Home > First Trust and Savings Bank > Securities
First Trust and Savings Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $40,334,000 | 2,866 |
| U.S. Government securities | $6,570,000 | 3,849 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $6,570,000 | 3,525 |
| Securities issued by states & political subdivisions | $31,748,000 | 1,312 |
| Other domestic debt securities | $2,016,000 | 1,747 |
| 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 | $2,016,000 | 1,331 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,066,000 | 1,725 |
| Mortgage-backed securities | $6,102,000 | 2,905 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,164,000 | 3,189 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,938,000 | 1,430 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $40,334,000 | 2,637 |
| Total debt securities | $40,334,000 | 2,846 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $40,523,000 | 2,846 |
| U.S. Government securities | $6,722,000 | 3,857 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $6,722,000 | 3,517 |
| Securities issued by states & political subdivisions | $31,833,000 | 1,284 |
| Other domestic debt securities | $1,968,000 | 1,760 |
| 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 | $1,968,000 | 1,345 |
| 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 | $33,621,000 | 1,801 |
| Mortgage-backed securities | $6,266,000 | 2,882 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,163,000 | 3,201 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,103,000 | 1,395 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $40,523,000 | 2,606 |
| Total debt securities | $40,523,000 | 2,829 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $41,742,000 | 2,871 |
| U.S. Government securities | $7,056,000 | 3,876 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $7,056,000 | 3,521 |
| Securities issued by states & political subdivisions | $32,484,000 | 1,325 |
| Other domestic debt securities | $2,202,000 | 1,722 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $2,202,000 | 1,306 |
| 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 | $36,551,000 | 1,707 |
| Mortgage-backed securities | $6,601,000 | 2,886 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,241,000 | 3,204 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,360,000 | 1,382 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $41,742,000 | 2,628 |
| Total debt securities | $41,742,000 | 2,854 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,012 |
| Fair value | $455,000 | 1,058 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $43,230,000 | 2,910 |
| U.S. Government securities | $7,434,000 | 3,919 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $7,434,000 | 3,497 |
| Securities issued by states & political subdivisions | $33,587,000 | 1,327 |
| Other domestic debt securities | $2,209,000 | 1,761 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $2,209,000 | 1,341 |
| 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 | $34,202,000 | 1,712 |
| Mortgage-backed securities | $6,973,000 | 2,901 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,305,000 | 3,231 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,668,000 | 1,384 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $43,230,000 | 2,661 |
| Total debt securities | $43,230,000 | 2,889 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,040 |
| Fair value | $461,000 | 1,080 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $46,583,000 | 2,846 |
| U.S. Government securities | $7,725,000 | 3,916 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $7,725,000 | 3,491 |
| Securities issued by states & political subdivisions | $36,588,000 | 1,275 |
| Other domestic debt securities | $2,270,000 | 1,779 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $2,270,000 | 1,344 |
| 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 | $31,096,000 | 1,703 |
| Mortgage-backed securities | $7,270,000 | 2,918 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,369,000 | 3,244 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,901,000 | 1,380 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $46,583,000 | 2,606 |
| Total debt securities | $46,583,000 | 2,826 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,066 |
| Fair value | $455,000 | 1,106 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $46,928,000 | 2,849 |
| U.S. Government securities | $7,677,000 | 3,944 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $7,677,000 | 3,512 |
| Securities issued by states & political subdivisions | $36,975,000 | 1,255 |
| Other domestic debt securities | $2,276,000 | 1,746 |
| 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 | $2,276,000 | 1,347 |
| 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 | $30,880,000 | 1,654 |
| Mortgage-backed securities | $7,224,000 | 2,943 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,419,000 | 3,256 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,805,000 | 1,396 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $46,928,000 | 2,610 |
| Total debt securities | $46,928,000 | 2,828 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,055 |
| Fair value | $453,000 | 1,089 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $46,633,000 | 2,895 |
| U.S. Government securities | $6,709,000 | 4,024 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $6,709,000 | 3,621 |
| Securities issued by states & political subdivisions | $37,810,000 | 1,285 |
| Other domestic debt securities | $2,114,000 | 1,678 |
| 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 | $2,114,000 | 1,376 |
| 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 | $16,874,000 | 2,229 |
| Mortgage-backed securities | $6,240,000 | 3,059 |
| Certificates of participation in pools of residential mortgages | $1,523,000 | 3,356 |
| Issued or guaranteed by U.S. | $1,523,000 | 3,264 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $4,717,000 | 1,609 |
| CMOs issued by government agencies or sponsored agencies | $4,717,000 | 1,537 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $46,633,000 | 2,676 |
| Total debt securities | $46,633,000 | 2,879 |
| Structured notes | ||
| Amortized cost | $990,000 | 971 |
| Fair value | $962,000 | 873 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $49,224,000 | 2,785 |
| U.S. Government securities | $7,577,000 | 3,883 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $7,577,000 | 3,533 |
| Securities issued by states & political subdivisions | $40,013,000 | 1,266 |
| Other domestic debt securities | $1,634,000 | 1,758 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $1,634,000 | 1,462 |
| 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 | $16,376,000 | 2,215 |
| Mortgage-backed securities | $7,091,000 | 2,994 |
| Certificates of participation in pools of residential mortgages | $1,730,000 | 3,327 |
| Issued or guaranteed by U.S. | $1,730,000 | 3,235 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $5,361,000 | 1,543 |
| CMOs issued by government agencies or sponsored agencies | $5,361,000 | 1,475 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $49,224,000 | 2,595 |
| Total debt securities | $49,224,000 | 2,767 |
| Structured notes | ||
| Amortized cost | $987,000 | 861 |
| Fair value | $980,000 | 755 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $48,342,000 | 2,731 |
| U.S. Government securities | $8,303,000 | 3,720 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $8,303,000 | 3,441 |
| Securities issued by states & political subdivisions | $38,913,000 | 1,342 |
| Other domestic debt securities | $1,126,000 | 1,813 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $1,126,000 | 1,493 |
| 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 | $16,389,000 | 2,218 |
| Mortgage-backed securities | $8,303,000 | 2,892 |
| Certificates of participation in pools of residential mortgages | $1,968,000 | 3,283 |
| Issued or guaranteed by U.S. | $1,968,000 | 3,181 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $6,335,000 | 1,441 |
| CMOs issued by government agencies or sponsored agencies | $6,335,000 | 1,388 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $48,342,000 | 2,563 |
| Total debt securities | $48,342,000 | 2,712 |
| Structured notes | ||
| Amortized cost | $483,000 | 911 |
| Fair value | $496,000 | 863 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $46,538,000 | 2,726 |
| U.S. Government securities | $9,689,000 | 3,581 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $9,689,000 | 3,334 |
| Securities issued by states & political subdivisions | $35,731,000 | 1,392 |
| Other domestic debt securities | $1,118,000 | 1,757 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $1,118,000 | 1,435 |
| 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 | $17,219,000 | 2,140 |
| Mortgage-backed securities | $9,689,000 | 2,810 |
| Certificates of participation in pools of residential mortgages | $2,206,000 | 3,248 |
| Issued or guaranteed by U.S. | $2,206,000 | 3,161 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $7,483,000 | 1,340 |
| CMOs issued by government agencies or sponsored agencies | $7,483,000 | 1,297 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $46,538,000 | 2,563 |
| Total debt securities | $46,537,000 | 2,710 |
| Structured notes | ||
| Amortized cost | $479,000 | 797 |
| Fair value | $497,000 | 768 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $49,629,000 | 2,571 |
| U.S. Government securities | $11,219,000 | 3,427 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $11,219,000 | 3,207 |
| Securities issued by states & political subdivisions | $37,220,000 | 1,317 |
| Other domestic debt securities | $1,190,000 | 1,723 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $1,190,000 | 1,377 |
| 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 | $17,716,000 | 2,092 |
| Mortgage-backed securities | $11,219,000 | 2,680 |
| Certificates of participation in pools of residential mortgages | $2,430,000 | 3,208 |
| Issued or guaranteed by U.S. | $2,430,000 | 3,110 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $8,789,000 | 1,201 |
| CMOs issued by government agencies or sponsored agencies | $8,789,000 | 1,167 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $49,629,000 | 2,416 |
| Total debt securities | $49,629,000 | 2,554 |
| Structured notes | ||
| Amortized cost | $476,000 | 737 |
| Fair value | $495,000 | 707 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $45,997,000 | 2,568 |
| U.S. Government securities | $10,653,000 | 3,364 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $10,653,000 | 3,179 |
| Securities issued by states & political subdivisions | $34,168,000 | 1,347 |
| Other domestic debt securities | $1,176,000 | 1,694 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $1,176,000 | 1,324 |
| 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 | $11,688,000 | 2,479 |
| Mortgage-backed securities | $10,437,000 | 2,695 |
| Certificates of participation in pools of residential mortgages | $2,550,000 | 3,136 |
| Issued or guaranteed by U.S. | $2,550,000 | 3,044 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $7,887,000 | 1,221 |
| CMOs issued by government agencies or sponsored agencies | $7,887,000 | 1,179 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $45,997,000 | 2,412 |
| Total debt securities | $45,997,000 | 2,551 |
| Structured notes | ||
| Amortized cost | $474,000 | 533 |
| Fair value | $493,000 | 500 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $39,051,000 | 2,663 |
| U.S. Government securities | $7,515,000 | 3,515 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $7,515,000 | 3,357 |
| Securities issued by states & political subdivisions | $30,006,000 | 1,432 |
| Other domestic debt securities | $1,530,000 | 1,546 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $1,530,000 | 1,173 |
| 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 | $14,685,000 | 2,237 |
| Mortgage-backed securities | $7,299,000 | 2,909 |
| Certificates of participation in pools of residential mortgages | $564,000 | 3,660 |
| Issued or guaranteed by U.S. | $564,000 | 3,575 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $6,735,000 | 1,327 |
| CMOs issued by government agencies or sponsored agencies | $6,735,000 | 1,284 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $39,051,000 | 2,489 |
| Total debt securities | $39,051,000 | 2,642 |
| Structured notes | ||
| Amortized cost | $473,000 | 299 |
| Fair value | $479,000 | 295 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $41,262,000 | 2,506 |
| U.S. Government securities | $9,720,000 | 3,294 |
| U.S. Treasury securities | $3,009,000 | 716 |
| U.S. Government agency obligations | $6,711,000 | 3,441 |
| Securities issued by states & political subdivisions | $29,836,000 | 1,325 |
| Other domestic debt securities | $1,706,000 | 1,489 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $1,706,000 | 1,121 |
| 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 | $13,316,000 | 2,333 |
| Mortgage-backed securities | $6,494,000 | 2,968 |
| Certificates of participation in pools of residential mortgages | $608,000 | 3,647 |
| Issued or guaranteed by U.S. | $608,000 | 3,563 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $5,886,000 | 1,447 |
| CMOs issued by government agencies or sponsored agencies | $5,886,000 | 1,407 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $41,262,000 | 2,340 |
| Total debt securities | $41,262,000 | 2,485 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $42,443,000 | 2,412 |
| U.S. Government securities | $12,753,000 | 3,026 |
| U.S. Treasury securities | $5,029,000 | 606 |
| U.S. Government agency obligations | $7,724,000 | 3,350 |
| Securities issued by states & political subdivisions | $27,981,000 | 1,331 |
| Other domestic debt securities | $1,709,000 | 1,416 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,709,000 | 1,065 |
| 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 | $16,424,000 | 2,108 |
| Mortgage-backed securities | $7,506,000 | 2,865 |
| Certificates of participation in pools of residential mortgages | $656,000 | 3,633 |
| Issued or guaranteed by U.S. | $656,000 | 3,547 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $6,850,000 | 1,391 |
| CMOs issued by government agencies or sponsored agencies | $6,850,000 | 1,355 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $42,443,000 | 2,240 |
| Total debt securities | $42,443,000 | 2,389 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $33,474,000 | 2,674 |
| U.S. Government securities | $18,446,000 | 2,598 |
| U.S. Treasury securities | $10,087,000 | 427 |
| U.S. Government agency obligations | $8,359,000 | 3,330 |
| Securities issued by states & political subdivisions | $13,369,000 | 2,019 |
| Other domestic debt securities | $1,659,000 | 1,378 |
| 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 | $1,659,000 | 1,006 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,186,000 | 1,841 |
| Mortgage-backed securities | $8,142,000 | 2,820 |
| Certificates of participation in pools of residential mortgages | $687,000 | 3,636 |
| Issued or guaranteed by U.S. | $687,000 | 3,540 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $7,455,000 | 1,350 |
| CMOs issued by government agencies or sponsored agencies | $7,455,000 | 1,313 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $33,474,000 | 2,508 |
| Total debt securities | $33,472,000 | 2,656 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $33,045,000 | 2,723 |
| U.S. Government securities | $23,170,000 | 2,375 |
| U.S. Treasury securities | $14,208,000 | 363 |
| U.S. Government agency obligations | $8,962,000 | 3,349 |
| Securities issued by states & political subdivisions | $8,145,000 | 2,521 |
| Other domestic debt securities | $1,730,000 | 1,338 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $1,730,000 | 970 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,511,000 | 1,862 |
| Mortgage-backed securities | $8,747,000 | 2,733 |
| Certificates of participation in pools of residential mortgages | $729,000 | 3,627 |
| Issued or guaranteed by U.S. | $729,000 | 3,540 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $8,018,000 | 1,300 |
| CMOs issued by government agencies or sponsored agencies | $8,018,000 | 1,264 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $33,045,000 | 2,548 |
| Total debt securities | $33,045,000 | 2,705 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $30,242,000 | 2,863 |
| U.S. Government securities | $15,195,000 | 2,946 |
| U.S. Treasury securities | $3,186,000 | 804 |
| U.S. Government agency obligations | $12,009,000 | 3,084 |
| Securities issued by states & political subdivisions | $12,571,000 | 2,070 |
| Other domestic debt securities | $2,476,000 | 1,201 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $2,476,000 | 851 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,975,000 | 1,900 |
| Mortgage-backed securities | $11,794,000 | 2,458 |
| Certificates of participation in pools of residential mortgages | $2,088,000 | 3,212 |
| Issued or guaranteed by U.S. | $2,088,000 | 3,109 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $9,706,000 | 1,190 |
| CMOs issued by government agencies or sponsored agencies | $9,706,000 | 1,157 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $30,242,000 | 2,664 |
| Total debt securities | $30,242,000 | 2,846 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $36,791,000 | 2,625 |
| U.S. Government securities | $18,213,000 | 2,777 |
| U.S. Treasury securities | $5,185,000 | 638 |
| U.S. Government agency obligations | $13,028,000 | 3,015 |
| Securities issued by states & political subdivisions | $15,034,000 | 1,901 |
| Other domestic debt securities | $2,997,000 | 1,115 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $2,997,000 | 796 |
| Foreign debt securities | $547,000 | 225 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,370,000 | 1,874 |
| Mortgage-backed securities | $12,814,000 | 2,389 |
| Certificates of participation in pools of residential mortgages | $2,208,000 | 3,184 |
| Issued or guaranteed by U.S. | $2,208,000 | 3,096 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $10,606,000 | 1,138 |
| CMOs issued by government agencies or sponsored agencies | $10,606,000 | 1,101 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $36,791,000 | 2,441 |
| Total debt securities | $36,791,000 | 2,608 |
| Structured notes | ||
| Amortized cost | $250,000 | 858 |
| Fair value | $249,000 | 869 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $32,694,000 | 2,834 |
| U.S. Government securities | $13,796,000 | 3,141 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $13,796,000 | 2,972 |
| Securities issued by states & political subdivisions | $15,387,000 | 1,930 |
| Other domestic debt securities | $2,961,000 | 1,118 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $2,961,000 | 795 |
| Foreign debt securities | $550,000 | 238 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,396,000 | 2,022 |
| Mortgage-backed securities | $13,584,000 | 2,317 |
| Certificates of participation in pools of residential mortgages | $2,335,000 | 3,175 |
| Issued or guaranteed by U.S. | $2,335,000 | 3,082 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $11,249,000 | 1,104 |
| CMOs issued by government agencies or sponsored agencies | $11,249,000 | 1,064 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $32,694,000 | 2,628 |
| Total debt securities | $32,694,000 | 2,819 |
| Structured notes | ||
| Amortized cost | $250,000 | 876 |
| Fair value | $250,000 | 876 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $36,086,000 | 2,709 |
| U.S. Government securities | $13,393,000 | 3,225 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $13,393,000 | 3,056 |
| Securities issued by states & political subdivisions | $19,004,000 | 1,708 |
| Other domestic debt securities | $3,149,000 | 1,057 |
| 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 | $3,149,000 | 755 |
| Foreign debt securities | $540,000 | 243 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,648,000 | 1,889 |
| Mortgage-backed securities | $13,183,000 | 2,347 |
| Certificates of participation in pools of residential mortgages | $2,424,000 | 3,163 |
| Issued or guaranteed by U.S. | $2,424,000 | 3,092 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $10,759,000 | 1,119 |
| CMOs issued by government agencies or sponsored agencies | $10,759,000 | 1,084 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $36,086,000 | 2,517 |
| Total debt securities | $36,086,000 | 2,692 |
| Structured notes | ||
| Amortized cost | $250,000 | 894 |
| Fair value | $246,000 | 904 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $34,103,000 | 2,815 |
| U.S. Government securities | $11,919,000 | 3,405 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $11,919,000 | 3,251 |
| Securities issued by states & political subdivisions | $18,723,000 | 1,741 |
| Other domestic debt securities | $2,914,000 | 1,062 |
| 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 | $2,914,000 | 803 |
| Foreign debt securities | $547,000 | 236 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,313,000 | 1,962 |
| Mortgage-backed securities | $11,710,000 | 2,474 |
| Certificates of participation in pools of residential mortgages | $880,000 | 3,709 |
| Issued or guaranteed by U.S. | $880,000 | 3,679 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $10,830,000 | 1,103 |
| CMOs issued by government agencies or sponsored agencies | $10,830,000 | 1,067 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $34,103,000 | 2,602 |
| Total debt securities | $34,103,000 | 2,796 |
| Structured notes | ||
| Amortized cost | $250,000 | 869 |
| Fair value | $248,000 | 877 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $35,189,000 | 2,814 |
| U.S. Government securities | $13,128,000 | 3,285 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $13,128,000 | 3,138 |
| Securities issued by states & political subdivisions | $18,830,000 | 1,779 |
| Other domestic debt securities | $2,931,000 | 1,194 |
| 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 | $2,931,000 | 800 |
| Foreign debt securities | $300,000 | 280 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,531,000 | 2,292 |
| Mortgage-backed securities | $12,919,000 | 2,419 |
| Certificates of participation in pools of residential mortgages | $1,218,000 | 3,623 |
| Issued or guaranteed by U.S. | $1,218,000 | 3,454 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $11,701,000 | 1,050 |
| CMOs issued by government agencies or sponsored agencies | $11,701,000 | 1,012 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $35,189,000 | 2,608 |
| Total debt securities | $35,189,000 | 2,797 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $33,922,000 | 2,895 |
| U.S. Government securities | $11,755,000 | 3,498 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $11,755,000 | 3,366 |
| Securities issued by states & political subdivisions | $18,924,000 | 1,829 |
| Other domestic debt securities | $2,938,000 | 1,050 |
| 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 | $2,938,000 | 813 |
| Foreign debt securities | $305,000 | 270 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,945,000 | 2,820 |
| Mortgage-backed securities | $11,546,000 | 2,530 |
| Certificates of participation in pools of residential mortgages | $1,279,000 | 3,650 |
| Issued or guaranteed by U.S. | $1,279,000 | 3,643 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $10,267,000 | 1,118 |
| CMOs issued by government agencies or sponsored agencies | $10,267,000 | 1,075 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $33,922,000 | 2,672 |
| Total debt securities | $33,922,000 | 2,871 |
| Structured notes | ||
| Amortized cost | $500,000 | 718 |
| Fair value | $473,000 | 782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $32,247,000 | 3,019 |
| U.S. Government securities | $6,578,000 | 4,177 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $6,578,000 | 4,032 |
| Securities issued by states & political subdivisions | $22,650,000 | 1,658 |
| Other domestic debt securities | $2,714,000 | 1,065 |
| 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 | $2,714,000 | 833 |
| Foreign debt securities | $305,000 | 268 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,466,000 | 2,617 |
| Mortgage-backed securities | $6,366,000 | 3,077 |
| Certificates of participation in pools of residential mortgages | $1,365,000 | 3,666 |
| Issued or guaranteed by U.S. | $1,365,000 | 3,660 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $5,001,000 | 1,562 |
| CMOs issued by government agencies or sponsored agencies | $5,001,000 | 1,504 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $32,247,000 | 2,784 |
| Total debt securities | $32,247,000 | 3,000 |
| Structured notes | ||
| Amortized cost | $500,000 | 725 |
| Fair value | $475,000 | 797 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $32,037,000 | 3,058 |
| U.S. Government securities | $5,186,000 | 4,438 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $5,186,000 | 4,312 |
| Securities issued by states & political subdivisions | $24,326,000 | 1,588 |
| Other domestic debt securities | $2,219,000 | 1,171 |
| 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 | $2,219,000 | 934 |
| Foreign debt securities | $306,000 | 284 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,590,000 | 2,632 |
| Mortgage-backed securities | $4,972,000 | 3,337 |
| Certificates of participation in pools of residential mortgages | $1,564,000 | 3,656 |
| Issued or guaranteed by U.S. | $1,564,000 | 3,649 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $3,408,000 | 1,823 |
| CMOs issued by government agencies or sponsored agencies | $3,408,000 | 1,767 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $32,037,000 | 2,817 |
| Total debt securities | $32,037,000 | 3,035 |
| Structured notes | ||
| Amortized cost | $500,000 | 753 |
| Fair value | $479,000 | 823 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $33,527,000 | 3,030 |
| U.S. Government securities | $5,637,000 | 4,416 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $5,637,000 | 4,294 |
| Securities issued by states & political subdivisions | $25,572,000 | 1,539 |
| Other domestic debt securities | $2,012,000 | 1,240 |
| 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 | $2,012,000 | 1,006 |
| Foreign debt securities | $306,000 | 294 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,248,000 | 2,676 |
| Mortgage-backed securities | $5,422,000 | 3,293 |
| Certificates of participation in pools of residential mortgages | $1,740,000 | 3,642 |
| Issued or guaranteed by U.S. | $1,740,000 | 3,637 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,682,000 | 1,809 |
| CMOs issued by government agencies or sponsored agencies | $3,682,000 | 1,746 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $33,527,000 | 2,786 |
| Total debt securities | $33,527,000 | 3,006 |
| Structured notes | ||
| Amortized cost | $500,000 | 804 |
| Fair value | $479,000 | 885 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $31,998,000 | 3,118 |
| U.S. Government securities | $5,114,000 | 4,546 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $5,114,000 | 4,418 |
| Securities issued by states & political subdivisions | $24,098,000 | 1,632 |
| Other domestic debt securities | $2,482,000 | 1,195 |
| 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 | $2,482,000 | 949 |
| Foreign debt securities | $304,000 | 294 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,011,000 | 2,642 |
| Mortgage-backed securities | $4,903,000 | 3,438 |
| Certificates of participation in pools of residential mortgages | $1,819,000 | 3,673 |
| Issued or guaranteed by U.S. | $1,819,000 | 3,670 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,084,000 | 1,897 |
| CMOs issued by government agencies or sponsored agencies | $3,084,000 | 1,836 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $31,998,000 | 2,870 |
| Total debt securities | $31,998,000 | 3,098 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 638 |
| Fair value | $950,000 | 763 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $31,311,000 | 3,139 |
| U.S. Government securities | $3,962,000 | 4,724 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $3,962,000 | 4,601 |
| Securities issued by states & political subdivisions | $24,594,000 | 1,590 |
| Other domestic debt securities | $2,460,000 | 1,186 |
| 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 | $2,460,000 | 935 |
| Foreign debt securities | $295,000 | 293 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,190,000 | 2,933 |
| Mortgage-backed securities | $3,751,000 | 3,632 |
| Certificates of participation in pools of residential mortgages | $1,918,000 | 3,671 |
| Issued or guaranteed by U.S. | $1,918,000 | 3,666 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,833,000 | 2,205 |
| CMOs issued by government agencies or sponsored agencies | $1,833,000 | 2,135 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $31,311,000 | 2,887 |
| Total debt securities | $31,311,000 | 3,123 |
| Structured notes | ||
| Amortized cost | $1,675,000 | 547 |
| Fair value | $1,585,000 | 549 |
| 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 | $30,893,000 | 3,164 |
| U.S. Government securities | $4,560,000 | 4,667 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $4,560,000 | 4,549 |
| Securities issued by states & political subdivisions | $22,739,000 | 1,711 |
| Other domestic debt securities | $3,050,000 | 1,093 |
| 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 | $3,050,000 | 847 |
| Foreign debt securities | $544,000 | 239 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,043,000 | 2,870 |
| Mortgage-backed securities | $4,054,000 | 3,620 |
| Certificates of participation in pools of residential mortgages | $2,082,000 | 3,657 |
| Issued or guaranteed by U.S. | $2,082,000 | 3,653 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,972,000 | 2,183 |
| CMOs issued by government agencies or sponsored agencies | $1,972,000 | 2,114 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $30,893,000 | 2,902 |
| Total debt securities | $30,893,000 | 3,146 |
| Structured notes | ||
| Amortized cost | $1,360,000 | 569 |
| Fair value | $1,331,000 | 571 |
| 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 | $32,194,000 | 3,163 |
| U.S. Government securities | $5,129,000 | 4,668 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $5,129,000 | 4,543 |
| Securities issued by states & political subdivisions | $23,506,000 | 1,681 |
| Other domestic debt securities | $3,013,000 | 1,110 |
| 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 | $3,013,000 | 859 |
| Foreign debt securities | $546,000 | 239 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,732,000 | 2,943 |
| Mortgage-backed securities | $4,305,000 | 3,609 |
| Certificates of participation in pools of residential mortgages | $2,211,000 | 3,652 |
| Issued or guaranteed by U.S. | $2,211,000 | 3,647 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,094,000 | 2,167 |
| CMOs issued by government agencies or sponsored agencies | $2,094,000 | 2,096 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $32,194,000 | 2,901 |
| Total debt securities | $32,194,000 | 3,139 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 724 |
| Fair value | $993,000 | 863 |
| 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 | $32,019,000 | 3,234 |
| U.S. Government securities | $5,848,000 | 4,653 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $5,848,000 | 4,535 |
| Securities issued by states & political subdivisions | $23,326,000 | 1,665 |
| Other domestic debt securities | $2,549,000 | 1,195 |
| 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 | $2,549,000 | 930 |
| Foreign debt securities | $296,000 | 281 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,736,000 | 2,861 |
| Mortgage-backed securities | $4,562,000 | 3,574 |
| Certificates of participation in pools of residential mortgages | $2,332,000 | 3,658 |
| Issued or guaranteed by U.S. | $2,332,000 | 3,655 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,230,000 | 2,149 |
| CMOs issued by government agencies or sponsored agencies | $2,230,000 | 2,087 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $32,019,000 | 2,952 |
| Total debt securities | $32,019,000 | 3,206 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 864 |
| Fair value | $989,000 | 1,010 |
| 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 | $30,410,000 | 3,337 |
| U.S. Government securities | $5,039,000 | 4,847 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $5,039,000 | 4,726 |
| Securities issued by states & political subdivisions | $22,006,000 | 1,745 |
| Other domestic debt securities | $2,810,000 | 1,126 |
| 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 | $2,810,000 | 877 |
| Foreign debt securities | $555,000 | 220 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,471,000 | 3,046 |
| Mortgage-backed securities | $3,777,000 | 3,737 |
| Certificates of participation in pools of residential mortgages | $2,425,000 | 3,655 |
| Issued or guaranteed by U.S. | $2,425,000 | 3,653 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,352,000 | 2,445 |
| CMOs issued by government agencies or sponsored agencies | $1,352,000 | 2,376 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $30,410,000 | 3,055 |
| Total debt securities | $30,410,000 | 3,310 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 988 |
| Fair value | $982,000 | 1,107 |
| 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 | $28,902,000 | 3,489 |
| U.S. Government securities | $7,049,000 | 4,629 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $7,049,000 | 4,511 |
| Securities issued by states & political subdivisions | $19,570,000 | 1,892 |
| Other domestic debt securities | $1,974,000 | 1,319 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,974,000 | 1,041 |
| Foreign debt securities | $309,000 | 268 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,267,000 | 2,748 |
| Mortgage-backed securities | $3,414,000 | 3,856 |
| Certificates of participation in pools of residential mortgages | $1,974,000 | 3,846 |
| Issued or guaranteed by U.S. | $1,974,000 | 3,843 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,440,000 | 2,443 |
| CMOs issued by government agencies or sponsored agencies | $1,440,000 | 2,377 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $28,902,000 | 3,184 |
| Total debt securities | $28,902,000 | 3,459 |
| Structured notes | ||
| Amortized cost | $3,084,000 | 651 |
| Fair value | $3,077,000 | 653 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $29,204,000 | 3,529 |
| U.S. Government securities | $8,015,000 | 4,602 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $8,015,000 | 4,495 |
| Securities issued by states & political subdivisions | $18,907,000 | 1,920 |
| Other domestic debt securities | $1,972,000 | 1,338 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $1,972,000 | 1,055 |
| Foreign debt securities | $310,000 | 275 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,470,000 | 2,556 |
| Mortgage-backed securities | $3,642,000 | 3,888 |
| Certificates of participation in pools of residential mortgages | $2,140,000 | 3,872 |
| Issued or guaranteed by U.S. | $2,140,000 | 3,868 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,502,000 | 2,488 |
| CMOs issued by government agencies or sponsored agencies | $1,502,000 | 2,421 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $29,204,000 | 3,223 |
| Total debt securities | $29,204,000 | 3,504 |
| Structured notes | ||
| Amortized cost | $4,125,000 | 619 |
| Fair value | $4,099,000 | 619 |
| 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 | $28,030,000 | 3,648 |
| U.S. Government securities | $7,876,000 | 4,693 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $7,876,000 | 4,579 |
| Securities issued by states & political subdivisions | $18,384,000 | 1,949 |
| Other domestic debt securities | $1,487,000 | 1,504 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $1,487,000 | 1,187 |
| Foreign debt securities | $283,000 | 278 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,067,000 | 2,722 |
| Mortgage-backed securities | $3,894,000 | 3,914 |
| Certificates of participation in pools of residential mortgages | $2,280,000 | 3,903 |
| Issued or guaranteed by U.S. | $2,280,000 | 3,898 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,614,000 | 2,491 |
| CMOs issued by government agencies or sponsored agencies | $1,614,000 | 2,416 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $28,030,000 | 3,334 |
| Total debt securities | $28,030,000 | 3,622 |
| Structured notes | ||
| Amortized cost | $2,700,000 | 889 |
| Fair value | $2,716,000 | 893 |
| 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 | $28,449,000 | 3,660 |
| U.S. Government securities | $8,875,000 | 4,582 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $8,875,000 | 4,465 |
| Securities issued by states & political subdivisions | $17,021,000 | 2,070 |
| Other domestic debt securities | $2,269,000 | 1,278 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $2,269,000 | 988 |
| Foreign debt securities | $284,000 | 265 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,594,000 | 2,699 |
| Mortgage-backed securities | $4,119,000 | 3,930 |
| Certificates of participation in pools of residential mortgages | $2,392,000 | 3,952 |
| Issued or guaranteed by U.S. | $2,392,000 | 3,946 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,727,000 | 2,497 |
| CMOs issued by government agencies or sponsored agencies | $1,727,000 | 2,419 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $28,449,000 | 3,340 |
| Total debt securities | $28,449,000 | 3,635 |
| Structured notes | ||
| Amortized cost | $3,588,000 | 795 |
| Fair value | $3,622,000 | 788 |
| 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 | $26,767,000 | 3,850 |
| U.S. Government securities | $8,468,000 | 4,757 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $8,468,000 | 4,642 |
| Securities issued by states & political subdivisions | $16,465,000 | 2,127 |
| Other domestic debt securities | $1,515,000 | 1,534 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $1,515,000 | 1,191 |
| Foreign debt securities | $319,000 | 255 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,476,000 | 2,801 |
| Mortgage-backed securities | $4,324,000 | 3,970 |
| Certificates of participation in pools of residential mortgages | $2,498,000 | 3,997 |
| Issued or guaranteed by U.S. | $2,498,000 | 3,994 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,826,000 | 2,515 |
| CMOs issued by government agencies or sponsored agencies | $1,826,000 | 2,425 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $26,767,000 | 3,511 |
| Total debt securities | $26,767,000 | 3,824 |
| Structured notes | ||
| Amortized cost | $3,318,000 | 917 |
| Fair value | $3,329,000 | 914 |
| 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 | $26,362,000 | 3,920 |
| U.S. Government securities | $7,311,000 | 5,012 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $7,311,000 | 4,913 |
| Securities issued by states & political subdivisions | $16,710,000 | 2,118 |
| Other domestic debt securities | $2,341,000 | 1,338 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $2,341,000 | 1,027 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,895,000 | 2,671 |
| Mortgage-backed securities | $3,848,000 | 4,128 |
| Certificates of participation in pools of residential mortgages | $1,911,000 | 4,234 |
| Issued or guaranteed by U.S. | $1,911,000 | 4,231 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,937,000 | 2,514 |
| CMOs issued by government agencies or sponsored agencies | $1,937,000 | 2,432 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $26,362,000 | 3,581 |
| Total debt securities | $26,362,000 | 3,890 |
| Structured notes | ||
| Amortized cost | $1,765,000 | 1,353 |
| Fair value | $1,784,000 | 1,345 |
| 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 | $25,569,000 | 4,020 |
| U.S. Government securities | $7,226,000 | 5,063 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $7,226,000 | 4,968 |
| Securities issued by states & political subdivisions | $16,012,000 | 2,196 |
| Other domestic debt securities | $2,331,000 | 1,371 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $2,331,000 | 1,049 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,057,000 | 3,280 |
| Mortgage-backed securities | $4,074,000 | 4,114 |
| Certificates of participation in pools of residential mortgages | $1,273,000 | 4,485 |
| Issued or guaranteed by U.S. | $1,273,000 | 4,481 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $2,801,000 | 2,256 |
| CMOs issued by government agencies or sponsored agencies | $2,801,000 | 2,176 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $25,569,000 | 3,661 |
| Total debt securities | $25,569,000 | 3,990 |
| Structured notes | ||
| Amortized cost | $1,415,000 | 1,476 |
| Fair value | $1,423,000 | 1,450 |
| 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 | $26,102,000 | 3,977 |
| U.S. Government securities | $6,842,000 | 5,111 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $6,842,000 | 5,008 |
| Securities issued by states & political subdivisions | $16,590,000 | 2,133 |
| Other domestic debt securities | $2,670,000 | 1,328 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $2,670,000 | 995 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,912,000 | 3,158 |
| Mortgage-backed securities | $4,734,000 | 4,004 |
| Certificates of participation in pools of residential mortgages | $1,747,000 | 4,352 |
| Issued or guaranteed by U.S. | $1,747,000 | 4,346 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $2,987,000 | 2,201 |
| CMOs issued by government agencies or sponsored agencies | $2,987,000 | 2,122 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $26,102,000 | 3,634 |
| Total debt securities | $26,102,000 | 3,949 |
| Structured notes | ||
| Amortized cost | $1,467,000 | 1,456 |
| Fair value | $1,452,000 | 1,419 |
| 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 | $25,029,000 | 4,090 |
| U.S. Government securities | $6,769,000 | 5,177 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $6,769,000 | 5,081 |
| Securities issued by states & political subdivisions | $14,383,000 | 2,350 |
| Other domestic debt securities | $3,877,000 | 1,171 |
| 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 | $3,877,000 | 864 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,212,000 | 3,114 |
| Mortgage-backed securities | $5,015,000 | 3,996 |
| Certificates of participation in pools of residential mortgages | $1,865,000 | 4,340 |
| Issued or guaranteed by U.S. | $1,865,000 | 4,333 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $3,150,000 | 2,193 |
| CMOs issued by government agencies or sponsored agencies | $3,150,000 | 2,108 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $25,029,000 | 3,740 |
| Total debt securities | $25,029,000 | 4,061 |
| Structured notes | ||
| Amortized cost | $832,000 | 1,802 |
| Fair value | $844,000 | 1,795 |
| 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 | $25,671,000 | 4,027 |
| U.S. Government securities | $6,083,000 | 5,299 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $6,083,000 | 5,190 |
| Securities issued by states & political subdivisions | $14,313,000 | 2,347 |
| Other domestic debt securities | $5,275,000 | 1,011 |
| 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 | $5,275,000 | 715 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,066,000 | 2,982 |
| Mortgage-backed securities | $5,371,000 | 3,953 |
| Certificates of participation in pools of residential mortgages | $2,016,000 | 4,258 |
| Issued or guaranteed by U.S. | $2,016,000 | 4,253 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,355,000 | 2,196 |
| CMOs issued by government agencies or sponsored agencies | $3,355,000 | 2,109 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $25,671,000 | 3,699 |
| Total debt securities | $25,671,000 | 3,993 |
| Structured notes | ||
| Amortized cost | $633,000 | 1,860 |
| Fair value | $653,000 | 1,847 |
| 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 | $25,538,000 | 4,042 |
| U.S. Government securities | $6,680,000 | 5,233 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $6,680,000 | 5,122 |
| Securities issued by states & political subdivisions | $13,456,000 | 2,418 |
| Other domestic debt securities | $5,402,000 | 1,006 |
| 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 | $5,402,000 | 694 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,207,000 | 3,002 |
| Mortgage-backed securities | $5,962,000 | 3,899 |
| Certificates of participation in pools of residential mortgages | $2,187,000 | 4,242 |
| Issued or guaranteed by U.S. | $2,187,000 | 4,238 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,775,000 | 2,172 |
| CMOs issued by government agencies or sponsored agencies | $3,775,000 | 2,078 |
| 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) | $25,538,000 | 3,738 |
| Total debt securities | $25,538,000 | 4,017 |
| Structured notes | ||
| Amortized cost | $627,000 | 1,895 |
| Fair value | $653,000 | 1,887 |
| 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 | $23,901,000 | 4,132 |
| U.S. Government securities | $7,155,000 | 5,152 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $7,155,000 | 5,050 |
| Securities issued by states & political subdivisions | $11,556,000 | 2,622 |
| Other domestic debt securities | $4,940,000 | 1,029 |
| 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 | $4,940,000 | 726 |
| Foreign debt securities | $250,000 | 270 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,248,000 | 2,849 |
| Mortgage-backed securities | $6,428,000 | 3,834 |
| Certificates of participation in pools of residential mortgages | $2,406,000 | 4,190 |
| Issued or guaranteed by U.S. | $2,406,000 | 4,189 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $4,022,000 | 2,190 |
| CMOs issued by government agencies or sponsored agencies | $4,022,000 | 2,097 |
| 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) | $23,901,000 | 3,806 |
| Total debt securities | $23,901,000 | 4,104 |
| 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 | $23,262,000 | 4,233 |
| U.S. Government securities | $7,031,000 | 5,281 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $7,031,000 | 5,184 |
| Securities issued by states & political subdivisions | $11,068,000 | 2,644 |
| Other domestic debt securities | $5,163,000 | 1,034 |
| 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 | $5,163,000 | 728 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,246,000 | 3,129 |
| Mortgage-backed securities | $6,297,000 | 3,983 |
| Certificates of participation in pools of residential mortgages | $2,057,000 | 4,430 |
| Issued or guaranteed by U.S. | $2,057,000 | 4,428 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $4,240,000 | 2,243 |
| CMOs issued by government agencies or sponsored agencies | $4,240,000 | 2,145 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $23,262,000 | 3,892 |
| Total debt securities | $23,262,000 | 4,202 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $26,029,000 | 4,010 |
| U.S. Government securities | $8,971,000 | 5,045 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $8,971,000 | 4,956 |
| Securities issued by states & political subdivisions | $12,118,000 | 2,468 |
| Other domestic debt securities | $4,940,000 | 1,084 |
| 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 | $4,940,000 | 763 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,516,000 | 2,652 |
| Mortgage-backed securities | $5,642,000 | 4,133 |
| Certificates of participation in pools of residential mortgages | $4,471,000 | 3,819 |
| Issued or guaranteed by U.S. | $4,471,000 | 3,817 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,171,000 | 3,059 |
| CMOs issued by government agencies or sponsored agencies | $1,171,000 | 2,913 |
| 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) | $26,029,000 | 3,707 |
| Total debt securities | $26,029,000 | 3,977 |
| Structured notes | ||
| Amortized cost | $1,634,000 | 1,689 |
| Fair value | $1,640,000 | 1,690 |
| 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 | $26,141,000 | 4,036 |
| U.S. Government securities | $8,701,000 | 5,209 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $8,701,000 | 5,105 |
| Securities issued by states & political subdivisions | $12,424,000 | 2,361 |
| Other domestic debt securities | $5,016,000 | 1,065 |
| 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 | $5,016,000 | 744 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,317,000 | 2,664 |
| Mortgage-backed securities | $4,301,000 | 4,420 |
| Certificates of participation in pools of residential mortgages | $4,301,000 | 3,872 |
| Issued or guaranteed by U.S. | $4,301,000 | 3,868 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| 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) | $26,141,000 | 3,717 |
| Total debt securities | $26,141,000 | 4,004 |
| Structured notes | ||
| Amortized cost | $2,734,000 | 1,485 |
| Fair value | $2,740,000 | 1,485 |
| 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 | $26,930,000 | 3,936 |
| U.S. Government securities | $8,813,000 | 5,135 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $8,813,000 | 5,043 |
| Securities issued by states & political subdivisions | $12,782,000 | 2,284 |
| Other domestic debt securities | $5,335,000 | 1,004 |
| 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 | $5,335,000 | 662 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,048,000 | 2,670 |
| Mortgage-backed securities | $4,252,000 | 4,366 |
| Certificates of participation in pools of residential mortgages | $4,252,000 | 3,776 |
| Issued or guaranteed by U.S. | $4,252,000 | 3,770 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| 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) | $26,930,000 | 3,620 |
| Total debt securities | $26,930,000 | 3,907 |
| Structured notes | ||
| Amortized cost | $2,603,000 | 1,491 |
| Fair value | $2,608,000 | 1,489 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $24,765,000 | 4,042 |
| U.S. Government securities | $7,826,000 | 5,311 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $7,826,000 | 5,205 |
| Securities issued by states & political subdivisions | $12,449,000 | 2,255 |
| Other domestic debt securities | $4,490,000 | 1,096 |
| 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 | $4,490,000 | 708 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,333,000 | 3,143 |
| Mortgage-backed securities | $3,481,000 | 4,519 |
| Certificates of participation in pools of residential mortgages | $3,481,000 | 3,942 |
| Issued or guaranteed by U.S. | $3,481,000 | 3,929 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $24,765,000 | 3,708 |
| Total debt securities | $24,765,000 | 4,002 |
| Structured notes | ||
| Amortized cost | $2,352,000 | 1,634 |
| Fair value | $2,366,000 | 1,634 |
| 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 | $25,423,000 | 4,002 |
| U.S. Government securities | $9,182,000 | 5,183 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $9,182,000 | 5,071 |
| Securities issued by states & political subdivisions | $11,398,000 | 2,332 |
| Other domestic debt securities | $4,843,000 | 1,034 |
| 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 | $4,843,000 | 634 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,931,000 | 3,066 |
| Mortgage-backed securities | $3,751,000 | 4,433 |
| Certificates of participation in pools of residential mortgages | $3,751,000 | 3,839 |
| Issued or guaranteed by U.S. | $3,751,000 | 3,824 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| 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) | $25,423,000 | 3,682 |
| Total debt securities | $25,423,000 | 3,967 |
| Structured notes | ||
| Amortized cost | $3,216,000 | 1,551 |
| Fair value | $3,226,000 | 1,555 |
| 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 | $23,335,000 | 4,191 |
| U.S. Government securities | $8,378,000 | 5,327 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $8,378,000 | 5,209 |
| Securities issued by states & political subdivisions | $9,129,000 | 2,614 |
| Other domestic debt securities | $5,828,000 | 972 |
| 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 | $5,828,000 | 553 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,382,000 | 3,142 |
| Mortgage-backed securities | $4,004,000 | 4,302 |
| Certificates of participation in pools of residential mortgages | $4,004,000 | 3,704 |
| Issued or guaranteed by U.S. | $4,004,000 | 3,695 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| 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) | $23,335,000 | 3,856 |
| Total debt securities | $23,335,000 | 4,155 |
| Structured notes | ||
| Amortized cost | $2,216,000 | 1,926 |
| Fair value | $2,198,000 | 1,928 |
| 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 | $22,799,000 | 4,106 |
| U.S. Government securities | $7,800,000 | 5,299 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $7,800,000 | 5,186 |
| Securities issued by states & political subdivisions | $9,122,000 | 2,595 |
| Other domestic debt securities | $5,877,000 | 1,034 |
| 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 | $5,877,000 | 552 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,844,000 | 3,384 |
| Mortgage-backed securities | $4,318,000 | 4,150 |
| Certificates of participation in pools of residential mortgages | $4,318,000 | 3,523 |
| Issued or guaranteed by U.S. | $4,318,000 | 3,514 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| 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) | $22,799,000 | 3,783 |
| Total debt securities | $22,799,000 | 4,067 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,096 |
| Fair value | $1,478,000 | 2,144 |
| 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 | $23,162,000 | 4,034 |
| U.S. Government securities | $8,381,000 | 5,138 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $8,381,000 | 5,021 |
| Securities issued by states & political subdivisions | $8,808,000 | 2,571 |
| Other domestic debt securities | $5,973,000 | 1,042 |
| 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 | $5,973,000 | 538 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,046,000 | 3,211 |
| Mortgage-backed securities | $4,812,000 | 4,062 |
| Certificates of participation in pools of residential mortgages | $4,812,000 | 3,370 |
| Issued or guaranteed by U.S. | $4,812,000 | 3,364 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| 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) | $23,162,000 | 3,706 |
| Total debt securities | $23,162,000 | 3,993 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 2,284 |
| Fair value | $1,254,000 | 2,295 |
| 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 | $22,328,000 | 4,135 |
| U.S. Government securities | $9,290,000 | 5,066 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $9,290,000 | 4,951 |
| Securities issued by states & political subdivisions | $7,786,000 | 2,632 |
| Other domestic debt securities | $5,252,000 | 1,111 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $5,252,000 | 545 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,706,000 | 2,849 |
| Mortgage-backed securities | $5,147,000 | 3,979 |
| Certificates of participation in pools of residential mortgages | $5,147,000 | 3,326 |
| Issued or guaranteed by U.S. | $5,147,000 | 3,319 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $22,328,000 | 3,771 |
| Total debt securities | $22,328,000 | 4,096 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,961 |
| Fair value | $2,007,000 | 2,046 |
| 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 | $22,443,000 | 4,177 |
| U.S. Government securities | $9,282,000 | 5,160 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $9,282,000 | 5,049 |
| Securities issued by states & political subdivisions | $7,585,000 | 2,646 |
| Other domestic debt securities | $5,576,000 | 1,124 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $5,576,000 | 550 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,607,000 | 2,937 |
| Mortgage-backed securities | $5,580,000 | 3,970 |
| Certificates of participation in pools of residential mortgages | $5,580,000 | 3,311 |
| Issued or guaranteed by U.S. | $5,580,000 | 3,304 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $22,443,000 | 3,790 |
| Total debt securities | $22,443,000 | 4,138 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 2,162 |
| Fair value | $1,250,000 | 2,169 |
| 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 | $21,609,000 | 4,233 |
| U.S. Government securities | $9,960,000 | 5,003 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $9,960,000 | 4,907 |
| Securities issued by states & political subdivisions | $5,961,000 | 3,009 |
| Other domestic debt securities | $5,688,000 | 1,157 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $5,688,000 | 560 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,273,000 | 3,002 |
| Mortgage-backed securities | $6,617,000 | 3,824 |
| Certificates of participation in pools of residential mortgages | $6,617,000 | 3,155 |
| Issued or guaranteed by U.S. | $6,617,000 | 3,148 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $21,609,000 | 3,846 |
| Total debt securities | $21,609,000 | 4,203 |
| Structured notes | ||
| Amortized cost | $1,055,000 | 1,940 |
| Fair value | $1,049,000 | 1,949 |
| 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 | $21,569,000 | 4,251 |
| U.S. Government securities | $10,842,000 | 4,839 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $10,842,000 | 4,751 |
| Securities issued by states & political subdivisions | $5,163,000 | 3,197 |
| Other domestic debt securities | $5,564,000 | 1,225 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $5,564,000 | 593 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,308,000 | 2,861 |
| Mortgage-backed securities | $7,710,000 | 3,688 |
| Certificates of participation in pools of residential mortgages | $7,710,000 | 3,036 |
| Issued or guaranteed by U.S. | $7,710,000 | 3,026 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $21,569,000 | 3,858 |
| Total debt securities | $21,569,000 | 4,217 |
| Structured notes | ||
| Amortized cost | $1,055,000 | 1,497 |
| Fair value | $1,051,000 | 1,507 |
| 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 | $24,026,000 | 3,959 |
| U.S. Government securities | $11,993,000 | 4,617 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $11,993,000 | 4,523 |
| Securities issued by states & political subdivisions | $4,801,000 | 3,275 |
| Other domestic debt securities | $7,232,000 | 1,093 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $7,232,000 | 501 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,921,000 | 2,809 |
| Mortgage-backed securities | $8,174,000 | 3,639 |
| Certificates of participation in pools of residential mortgages | $8,174,000 | 3,004 |
| Issued or guaranteed by U.S. | $8,174,000 | 2,991 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $24,026,000 | 3,569 |
| Total debt securities | $24,026,000 | 3,924 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,532 |
| Fair value | $495,000 | 1,629 |
| 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 | $23,118,000 | 4,074 |
| U.S. Government securities | $11,165,000 | 4,863 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $11,165,000 | 4,775 |
| Securities issued by states & political subdivisions | $4,953,000 | 3,150 |
| Other domestic debt securities | $7,000,000 | 1,070 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,000,000 | 523 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,659,000 | 2,657 |
| Mortgage-backed securities | $8,915,000 | 3,586 |
| Certificates of participation in pools of residential mortgages | $8,915,000 | 2,939 |
| Issued or guaranteed by U.S. | $8,915,000 | 2,925 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $23,118,000 | 3,661 |
| Total debt securities | $23,118,000 | 4,040 |
| Structured notes | ||
| Amortized cost | $577,000 | 1,243 |
| Fair value | $589,000 | 1,236 |
| 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 | $24,282,000 | 3,969 |
| U.S. Government securities | $12,030,000 | 4,773 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $12,030,000 | 4,683 |
| Securities issued by states & political subdivisions | $4,871,000 | 3,136 |
| Other domestic debt securities | $7,381,000 | 1,000 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,381,000 | 485 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,543,000 | 2,610 |
| Mortgage-backed securities | $9,410,000 | 3,435 |
| Certificates of participation in pools of residential mortgages | $9,410,000 | 2,815 |
| Issued or guaranteed by U.S. | $9,410,000 | 2,799 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $24,282,000 | 3,552 |
| Total debt securities | $24,282,000 | 3,928 |
| Structured notes | ||
| Amortized cost | $1,040,000 | 919 |
| Fair value | $1,068,000 | 914 |
| 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 | $24,022,000 | 3,905 |
| U.S. Government securities | $12,128,000 | 4,698 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $12,128,000 | 4,611 |
| Securities issued by states & political subdivisions | $4,894,000 | 3,119 |
| Other domestic debt securities | $7,000,000 | 996 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,000,000 | 491 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,075,000 | 2,979 |
| Mortgage-backed securities | $9,633,000 | 3,315 |
| Certificates of participation in pools of residential mortgages | $9,633,000 | 2,717 |
| Issued or guaranteed by U.S. | $9,633,000 | 2,701 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $24,022,000 | 3,482 |
| Total debt securities | $24,022,000 | 3,875 |
| Structured notes | ||
| Amortized cost | $1,038,000 | 911 |
| Fair value | $1,053,000 | 901 |
| 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 | $27,247,000 | 3,681 |
| U.S. Government securities | $15,275,000 | 4,170 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $15,275,000 | 4,101 |
| Securities issued by states & political subdivisions | $4,822,000 | 3,160 |
| Other domestic debt securities | $7,150,000 | 1,027 |
| 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 | $7,150,000 | 546 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,357,000 | 2,769 |
| Mortgage-backed securities | $10,519,000 | 3,181 |
| Certificates of participation in pools of residential mortgages | $10,519,000 | 2,575 |
| Issued or guaranteed by U.S. | $10,519,000 | 2,559 |
| 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) | $27,247,000 | 3,265 |
| Total debt securities | $27,247,000 | 3,641 |
| Structured notes | ||
| Amortized cost | $2,491,000 | 572 |
| Fair value | $2,547,000 | 556 |
| 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 | $25,814,000 | 3,802 |
| U.S. Government securities | $17,156,000 | 3,908 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $17,156,000 | 3,845 |
| Securities issued by states & political subdivisions | $3,791,000 | 3,498 |
| Other domestic debt securities | $4,867,000 | 1,219 |
| 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 | $4,867,000 | 712 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,235,000 | 2,617 |
| Mortgage-backed securities | $9,961,000 | 3,192 |
| Certificates of participation in pools of residential mortgages | $9,961,000 | 2,551 |
| Issued or guaranteed by U.S. | $9,961,000 | 2,538 |
| 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) | $25,814,000 | 3,391 |
| Total debt securities | $25,814,000 | 3,752 |
| Structured notes | ||
| Amortized cost | $4,553,000 | 320 |
| Fair value | $4,670,000 | 317 |
| 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 | $26,686,000 | 3,713 |
| U.S. Government securities | $22,328,000 | 3,313 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $22,328,000 | 3,245 |
| Securities issued by states & political subdivisions | $3,486,000 | 3,588 |
| Other domestic debt securities | $872,000 | 2,125 |
| 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 | $872,000 | 1,496 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,665,000 | 2,835 |
| Mortgage-backed securities | $9,692,000 | 2,952 |
| Certificates of participation in pools of residential mortgages | $9,692,000 | 2,322 |
| Issued or guaranteed by U.S. | $9,692,000 | 2,308 |
| 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) | $26,686,000 | 3,291 |
| Total debt securities | $26,686,000 | 3,667 |
| Structured notes | ||
| Amortized cost | $9,406,000 | 247 |
| Fair value | $9,449,000 | 247 |
| 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 | $25,043,000 | 3,890 |
| U.S. Government securities | $21,159,000 | 3,482 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $21,159,000 | 3,412 |
| Securities issued by states & political subdivisions | $3,623,000 | 3,536 |
| Other domestic debt securities | $261,000 | 2,601 |
| 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 | $261,000 | 1,924 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,340,000 | 3,041 |
| Mortgage-backed securities | $6,150,000 | 3,414 |
| Certificates of participation in pools of residential mortgages | $6,150,000 | 2,807 |
| Issued or guaranteed by U.S. | $6,150,000 | 2,792 |
| 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) | $25,043,000 | 3,434 |
| Total debt securities | $25,043,000 | 3,840 |
| Structured notes | ||
| Amortized cost | $11,915,000 | 230 |
| Fair value | $11,913,000 | 224 |
| 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 | $24,308,000 | 3,947 |
| U.S. Government securities | $21,067,000 | 3,515 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $21,067,000 | 3,433 |
| Securities issued by states & political subdivisions | $2,870,000 | 3,860 |
| Other domestic debt securities | $371,000 | 2,453 |
| 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 | $371,000 | 1,822 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,559,000 | 3,668 |
| Mortgage-backed securities | $6,335,000 | 3,317 |
| Certificates of participation in pools of residential mortgages | $6,335,000 | 2,688 |
| Issued or guaranteed by U.S. | $6,335,000 | 2,675 |
| 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) | $24,308,000 | 3,475 |
| Total debt securities | $24,308,000 | 3,897 |
| Structured notes | ||
| Amortized cost | $12,267,000 | 240 |
| Fair value | $12,120,000 | 234 |
| 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 | $21,976,000 | 4,238 |
| U.S. Government securities | $17,517,000 | 4,021 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $17,517,000 | 3,924 |
| Securities issued by states & political subdivisions | $4,088,000 | 3,384 |
| Other domestic debt securities | $371,000 | 2,471 |
| 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 | $371,000 | 1,862 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,333,000 | 3,540 |
| Mortgage-backed securities | $4,495,000 | 3,767 |
| Certificates of participation in pools of residential mortgages | $4,495,000 | 3,146 |
| Issued or guaranteed by U.S. | $4,495,000 | 3,131 |
| 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) | $21,976,000 | 3,721 |
| Total debt securities | $21,976,000 | 4,190 |
| Structured notes | ||
| Amortized cost | $11,313,000 | 289 |
| Fair value | $11,370,000 | 284 |
| 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 | $22,191,000 | 4,259 |
| U.S. Government securities | $18,201,000 | 3,970 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $18,201,000 | 3,870 |
| Securities issued by states & political subdivisions | $3,619,000 | 3,563 |
| Other domestic debt securities | $371,000 | 2,501 |
| 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 | $371,000 | 1,907 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,502,000 | 3,336 |
| Mortgage-backed securities | $4,772,000 | 3,691 |
| Certificates of participation in pools of residential mortgages | $4,772,000 | 3,068 |
| Issued or guaranteed by U.S. | $4,772,000 | 3,055 |
| 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) | $22,191,000 | 3,718 |
| Total debt securities | $22,191,000 | 4,203 |
| Structured notes | ||
| Amortized cost | $11,635,000 | 308 |
| Fair value | $11,619,000 | 304 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $19,214,000 | 4,686 |
| U.S. Government securities | $15,509,000 | 4,449 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $15,509,000 | 4,325 |
| Securities issued by states & political subdivisions | $3,322,000 | 3,650 |
| Other domestic debt securities | $383,000 | 2,532 |
| 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 | $383,000 | 1,945 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,097,000 | 3,243 |
| Mortgage-backed securities | $2,641,000 | 4,418 |
| Certificates of participation in pools of residential mortgages | $2,641,000 | 3,849 |
| Issued or guaranteed by U.S. | $2,641,000 | 3,828 |
| 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) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $19,214,000 | 4,106 |
| Total debt securities | $19,214,000 | 4,635 |
| Structured notes | ||
| Amortized cost | $11,799,000 | 336 |
| Fair value | $11,789,000 | 327 |
| 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 | $17,893,000 | 4,865 |
| U.S. Government securities | $14,558,000 | 4,600 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $14,558,000 | 4,455 |
| Securities issued by states & political subdivisions | $2,987,000 | 3,781 |
| Other domestic debt securities | $348,000 | 2,592 |
| 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 | $348,000 | 2,010 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,373,000 | 3,174 |
| Mortgage-backed securities | $2,870,000 | 4,341 |
| Certificates of participation in pools of residential mortgages | $2,870,000 | 3,769 |
| Issued or guaranteed by U.S. | $2,870,000 | 3,753 |
| 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) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $17,893,000 | 4,239 |
| Total debt securities | $17,893,000 | 4,816 |
| Structured notes | ||
| Amortized cost | $10,798,000 | 383 |
| Fair value | $10,586,000 | 381 |
| 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 | $14,932,000 | 5,375 |
| U.S. Government securities | $11,610,000 | 5,227 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $11,610,000 | 5,090 |
| Securities issued by states & political subdivisions | $2,962,000 | 3,822 |
| Other domestic debt securities | $360,000 | 2,648 |
| 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 | $360,000 | 2,096 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,560,000 | 3,486 |
| Mortgage-backed securities | $1,906,000 | 4,808 |
| Certificates of participation in pools of residential mortgages | $1,906,000 | 4,272 |
| Issued or guaranteed by U.S. | $1,906,000 | 4,257 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $14,932,000 | 4,724 |
| Total debt securities | $14,932,000 | 5,324 |
| Structured notes | ||
| Amortized cost | $8,867,000 | 510 |
| Fair value | $8,747,000 | 506 |
| 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 | $13,270,000 | 5,692 |
| U.S. Government securities | $9,591,000 | 5,674 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $9,591,000 | 5,533 |
| Securities issued by states & political subdivisions | $2,993,000 | 3,834 |
| Other domestic debt securities | $686,000 | 2,345 |
| 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 | $686,000 | 1,838 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,414,000 | 3,302 |
| Mortgage-backed securities | $2,195,000 | 4,693 |
| Certificates of participation in pools of residential mortgages | $2,195,000 | 4,126 |
| Issued or guaranteed by U.S. | $2,195,000 | 4,111 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $13,270,000 | 5,008 |
| Total debt securities | $13,270,000 | 5,635 |
| Structured notes | ||
| Amortized cost | $6,442,000 | 686 |
| Fair value | $6,333,000 | 683 |
| 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 | $12,722,000 | 5,776 |
| U.S. Government securities | $9,025,000 | 5,798 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $9,025,000 | 5,655 |
| Securities issued by states & political subdivisions | $2,994,000 | 3,829 |
| Other domestic debt securities | $703,000 | 2,363 |
| 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 | $703,000 | 1,890 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,936,000 | 3,216 |
| Mortgage-backed securities | $2,217,000 | 4,727 |
| Certificates of participation in pools of residential mortgages | $2,217,000 | 4,172 |
| Issued or guaranteed by U.S. | $2,217,000 | 4,159 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $12,722,000 | 5,083 |
| Total debt securities | $12,721,000 | 5,711 |
| Structured notes | ||
| Amortized cost | $5,948,000 | 746 |
| Fair value | $5,891,000 | 741 |
| 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 | $11,718,000 | 6,021 |
| U.S. Government securities | $8,337,000 | 6,029 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $8,337,000 | 5,887 |
| Securities issued by states & political subdivisions | $2,662,000 | 3,962 |
| Other domestic debt securities | $719,000 | 2,434 |
| 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 | $719,000 | 1,969 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,275,000 | 4,172 |
| Mortgage-backed securities | $2,690,000 | 4,594 |
| Certificates of participation in pools of residential mortgages | $2,690,000 | 4,010 |
| Issued or guaranteed by U.S. | $2,690,000 | 3,996 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $11,718,000 | 5,290 |
| Total debt securities | $11,718,000 | 5,954 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 913 |
| Fair value | $4,474,000 | 927 |
| 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 | $11,717,000 | 6,108 |
| U.S. Government securities | $8,492,000 | 6,068 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $8,492,000 | 5,917 |
| Securities issued by states & political subdivisions | $2,524,000 | 4,047 |
| Other domestic debt securities | $701,000 | 2,522 |
| 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 | $701,000 | 2,081 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,514,000 | 4,152 |
| Mortgage-backed securities | $2,671,000 | 4,692 |
| Certificates of participation in pools of residential mortgages | $2,671,000 | 4,110 |
| Issued or guaranteed by U.S. | $2,671,000 | 4,098 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $11,717,000 | 5,358 |
| Total debt securities | $11,717,000 | 6,037 |
| Structured notes | ||
| Amortized cost | $4,001,000 | 991 |
| Fair value | $3,943,000 | 1,018 |
| 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 | $12,330,000 | 6,005 |
| U.S. Government securities | $8,959,000 | 5,953 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $8,959,000 | 5,804 |
| Securities issued by states & political subdivisions | $2,623,000 | 3,996 |
| Other domestic debt securities | $748,000 | 2,521 |
| 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 | $748,000 | 2,111 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,650,000 | 3,861 |
| Mortgage-backed securities | $3,091,000 | 4,583 |
| Certificates of participation in pools of residential mortgages | $3,091,000 | 3,992 |
| Issued or guaranteed by U.S. | $3,091,000 | 3,980 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $12,330,000 | 5,260 |
| Total debt securities | $12,330,000 | 5,934 |
| Structured notes | ||
| Amortized cost | $2,752,000 | 1,286 |
| Fair value | $2,740,000 | 1,291 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $13,478,000 | 5,810 |
| U.S. Government securities | $9,932,000 | 5,720 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $9,932,000 | 5,567 |
| Securities issued by states & political subdivisions | $2,647,000 | 3,979 |
| Other domestic debt securities | $899,000 | 2,448 |
| 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 | $899,000 | 2,078 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,916,000 | 3,562 |
| Mortgage-backed securities | $3,575,000 | 4,426 |
| Certificates of participation in pools of residential mortgages | $3,575,000 | 3,822 |
| Issued or guaranteed by U.S. | $3,575,000 | 3,814 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $13,478,000 | 5,083 |
| Total debt securities | $13,478,000 | 5,738 |
| Structured notes | ||
| Amortized cost | $2,952,000 | 1,303 |
| Fair value | $2,946,000 | 1,305 |
| 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 | $19,419,000 | 4,885 |
| U.S. Government securities | $14,843,000 | 4,733 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $14,843,000 | 4,567 |
| Securities issued by states & political subdivisions | $3,710,000 | 3,532 |
| Other domestic debt securities | $866,000 | 2,574 |
| 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 | $866,000 | 2,194 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,002,000 | 2,778 |
| Mortgage-backed securities | $3,759,000 | 4,435 |
| Certificates of participation in pools of residential mortgages | $3,759,000 | 3,823 |
| Issued or guaranteed by U.S. | $3,759,000 | 3,814 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $19,419,000 | 4,259 |
| Total debt securities | $19,419,000 | 4,820 |
| Structured notes | ||
| Amortized cost | $4,580,000 | 887 |
| Fair value | $4,490,000 | 889 |
| 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 | $19,474,000 | 4,845 |
| U.S. Government securities | $14,843,000 | 4,674 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $14,843,000 | 4,530 |
| Securities issued by states & political subdivisions | $3,834,000 | 3,477 |
| Other domestic debt securities | $797,000 | 2,705 |
| 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 | $797,000 | 2,315 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,853,000 | 4,257 |
| Mortgage-backed securities | $3,814,000 | 4,453 |
| Certificates of participation in pools of residential mortgages | $3,814,000 | 3,829 |
| Issued or guaranteed by U.S. | $3,814,000 | 3,820 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $19,474,000 | 4,233 |
| Total debt securities | $19,474,000 | 4,776 |
| Structured notes | ||
| Amortized cost | $4,333,000 | 788 |
| Fair value | $4,342,000 | 788 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $17,338,000 | 5,201 |
| U.S. Government securities | $13,027,000 | 5,066 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $13,027,000 | 4,915 |
| Securities issued by states & political subdivisions | $3,529,000 | 3,640 |
| Other domestic debt securities | $782,000 | 2,763 |
| 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 | $782,000 | 2,452 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,046,000 | 4,110 |
| Mortgage-backed securities | $3,808,000 | 4,437 |
| Certificates of participation in pools of residential mortgages | $3,808,000 | 3,800 |
| Issued or guaranteed by U.S. | $3,808,000 | 3,787 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $17,338,000 | 4,544 |
| Total debt securities | $17,338,000 | 5,121 |
| Structured notes | ||
| Amortized cost | $2,779,000 | 1,023 |
| Fair value | $2,766,000 | 1,023 |
| 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 | $13,569,000 | 5,805 |
| U.S. Government securities | $9,521,000 | 5,743 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $9,521,000 | 5,575 |
| Securities issued by states & political subdivisions | $3,004,000 | 3,866 |
| Other domestic debt securities | $1,044,000 | 2,641 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,044,000 | 2,343 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,910,000 | 4,123 |
| Mortgage-backed securities | $3,398,000 | 4,581 |
| Certificates of participation in pools of residential mortgages | $3,398,000 | 3,948 |
| Issued or guaranteed by U.S. | $3,398,000 | 3,932 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $13,569,000 | 5,086 |
| Total debt securities | $13,569,000 | 5,714 |
| Structured notes | ||
| Amortized cost | $1,157,000 | 1,324 |
| Fair value | $1,146,000 | 1,326 |
| 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 | $14,204,000 | 5,635 |
| U.S. Government securities | $8,749,000 | 5,893 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $8,749,000 | 5,711 |
| Securities issued by states & political subdivisions | $2,687,000 | 3,992 |
| Other domestic debt securities | $2,768,000 | 1,907 |
| 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 | $2,768,000 | 1,627 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,371,000 | 4,243 |
| Mortgage-backed securities | $2,044,000 | 5,292 |
| Certificates of participation in pools of residential mortgages | $2,044,000 | 4,657 |
| Issued or guaranteed by U.S. | $2,044,000 | 4,639 |
| 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) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $14,204,000 | 4,921 |
| Total debt securities | $14,204,000 | 5,534 |
| Structured notes | ||
| Amortized cost | $857,000 | 1,425 |
| Fair value | $864,000 | 1,423 |
| 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 | $14,129,000 | 5,653 |
| U.S. Government securities | $9,157,000 | 5,797 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $9,157,000 | 5,621 |
| Securities issued by states & political subdivisions | $2,320,000 | 4,123 |
| Other domestic debt securities | $2,652,000 | 1,939 |
| 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 | $2,652,000 | 1,657 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,398,000 | 4,289 |
| Mortgage-backed securities | $2,364,000 | 5,158 |
| Certificates of participation in pools of residential mortgages | $2,364,000 | 4,481 |
| Issued or guaranteed by U.S. | $2,364,000 | 4,464 |
| 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) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $14,129,000 | 4,931 |
| Total debt securities | $14,129,000 | 5,557 |
| Structured notes | ||
| Amortized cost | $600,000 | 1,252 |
| Fair value | $609,000 | 1,255 |
| 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 | $12,864,000 | 5,881 |
| U.S. Government securities | $7,799,000 | 6,220 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $7,799,000 | 6,023 |
| Securities issued by states & political subdivisions | $2,144,000 | 4,204 |
| Other domestic debt securities | $2,921,000 | 1,859 |
| 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 | $2,921,000 | 1,600 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,191,000 | 4,353 |
| Mortgage-backed securities | $1,978,000 | 5,331 |
| Certificates of participation in pools of residential mortgages | $1,978,000 | 4,665 |
| Issued or guaranteed by U.S. | $1,978,000 | 4,649 |
| 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) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $12,864,000 | 5,103 |
| Total debt securities | $12,864,000 | 5,788 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,148 |
| Fair value | $515,000 | 1,155 |
| 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 | $11,512,000 | 6,135 |
| U.S. Government securities | $8,061,000 | 6,096 |
| U.S. Treasury securities | $258,000 | 2,808 |
| U.S. Government agency obligations | $7,803,000 | 5,938 |
| Securities issued by states & political subdivisions | $2,297,000 | 4,107 |
| Other domestic debt securities | $1,154,000 | 2,754 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,154,000 | 2,361 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,506,000 | 4,211 |
| Mortgage-backed securities | $2,757,000 | 4,853 |
| Certificates of participation in pools of residential mortgages | $2,757,000 | 4,035 |
| Issued or guaranteed by U.S. | $2,757,000 | 4,017 |
| 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) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $11,512,000 | 5,255 |
| Total debt securities | $11,512,000 | 6,043 |
| 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 | $10,541,000 | 6,631 |
| U.S. Government securities | $7,255,000 | 6,807 |
| U.S. Treasury securities | $503,000 | 3,318 |
| U.S. Government agency obligations | $6,752,000 | 6,652 |
| Securities issued by states & political subdivisions | $3,075,000 | 3,663 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $211,000 | 5,706 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,922,000 | 4,692 |
| Mortgage-backed securities | $2,554,000 | 4,442 |
| Certificates of participation in pools of residential mortgages | $2,554,000 | 3,606 |
| Issued or guaranteed by U.S. | $2,554,000 | 3,591 |
| 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) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $10,541,000 | 5,574 |
| Total debt securities | $10,330,000 | 6,564 |
| 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 | $10,470,000 | 6,924 |
| U.S. Government securities | $6,123,000 | 7,553 |
| U.S. Treasury securities | $748,000 | 4,086 |
| U.S. Government agency obligations | $5,375,000 | 7,360 |
| Securities issued by states & political subdivisions | $4,217,000 | 3,258 |
| 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 | $130,000 | 6,404 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,380,000 | 5,457 |
| Mortgage-backed securities | $2,882,000 | 4,542 |
| Certificates of participation in pools of residential mortgages | $2,882,000 | 3,645 |
| Issued or guaranteed by U.S. | $2,882,000 | 3,629 |
| 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) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $10,470,000 | 5,733 |
| Total debt securities | $10,340,000 | 6,844 |
| 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 | $10,981,000 | 6,813 |
| U.S. Government securities | $6,029,000 | 7,569 |
| U.S. Treasury securities | $505,000 | 5,870 |
| U.S. Government agency obligations | $5,524,000 | 6,949 |
| Securities issued by states & political subdivisions | $4,860,000 | 3,024 |
| 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 | $92,000 | 6,580 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,038,000 | 4,265 |
| Mortgage-backed securities | $3,596,000 | 4,436 |
| Certificates of participation in pools of residential mortgages | $3,533,000 | 3,555 |
| Issued or guaranteed by U.S. | $3,533,000 | 3,539 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $63,000 | 4,584 |
| CMOs issued by government agencies or sponsored agencies | $63,000 | 4,383 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $10,981,000 | 5,517 |
| Total debt securities | $10,889,000 | 6,698 |
| 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 | $8,767,000 | 7,829 |
| U.S. Government securities | $4,932,000 | 8,611 |
| U.S. Treasury securities | $754,000 | 6,805 |
| U.S. Government agency obligations | $4,178,000 | 7,730 |
| Securities issued by states & political subdivisions | $3,756,000 | 3,347 |
| 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 | $79,000 | 6,654 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,034,000 | 5,610 |
| Mortgage-backed securities | $2,792,000 | 4,912 |
| Certificates of participation in pools of residential mortgages | $2,228,000 | 4,219 |
| Issued or guaranteed by U.S. | $2,228,000 | 4,206 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $564,000 | 3,888 |
| CMOs issued by government agencies or sponsored agencies | $564,000 | 3,745 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $8,767,000 | 6,118 |
| Total debt securities | $8,688,000 | 7,732 |
| 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 | $9,521,000 | 8,099 |
| U.S. Government securities | $6,139,000 | 8,612 |
| U.S. Treasury securities | $1,011,000 | 7,124 |
| U.S. Government agency obligations | $5,128,000 | 7,562 |
| Securities issued by states & political subdivisions | $3,380,000 | 3,661 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,367 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,007,000 | 7,806 |
| Mortgage-backed securities | $3,636,000 | 4,868 |
| Certificates of participation in pools of residential mortgages | $2,823,000 | 4,202 |
| Issued or guaranteed by U.S. | $2,823,000 | 4,181 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $813,000 | 4,061 |
| CMOs issued by government agencies or sponsored agencies | $813,000 | 3,898 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $9,521,000 | 6,127 |
| Total debt securities | $9,519,000 | 7,987 |
| Structured notes | ||
| Amortized cost | $245,000 | 3,335 |
| Fair value | $248,000 | 3,255 |
| 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 | $8,690,000 | 8,738 |
| U.S. Government securities | $6,062,000 | 9,032 |
| U.S. Treasury securities | $1,281,000 | 8,034 |
| U.S. Government agency obligations | $4,781,000 | 7,827 |
| Securities issued by states & political subdivisions | $2,626,000 | 4,267 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,510 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,298,000 | 7,698 |
| Mortgage-backed securities | $3,049,000 | 5,499 |
| Certificates of participation in pools of residential mortgages | $2,228,000 | 4,716 |
| Issued or guaranteed by U.S. | $2,228,000 | 4,689 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $821,000 | 4,476 |
| CMOs issued by government agencies or sponsored agencies | $821,000 | 4,300 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $8,690,000 | 6,565 |
| Total debt securities | $8,688,000 | 8,629 |
| Structured notes | ||
| Amortized cost | $495,000 | 3,746 |
| Fair value | $498,000 | 3,542 |
| 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 | $8,013,000 | 9,531 |
| U.S. Government securities | $5,905,000 | 9,701 |
| U.S. Treasury securities | $989,000 | 9,708 |
| U.S. Government agency obligations | $4,916,000 | 7,755 |
| Securities issued by states & political subdivisions | $2,106,000 | 5,056 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,694 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $982,000 | 8,516 |
| Mortgage-backed securities | $2,845,000 | 5,962 |
| Certificates of participation in pools of residential mortgages | $2,512,000 | 4,747 |
| Issued or guaranteed by U.S. | $2,512,000 | 4,720 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $333,000 | 5,594 |
| CMOs issued by government agencies or sponsored agencies | $333,000 | 5,349 |
| 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) | $1,769,000 | 10,202 |
| Available-for-sale securities (fair market value) | $6,244,000 | 6,241 |
| Total debt securities | $8,011,000 | 9,434 |
| 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 | $8,004,000 | 9,887 |
| U.S. Government securities | $6,061,000 | 9,900 |
| U.S. Treasury securities | $1,280,000 | 9,481 |
| U.S. Government agency obligations | $4,781,000 | 8,062 |
| Securities issued by states & political subdivisions | $1,941,000 | 5,390 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,799 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,234,000 | 8,134 |
| Mortgage-backed securities | $2,751,000 | 6,611 |
| Certificates of participation in pools of residential mortgages | $2,468,000 | 5,309 |
| Issued or guaranteed by U.S. | $2,468,000 | 5,270 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $283,000 | 6,149 |
| CMOs issued by government agencies or sponsored agencies | $283,000 | 5,887 |
| 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 | $8,002,000 | 9,733 |
| 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 | $8,566,000 | 9,767 |
| U.S. Government securities | $6,308,000 | 9,968 |
| U.S. Treasury securities | $1,627,000 | 9,296 |
| U.S. Government agency obligations | $4,681,000 | 8,214 |
| Securities issued by states & political subdivisions | $1,950,000 | 5,094 |
| Other domestic debt securities | $306,000 | 5,704 |
| Privately issued residential mortgage-backed securities | $306,000 | 2,757 |
| 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 | $2,000 | 8,771 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $777,000 | 9,167 |
| Mortgage-backed securities | $3,179,000 | 6,622 |
| Certificates of participation in pools of residential mortgages | $2,644,000 | 5,473 |
| Issued or guaranteed by U.S. | $2,644,000 | 5,412 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $535,000 | 5,731 |
| CMOs issued by government agencies or sponsored agencies | $229,000 | 6,092 |
| Privately issued | $306,000 | 2,342 |
| 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 | $8,564,000 | 9,642 |
| 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 |