) | $3,624,000 | 1,049 |
| Available-for-sale securities (fair market value) | $94,754,000 | 1,730 |
| Total debt securities | $98,379,000 | 1,791 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $93,449,000 | 1,798 |
| U.S. Government securities | $78,500,000 | 1,347 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $78,500,000 | 1,206 |
| Securities issued by states & political subdivisions | $12,511,000 | 2,480 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,505,000 | 2,692 |
| Mortgage-backed securities | $54,066,000 | 1,304 |
| Certificates of participation in pools of residential mortgages | $46,624,000 | 968 |
| Issued or guaranteed by U.S. | $46,624,000 | 949 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $4,289,000 | 1,671 |
| CMOs issued by government agencies or sponsored agencies | $4,289,000 | 1,629 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $3,153,000 | 1,324 |
| Commercial mortgage pass-through securities | $1,023,000 | 1,201 |
| Other commercial mortgage-backed securities | $2,130,000 | 1,016 |
| Held to maturity securities (book value) | $3,627,000 | 1,025 |
| Available-for-sale securities (fair market value) | $87,384,000 | 1,757 |
| Total debt securities | $91,012,000 | 1,812 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $74,918,000 | 2,034 |
| U.S. Government securities | $57,951,000 | 1,572 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $57,951,000 | 1,422 |
| Securities issued by states & political subdivisions | $11,431,000 | 2,527 |
| Other domestic debt securities | $2,419,000 | 1,463 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,411,000 | 2,779 |
| Mortgage-backed securities | $37,579,000 | 1,582 |
| Certificates of participation in pools of residential mortgages | $32,628,000 | 1,200 |
| Issued or guaranteed by U.S. | $32,628,000 | 1,173 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $2,532,000 | 1,908 |
| CMOs issued by government agencies or sponsored agencies | $2,532,000 | 1,859 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $2,419,000 | 1,422 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $2,419,000 | 961 |
| Held to maturity securities (book value) | $3,629,000 | 1,002 |
| Available-for-sale securities (fair market value) | $68,172,000 | 2,012 |
| Total debt securities | $71,802,000 | 2,067 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $60,141,000 | 2,182 |
| U.S. Government securities | $42,812,000 | 1,797 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $42,812,000 | 1,677 |
| Securities issued by states & political subdivisions | $11,903,000 | 2,459 |
| Other domestic debt securities | $2,684,000 | 1,382 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,482,000 | 2,777 |
| Mortgage-backed securities | $29,280,000 | 1,757 |
| Certificates of participation in pools of residential mortgages | $24,684,000 | 1,389 |
| Issued or guaranteed by U.S. | $24,684,000 | 1,351 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,912,000 | 2,034 |
| CMOs issued by government agencies or sponsored agencies | $1,912,000 | 1,979 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $2,684,000 | 1,357 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $2,684,000 | 903 |
| Held to maturity securities (book value) | $4,032,000 | 951 |
| Available-for-sale securities (fair market value) | $53,367,000 | 2,202 |
| Total debt securities | $57,399,000 | 2,224 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $52,727,000 | 2,254 |
| U.S. Government securities | $31,900,000 | 2,005 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $31,900,000 | 1,895 |
| Securities issued by states & political subdivisions | $12,725,000 | 2,356 |
| Other domestic debt securities | $3,045,000 | 1,286 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,409,000 | 2,664 |
| Mortgage-backed securities | $24,349,000 | 1,838 |
| Certificates of participation in pools of residential mortgages | $19,040,000 | 1,501 |
| Issued or guaranteed by U.S. | $19,040,000 | 1,466 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $2,264,000 | 1,965 |
| CMOs issued by government agencies or sponsored agencies | $2,264,000 | 1,916 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $3,045,000 | 1,256 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $3,045,000 | 837 |
| Held to maturity securities (book value) | $4,036,000 | 939 |
| Available-for-sale securities (fair market value) | $43,634,000 | 2,353 |
| Total debt securities | $47,668,000 | 2,377 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $50,612,000 | 2,209 |
| U.S. Government securities | $28,976,000 | 2,039 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $28,976,000 | 1,937 |
| Securities issued by states & political subdivisions | $14,325,000 | 2,137 |
| Other domestic debt securities | $3,332,000 | 1,209 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,678,000 | 2,527 |
| Mortgage-backed securities | $25,539,000 | 1,767 |
| Certificates of participation in pools of residential mortgages | $19,408,000 | 1,447 |
| Issued or guaranteed by U.S. | $19,408,000 | 1,409 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,799,000 | 1,877 |
| CMOs issued by government agencies or sponsored agencies | $2,799,000 | 1,830 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $3,332,000 | 1,199 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $3,332,000 | 786 |
| Held to maturity securities (book value) | $4,039,000 | 930 |
| Available-for-sale securities (fair market value) | $42,594,000 | 2,305 |
| Total debt securities | $46,634,000 | 2,303 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $49,187,000 | 2,194 |
| U.S. Government securities | $30,556,000 | 1,984 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $30,556,000 | 1,882 |
| Securities issued by states & political subdivisions | $15,109,000 | 2,011 |
| Other domestic debt securities | $3,522,000 | 1,136 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,691,000 | 2,456 |
| Mortgage-backed securities | $28,147,000 | 1,678 |
| Certificates of participation in pools of residential mortgages | $21,270,000 | 1,310 |
| Issued or guaranteed by U.S. | $21,270,000 | 1,274 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $3,355,000 | 1,829 |
| CMOs issued by government agencies or sponsored agencies | $3,355,000 | 1,788 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $3,522,000 | 1,159 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $3,522,000 | 744 |
| Held to maturity securities (book value) | $4,043,000 | 944 |
| Available-for-sale securities (fair market value) | $45,144,000 | 2,151 |
| Total debt securities | $49,188,000 | 2,172 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $53,911,000 | 2,001 |
| U.S. Government securities | $28,044,000 | 2,086 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $28,044,000 | 1,980 |
| Securities issued by states & political subdivisions | $15,109,000 | 1,881 |
| Other domestic debt securities | $3,652,000 | 1,073 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $7,106,000 | 16 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,236,000 | 2,348 |
| Mortgage-backed securities | $26,730,000 | 1,704 |
| Certificates of participation in pools of residential mortgages | $19,122,000 | 1,436 |
| Issued or guaranteed by U.S. | $19,122,000 | 1,397 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $3,956,000 | 1,746 |
| CMOs issued by government agencies or sponsored agencies | $3,956,000 | 1,704 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $3,652,000 | 1,124 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $3,652,000 | 716 |
| Held to maturity securities (book value) | $4,046,000 | 954 |
| Available-for-sale securities (fair market value) | $49,865,000 | 1,965 |
| Total debt securities | $46,803,000 | 2,175 |
| Structured notes | ||
| Amortized cost | $489,000 | 470 |
| Fair value | $501,000 | 418 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $53,022,000 | 2,013 |
| U.S. Government securities | $31,580,000 | 1,994 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $31,580,000 | 1,884 |
| Securities issued by states & political subdivisions | $15,482,000 | 1,819 |
| Other domestic debt securities | $3,701,000 | 1,032 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $3,701,000 | 122 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $2,259,000 | 50 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,376,000 | 2,467 |
| Mortgage-backed securities | $26,573,000 | 1,669 |
| Certificates of participation in pools of residential mortgages | $18,691,000 | 1,387 |
| Issued or guaranteed by U.S. | $18,691,000 | 1,350 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $4,181,000 | 1,698 |
| CMOs issued by government agencies or sponsored agencies | $4,181,000 | 1,657 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $3,701,000 | 1,098 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $3,701,000 | 680 |
| Held to maturity securities (book value) | $4,050,000 | 989 |
| Available-for-sale securities (fair market value) | $48,972,000 | 1,985 |
| Total debt securities | $50,763,000 | 2,054 |
| Structured notes | ||
| Amortized cost | $2,965,000 | 229 |
| Fair value | $2,989,000 | 213 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $52,929,000 | 2,016 |
| U.S. Government securities | $32,344,000 | 1,980 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $32,344,000 | 1,879 |
| Securities issued by states & political subdivisions | $14,667,000 | 1,891 |
| Other domestic debt securities | $3,834,000 | 1,012 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $3,834,000 | 123 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $2,084,000 | 80 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,786,000 | 2,466 |
| Mortgage-backed securities | $26,610,000 | 1,640 |
| Certificates of participation in pools of residential mortgages | $18,168,000 | 1,379 |
| Issued or guaranteed by U.S. | $18,168,000 | 1,341 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $4,608,000 | 1,638 |
| CMOs issued by government agencies or sponsored agencies | $4,608,000 | 1,603 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $3,834,000 | 1,066 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $3,834,000 | 653 |
| Held to maturity securities (book value) | $4,053,000 | 1,047 |
| Available-for-sale securities (fair market value) | $48,876,000 | 1,961 |
| Total debt securities | $50,847,000 | 2,072 |
| Structured notes | ||
| Amortized cost | $2,962,000 | 309 |
| Fair value | $2,986,000 | 301 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $54,917,000 | 1,978 |
| U.S. Government securities | $33,610,000 | 1,974 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $33,610,000 | 1,863 |
| Securities issued by states & political subdivisions | $15,529,000 | 1,860 |
| Other domestic debt securities | $2,438,000 | 1,186 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $2,438,000 | 127 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $3,340,000 | 62 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,646,000 | 2,434 |
| Mortgage-backed securities | $26,227,000 | 1,636 |
| Certificates of participation in pools of residential mortgages | $18,823,000 | 1,343 |
| Issued or guaranteed by U.S. | $18,823,000 | 1,324 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $4,966,000 | 1,590 |
| CMOs issued by government agencies or sponsored agencies | $4,966,000 | 1,546 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $2,438,000 | 1,225 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $2,438,000 | 742 |
| Held to maturity securities (book value) | $4,621,000 | 1,048 |
| Available-for-sale securities (fair market value) | $50,296,000 | 1,955 |
| Total debt securities | $51,577,000 | 2,055 |
| Structured notes | ||
| Amortized cost | $3,457,000 | 302 |
| Fair value | $3,469,000 | 301 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $54,019,000 | 2,031 |
| U.S. Government securities | $34,442,000 | 1,953 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $34,442,000 | 1,841 |
| Securities issued by states & political subdivisions | $16,736,000 | 1,823 |
| Other domestic debt securities | $1,433,000 | 1,399 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $1,433,000 | 129 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $1,408,000 | 127 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,164,000 | 2,429 |
| Mortgage-backed securities | $26,227,000 | 1,622 |
| Certificates of participation in pools of residential mortgages | $19,672,000 | 1,324 |
| Issued or guaranteed by U.S. | $19,672,000 | 1,305 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $5,122,000 | 1,576 |
| CMOs issued by government agencies or sponsored agencies | $5,122,000 | 1,531 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $1,433,000 | 1,361 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $1,433,000 | 800 |
| Held to maturity securities (book value) | $5,311,000 | 1,016 |
| Available-for-sale securities (fair market value) | $48,708,000 | 2,035 |
| Total debt securities | $52,611,000 | 2,056 |
| Structured notes | ||
| Amortized cost | $3,452,000 | 310 |
| Fair value | $3,373,000 | 309 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $52,712,000 | 2,101 |
| U.S. Government securities | $33,529,000 | 2,011 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $33,529,000 | 1,896 |
| Securities issued by states & political subdivisions | $16,885,000 | 1,861 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $2,298,000 | 158 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,309,000 | 2,440 |
| Mortgage-backed securities | $23,811,000 | 1,730 |
| Certificates of participation in pools of residential mortgages | $18,518,000 | 1,377 |
| Issued or guaranteed by U.S. | $18,518,000 | 1,363 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $5,293,000 | 1,549 |
| CMOs issued by government agencies or sponsored agencies | $5,293,000 | 1,499 |
| 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) | $5,315,000 | 1,060 |
| Available-for-sale securities (fair market value) | $47,397,000 | 2,095 |
| Total debt securities | $50,416,000 | 2,151 |
| Structured notes | ||
| Amortized cost | $3,448,000 | 323 |
| Fair value | $3,336,000 | 320 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $51,647,000 | 2,147 |
| U.S. Government securities | $31,619,000 | 2,101 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $31,619,000 | 1,982 |
| Securities issued by states & political subdivisions | $16,944,000 | 1,884 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $3,084,000 | 146 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,365,000 | 2,428 |
| Mortgage-backed securities | $22,012,000 | 1,803 |
| Certificates of participation in pools of residential mortgages | $17,704,000 | 1,429 |
| Issued or guaranteed by U.S. | $17,704,000 | 1,422 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,308,000 | 1,649 |
| CMOs issued by government agencies or sponsored agencies | $4,308,000 | 1,602 |
| 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) | $5,459,000 | 1,069 |
| Available-for-sale securities (fair market value) | $46,188,000 | 2,141 |
| Total debt securities | $48,564,000 | 2,232 |
| Structured notes | ||
| Amortized cost | $3,443,000 | 322 |
| Fair value | $3,269,000 | 321 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $54,645,000 | 2,101 |
| U.S. Government securities | $31,294,000 | 2,108 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $31,294,000 | 1,993 |
| Securities issued by states & political subdivisions | $18,225,000 | 1,824 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $5,126,000 | 109 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,643,000 | 2,375 |
| Mortgage-backed securities | $22,387,000 | 1,806 |
| Certificates of participation in pools of residential mortgages | $17,821,000 | 1,470 |
| Issued or guaranteed by U.S. | $17,821,000 | 1,412 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $4,566,000 | 1,625 |
| CMOs issued by government agencies or sponsored agencies | $4,566,000 | 1,577 |
| 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) | $5,462,000 | 1,087 |
| Available-for-sale securities (fair market value) | $49,183,000 | 2,079 |
| Total debt securities | $49,520,000 | 2,231 |
| Structured notes | ||
| Amortized cost | $3,438,000 | 323 |
| Fair value | $3,305,000 | 320 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $54,636,000 | 2,131 |
| U.S. Government securities | $31,255,000 | 2,148 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $31,255,000 | 2,049 |
| Securities issued by states & political subdivisions | $18,246,000 | 1,878 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $5,135,000 | 116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,661,000 | 2,397 |
| Mortgage-backed securities | $23,259,000 | 1,763 |
| Certificates of participation in pools of residential mortgages | $18,448,000 | 1,483 |
| Issued or guaranteed by U.S. | $18,448,000 | 1,480 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,811,000 | 1,584 |
| CMOs issued by government agencies or sponsored agencies | $4,811,000 | 1,532 |
| 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) | $5,466,000 | 1,102 |
| Available-for-sale securities (fair market value) | $49,170,000 | 2,092 |
| Total debt securities | $49,501,000 | 2,256 |
| Structured notes | ||
| Amortized cost | $3,433,000 | 311 |
| Fair value | $3,320,000 | 309 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $55,305,000 | 2,142 |
| U.S. Government securities | $33,248,000 | 2,065 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $33,248,000 | 1,977 |
| Securities issued by states & political subdivisions | $18,902,000 | 1,897 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $3,155,000 | 289 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,314,000 | 2,373 |
| Mortgage-backed securities | $24,704,000 | 1,710 |
| Certificates of participation in pools of residential mortgages | $19,603,000 | 1,442 |
| Issued or guaranteed by U.S. | $19,603,000 | 1,441 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $5,101,000 | 1,542 |
| CMOs issued by government agencies or sponsored agencies | $5,101,000 | 1,486 |
| 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) | $5,470,000 | 1,130 |
| Available-for-sale securities (fair market value) | $49,835,000 | 2,110 |
| Total debt securities | $52,150,000 | 2,205 |
| Structured notes | ||
| Amortized cost | $3,427,000 | 306 |
| Fair value | $3,390,000 | 306 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $55,574,000 | 2,157 |
| U.S. Government securities | $34,738,000 | 2,022 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $34,738,000 | 1,929 |
| Securities issued by states & political subdivisions | $19,050,000 | 1,912 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $1,786,000 | 411 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,465,000 | 2,844 |
| Mortgage-backed securities | $26,067,000 | 1,679 |
| Certificates of participation in pools of residential mortgages | $20,717,000 | 1,424 |
| Issued or guaranteed by U.S. | $20,717,000 | 1,421 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $5,350,000 | 1,514 |
| CMOs issued by government agencies or sponsored agencies | $5,350,000 | 1,461 |
| 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) | $5,474,000 | 1,170 |
| Available-for-sale securities (fair market value) | $50,100,000 | 2,135 |
| Total debt securities | $53,788,000 | 2,193 |
| Structured notes | ||
| Amortized cost | $3,422,000 | 321 |
| Fair value | $3,423,000 | 317 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $54,902,000 | 2,204 |
| U.S. Government securities | $34,233,000 | 2,088 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $34,233,000 | 1,984 |
| Securities issued by states & political subdivisions | $19,110,000 | 1,912 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $1,559,000 | 430 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,839,000 | 2,932 |
| Mortgage-backed securities | $25,399,000 | 1,728 |
| Certificates of participation in pools of residential mortgages | $19,828,000 | 1,501 |
| Issued or guaranteed by U.S. | $19,828,000 | 1,500 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,571,000 | 1,510 |
| CMOs issued by government agencies or sponsored agencies | $5,571,000 | 1,456 |
| 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) | $5,478,000 | 1,190 |
| Available-for-sale securities (fair market value) | $49,424,000 | 2,170 |
| Total debt securities | $53,343,000 | 2,229 |
| Structured notes | ||
| Amortized cost | $3,417,000 | 342 |
| Fair value | $3,436,000 | 340 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $52,778,000 | 2,294 |
| U.S. Government securities | $32,713,000 | 2,189 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $32,713,000 | 2,087 |
| Securities issued by states & political subdivisions | $17,698,000 | 2,028 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $2,367,000 | 341 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,804,000 | 2,976 |
| Mortgage-backed securities | $24,902,000 | 1,775 |
| Certificates of participation in pools of residential mortgages | $19,170,000 | 1,568 |
| Issued or guaranteed by U.S. | $19,170,000 | 1,568 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,732,000 | 1,499 |
| CMOs issued by government agencies or sponsored agencies | $5,732,000 | 1,440 |
| 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) | $4,192,000 | 1,301 |
| Available-for-sale securities (fair market value) | $48,586,000 | 2,216 |
| Total debt securities | $50,411,000 | 2,361 |
| Structured notes | ||
| Amortized cost | $3,411,000 | 357 |
| Fair value | $3,391,000 | 355 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $49,953,000 | 2,371 |
| U.S. Government securities | $29,603,000 | 2,316 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $29,603,000 | 2,218 |
| Securities issued by states & political subdivisions | $17,802,000 | 2,029 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $2,548,000 | 336 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,952,000 | 2,962 |
| Mortgage-backed securities | $25,149,000 | 1,774 |
| Certificates of participation in pools of residential mortgages | $19,196,000 | 1,580 |
| Issued or guaranteed by U.S. | $19,196,000 | 1,580 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $5,953,000 | 1,450 |
| CMOs issued by government agencies or sponsored agencies | $5,953,000 | 1,388 |
| 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) | $4,194,000 | 1,314 |
| Available-for-sale securities (fair market value) | $45,759,000 | 2,296 |
| Total debt securities | $47,406,000 | 2,432 |
| Structured notes | ||
| Amortized cost | $979,000 | 759 |
| Fair value | $965,000 | 731 |
| 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 | $52,599,000 | 2,268 |
| U.S. Government securities | $28,520,000 | 2,371 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $28,520,000 | 2,284 |
| Securities issued by states & political subdivisions | $19,873,000 | 1,892 |
| 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 | $4,206,000 | 258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,799,000 | 2,771 |
| Mortgage-backed securities | $24,579,000 | 1,810 |
| Certificates of participation in pools of residential mortgages | $19,315,000 | 1,588 |
| Issued or guaranteed by U.S. | $19,315,000 | 1,588 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,264,000 | 1,562 |
| CMOs issued by government agencies or sponsored agencies | $5,264,000 | 1,500 |
| 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) | $4,197,000 | 1,320 |
| Available-for-sale securities (fair market value) | $48,402,000 | 2,209 |
| Total debt securities | $48,394,000 | 2,405 |
| 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 | $52,476,000 | 2,317 |
| U.S. Government securities | $25,366,000 | 2,597 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $25,366,000 | 2,503 |
| Securities issued by states & political subdivisions | $20,420,000 | 1,852 |
| 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 | $6,690,000 | 185 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,296,000 | 2,762 |
| Mortgage-backed securities | $20,535,000 | 2,033 |
| Certificates of participation in pools of residential mortgages | $17,162,000 | 1,722 |
| Issued or guaranteed by U.S. | $17,162,000 | 1,718 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,373,000 | 1,877 |
| CMOs issued by government agencies or sponsored agencies | $3,373,000 | 1,807 |
| 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) | $4,200,000 | 1,355 |
| Available-for-sale securities (fair market value) | $48,276,000 | 2,254 |
| Total debt securities | $45,786,000 | 2,553 |
| Structured notes | ||
| Amortized cost | $750,000 | 897 |
| Fair value | $750,000 | 902 |
| 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 | $51,787,000 | 2,366 |
| U.S. Government securities | $29,035,000 | 2,476 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $29,035,000 | 2,382 |
| Securities issued by states & political subdivisions | $19,972,000 | 1,849 |
| 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 | $2,780,000 | 333 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,649,000 | 2,773 |
| Mortgage-backed securities | $21,376,000 | 1,992 |
| Certificates of participation in pools of residential mortgages | $17,944,000 | 1,669 |
| Issued or guaranteed by U.S. | $17,944,000 | 1,667 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,432,000 | 1,867 |
| CMOs issued by government agencies or sponsored agencies | $3,432,000 | 1,793 |
| 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) | $4,202,000 | 1,390 |
| Available-for-sale securities (fair market value) | $47,585,000 | 2,304 |
| Total debt securities | $49,007,000 | 2,456 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,053 |
| Fair value | $750,000 | 1,055 |
| 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 | $50,311,000 | 2,445 |
| U.S. Government securities | $30,995,000 | 2,386 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $30,995,000 | 2,300 |
| Securities issued by states & political subdivisions | $18,757,000 | 1,962 |
| 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 | $559,000 | 641 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,629,000 | 2,795 |
| Mortgage-backed securities | $21,050,000 | 2,004 |
| Certificates of participation in pools of residential mortgages | $17,485,000 | 1,696 |
| Issued or guaranteed by U.S. | $17,485,000 | 1,694 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,565,000 | 1,867 |
| CMOs issued by government agencies or sponsored agencies | $3,565,000 | 1,797 |
| 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) | $3,800,000 | 1,463 |
| Available-for-sale securities (fair market value) | $46,511,000 | 2,368 |
| Total debt securities | $49,752,000 | 2,448 |
| Structured notes | ||
| Amortized cost | $1,947,000 | 824 |
| Fair value | $1,914,000 | 827 |
| 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 | $45,315,000 | 2,652 |
| U.S. Government securities | $24,802,000 | 2,778 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $24,802,000 | 2,690 |
| Securities issued by states & political subdivisions | $17,951,000 | 2,004 |
| 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 | $2,562,000 | 363 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,601,000 | 2,821 |
| Mortgage-backed securities | $18,079,000 | 2,226 |
| Certificates of participation in pools of residential mortgages | $17,218,000 | 1,729 |
| Issued or guaranteed by U.S. | $17,218,000 | 1,729 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $861,000 | 2,691 |
| CMOs issued by government agencies or sponsored agencies | $861,000 | 2,611 |
| 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) | $3,451,000 | 1,503 |
| Available-for-sale securities (fair market value) | $41,864,000 | 2,560 |
| Total debt securities | $42,753,000 | 2,730 |
| Structured notes | ||
| Amortized cost | $1,947,000 | 934 |
| Fair value | $1,922,000 | 937 |
| 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 | $36,366,000 | 3,108 |
| U.S. Government securities | $19,493,000 | 3,271 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $19,493,000 | 3,167 |
| Securities issued by states & political subdivisions | $15,001,000 | 2,270 |
| 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 | $1,872,000 | 446 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,560,000 | 2,830 |
| Mortgage-backed securities | $13,060,000 | 2,649 |
| Certificates of participation in pools of residential mortgages | $12,163,000 | 2,198 |
| Issued or guaranteed by U.S. | $12,163,000 | 2,197 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $897,000 | 2,727 |
| CMOs issued by government agencies or sponsored agencies | $897,000 | 2,644 |
| 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) | $1,877,000 | 1,746 |
| Available-for-sale securities (fair market value) | $34,489,000 | 2,934 |
| Total debt securities | $34,494,000 | 3,190 |
| Structured notes | ||
| Amortized cost | $1,196,000 | 1,220 |
| Fair value | $1,120,000 | 1,231 |
| 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 | $36,490,000 | 3,154 |
| U.S. Government securities | $19,017,000 | 3,365 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $19,017,000 | 3,252 |
| Securities issued by states & political subdivisions | $14,465,000 | 2,314 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $3,008,000 | 336 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,733,000 | 2,870 |
| Mortgage-backed securities | $14,164,000 | 2,595 |
| Certificates of participation in pools of residential mortgages | $13,207,000 | 2,119 |
| Issued or guaranteed by U.S. | $13,207,000 | 2,119 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $957,000 | 2,734 |
| CMOs issued by government agencies or sponsored agencies | $957,000 | 2,648 |
| 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) | $1,878,000 | 1,744 |
| Available-for-sale securities (fair market value) | $34,612,000 | 2,971 |
| Total debt securities | $33,482,000 | 3,295 |
| Structured notes | ||
| Amortized cost | $1,688,000 | 1,167 |
| Fair value | $1,674,000 | 1,172 |
| 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 | $36,581,000 | 3,185 |
| U.S. Government securities | $19,745,000 | 3,367 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $19,745,000 | 3,261 |
| Securities issued by states & political subdivisions | $14,655,000 | 2,302 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,181,000 | 383 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,922,000 | 2,853 |
| Mortgage-backed securities | $14,849,000 | 2,583 |
| Certificates of participation in pools of residential mortgages | $13,867,000 | 2,113 |
| Issued or guaranteed by U.S. | $13,867,000 | 2,111 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $982,000 | 2,769 |
| CMOs issued by government agencies or sponsored agencies | $982,000 | 2,684 |
| 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) | $1,880,000 | 1,768 |
| Available-for-sale securities (fair market value) | $34,701,000 | 2,996 |
| Total debt securities | $34,400,000 | 3,274 |
| Structured notes | ||
| Amortized cost | $1,686,000 | 1,228 |
| Fair value | $1,641,000 | 1,231 |
| 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 | $38,923,000 | 3,124 |
| U.S. Government securities | $20,344,000 | 3,409 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $20,344,000 | 3,294 |
| Securities issued by states & political subdivisions | $14,652,000 | 2,319 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $3,927,000 | 291 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,918,000 | 2,863 |
| Mortgage-backed securities | $15,523,000 | 2,601 |
| Certificates of participation in pools of residential mortgages | $14,505,000 | 2,138 |
| Issued or guaranteed by U.S. | $14,505,000 | 2,136 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,018,000 | 2,800 |
| CMOs issued by government agencies or sponsored agencies | $1,018,000 | 2,701 |
| 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) | $1,882,000 | 1,792 |
| Available-for-sale securities (fair market value) | $37,041,000 | 2,943 |
| Total debt securities | $34,996,000 | 3,328 |
| Structured notes | ||
| Amortized cost | $1,685,000 | 1,327 |
| Fair value | $1,591,000 | 1,338 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $38,341,000 | 3,206 |
| U.S. Government securities | $21,534,000 | 3,352 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $21,534,000 | 3,252 |
| Securities issued by states & political subdivisions | $15,083,000 | 2,275 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $1,724,000 | 480 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,347,000 | 2,832 |
| Mortgage-backed securities | $16,503,000 | 2,554 |
| Certificates of participation in pools of residential mortgages | $15,440,000 | 2,092 |
| Issued or guaranteed by U.S. | $15,440,000 | 2,090 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,063,000 | 2,819 |
| CMOs issued by government agencies or sponsored agencies | $1,063,000 | 2,722 |
| 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) | $1,884,000 | 1,812 |
| Available-for-sale securities (fair market value) | $36,457,000 | 3,014 |
| Total debt securities | $36,617,000 | 3,272 |
| Structured notes | ||
| Amortized cost | $1,683,000 | 1,371 |
| Fair value | $1,572,000 | 1,386 |
| 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 | $38,099,000 | 3,221 |
| U.S. Government securities | $23,153,000 | 3,228 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $23,153,000 | 3,146 |
| Securities issued by states & political subdivisions | $13,295,000 | 2,477 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $1,651,000 | 490 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,609,000 | 2,935 |
| Mortgage-backed securities | $17,171,000 | 2,527 |
| Certificates of participation in pools of residential mortgages | $16,078,000 | 2,039 |
| Issued or guaranteed by U.S. | $16,078,000 | 2,039 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,093,000 | 2,828 |
| CMOs issued by government agencies or sponsored agencies | $1,093,000 | 2,730 |
| 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) | $1,148,000 | 1,947 |
| Available-for-sale securities (fair market value) | $36,951,000 | 3,007 |
| Total debt securities | $36,448,000 | 3,295 |
| Structured notes | ||
| Amortized cost | $1,681,000 | 1,381 |
| Fair value | $1,537,000 | 1,398 |
| 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 | $38,522,000 | 3,205 |
| U.S. Government securities | $22,362,000 | 3,272 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $22,362,000 | 3,182 |
| Securities issued by states & political subdivisions | $12,514,000 | 2,557 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $3,646,000 | 320 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,669,000 | 3,057 |
| Mortgage-backed securities | $17,307,000 | 2,525 |
| Certificates of participation in pools of residential mortgages | $16,413,000 | 2,033 |
| Issued or guaranteed by U.S. | $16,413,000 | 2,032 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $894,000 | 2,927 |
| CMOs issued by government agencies or sponsored agencies | $894,000 | 2,819 |
| 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) | $149,000 | 2,400 |
| Available-for-sale securities (fair market value) | $38,373,000 | 2,924 |
| Total debt securities | $34,876,000 | 3,369 |
| Structured notes | ||
| Amortized cost | $1,194,000 | 1,520 |
| Fair value | $1,019,000 | 1,566 |
| 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 | $38,990,000 | 3,204 |
| U.S. Government securities | $22,729,000 | 3,278 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $22,729,000 | 3,196 |
| Securities issued by states & political subdivisions | $12,593,000 | 2,530 |
| Other domestic debt securities | $0 | 2,731 |
| 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 | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $3,668,000 | 332 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,749,000 | 3,032 |
| Mortgage-backed securities | $17,604,000 | 2,516 |
| Certificates of participation in pools of residential mortgages | $16,684,000 | 2,031 |
| Issued or guaranteed by U.S. | $16,684,000 | 2,027 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $920,000 | 2,941 |
| CMOs issued by government agencies or sponsored agencies | $920,000 | 2,828 |
| 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) | $149,000 | 2,402 |
| Available-for-sale securities (fair market value) | $38,841,000 | 2,940 |
| Total debt securities | $35,322,000 | 3,348 |
| Structured notes | ||
| Amortized cost | $1,194,000 | 1,510 |
| Fair value | $1,036,000 | 1,547 |
| 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 | $41,006,000 | 3,070 |
| U.S. Government securities | $25,023,000 | 3,087 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $25,023,000 | 3,010 |
| Securities issued by states & political subdivisions | $12,919,000 | 2,485 |
| Other domestic debt securities | $0 | 2,792 |
| 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 | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $3,064,000 | 355 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,048,000 | 2,984 |
| Mortgage-backed securities | $19,476,000 | 2,403 |
| Certificates of participation in pools of residential mortgages | $18,520,000 | 1,890 |
| Issued or guaranteed by U.S. | $18,520,000 | 1,888 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $956,000 | 2,961 |
| CMOs issued by government agencies or sponsored agencies | $956,000 | 2,842 |
| 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) | $150,000 | 2,343 |
| Available-for-sale securities (fair market value) | $40,856,000 | 2,829 |
| Total debt securities | $37,942,000 | 3,207 |
| Structured notes | ||
| Amortized cost | $1,194,000 | 1,494 |
| Fair value | $1,135,000 | 1,503 |
| 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 | $42,233,000 | 3,032 |
| U.S. Government securities | $27,259,000 | 2,970 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $27,259,000 | 2,903 |
| Securities issued by states & political subdivisions | $13,238,000 | 2,447 |
| Other domestic debt securities | $0 | 2,789 |
| 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 | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $1,736,000 | 516 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,436,000 | 2,973 |
| Mortgage-backed securities | $21,458,000 | 2,309 |
| Certificates of participation in pools of residential mortgages | $20,441,000 | 1,795 |
| Issued or guaranteed by U.S. | $20,441,000 | 1,793 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,017,000 | 2,978 |
| CMOs issued by government agencies or sponsored agencies | $1,017,000 | 2,852 |
| 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) | $42,233,000 | 2,806 |
| Total debt securities | $40,497,000 | 3,084 |
| Structured notes | ||
| Amortized cost | $1,193,000 | 1,527 |
| Fair value | $1,200,000 | 1,521 |
| 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 | $40,639,000 | 3,084 |
| U.S. Government securities | $21,125,000 | 3,384 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $21,125,000 | 3,307 |
| Securities issued by states & political subdivisions | $12,507,000 | 2,494 |
| Other domestic debt securities | $0 | 2,785 |
| 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 | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $7,007,000 | 200 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,507,000 | 2,955 |
| Mortgage-backed securities | $18,441,000 | 2,495 |
| Certificates of participation in pools of residential mortgages | $18,374,000 | 1,876 |
| Issued or guaranteed by U.S. | $18,374,000 | 1,874 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $67,000 | 3,617 |
| CMOs issued by government agencies or sponsored agencies | $67,000 | 3,453 |
| 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) | $40,639,000 | 2,853 |
| Total debt securities | $33,632,000 | 3,424 |
| 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 | $40,512,000 | 3,101 |
| U.S. Government securities | $23,299,000 | 3,273 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $23,299,000 | 3,209 |
| Securities issued by states & political subdivisions | $12,553,000 | 2,471 |
| Other domestic debt securities | $0 | 2,872 |
| 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 | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $4,660,000 | 270 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,553,000 | 2,956 |
| Mortgage-backed securities | $19,948,000 | 2,517 |
| Certificates of participation in pools of residential mortgages | $19,832,000 | 1,860 |
| Issued or guaranteed by U.S. | $19,832,000 | 1,859 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $116,000 | 3,639 |
| CMOs issued by government agencies or sponsored agencies | $116,000 | 3,473 |
| 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) | $40,512,000 | 2,870 |
| Total debt securities | $35,852,000 | 3,327 |
| Structured notes | ||
| Amortized cost | $621,000 | 2,112 |
| Fair value | $623,000 | 2,112 |
| 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 | $40,724,000 | 3,102 |
| U.S. Government securities | $23,295,000 | 3,329 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $23,295,000 | 3,259 |
| Securities issued by states & political subdivisions | $12,516,000 | 2,429 |
| Other domestic debt securities | $0 | 2,873 |
| 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 | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $4,913,000 | 256 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,516,000 | 2,991 |
| Mortgage-backed securities | $19,721,000 | 2,555 |
| Certificates of participation in pools of residential mortgages | $19,508,000 | 1,926 |
| Issued or guaranteed by U.S. | $19,508,000 | 1,926 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $213,000 | 3,571 |
| CMOs issued by government agencies or sponsored agencies | $213,000 | 3,410 |
| 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) | $40,724,000 | 2,863 |
| Total debt securities | $35,811,000 | 3,344 |
| Structured notes | ||
| Amortized cost | $623,000 | 2,373 |
| Fair value | $625,000 | 2,373 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $40,687,000 | 3,118 |
| U.S. Government securities | $26,669,000 | 3,105 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $26,669,000 | 3,047 |
| Securities issued by states & political subdivisions | $12,826,000 | 2,317 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $1,192,000 | 528 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,826,000 | 2,963 |
| Mortgage-backed securities | $21,595,000 | 2,441 |
| Certificates of participation in pools of residential mortgages | $21,113,000 | 1,806 |
| Issued or guaranteed by U.S. | $21,113,000 | 1,804 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $482,000 | 3,423 |
| CMOs issued by government agencies or sponsored agencies | $482,000 | 3,259 |
| 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) | $40,687,000 | 2,871 |
| Total debt securities | $39,495,000 | 3,157 |
| Structured notes | ||
| Amortized cost | $2,123,000 | 1,641 |
| Fair value | $2,128,000 | 1,639 |
| 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 | $42,265,000 | 2,963 |
| U.S. Government securities | $28,796,000 | 2,900 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $28,796,000 | 2,835 |
| Securities issued by states & political subdivisions | $12,626,000 | 2,307 |
| 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 | $843,000 | 608 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,889,000 | 2,946 |
| Mortgage-backed securities | $23,987,000 | 2,209 |
| Certificates of participation in pools of residential mortgages | $23,256,000 | 1,585 |
| Issued or guaranteed by U.S. | $23,256,000 | 1,580 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $731,000 | 3,249 |
| CMOs issued by government agencies or sponsored agencies | $731,000 | 2,998 |
| 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) | $42,265,000 | 2,715 |
| Total debt securities | $41,422,000 | 2,984 |
| Structured notes | ||
| Amortized cost | $2,125,000 | 1,632 |
| Fair value | $2,132,000 | 1,632 |
| 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 | $44,524,000 | 2,768 |
| U.S. Government securities | $26,244,000 | 3,000 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $26,244,000 | 2,923 |
| Securities issued by states & political subdivisions | $12,245,000 | 2,276 |
| 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 | $6,035,000 | 210 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,134,000 | 3,178 |
| Mortgage-backed securities | $20,202,000 | 2,412 |
| Certificates of participation in pools of residential mortgages | $19,265,000 | 1,774 |
| Issued or guaranteed by U.S. | $19,265,000 | 1,770 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $937,000 | 3,156 |
| CMOs issued by government agencies or sponsored agencies | $937,000 | 2,909 |
| 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) | $44,524,000 | 2,522 |
| Total debt securities | $38,489,000 | 3,062 |
| Structured notes | ||
| Amortized cost | $2,874,000 | 1,500 |
| Fair value | $2,888,000 | 1,506 |
| 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 | $37,910,000 | 3,134 |
| U.S. Government securities | $26,822,000 | 3,037 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $26,822,000 | 2,953 |
| Securities issued by states & political subdivisions | $9,015,000 | 2,670 |
| 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 | $2,073,000 | 420 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,506,000 | 3,473 |
| Mortgage-backed securities | $19,325,000 | 2,405 |
| Certificates of participation in pools of residential mortgages | $18,147,000 | 1,805 |
| Issued or guaranteed by U.S. | $18,147,000 | 1,802 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,178,000 | 2,997 |
| CMOs issued by government agencies or sponsored agencies | $1,178,000 | 2,749 |
| 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) | $37,910,000 | 2,863 |
| Total debt securities | $35,837,000 | 3,228 |
| Structured notes | ||
| Amortized cost | $3,069,000 | 1,576 |
| Fair value | $3,090,000 | 1,580 |
| 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 | $37,746,000 | 3,098 |
| U.S. Government securities | $26,433,000 | 3,056 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $26,433,000 | 2,962 |
| Securities issued by states & political subdivisions | $9,353,000 | 2,576 |
| 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 | $1,960,000 | 445 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,353,000 | 3,335 |
| Mortgage-backed securities | $19,009,000 | 2,381 |
| Certificates of participation in pools of residential mortgages | $18,492,000 | 1,732 |
| Issued or guaranteed by U.S. | $18,492,000 | 1,728 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $517,000 | 3,279 |
| CMOs issued by government agencies or sponsored agencies | $517,000 | 3,000 |
| 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) | $37,746,000 | 2,826 |
| Total debt securities | $35,786,000 | 3,182 |
| Structured notes | ||
| Amortized cost | $3,070,000 | 1,637 |
| Fair value | $3,064,000 | 1,638 |
| 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 | $34,712,000 | 3,182 |
| U.S. Government securities | $22,958,000 | 3,188 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $22,958,000 | 3,087 |
| Securities issued by states & political subdivisions | $9,055,000 | 2,617 |
| 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 | $2,699,000 | 362 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,055,000 | 3,332 |
| Mortgage-backed securities | $16,662,000 | 2,462 |
| Certificates of participation in pools of residential mortgages | $16,059,000 | 1,839 |
| Issued or guaranteed by U.S. | $16,059,000 | 1,835 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $603,000 | 3,223 |
| CMOs issued by government agencies or sponsored agencies | $603,000 | 2,936 |
| 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) | $34,712,000 | 2,902 |
| Total debt securities | $32,013,000 | 3,329 |
| Structured notes | ||
| Amortized cost | $2,631,000 | 1,658 |
| Fair value | $2,633,000 | 1,656 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $35,031,000 | 3,151 |
| U.S. Government securities | $23,933,000 | 3,066 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $23,933,000 | 2,966 |
| Securities issued by states & political subdivisions | $9,560,000 | 2,450 |
| 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 | $1,538,000 | 523 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,560,000 | 3,290 |
| Mortgage-backed securities | $16,632,000 | 2,443 |
| Certificates of participation in pools of residential mortgages | $15,911,000 | 1,801 |
| Issued or guaranteed by U.S. | $15,911,000 | 1,795 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $721,000 | 3,142 |
| CMOs issued by government agencies or sponsored agencies | $721,000 | 2,844 |
| 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) | $35,031,000 | 2,856 |
| Total debt securities | $33,493,000 | 3,202 |
| Structured notes | ||
| Amortized cost | $3,633,000 | 1,398 |
| Fair value | $3,654,000 | 1,401 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $35,451,000 | 3,115 |
| U.S. Government securities | $24,025,000 | 3,102 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $24,025,000 | 3,012 |
| Securities issued by states & political subdivisions | $7,959,000 | 2,598 |
| Other domestic debt securities | $899,000 | 2,266 |
| Privately issued residential mortgage-backed securities | $899,000 | 1,045 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $2,568,000 | 418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,238,000 | 3,978 |
| Mortgage-backed securities | $19,858,000 | 2,212 |
| Certificates of participation in pools of residential mortgages | $18,136,000 | 1,668 |
| Issued or guaranteed by U.S. | $18,136,000 | 1,662 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,722,000 | 2,606 |
| CMOs issued by government agencies or sponsored agencies | $823,000 | 2,695 |
| Privately issued | $899,000 | 1,008 |
| 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) | $35,451,000 | 2,807 |
| Total debt securities | $32,883,000 | 3,242 |
| Structured notes | ||
| Amortized cost | $2,694,000 | 1,753 |
| Fair value | $2,705,000 | 1,753 |
| 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 | $33,982,000 | 3,228 |
| U.S. Government securities | $25,601,000 | 3,034 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $25,601,000 | 2,956 |
| Securities issued by states & political subdivisions | $5,887,000 | 3,015 |
| Other domestic debt securities | $897,000 | 2,325 |
| Privately issued residential mortgage-backed securities | $897,000 | 1,098 |
| 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 | $1,597,000 | 540 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,343 |
| Mortgage-backed securities | $22,228,000 | 2,119 |
| Certificates of participation in pools of residential mortgages | $20,471,000 | 1,600 |
| Issued or guaranteed by U.S. | $20,471,000 | 1,596 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,757,000 | 2,568 |
| CMOs issued by government agencies or sponsored agencies | $860,000 | 2,635 |
| Privately issued | $897,000 | 1,054 |
| 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) | $33,982,000 | 2,906 |
| Total debt securities | $32,385,000 | 3,302 |
| Structured notes | ||
| Amortized cost | $2,745,000 | 1,542 |
| Fair value | $2,701,000 | 1,547 |
| 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 | $32,447,000 | 3,309 |
| U.S. Government securities | $25,504,000 | 2,995 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $25,504,000 | 2,927 |
| Securities issued by states & political subdivisions | $4,539,000 | 3,396 |
| Other domestic debt securities | $1,017,000 | 2,277 |
| Privately issued residential mortgage-backed securities | $1,017,000 | 1,093 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $1,387,000 | 588 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,398 |
| Mortgage-backed securities | $23,539,000 | 2,066 |
| Certificates of participation in pools of residential mortgages | $21,622,000 | 1,591 |
| Issued or guaranteed by U.S. | $21,622,000 | 1,584 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,917,000 | 2,522 |
| CMOs issued by government agencies or sponsored agencies | $900,000 | 2,602 |
| Privately issued | $1,017,000 | 1,053 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $32,447,000 | 2,995 |
| Total debt securities | $31,060,000 | 3,378 |
| Structured notes | ||
| Amortized cost | $2,247,000 | 1,433 |
| Fair value | $2,247,000 | 1,426 |
| 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 | $32,434,000 | 3,310 |
| U.S. Government securities | $24,573,000 | 3,069 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $24,573,000 | 3,000 |
| Securities issued by states & political subdivisions | $4,101,000 | 3,524 |
| Other domestic debt securities | $1,003,000 | 2,409 |
| Privately issued residential mortgage-backed securities | $1,003,000 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $2,757,000 | 460 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,412 |
| Mortgage-backed securities | $24,568,000 | 2,050 |
| Certificates of participation in pools of residential mortgages | $22,624,000 | 1,585 |
| Issued or guaranteed by U.S. | $22,624,000 | 1,578 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,944,000 | 2,511 |
| CMOs issued by government agencies or sponsored agencies | $941,000 | 2,564 |
| Privately issued | $1,003,000 | 1,118 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $32,434,000 | 2,978 |
| Total debt securities | $29,677,000 | 3,480 |
| 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 | $33,974,000 | 3,150 |
| U.S. Government securities | $27,272,000 | 2,808 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $27,272,000 | 2,745 |
| Securities issued by states & political subdivisions | $3,985,000 | 3,537 |
| Other domestic debt securities | $1,042,000 | 2,391 |
| Privately issued residential mortgage-backed securities | $1,042,000 | 1,181 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $1,675,000 | 642 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $24,769,000 | 2,058 |
| Certificates of participation in pools of residential mortgages | $22,740,000 | 1,608 |
| Issued or guaranteed by U.S. | $22,740,000 | 1,601 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,029,000 | 2,482 |
| CMOs issued by government agencies or sponsored agencies | $987,000 | 2,523 |
| Privately issued | $1,042,000 | 1,126 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $33,974,000 | 2,819 |
| Total debt securities | $32,299,000 | 3,243 |
| 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 | $26,414,000 | 3,764 |
| U.S. Government securities | $21,794,000 | 3,337 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $21,794,000 | 3,270 |
| Securities issued by states & political subdivisions | $3,405,000 | 3,655 |
| Other domestic debt securities | $1,078,000 | 2,281 |
| Privately issued residential mortgage-backed securities | $1,078,000 | 1,200 |
| 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 | $137,000 | 1,215 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $18,794,000 | 2,503 |
| Certificates of participation in pools of residential mortgages | $17,716,000 | 1,986 |
| Issued or guaranteed by U.S. | $17,716,000 | 1,973 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,078,000 | 2,871 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $1,078,000 | 1,145 |
| 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) | $26,414,000 | 3,386 |
| Total debt securities | $26,277,000 | 3,748 |
| 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 | $24,164,000 | 3,975 |
| U.S. Government securities | $19,128,000 | 3,660 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $19,128,000 | 3,588 |
| Securities issued by states & political subdivisions | $3,116,000 | 3,715 |
| Other domestic debt securities | $1,172,000 | 2,176 |
| Privately issued residential mortgage-backed securities | $1,172,000 | 1,131 |
| 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 | $748,000 | 830 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $17,775,000 | 2,510 |
| Certificates of participation in pools of residential mortgages | $16,603,000 | 2,004 |
| Issued or guaranteed by U.S. | $16,603,000 | 1,990 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,172,000 | 2,761 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $1,172,000 | 1,080 |
| 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) | $24,164,000 | 3,559 |
| Total debt securities | $23,416,000 | 4,011 |
| 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 | $23,760,000 | 3,937 |
| U.S. Government securities | $19,375,000 | 3,582 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $19,375,000 | 3,510 |
| Securities issued by states & political subdivisions | $2,992,000 | 3,752 |
| Other domestic debt securities | $1,258,000 | 2,096 |
| Privately issued residential mortgage-backed securities | $1,258,000 | 1,090 |
| 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 | $135,000 | 1,287 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $18,114,000 | 2,386 |
| Certificates of participation in pools of residential mortgages | $16,856,000 | 1,914 |
| Issued or guaranteed by U.S. | $16,856,000 | 1,903 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,258,000 | 2,643 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $1,258,000 | 1,042 |
| 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) | $23,760,000 | 3,502 |
| Total debt securities | $23,625,000 | 3,924 |
| 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 | $20,040,000 | 4,444 |
| U.S. Government securities | $16,210,000 | 4,047 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $16,210,000 | 3,980 |
| Securities issued by states & political subdivisions | $3,061,000 | 3,740 |
| 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 | $769,000 | 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 | $0 | 6,612 |
| Mortgage-backed securities | $14,184,000 | 2,723 |
| Certificates of participation in pools of residential mortgages | $14,184,000 | 2,133 |
| Issued or guaranteed by U.S. | $14,184,000 | 2,123 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| 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) | $20,040,000 | 3,975 |
| Total debt securities | $19,271,000 | 4,488 |
| 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 | $17,690,000 | 4,723 |
| U.S. Government securities | $12,047,000 | 4,739 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $12,047,000 | 4,653 |
| Securities issued by states & political subdivisions | $3,134,000 | 3,735 |
| 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 | $2,509,000 | 720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $9,995,000 | 3,189 |
| Certificates of participation in pools of residential mortgages | $9,995,000 | 2,548 |
| Issued or guaranteed by U.S. | $9,995,000 | 2,535 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| 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) | $17,690,000 | 4,247 |
| Total debt securities | $15,181,000 | 5,032 |
| 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 | $17,555,000 | 4,775 |
| U.S. Government securities | $14,078,000 | 4,468 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $14,078,000 | 4,380 |
| Securities issued by states & political subdivisions | $3,102,000 | 3,750 |
| 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 | $375,000 | 1,339 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $9,082,000 | 3,038 |
| Certificates of participation in pools of residential mortgages | $9,082,000 | 2,408 |
| Issued or guaranteed by U.S. | $9,082,000 | 2,394 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| 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) | $17,555,000 | 4,239 |
| Total debt securities | $17,180,000 | 4,783 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $17,304,000 | 4,845 |
| U.S. Government securities | $13,037,000 | 4,757 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $13,037,000 | 4,659 |
| Securities issued by states & political subdivisions | $3,090,000 | 3,759 |
| 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 | $1,177,000 | 908 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $7,056,000 | 3,218 |
| Certificates of participation in pools of residential mortgages | $7,056,000 | 2,590 |
| Issued or guaranteed by U.S. | $7,056,000 | 2,577 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $17,304,000 | 4,293 |
| Total debt securities | $16,127,000 | 4,957 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,697 |
| Fair value | $1,000,000 | 1,732 |
| 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 | $16,890,000 | 4,896 |
| U.S. Government securities | $13,255,000 | 4,733 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $13,255,000 | 4,624 |
| Securities issued by states & political subdivisions | $3,037,000 | 3,778 |
| 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 | $598,000 | 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 | $0 | 6,778 |
| Mortgage-backed securities | $7,313,000 | 3,115 |
| Certificates of participation in pools of residential mortgages | $7,313,000 | 2,482 |
| Issued or guaranteed by U.S. | $7,313,000 | 2,470 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| 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) | $16,890,000 | 4,334 |
| Total debt securities | $16,292,000 | 4,950 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,776 |
| Fair value | $993,000 | 1,859 |
| 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 | $14,024,000 | 5,412 |
| U.S. Government securities | $10,833,000 | 5,238 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $10,833,000 | 5,118 |
| Securities issued by states & political subdivisions | $3,104,000 | 3,749 |
| 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 | $87,000 | 1,625 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $4,871,000 | 3,670 |
| Certificates of participation in pools of residential mortgages | $4,871,000 | 3,031 |
| Issued or guaranteed by U.S. | $4,871,000 | 3,014 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| 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) | $14,024,000 | 4,797 |
| Total debt securities | $13,937,000 | 5,384 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,848 |
| Fair value | $995,000 | 1,923 |
| 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 | $13,520,000 | 5,527 |
| U.S. Government securities | $9,726,000 | 5,535 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $9,726,000 | 5,414 |
| Securities issued by states & political subdivisions | $3,095,000 | 3,775 |
| 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 | $699,000 | 1,172 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $3,776,000 | 4,008 |
| Certificates of participation in pools of residential mortgages | $3,776,000 | 3,394 |
| Issued or guaranteed by U.S. | $3,776,000 | 3,380 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| 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) | $13,520,000 | 4,917 |
| Total debt securities | $12,821,000 | 5,595 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,951 |
| Fair value | $994,000 | 2,005 |
| 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 | $13,365,000 | 5,591 |
| U.S. Government securities | $9,873,000 | 5,556 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $9,873,000 | 5,430 |
| Securities issued by states & political subdivisions | $3,109,000 | 3,739 |
| 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 | $383,000 | 1,402 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $3,940,000 | 3,966 |
| Certificates of participation in pools of residential mortgages | $3,940,000 | 3,352 |
| Issued or guaranteed by U.S. | $3,940,000 | 3,335 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| 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) | $1,000 | 4,017 |
| Available-for-sale securities (fair market value) | $13,364,000 | 4,949 |
| Total debt securities | $12,982,000 | 5,604 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,056 |
| Fair value | $990,000 | 2,136 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $12,138,000 | 5,814 |
| U.S. Government securities | $9,439,000 | 5,662 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $9,439,000 | 5,535 |
| Securities issued by states & political subdivisions | $2,414,000 | 4,071 |
| 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 | $285,000 | 1,487 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $3,578,000 | 4,050 |
| Certificates of participation in pools of residential mortgages | $3,578,000 | 3,465 |
| Issued or guaranteed by U.S. | $3,578,000 | 3,452 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| 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) | $1,000 | 4,067 |
| Available-for-sale securities (fair market value) | $12,137,000 | 5,174 |
| Total debt securities | $11,854,000 | 5,811 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,120 |
| Fair value | $977,000 | 2,253 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $13,316,000 | 5,668 |
| U.S. Government securities | $11,365,000 | 5,278 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $11,365,000 | 5,140 |
| Securities issued by states & political subdivisions | $1,443,000 | 4,706 |
| 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 | $508,000 | 1,306 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $3,811,000 | 4,009 |
| Certificates of participation in pools of residential mortgages | $3,811,000 | 3,414 |
| Issued or guaranteed by U.S. | $3,811,000 | 3,400 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 4,132 |
| Available-for-sale securities (fair market value) | $13,315,000 | 5,001 |
| Total debt securities | $12,806,000 | 5,690 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,107 |
| Fair value | $984,000 | 2,216 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $13,316,000 | 5,680 |
| U.S. Government securities | $11,595,000 | 5,212 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $11,595,000 | 5,062 |
| Securities issued by states & political subdivisions | $1,451,000 | 4,728 |
| 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 | $270,000 | 1,546 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $4,028,000 | 3,959 |
| Certificates of participation in pools of residential mortgages | $4,028,000 | 3,363 |
| Issued or guaranteed by U.S. | $4,028,000 | 3,350 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 4,213 |
| Available-for-sale securities (fair market value) | $13,315,000 | 4,994 |
| Total debt securities | $13,045,000 | 5,673 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,098 |
| Fair value | $982,000 | 2,269 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $13,683,000 | 5,588 |
| U.S. Government securities | $11,985,000 | 5,102 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $11,985,000 | 4,952 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $1,000,000 | 2,131 |
| 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 | $1,000,000 | 1,672 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $698,000 | 1,273 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $4,340,000 | 3,901 |
| Certificates of participation in pools of residential mortgages | $4,340,000 | 3,315 |
| Issued or guaranteed by U.S. | $4,340,000 | 3,302 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,001,000 | 3,090 |
| Available-for-sale securities (fair market value) | $12,682,000 | 5,087 |
| Total debt securities | $12,985,000 | 5,665 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $14,963,000 | 5,432 |
| U.S. Government securities | $12,674,000 | 4,997 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $12,674,000 | 4,853 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $1,998,000 | 1,690 |
| 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 | $1,998,000 | 1,288 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $291,000 | 1,562 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $4,977,000 | 3,801 |
| Certificates of participation in pools of residential mortgages | $4,977,000 | 3,215 |
| Issued or guaranteed by U.S. | $4,977,000 | 3,205 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $998,000 | 3,163 |
| Available-for-sale securities (fair market value) | $13,965,000 | 4,896 |
| Total debt securities | $14,672,000 | 5,409 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $14,645,000 | 5,544 |
| U.S. Government securities | $10,099,000 | 5,648 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $10,099,000 | 5,497 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $3,009,000 | 1,454 |
| 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 | $3,009,000 | 1,085 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $1,537,000 | 993 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $4,343,000 | 4,087 |
| Certificates of participation in pools of residential mortgages | $4,343,000 | 3,466 |
| Issued or guaranteed by U.S. | $4,343,000 | 3,456 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $997,000 | 3,212 |
| Available-for-sale securities (fair market value) | $13,648,000 | 5,021 |
| Total debt securities | $13,108,000 | 5,748 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $15,697,000 | 5,378 |
| U.S. Government securities | $11,396,000 | 5,376 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,396,000 | 5,221 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $4,026,000 | 1,284 |
| 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 | $4,026,000 | 942 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $275,000 | 1,650 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $4,564,000 | 4,078 |
| Certificates of participation in pools of residential mortgages | $4,564,000 | 3,447 |
| Issued or guaranteed by U.S. | $4,564,000 | 3,437 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,996,000 | 2,784 |
| Available-for-sale securities (fair market value) | $13,701,000 | 5,031 |
| Total debt securities | $15,422,000 | 5,354 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $17,022,000 | 5,173 |
| U.S. Government securities | $12,735,000 | 5,089 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $12,735,000 | 4,934 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $4,053,000 | 1,294 |
| 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 | $4,053,000 | 973 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $234,000 | 1,716 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $4,836,000 | 3,997 |
| Certificates of participation in pools of residential mortgages | $4,836,000 | 3,380 |
| Issued or guaranteed by U.S. | $4,836,000 | 3,374 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,999,000 | 2,832 |
| Available-for-sale securities (fair market value) | $15,023,000 | 4,825 |
| Total debt securities | $16,788,000 | 5,133 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $19,990,000 | 4,794 |
| U.S. Government securities | $12,840,000 | 5,118 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $12,840,000 | 4,965 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $6,084,000 | 1,080 |
| 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 | $6,084,000 | 796 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $1,066,000 | 1,189 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $4,965,000 | 4,026 |
| Certificates of participation in pools of residential mortgages | $4,965,000 | 3,412 |
| Issued or guaranteed by U.S. | $4,965,000 | 3,404 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,001,000 | 2,822 |
| Available-for-sale securities (fair market value) | $17,989,000 | 4,457 |
| Total debt securities | $18,924,000 | 4,886 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $21,169,000 | 4,612 |
| U.S. Government securities | $11,475,000 | 5,390 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $11,475,000 | 5,237 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $7,162,000 | 1,044 |
| 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 | $7,162,000 | 767 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $2,532,000 | 919 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $4,424,000 | 4,249 |
| Certificates of participation in pools of residential mortgages | $4,424,000 | 3,615 |
| Issued or guaranteed by U.S. | $4,424,000 | 3,605 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,004,000 | 2,817 |
| Available-for-sale securities (fair market value) | $19,165,000 | 4,282 |
| Total debt securities | $18,637,000 | 4,896 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $22,927,000 | 4,449 |
| U.S. Government securities | $11,595,000 | 5,399 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $11,595,000 | 5,234 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $9,218,000 | 891 |
| 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 | $9,218,000 | 685 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $2,114,000 | 987 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $4,525,000 | 4,195 |
| Certificates of participation in pools of residential mortgages | $4,525,000 | 3,561 |
| Issued or guaranteed by U.S. | $4,525,000 | 3,550 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,006,000 | 2,856 |
| Available-for-sale securities (fair market value) | $20,921,000 | 4,082 |
| Total debt securities | $20,813,000 | 4,627 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $22,903,000 | 4,383 |
| U.S. Government securities | $11,187,000 | 5,330 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $11,187,000 | 5,169 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $9,075,000 | 933 |
| 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 | $9,075,000 | 724 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $2,641,000 | 946 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $6,000 | 7,274 |
| Certificates of participation in pools of residential mortgages | $6,000 | 7,002 |
| Issued or guaranteed by U.S. | $6,000 | 6,978 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,034,000 | 1,651 |
| Available-for-sale securities (fair market value) | $14,869,000 | 4,858 |
| Total debt securities | $20,262,000 | 4,629 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $22,876,000 | 4,294 |
| U.S. Government securities | $11,275,000 | 5,250 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $11,275,000 | 5,084 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $9,097,000 | 969 |
| 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 | $9,097,000 | 738 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $2,504,000 | 995 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $6,000 | 7,322 |
| Certificates of participation in pools of residential mortgages | $6,000 | 7,017 |
| Issued or guaranteed by U.S. | $6,000 | 6,998 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| 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) | $8,042,000 | 1,637 |
| Available-for-sale securities (fair market value) | $14,834,000 | 4,809 |
| Total debt securities | $20,372,000 | 4,546 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $22,543,000 | 4,321 |
| U.S. Government securities | $11,259,000 | 5,302 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $11,259,000 | 5,122 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $9,985,000 | 906 |
| 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 | $9,985,000 | 690 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $1,299,000 | 1,246 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $7,000 | 7,344 |
| Certificates of participation in pools of residential mortgages | $7,000 | 7,026 |
| Issued or guaranteed by U.S. | $7,000 | 7,006 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| 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) | $8,049,000 | 1,661 |
| Available-for-sale securities (fair market value) | $14,494,000 | 4,865 |
| Total debt securities | $21,244,000 | 4,385 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $22,191,000 | 4,354 |
| U.S. Government securities | $11,256,000 | 5,285 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $11,256,000 | 5,101 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $9,806,000 | 946 |
| 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 | $9,806,000 | 732 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $1,129,000 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $7,000 | 7,365 |
| Certificates of participation in pools of residential mortgages | $7,000 | 7,028 |
| Issued or guaranteed by U.S. | $7,000 | 7,005 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| 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) | $8,057,000 | 1,698 |
| Available-for-sale securities (fair market value) | $14,134,000 | 4,879 |
| Total debt securities | $21,062,000 | 4,404 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $20,852,000 | 4,393 |
| U.S. Government securities | $9,368,000 | 5,687 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $9,368,000 | 5,456 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $10,112,000 | 933 |
| 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 | $10,112,000 | 713 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $1,372,000 | 1,188 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $11,000 | 7,381 |
| Certificates of participation in pools of residential mortgages | $11,000 | 6,999 |
| Issued or guaranteed by U.S. | $11,000 | 6,976 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| 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) | $15,571,000 | 1,125 |
| Available-for-sale securities (fair market value) | $5,281,000 | 6,899 |
| Total debt securities | $19,480,000 | 4,512 |
| 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 | $17,190,000 | 5,127 |
| U.S. Government securities | $10,559,000 | 5,669 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $10,559,000 | 5,358 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $2,900,000 | 1,619 |
| 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 | $2,900,000 | 1,373 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $3,731,000 | 1,043 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $15,000 | 7,333 |
| Certificates of participation in pools of residential mortgages | $15,000 | 6,920 |
| Issued or guaranteed by U.S. | $15,000 | 6,898 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,915,000 | 3,462 |
| Available-for-sale securities (fair market value) | $14,275,000 | 4,738 |
| Total debt securities | $13,459,000 | 5,759 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $15,174,000 | 5,763 |
| U.S. Government securities | $9,620,000 | 6,220 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $9,620,000 | 5,716 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| 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 | $5,554,000 | 778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $16,000 | 7,709 |
| Certificates of participation in pools of residential mortgages | $16,000 | 7,272 |
| Issued or guaranteed by U.S. | $16,000 | 7,252 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,000 | 6,048 |
| Available-for-sale securities (fair market value) | $15,158,000 | 4,730 |
| Total debt securities | $9,620,000 | 7,072 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $14,842,000 | 5,844 |
| U.S. Government securities | $8,527,000 | 6,558 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $8,527,000 | 5,719 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| 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 | $6,315,000 | 703 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $22,000 | 7,911 |
| Certificates of participation in pools of residential mortgages | $22,000 | 7,457 |
| Issued or guaranteed by U.S. | $22,000 | 7,434 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,000 | 6,533 |
| Available-for-sale securities (fair market value) | $14,820,000 | 4,680 |
| Total debt securities | $8,527,000 | 7,404 |
| 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 | $7,585,000 | 8,226 |
| U.S. Government securities | $3,542,000 | 9,289 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $3,542,000 | 8,068 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| 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 | $4,043,000 | 925 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,000 | 8,767 |
| Mortgage-backed securities | $27,000 | 8,261 |
| Certificates of participation in pools of residential mortgages | $27,000 | 7,733 |
| Issued or guaranteed by U.S. | $27,000 | 7,706 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,000 | 7,299 |
| Available-for-sale securities (fair market value) | $7,558,000 | 6,511 |
| Total debt securities | $3,542,000 | 9,672 |
| 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 | $5,162,000 | 9,710 |
| U.S. Government securities | $1,519,000 | 10,785 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $1,519,000 | 9,794 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,643,000 | 967 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $33,000 | 8,801 |
| Certificates of participation in pools of residential mortgages | $33,000 | 8,241 |
| Issued or guaranteed by U.S. | $33,000 | 8,217 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $33,000 | 7,982 |
| Available-for-sale securities (fair market value) | $5,129,000 | 7,711 |
| Total debt securities | $1,523,000 | 10,915 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $5,959,000 | 9,786 |
| U.S. Government securities | $2,030,000 | 11,071 |
| U.S. Treasury securities | $499,000 | 9,481 |
| U.S. Government agency obligations | $1,531,000 | 10,100 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,929,000 | 871 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $38,000 | 9,292 |
| Certificates of participation in pools of residential mortgages | $38,000 | 8,628 |
| Issued or guaranteed by U.S. | $38,000 | 8,595 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $537,000 | 7,775 |
| Available-for-sale securities (fair market value) | $5,422,000 | 7,814 |
| Total debt securities | $2,023,000 | 11,271 |
| 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 | $9,615,000 | 8,874 |
| U.S. Government securities | $5,975,000 | 9,661 |
| U.S. Treasury securities | $5,932,000 | 4,992 |
| U.S. Government agency obligations | $43,000 | 11,720 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,640,000 | 840 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $43,000 | 9,834 |
| Certificates of participation in pools of residential mortgages | $43,000 | 9,101 |
| Issued or guaranteed by U.S. | $43,000 | 9,072 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,975,000 | 7,461 |
| Available-for-sale securities (fair market value) | $3,640,000 | 7,697 |
| Total debt securities | $5,975,000 | 10,297 |
| 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 | $8,024,000 | 9,881 |
| U.S. Government securities | $4,008,000 | 11,091 |
| U.S. Treasury securities | $3,961,000 | 6,556 |
| U.S. Government agency obligations | $47,000 | 12,159 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,016,000 | 889 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $47,000 | 10,453 |
| Certificates of participation in pools of residential mortgages | $47,000 | 9,648 |
| Issued or guaranteed by U.S. | $47,000 | 9,597 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $4,008,000 | 11,604 |
| 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 | $10,123,000 | 9,099 |
| U.S. Government securities | $6,478,000 | 9,884 |
| U.S. Treasury securities | $6,426,000 | 4,911 |
| U.S. Government agency obligations | $52,000 | 12,614 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,645,000 | 817 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $52,000 | 10,924 |
| Certificates of participation in pools of residential mortgages | $52,000 | 10,001 |
| Issued or guaranteed by U.S. | $52,000 | 9,927 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $6,478,000 | 10,694 |
| 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 |