Home > Frontier Bank > Securities
Frontier Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $91,300,000 | 1,811 |
| U.S. Government securities | $48,141,000 | 1,920 |
| U.S. Treasury securities | $15,715,000 | 1,060 |
| U.S. Government agency obligations | $32,426,000 | 2,077 |
| Securities issued by states & political subdivisions | $28,188,000 | 1,438 |
| Other domestic debt securities | $14,971,000 | 822 |
| Privately issued residential mortgage-backed securities | $8,000 | 666 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $14,021,000 | 197 |
| Structured financial products - Total | $942,000 | 583 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,097,000 | 1,347 |
| Mortgage-backed securities | $32,434,000 | 1,639 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,887,000 | 2,706 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $27,265,000 | 600 |
| Privately issued | $8,000 | 504 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $1,274,000 | 1,050 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $91,300,000 | 1,613 |
| Total debt securities | $91,300,000 | 1,795 |
| 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 | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $90,553,000 | 1,807 |
| U.S. Government securities | $46,196,000 | 1,968 |
| U.S. Treasury securities | $15,137,000 | 1,131 |
| U.S. Government agency obligations | $31,059,000 | 2,107 |
| Securities issued by states & political subdivisions | $28,951,000 | 1,373 |
| Other domestic debt securities | $15,406,000 | 805 |
| Privately issued residential mortgage-backed securities | $8,000 | 648 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $14,508,000 | 190 |
| Structured financial products - Total | $890,000 | 585 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,801,000 | 1,264 |
| Mortgage-backed securities | $31,067,000 | 1,643 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,970,000 | 2,685 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $25,799,000 | 609 |
| Privately issued | $8,000 | 503 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $1,290,000 | 1,032 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $90,553,000 | 1,594 |
| Total debt securities | $90,553,000 | 1,788 |
| 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 | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $94,626,000 | 1,808 |
| U.S. Government securities | $47,720,000 | 1,961 |
| U.S. Treasury securities | $15,530,000 | 1,123 |
| U.S. Government agency obligations | $32,190,000 | 2,108 |
| Securities issued by states & political subdivisions | $31,194,000 | 1,365 |
| Other domestic debt securities | $15,712,000 | 799 |
| Privately issued residential mortgage-backed securities | $9,000 | 656 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $14,776,000 | 187 |
| Structured financial products - Total | $927,000 | 572 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,103,000 | 1,210 |
| Mortgage-backed securities | $32,199,000 | 1,646 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,096,000 | 2,713 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $26,808,000 | 607 |
| Privately issued | $9,000 | 501 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $1,286,000 | 1,042 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $94,626,000 | 1,592 |
| Total debt securities | $94,617,000 | 1,790 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $99,459,000 | 1,819 |
| U.S. Government securities | $49,091,000 | 2,017 |
| U.S. Treasury securities | $15,708,000 | 1,193 |
| U.S. Government agency obligations | $33,383,000 | 2,081 |
| Securities issued by states & political subdivisions | $34,232,000 | 1,306 |
| Other domestic debt securities | $16,136,000 | 826 |
| Privately issued residential mortgage-backed securities | $10,000 | 682 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $15,194,000 | 186 |
| Structured financial products - Total | $932,000 | 569 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,378,000 | 1,182 |
| Mortgage-backed securities | $33,393,000 | 1,664 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,215,000 | 2,745 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $27,880,000 | 615 |
| Privately issued | $10,000 | 514 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $1,288,000 | 1,062 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $99,459,000 | 1,594 |
| Total debt securities | $99,461,000 | 1,798 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $102,687,000 | 1,804 |
| U.S. Government securities | $49,214,000 | 2,032 |
| U.S. Treasury securities | $15,451,000 | 1,241 |
| U.S. Government agency obligations | $33,763,000 | 2,067 |
| Securities issued by states & political subdivisions | $36,305,000 | 1,285 |
| Other domestic debt securities | $17,168,000 | 820 |
| Privately issued residential mortgage-backed securities | $215,000 | 610 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $16,034,000 | 183 |
| Structured financial products - Total | $919,000 | 587 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,794,000 | 1,117 |
| Mortgage-backed securities | $33,978,000 | 1,662 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,287,000 | 2,744 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $28,182,000 | 619 |
| Privately issued | $215,000 | 438 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $1,294,000 | 1,061 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $102,687,000 | 1,587 |
| Total debt securities | $102,688,000 | 1,787 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $104,231,000 | 1,777 |
| U.S. Government securities | $50,495,000 | 2,018 |
| U.S. Treasury securities | $15,214,000 | 1,274 |
| U.S. Government agency obligations | $35,281,000 | 2,044 |
| Securities issued by states & political subdivisions | $35,476,000 | 1,312 |
| Other domestic debt securities | $18,260,000 | 760 |
| Privately issued residential mortgage-backed securities | $222,000 | 599 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $17,133,000 | 177 |
| Structured financial products - Total | $905,000 | 436 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,341,000 | 949 |
| Mortgage-backed securities | $35,503,000 | 1,636 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,407,000 | 2,749 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $29,525,000 | 610 |
| Privately issued | $222,000 | 445 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $1,349,000 | 1,088 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $104,231,000 | 1,569 |
| Total debt securities | $104,232,000 | 1,759 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $110,330,000 | 1,738 |
| U.S. Government securities | $54,457,000 | 1,931 |
| U.S. Treasury securities | $15,945,000 | 1,227 |
| U.S. Government agency obligations | $38,512,000 | 1,979 |
| Securities issued by states & political subdivisions | $38,034,000 | 1,281 |
| Other domestic debt securities | $17,839,000 | 724 |
| Privately issued residential mortgage-backed securities | $248,000 | 607 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $17,591,000 | 177 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,210,000 | 1,088 |
| Mortgage-backed securities | $38,760,000 | 1,605 |
| Certificates of participation in pools of residential mortgages | $4,714,000 | 2,831 |
| Issued or guaranteed by U.S. | $4,714,000 | 2,750 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $31,639,000 | 646 |
| CMOs issued by government agencies or sponsored agencies | $31,391,000 | 588 |
| Privately issued | $248,000 | 444 |
| Commercial mortgage-backed securities | $2,407,000 | 1,453 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $2,407,000 | 1,012 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $110,330,000 | 1,565 |
| Total debt securities | $110,329,000 | 1,727 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $117,976,000 | 1,634 |
| U.S. Government securities | $58,161,000 | 1,814 |
| U.S. Treasury securities | $16,581,000 | 1,076 |
| U.S. Government agency obligations | $41,580,000 | 1,893 |
| Securities issued by states & political subdivisions | $41,218,000 | 1,227 |
| Other domestic debt securities | $18,597,000 | 697 |
| Privately issued residential mortgage-backed securities | $276,000 | 585 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $18,321,000 | 177 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,088,000 | 1,650 |
| Mortgage-backed securities | $41,856,000 | 1,554 |
| Certificates of participation in pools of residential mortgages | $4,975,000 | 2,808 |
| Issued or guaranteed by U.S. | $4,975,000 | 2,730 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $34,178,000 | 621 |
| CMOs issued by government agencies or sponsored agencies | $33,902,000 | 566 |
| Privately issued | $276,000 | 421 |
| Commercial mortgage-backed securities | $2,703,000 | 1,409 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $2,703,000 | 980 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $117,976,000 | 1,499 |
| Total debt securities | $117,974,000 | 1,622 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $128,789,000 | 1,476 |
| U.S. Government securities | $62,906,000 | 1,622 |
| U.S. Treasury securities | $17,812,000 | 749 |
| U.S. Government agency obligations | $45,094,000 | 1,784 |
| Securities issued by states & political subdivisions | $46,493,000 | 1,147 |
| Other domestic debt securities | $19,390,000 | 665 |
| Privately issued residential mortgage-backed securities | $309,000 | 548 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $19,081,000 | 177 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,260,000 | 1,564 |
| Mortgage-backed securities | $45,403,000 | 1,449 |
| Certificates of participation in pools of residential mortgages | $5,444,000 | 2,742 |
| Issued or guaranteed by U.S. | $5,444,000 | 2,659 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $36,900,000 | 559 |
| CMOs issued by government agencies or sponsored agencies | $36,591,000 | 525 |
| Privately issued | $309,000 | 375 |
| Commercial mortgage-backed securities | $3,059,000 | 1,346 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $3,059,000 | 923 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $128,789,000 | 1,365 |
| Total debt securities | $128,789,000 | 1,460 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $130,567,000 | 1,400 |
| U.S. Government securities | $61,128,000 | 1,600 |
| U.S. Treasury securities | $17,962,000 | 614 |
| U.S. Government agency obligations | $43,166,000 | 1,800 |
| Securities issued by states & political subdivisions | $48,325,000 | 1,072 |
| Other domestic debt securities | $21,114,000 | 598 |
| Privately issued residential mortgage-backed securities | $322,000 | 519 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $20,792,000 | 179 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,427,000 | 1,490 |
| Mortgage-backed securities | $43,488,000 | 1,471 |
| Certificates of participation in pools of residential mortgages | $5,639,000 | 2,729 |
| Issued or guaranteed by U.S. | $5,639,000 | 2,657 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $34,650,000 | 564 |
| CMOs issued by government agencies or sponsored agencies | $34,328,000 | 539 |
| Privately issued | $322,000 | 357 |
| Commercial mortgage-backed securities | $3,199,000 | 1,322 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $3,199,000 | 902 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $130,567,000 | 1,292 |
| Total debt securities | $130,567,000 | 1,381 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $106,171,000 | 1,572 |
| U.S. Government securities | $37,340,000 | 2,071 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $37,340,000 | 1,920 |
| Securities issued by states & political subdivisions | $47,367,000 | 1,059 |
| Other domestic debt securities | $21,464,000 | 574 |
| Privately issued residential mortgage-backed securities | $351,000 | 521 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $21,113,000 | 174 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,918,000 | 1,558 |
| Mortgage-backed securities | $29,172,000 | 1,827 |
| Certificates of participation in pools of residential mortgages | $1,799,000 | 3,348 |
| Issued or guaranteed by U.S. | $1,799,000 | 3,248 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $24,129,000 | 673 |
| CMOs issued by government agencies or sponsored agencies | $23,778,000 | 646 |
| Privately issued | $351,000 | 343 |
| Commercial mortgage-backed securities | $3,244,000 | 1,309 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $3,244,000 | 885 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $106,171,000 | 1,466 |
| Total debt securities | $106,170,000 | 1,556 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $91,488,000 | 1,628 |
| U.S. Government securities | $23,661,000 | 2,469 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $23,661,000 | 2,311 |
| Securities issued by states & political subdivisions | $45,971,000 | 1,030 |
| Other domestic debt securities | $21,856,000 | 553 |
| Privately issued residential mortgage-backed securities | $368,000 | 522 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $21,488,000 | 173 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,480,000 | 1,649 |
| Mortgage-backed securities | $24,029,000 | 1,920 |
| Certificates of participation in pools of residential mortgages | $1,961,000 | 3,281 |
| Issued or guaranteed by U.S. | $1,961,000 | 3,184 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $18,843,000 | 775 |
| CMOs issued by government agencies or sponsored agencies | $18,475,000 | 748 |
| Privately issued | $368,000 | 335 |
| Commercial mortgage-backed securities | $3,225,000 | 1,289 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $3,225,000 | 854 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $91,488,000 | 1,512 |
| Total debt securities | $91,488,000 | 1,611 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $75,186,000 | 1,771 |
| U.S. Government securities | $19,983,000 | 2,524 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $19,983,000 | 2,398 |
| Securities issued by states & political subdivisions | $36,613,000 | 1,229 |
| Other domestic debt securities | $18,590,000 | 562 |
| Privately issued residential mortgage-backed securities | $380,000 | 502 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $18,210,000 | 180 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,690,000 | 1,690 |
| Mortgage-backed securities | $20,363,000 | 2,001 |
| Certificates of participation in pools of residential mortgages | $2,013,000 | 3,248 |
| Issued or guaranteed by U.S. | $2,013,000 | 3,165 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $15,072,000 | 899 |
| CMOs issued by government agencies or sponsored agencies | $14,692,000 | 879 |
| Privately issued | $380,000 | 328 |
| Commercial mortgage-backed securities | $3,278,000 | 1,237 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $3,278,000 | 817 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $75,186,000 | 1,657 |
| Total debt securities | $75,188,000 | 1,756 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $58,573,000 | 1,996 |
| U.S. Government securities | $14,562,000 | 2,844 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $14,562,000 | 2,709 |
| Securities issued by states & political subdivisions | $32,303,000 | 1,234 |
| Other domestic debt securities | $11,708,000 | 688 |
| Privately issued residential mortgage-backed securities | $427,000 | 492 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,281,000 | 226 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,445,000 | 1,750 |
| Mortgage-backed securities | $14,989,000 | 2,272 |
| Certificates of participation in pools of residential mortgages | $4,937,000 | 2,698 |
| Issued or guaranteed by U.S. | $4,937,000 | 2,616 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $8,566,000 | 1,211 |
| CMOs issued by government agencies or sponsored agencies | $8,139,000 | 1,204 |
| Privately issued | $427,000 | 310 |
| Commercial mortgage-backed securities | $1,486,000 | 1,505 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $1,486,000 | 997 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $58,573,000 | 1,866 |
| Total debt securities | $58,572,000 | 1,977 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $62,447,000 | 1,857 |
| U.S. Government securities | $19,943,000 | 2,497 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $19,943,000 | 2,369 |
| Securities issued by states & political subdivisions | $30,956,000 | 1,211 |
| Other domestic debt securities | $11,548,000 | 655 |
| Privately issued residential mortgage-backed securities | $430,000 | 469 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,118,000 | 201 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,170,000 | 1,586 |
| Mortgage-backed securities | $14,999,000 | 2,264 |
| Certificates of participation in pools of residential mortgages | $6,184,000 | 2,485 |
| Issued or guaranteed by U.S. | $6,184,000 | 2,410 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $5,826,000 | 1,503 |
| CMOs issued by government agencies or sponsored agencies | $5,396,000 | 1,509 |
| Privately issued | $430,000 | 291 |
| Commercial mortgage-backed securities | $2,989,000 | 1,218 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $2,989,000 | 791 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $62,447,000 | 1,731 |
| Total debt securities | $62,449,000 | 1,842 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $63,146,000 | 1,783 |
| U.S. Government securities | $20,888,000 | 2,445 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $20,888,000 | 2,328 |
| Securities issued by states & political subdivisions | $31,163,000 | 1,101 |
| Other domestic debt securities | $11,095,000 | 649 |
| Privately issued residential mortgage-backed securities | $391,000 | 494 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,704,000 | 187 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,394,000 | 1,556 |
| Mortgage-backed securities | $15,619,000 | 2,227 |
| Certificates of participation in pools of residential mortgages | $6,508,000 | 2,452 |
| Issued or guaranteed by U.S. | $6,508,000 | 2,370 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $6,217,000 | 1,475 |
| CMOs issued by government agencies or sponsored agencies | $5,826,000 | 1,489 |
| Privately issued | $391,000 | 302 |
| Commercial mortgage-backed securities | $2,894,000 | 1,206 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $2,894,000 | 772 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $63,146,000 | 1,659 |
| Total debt securities | $63,146,000 | 1,768 |
| 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 | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $65,274,000 | 1,738 |
| U.S. Government securities | $21,809,000 | 2,453 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $21,809,000 | 2,325 |
| Securities issued by states & political subdivisions | $31,442,000 | 1,051 |
| Other domestic debt securities | $12,023,000 | 602 |
| Privately issued residential mortgage-backed securities | $488,000 | 446 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $11,535,000 | 174 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,757,000 | 1,581 |
| Mortgage-backed securities | $16,118,000 | 2,159 |
| Certificates of participation in pools of residential mortgages | $6,520,000 | 2,392 |
| Issued or guaranteed by U.S. | $6,520,000 | 2,330 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $6,716,000 | 1,418 |
| CMOs issued by government agencies or sponsored agencies | $6,228,000 | 1,436 |
| Privately issued | $488,000 | 281 |
| Commercial mortgage-backed securities | $2,882,000 | 1,190 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $2,882,000 | 745 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $65,274,000 | 1,606 |
| Total debt securities | $65,274,000 | 1,722 |
| 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 | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $64,285,000 | 1,745 |
| U.S. Government securities | $22,128,000 | 2,466 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $22,128,000 | 2,333 |
| Securities issued by states & political subdivisions | $29,899,000 | 1,103 |
| Other domestic debt securities | $12,258,000 | 581 |
| Privately issued residential mortgage-backed securities | $537,000 | 465 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $11,721,000 | 168 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,260,000 | 1,388 |
| Mortgage-backed securities | $15,931,000 | 2,178 |
| Certificates of participation in pools of residential mortgages | $5,757,000 | 2,485 |
| Issued or guaranteed by U.S. | $5,757,000 | 2,411 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $7,256,000 | 1,386 |
| CMOs issued by government agencies or sponsored agencies | $6,719,000 | 1,389 |
| Privately issued | $537,000 | 268 |
| Commercial mortgage-backed securities | $2,918,000 | 1,172 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $2,918,000 | 720 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $64,285,000 | 1,611 |
| Total debt securities | $64,288,000 | 1,727 |
| 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 | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $58,011,000 | 1,889 |
| U.S. Government securities | $18,494,000 | 2,755 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $18,494,000 | 2,599 |
| Securities issued by states & political subdivisions | $29,125,000 | 1,151 |
| Other domestic debt securities | $10,392,000 | 611 |
| Privately issued residential mortgage-backed securities | $522,000 | 424 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $9,870,000 | 166 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,303,000 | 1,522 |
| Mortgage-backed securities | $11,729,000 | 2,467 |
| Certificates of participation in pools of residential mortgages | $6,383,000 | 2,380 |
| Issued or guaranteed by U.S. | $6,383,000 | 2,327 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $3,828,000 | 1,747 |
| CMOs issued by government agencies or sponsored agencies | $3,306,000 | 1,794 |
| Privately issued | $522,000 | 273 |
| Commercial mortgage-backed securities | $1,518,000 | 1,405 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $1,518,000 | 859 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $58,011,000 | 1,758 |
| Total debt securities | $58,011,000 | 1,872 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $69,778,000 | 1,681 |
| U.S. Government securities | $27,301,000 | 2,269 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $27,301,000 | 2,141 |
| Securities issued by states & political subdivisions | $31,923,000 | 1,079 |
| Other domestic debt securities | $10,554,000 | 602 |
| Privately issued residential mortgage-backed securities | $552,000 | 427 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $10,002,000 | 154 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,371,000 | 1,164 |
| Mortgage-backed securities | $19,785,000 | 1,924 |
| Certificates of participation in pools of residential mortgages | $6,938,000 | 2,318 |
| Issued or guaranteed by U.S. | $6,938,000 | 2,266 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $4,304,000 | 1,683 |
| CMOs issued by government agencies or sponsored agencies | $3,752,000 | 1,723 |
| Privately issued | $552,000 | 279 |
| Commercial mortgage-backed securities | $8,543,000 | 697 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $8,543,000 | 404 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $69,778,000 | 1,551 |
| Total debt securities | $69,778,000 | 1,667 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $59,963,000 | 1,897 |
| U.S. Government securities | $29,895,000 | 2,148 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $29,895,000 | 2,030 |
| Securities issued by states & political subdivisions | $27,555,000 | 1,270 |
| Other domestic debt securities | $2,513,000 | 1,154 |
| Privately issued residential mortgage-backed securities | $566,000 | 398 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $1,947,000 | 279 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,779,000 | 1,132 |
| Mortgage-backed securities | $21,753,000 | 1,823 |
| Certificates of participation in pools of residential mortgages | $7,693,000 | 2,232 |
| Issued or guaranteed by U.S. | $7,693,000 | 2,198 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $4,706,000 | 1,635 |
| CMOs issued by government agencies or sponsored agencies | $4,140,000 | 1,654 |
| Privately issued | $566,000 | 278 |
| Commercial mortgage-backed securities | $9,354,000 | 646 |
| Commercial mortgage pass-through securities | $917,000 | 1,110 |
| Other commercial mortgage-backed securities | $8,437,000 | 401 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $59,963,000 | 1,762 |
| Total debt securities | $59,963,000 | 1,884 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $74,786,000 | 1,611 |
| U.S. Government securities | $42,216,000 | 1,708 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $42,216,000 | 1,614 |
| Securities issued by states & political subdivisions | $31,953,000 | 1,107 |
| Other domestic debt securities | $617,000 | 1,617 |
| Privately issued residential mortgage-backed securities | $617,000 | 336 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,452,000 | 1,045 |
| Mortgage-backed securities | $33,347,000 | 1,408 |
| Certificates of participation in pools of residential mortgages | $19,023,000 | 1,366 |
| Issued or guaranteed by U.S. | $19,023,000 | 1,360 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $5,026,000 | 1,557 |
| CMOs issued by government agencies or sponsored agencies | $4,409,000 | 1,589 |
| Privately issued | $617,000 | 271 |
| Commercial mortgage-backed securities | $9,298,000 | 643 |
| Commercial mortgage pass-through securities | $913,000 | 1,085 |
| Other commercial mortgage-backed securities | $8,385,000 | 398 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $74,786,000 | 1,475 |
| Total debt securities | $74,784,000 | 1,592 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $78,382,000 | 1,583 |
| U.S. Government securities | $45,208,000 | 1,603 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $45,208,000 | 1,515 |
| Securities issued by states & political subdivisions | $32,553,000 | 1,121 |
| Other domestic debt securities | $621,000 | 1,801 |
| Privately issued residential mortgage-backed securities | $621,000 | 562 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,445,000 | 1,086 |
| Mortgage-backed securities | $35,490,000 | 1,367 |
| Certificates of participation in pools of residential mortgages | $20,418,000 | 1,345 |
| Issued or guaranteed by U.S. | $20,418,000 | 1,293 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $5,740,000 | 1,482 |
| CMOs issued by government agencies or sponsored agencies | $5,119,000 | 1,502 |
| Privately issued | $621,000 | 283 |
| Commercial mortgage-backed securities | $9,332,000 | 627 |
| Commercial mortgage pass-through securities | $920,000 | 1,055 |
| Other commercial mortgage-backed securities | $8,412,000 | 384 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $78,382,000 | 1,447 |
| Total debt securities | $78,383,000 | 1,565 |
| 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 | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $81,078,000 | 1,560 |
| U.S. Government securities | $47,406,000 | 1,593 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $47,406,000 | 1,525 |
| Securities issued by states & political subdivisions | $33,025,000 | 1,128 |
| Other domestic debt securities | $647,000 | 1,630 |
| Privately issued residential mortgage-backed securities | $647,000 | 316 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,124,000 | 1,102 |
| Mortgage-backed securities | $37,059,000 | 1,324 |
| Certificates of participation in pools of residential mortgages | $21,251,000 | 1,339 |
| Issued or guaranteed by U.S. | $21,251,000 | 1,336 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,420,000 | 1,407 |
| CMOs issued by government agencies or sponsored agencies | $5,773,000 | 1,434 |
| Privately issued | $647,000 | 294 |
| Commercial mortgage-backed securities | $9,388,000 | 555 |
| Commercial mortgage pass-through securities | $931,000 | 862 |
| Other commercial mortgage-backed securities | $8,457,000 | 372 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $81,078,000 | 1,414 |
| Total debt securities | $81,079,000 | 1,544 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $84,633,000 | 1,538 |
| U.S. Government securities | $49,600,000 | 1,556 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $49,600,000 | 1,491 |
| Securities issued by states & political subdivisions | $34,335,000 | 1,123 |
| Other domestic debt securities | $698,000 | 1,623 |
| Privately issued residential mortgage-backed securities | $698,000 | 314 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,763,000 | 1,087 |
| Mortgage-backed securities | $38,698,000 | 1,292 |
| Certificates of participation in pools of residential mortgages | $22,176,000 | 1,320 |
| Issued or guaranteed by U.S. | $22,176,000 | 1,319 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $15,570,000 | 864 |
| CMOs issued by government agencies or sponsored agencies | $14,872,000 | 846 |
| Privately issued | $698,000 | 294 |
| Commercial mortgage-backed securities | $952,000 | 1,248 |
| Commercial mortgage pass-through securities | $952,000 | 849 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $84,633,000 | 1,399 |
| Total debt securities | $84,632,000 | 1,521 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $87,482,000 | 1,513 |
| U.S. Government securities | $51,759,000 | 1,515 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $51,759,000 | 1,455 |
| Securities issued by states & political subdivisions | $34,992,000 | 1,122 |
| Other domestic debt securities | $731,000 | 1,629 |
| Privately issued residential mortgage-backed securities | $731,000 | 314 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,576,000 | 1,087 |
| Mortgage-backed securities | $40,464,000 | 1,257 |
| Certificates of participation in pools of residential mortgages | $23,224,000 | 1,316 |
| Issued or guaranteed by U.S. | $23,224,000 | 1,314 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $16,273,000 | 832 |
| CMOs issued by government agencies or sponsored agencies | $15,542,000 | 821 |
| Privately issued | $731,000 | 295 |
| Commercial mortgage-backed securities | $967,000 | 1,233 |
| Commercial mortgage pass-through securities | $967,000 | 843 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $87,482,000 | 1,372 |
| Total debt securities | $87,482,000 | 1,494 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $89,989,000 | 1,512 |
| U.S. Government securities | $54,285,000 | 1,498 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $54,285,000 | 1,432 |
| Securities issued by states & political subdivisions | $34,915,000 | 1,144 |
| Other domestic debt securities | $789,000 | 1,627 |
| Privately issued residential mortgage-backed securities | $789,000 | 317 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,237,000 | 1,088 |
| Mortgage-backed securities | $42,105,000 | 1,238 |
| Certificates of participation in pools of residential mortgages | $24,010,000 | 1,315 |
| Issued or guaranteed by U.S. | $24,010,000 | 1,314 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $17,116,000 | 810 |
| CMOs issued by government agencies or sponsored agencies | $16,327,000 | 796 |
| Privately issued | $789,000 | 296 |
| Commercial mortgage-backed securities | $979,000 | 1,188 |
| Commercial mortgage pass-through securities | $979,000 | 817 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $89,989,000 | 1,362 |
| Total debt securities | $89,989,000 | 1,494 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $92,494,000 | 1,496 |
| U.S. Government securities | $56,257,000 | 1,478 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $56,257,000 | 1,409 |
| Securities issued by states & political subdivisions | $35,431,000 | 1,130 |
| Other domestic debt securities | $806,000 | 1,671 |
| Privately issued residential mortgage-backed securities | $806,000 | 345 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,036,000 | 1,258 |
| Mortgage-backed securities | $43,510,000 | 1,232 |
| Certificates of participation in pools of residential mortgages | $24,774,000 | 1,308 |
| Issued or guaranteed by U.S. | $24,774,000 | 1,307 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $17,764,000 | 797 |
| CMOs issued by government agencies or sponsored agencies | $16,958,000 | 786 |
| Privately issued | $806,000 | 325 |
| Commercial mortgage-backed securities | $972,000 | 1,151 |
| Commercial mortgage pass-through securities | $972,000 | 779 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $92,494,000 | 1,340 |
| Total debt securities | $92,494,000 | 1,476 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $98,010,000 | 1,406 |
| U.S. Government securities | $61,255,000 | 1,354 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $61,255,000 | 1,290 |
| Securities issued by states & political subdivisions | $35,810,000 | 1,130 |
| Other domestic debt securities | $945,000 | 1,633 |
| Privately issued residential mortgage-backed securities | $945,000 | 338 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,361,000 | 1,278 |
| Mortgage-backed securities | $47,445,000 | 1,169 |
| Certificates of participation in pools of residential mortgages | $25,541,000 | 1,297 |
| Issued or guaranteed by U.S. | $25,541,000 | 1,296 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $20,924,000 | 724 |
| CMOs issued by government agencies or sponsored agencies | $19,979,000 | 700 |
| Privately issued | $945,000 | 318 |
| Commercial mortgage-backed securities | $980,000 | 1,113 |
| Commercial mortgage pass-through securities | $980,000 | 747 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $98,010,000 | 1,247 |
| Total debt securities | $98,003,000 | 1,384 |
| Structured notes | ||
| Amortized cost | $5,983,000 | 219 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $102,623,000 | 1,325 |
| U.S. Government securities | $64,828,000 | 1,293 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $64,828,000 | 1,241 |
| Securities issued by states & political subdivisions | $36,868,000 | 1,097 |
| Other domestic debt securities | $927,000 | 1,633 |
| Privately issued residential mortgage-backed securities | $927,000 | 341 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,781,000 | 1,207 |
| Mortgage-backed securities | $50,398,000 | 1,117 |
| Certificates of participation in pools of residential mortgages | $32,339,000 | 1,071 |
| Issued or guaranteed by U.S. | $32,339,000 | 1,070 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $17,045,000 | 834 |
| CMOs issued by government agencies or sponsored agencies | $16,118,000 | 823 |
| Privately issued | $927,000 | 324 |
| Commercial mortgage-backed securities | $1,014,000 | 1,062 |
| Commercial mortgage pass-through securities | $1,014,000 | 696 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $102,623,000 | 1,177 |
| Total debt securities | $102,623,000 | 1,303 |
| Structured notes | ||
| Amortized cost | $4,634,000 | 251 |
| Fair value | $4,841,000 | 248 |
| 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 | $113,537,000 | 1,223 |
| U.S. Government securities | $76,779,000 | 1,138 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $76,779,000 | 1,085 |
| Securities issued by states & political subdivisions | $35,796,000 | 1,127 |
| Other domestic debt securities | $962,000 | 1,648 |
| Privately issued residential mortgage-backed securities | $962,000 | 351 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,218,000 | 4,211 |
| Mortgage-backed securities | $61,524,000 | 961 |
| Certificates of participation in pools of residential mortgages | $41,310,000 | 915 |
| Issued or guaranteed by U.S. | $41,310,000 | 912 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $19,196,000 | 785 |
| CMOs issued by government agencies or sponsored agencies | $18,234,000 | 774 |
| Privately issued | $962,000 | 330 |
| Commercial mortgage-backed securities | $1,018,000 | 1,000 |
| Commercial mortgage pass-through securities | $1,018,000 | 650 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $113,537,000 | 1,076 |
| Total debt securities | $113,538,000 | 1,198 |
| Structured notes | ||
| Amortized cost | $4,640,000 | 304 |
| Fair value | $4,820,000 | 296 |
| 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 | $107,092,000 | 1,307 |
| U.S. Government securities | $73,679,000 | 1,207 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $73,679,000 | 1,148 |
| Securities issued by states & political subdivisions | $32,405,000 | 1,217 |
| Other domestic debt securities | $1,008,000 | 1,603 |
| Privately issued residential mortgage-backed securities | $1,008,000 | 346 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,338,000 | 1,705 |
| Mortgage-backed securities | $59,609,000 | 986 |
| Certificates of participation in pools of residential mortgages | $38,309,000 | 968 |
| Issued or guaranteed by U.S. | $38,309,000 | 968 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $20,292,000 | 769 |
| CMOs issued by government agencies or sponsored agencies | $19,284,000 | 749 |
| Privately issued | $1,008,000 | 328 |
| Commercial mortgage-backed securities | $1,008,000 | 975 |
| Commercial mortgage pass-through securities | $1,008,000 | 631 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $107,092,000 | 1,151 |
| Total debt securities | $107,092,000 | 1,289 |
| Structured notes | ||
| Amortized cost | $4,646,000 | 371 |
| Fair value | $4,786,000 | 362 |
| 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 | $73,810,000 | 1,851 |
| U.S. Government securities | $44,686,000 | 1,837 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $44,686,000 | 1,754 |
| Securities issued by states & political subdivisions | $28,012,000 | 1,414 |
| Other domestic debt securities | $1,112,000 | 1,542 |
| Privately issued residential mortgage-backed securities | $1,112,000 | 335 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,203,000 | 1,433 |
| Mortgage-backed securities | $44,021,000 | 1,254 |
| Certificates of participation in pools of residential mortgages | $32,122,000 | 1,118 |
| Issued or guaranteed by U.S. | $32,122,000 | 1,116 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $7,249,000 | 1,394 |
| CMOs issued by government agencies or sponsored agencies | $6,137,000 | 1,450 |
| Privately issued | $1,112,000 | 318 |
| Commercial mortgage-backed securities | $4,650,000 | 561 |
| Commercial mortgage pass-through securities | $4,650,000 | 325 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $73,810,000 | 1,673 |
| Total debt securities | $73,810,000 | 1,828 |
| Structured notes | ||
| Amortized cost | $4,653,000 | 422 |
| Fair value | $4,650,000 | 421 |
| 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 | $28,436,000 | 3,517 |
| U.S. Government securities | $20,784,000 | 3,074 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $20,784,000 | 2,978 |
| Securities issued by states & political subdivisions | $6,537,000 | 3,312 |
| Other domestic debt securities | $1,115,000 | 1,540 |
| Privately issued residential mortgage-backed securities | $1,115,000 | 335 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,780,000 | 3,300 |
| Mortgage-backed securities | $21,899,000 | 1,979 |
| Certificates of participation in pools of residential mortgages | $10,687,000 | 2,285 |
| Issued or guaranteed by U.S. | $10,687,000 | 2,283 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $6,462,000 | 1,485 |
| CMOs issued by government agencies or sponsored agencies | $5,347,000 | 1,543 |
| Privately issued | $1,115,000 | 317 |
| Commercial mortgage-backed securities | $4,750,000 | 534 |
| Commercial mortgage pass-through securities | $4,750,000 | 321 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $28,436,000 | 3,209 |
| Total debt securities | $28,438,000 | 3,490 |
| Structured notes | ||
| Amortized cost | $4,664,000 | 494 |
| Fair value | $4,751,000 | 493 |
| 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 | $26,335,000 | 3,711 |
| U.S. Government securities | $20,120,000 | 3,210 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $20,120,000 | 3,110 |
| Securities issued by states & political subdivisions | $5,041,000 | 3,608 |
| Other domestic debt securities | $1,174,000 | 1,537 |
| Privately issued residential mortgage-backed securities | $1,174,000 | 342 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,954,000 | 3,175 |
| Mortgage-backed securities | $21,294,000 | 2,069 |
| Certificates of participation in pools of residential mortgages | $11,162,000 | 2,294 |
| Issued or guaranteed by U.S. | $11,162,000 | 2,293 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,472,000 | 1,455 |
| CMOs issued by government agencies or sponsored agencies | $6,298,000 | 1,491 |
| Privately issued | $1,174,000 | 323 |
| Commercial mortgage-backed securities | $2,660,000 | 635 |
| Commercial mortgage pass-through securities | $2,660,000 | 382 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $26,335,000 | 3,392 |
| Total debt securities | $26,335,000 | 3,685 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $26,549,000 | 3,744 |
| U.S. Government securities | $21,306,000 | 3,180 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $21,306,000 | 3,082 |
| Securities issued by states & political subdivisions | $4,020,000 | 3,812 |
| Other domestic debt securities | $1,223,000 | 1,559 |
| Privately issued residential mortgage-backed securities | $1,223,000 | 365 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,969,000 | 2,731 |
| Mortgage-backed securities | $22,529,000 | 2,059 |
| Certificates of participation in pools of residential mortgages | $14,501,000 | 2,005 |
| Issued or guaranteed by U.S. | $14,501,000 | 2,004 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $6,922,000 | 1,529 |
| CMOs issued by government agencies or sponsored agencies | $5,699,000 | 1,604 |
| Privately issued | $1,223,000 | 346 |
| Commercial mortgage-backed securities | $1,106,000 | 797 |
| Commercial mortgage pass-through securities | $1,106,000 | 496 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $26,549,000 | 3,422 |
| Total debt securities | $26,549,000 | 3,719 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $29,632,000 | 3,582 |
| U.S. Government securities | $24,321,000 | 3,002 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $24,321,000 | 2,908 |
| Securities issued by states & political subdivisions | $4,027,000 | 3,865 |
| Other domestic debt securities | $1,284,000 | 1,556 |
| Privately issued residential mortgage-backed securities | $1,284,000 | 361 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,592,000 | 2,700 |
| Mortgage-backed securities | $25,605,000 | 1,927 |
| Certificates of participation in pools of residential mortgages | $14,112,000 | 2,088 |
| Issued or guaranteed by U.S. | $14,112,000 | 2,086 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $10,402,000 | 1,297 |
| CMOs issued by government agencies or sponsored agencies | $9,118,000 | 1,320 |
| Privately issued | $1,284,000 | 341 |
| Commercial mortgage-backed securities | $1,091,000 | 779 |
| Commercial mortgage pass-through securities | $1,091,000 | 494 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $29,632,000 | 3,265 |
| Total debt securities | $29,633,000 | 3,558 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $30,887,000 | 3,584 |
| U.S. Government securities | $25,555,000 | 2,979 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $25,555,000 | 2,881 |
| Securities issued by states & political subdivisions | $3,982,000 | 3,913 |
| Other domestic debt securities | $1,350,000 | 1,590 |
| Privately issued residential mortgage-backed securities | $1,350,000 | 379 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,558,000 | 2,604 |
| Mortgage-backed securities | $26,905,000 | 1,915 |
| Certificates of participation in pools of residential mortgages | $14,519,000 | 2,134 |
| Issued or guaranteed by U.S. | $14,519,000 | 2,132 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $11,304,000 | 1,248 |
| CMOs issued by government agencies or sponsored agencies | $9,954,000 | 1,280 |
| Privately issued | $1,350,000 | 362 |
| Commercial mortgage-backed securities | $1,082,000 | 749 |
| Commercial mortgage pass-through securities | $1,082,000 | 493 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $30,887,000 | 3,272 |
| Total debt securities | $30,886,000 | 3,560 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $31,978,000 | 3,563 |
| U.S. Government securities | $26,603,000 | 2,962 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $26,603,000 | 2,869 |
| Securities issued by states & political subdivisions | $3,938,000 | 3,959 |
| Other domestic debt securities | $1,437,000 | 1,609 |
| Privately issued residential mortgage-backed securities | $1,437,000 | 377 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,437,000 | 2,533 |
| Mortgage-backed securities | $28,040,000 | 1,915 |
| Certificates of participation in pools of residential mortgages | $14,820,000 | 2,139 |
| Issued or guaranteed by U.S. | $14,820,000 | 2,138 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $12,124,000 | 1,223 |
| CMOs issued by government agencies or sponsored agencies | $10,687,000 | 1,252 |
| Privately issued | $1,437,000 | 364 |
| Commercial mortgage-backed securities | $1,096,000 | 733 |
| Commercial mortgage pass-through securities | $1,096,000 | 485 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $31,978,000 | 3,242 |
| Total debt securities | $31,978,000 | 3,535 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $25,556,000 | 4,021 |
| U.S. Government securities | $20,431,000 | 3,445 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $20,431,000 | 3,346 |
| Securities issued by states & political subdivisions | $3,616,000 | 4,082 |
| Other domestic debt securities | $1,509,000 | 1,623 |
| Privately issued residential mortgage-backed securities | $1,509,000 | 384 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,254,000 | 3,251 |
| Mortgage-backed securities | $21,940,000 | 2,217 |
| Certificates of participation in pools of residential mortgages | $12,552,000 | 2,362 |
| Issued or guaranteed by U.S. | $12,552,000 | 2,360 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $9,388,000 | 1,399 |
| CMOs issued by government agencies or sponsored agencies | $7,879,000 | 1,453 |
| Privately issued | $1,509,000 | 370 |
| 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) | $25,556,000 | 3,664 |
| Total debt securities | $25,555,000 | 3,991 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $4,023,000 | 6,118 |
| U.S. Government securities | $347,000 | 6,377 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $347,000 | 6,279 |
| Securities issued by states & political subdivisions | $2,118,000 | 4,518 |
| Other domestic debt securities | $1,558,000 | 1,648 |
| Privately issued residential mortgage-backed securities | $1,558,000 | 404 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,172,000 | 5,333 |
| Mortgage-backed securities | $1,905,000 | 4,654 |
| Certificates of participation in pools of residential mortgages | $194,000 | 5,048 |
| Issued or guaranteed by U.S. | $194,000 | 5,043 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,711,000 | 2,584 |
| CMOs issued by government agencies or sponsored agencies | $153,000 | 3,258 |
| Privately issued | $1,558,000 | 387 |
| 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) | $4,023,000 | 5,718 |
| Total debt securities | $4,023,000 | 6,088 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $4,067,000 | 6,181 |
| U.S. Government securities | $374,000 | 6,443 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $374,000 | 6,346 |
| Securities issued by states & political subdivisions | $2,008,000 | 4,554 |
| Other domestic debt securities | $1,685,000 | 1,665 |
| Privately issued residential mortgage-backed securities | $1,685,000 | 420 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $326,000 | 5,758 |
| Mortgage-backed securities | $2,059,000 | 4,644 |
| Certificates of participation in pools of residential mortgages | $207,000 | 5,080 |
| Issued or guaranteed by U.S. | $207,000 | 5,074 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,852,000 | 2,553 |
| CMOs issued by government agencies or sponsored agencies | $167,000 | 3,275 |
| Privately issued | $1,685,000 | 402 |
| 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) | $4,067,000 | 5,789 |
| Total debt securities | $4,064,000 | 6,145 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $4,333,000 | 6,167 |
| U.S. Government securities | $406,000 | 6,467 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $406,000 | 6,368 |
| Securities issued by states & political subdivisions | $2,000,000 | 4,565 |
| Other domestic debt securities | $1,927,000 | 1,632 |
| Privately issued residential mortgage-backed securities | $1,927,000 | 413 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $2,333,000 | 4,589 |
| Certificates of participation in pools of residential mortgages | $233,000 | 5,051 |
| Issued or guaranteed by U.S. | $233,000 | 5,044 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,100,000 | 2,510 |
| CMOs issued by government agencies or sponsored agencies | $173,000 | 3,287 |
| Privately issued | $1,927,000 | 396 |
| 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) | $4,333,000 | 5,779 |
| Total debt securities | $4,332,000 | 6,137 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $4,782,000 | 6,159 |
| U.S. Government securities | $2,674,000 | 5,980 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $2,674,000 | 5,874 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $2,108,000 | 1,557 |
| Privately issued residential mortgage-backed securities | $2,108,000 | 420 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $570,000 | 5,736 |
| Mortgage-backed securities | $2,705,000 | 4,558 |
| Certificates of participation in pools of residential mortgages | $263,000 | 5,073 |
| Issued or guaranteed by U.S. | $263,000 | 5,068 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,442,000 | 2,486 |
| CMOs issued by government agencies or sponsored agencies | $334,000 | 3,208 |
| Privately issued | $2,108,000 | 406 |
| 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) | $4,782,000 | 5,781 |
| Total debt securities | $4,783,000 | 6,129 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $5,048,000 | 6,168 |
| U.S. Government securities | $739,000 | 6,486 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $739,000 | 6,380 |
| Securities issued by states & political subdivisions | $2,100,000 | 4,510 |
| Other domestic debt securities | $2,209,000 | 1,499 |
| Privately issued residential mortgage-backed securities | $2,209,000 | 433 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $747,000 | 5,684 |
| Mortgage-backed securities | $2,948,000 | 4,529 |
| Certificates of participation in pools of residential mortgages | $280,000 | 5,092 |
| Issued or guaranteed by U.S. | $280,000 | 5,088 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $2,668,000 | 2,487 |
| CMOs issued by government agencies or sponsored agencies | $459,000 | 3,170 |
| Privately issued | $2,209,000 | 420 |
| 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) | $5,048,000 | 5,775 |
| Total debt securities | $5,048,000 | 6,142 |
| 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 | $5,216,000 | 6,235 |
| U.S. Government securities | $808,000 | 6,573 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $808,000 | 6,479 |
| Securities issued by states & political subdivisions | $2,100,000 | 4,540 |
| Other domestic debt securities | $2,308,000 | 1,520 |
| Privately issued residential mortgage-backed securities | $2,308,000 | 458 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $840,000 | 5,729 |
| Mortgage-backed securities | $3,116,000 | 4,604 |
| Certificates of participation in pools of residential mortgages | $304,000 | 5,184 |
| Issued or guaranteed by U.S. | $304,000 | 5,177 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $2,812,000 | 2,536 |
| CMOs issued by government agencies or sponsored agencies | $504,000 | 3,210 |
| Privately issued | $2,308,000 | 442 |
| 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) | $5,216,000 | 5,835 |
| Total debt securities | $5,214,000 | 6,208 |
| 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 | $6,378,000 | 6,150 |
| U.S. Government securities | $2,058,000 | 6,361 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $2,058,000 | 6,266 |
| Securities issued by states & political subdivisions | $2,080,000 | 4,524 |
| Other domestic debt securities | $2,240,000 | 1,544 |
| Privately issued residential mortgage-backed securities | $2,240,000 | 502 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,994,000 | 5,339 |
| Mortgage-backed securities | $4,298,000 | 4,409 |
| Certificates of participation in pools of residential mortgages | $643,000 | 5,018 |
| Issued or guaranteed by U.S. | $643,000 | 5,013 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,655,000 | 2,364 |
| CMOs issued by government agencies or sponsored agencies | $1,415,000 | 2,845 |
| Privately issued | $2,240,000 | 483 |
| 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) | $6,378,000 | 5,739 |
| Total debt securities | $6,377,000 | 6,122 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $7,707,000 | 6,031 |
| U.S. Government securities | $3,281,000 | 6,189 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $3,281,000 | 6,082 |
| Securities issued by states & political subdivisions | $2,061,000 | 4,485 |
| Other domestic debt securities | $2,365,000 | 1,493 |
| Privately issued residential mortgage-backed securities | $2,365,000 | 511 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,249,000 | 4,918 |
| Mortgage-backed securities | $5,646,000 | 4,153 |
| Certificates of participation in pools of residential mortgages | $342,000 | 5,211 |
| Issued or guaranteed by U.S. | $342,000 | 5,205 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $5,304,000 | 2,100 |
| CMOs issued by government agencies or sponsored agencies | $2,939,000 | 2,429 |
| Privately issued | $2,365,000 | 491 |
| 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) | $7,707,000 | 5,619 |
| Total debt securities | $7,706,000 | 6,006 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $8,281,000 | 5,970 |
| U.S. Government securities | $3,866,000 | 6,091 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $3,866,000 | 5,988 |
| Securities issued by states & political subdivisions | $2,000,000 | 4,492 |
| Other domestic debt securities | $2,415,000 | 1,466 |
| Privately issued residential mortgage-backed securities | $2,415,000 | 560 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,868,000 | 4,520 |
| Mortgage-backed securities | $6,281,000 | 3,990 |
| Certificates of participation in pools of residential mortgages | $367,000 | 5,169 |
| Issued or guaranteed by U.S. | $367,000 | 5,156 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $5,914,000 | 1,980 |
| CMOs issued by government agencies or sponsored agencies | $3,499,000 | 2,204 |
| Privately issued | $2,415,000 | 533 |
| 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) | $8,281,000 | 5,545 |
| Total debt securities | $8,280,000 | 5,941 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $6,748,000 | 6,176 |
| U.S. Government securities | $4,198,000 | 6,062 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $4,198,000 | 5,948 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $2,550,000 | 1,447 |
| Privately issued residential mortgage-backed securities | $2,550,000 | 586 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,234,000 | 4,401 |
| Mortgage-backed securities | $6,748,000 | 3,854 |
| Certificates of participation in pools of residential mortgages | $393,000 | 5,160 |
| Issued or guaranteed by U.S. | $393,000 | 5,145 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $6,355,000 | 1,916 |
| CMOs issued by government agencies or sponsored agencies | $3,805,000 | 2,110 |
| Privately issued | $2,550,000 | 552 |
| 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) | $6,748,000 | 5,727 |
| Total debt securities | $6,748,000 | 6,143 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $7,125,000 | 6,214 |
| U.S. Government securities | $4,386,000 | 6,160 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $4,386,000 | 6,039 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $2,739,000 | 1,347 |
| Privately issued residential mortgage-backed securities | $2,739,000 | 584 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,437,000 | 4,380 |
| Mortgage-backed securities | $7,125,000 | 3,759 |
| Certificates of participation in pools of residential mortgages | $411,000 | 5,163 |
| Issued or guaranteed by U.S. | $411,000 | 5,149 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $6,714,000 | 1,865 |
| CMOs issued by government agencies or sponsored agencies | $3,975,000 | 2,043 |
| Privately issued | $2,739,000 | 554 |
| 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) | $7,125,000 | 5,763 |
| Total debt securities | $7,123,000 | 6,181 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $7,467,000 | 6,175 |
| U.S. Government securities | $4,543,000 | 6,131 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $4,543,000 | 6,000 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $2,924,000 | 1,335 |
| Privately issued residential mortgage-backed securities | $2,924,000 | 596 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,604,000 | 4,342 |
| Mortgage-backed securities | $7,467,000 | 3,640 |
| Certificates of participation in pools of residential mortgages | $434,000 | 5,119 |
| Issued or guaranteed by U.S. | $434,000 | 5,108 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $7,033,000 | 1,774 |
| CMOs issued by government agencies or sponsored agencies | $4,109,000 | 1,950 |
| Privately issued | $2,924,000 | 570 |
| 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) | $7,467,000 | 5,710 |
| Total debt securities | $7,465,000 | 6,145 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $7,795,000 | 6,046 |
| U.S. Government securities | $4,726,000 | 5,980 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $4,726,000 | 5,850 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $3,069,000 | 1,396 |
| Privately issued residential mortgage-backed securities | $3,069,000 | 625 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $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 | $4,823,000 | 4,256 |
| Mortgage-backed securities | $7,795,000 | 3,500 |
| Certificates of participation in pools of residential mortgages | $468,000 | 5,048 |
| Issued or guaranteed by U.S. | $468,000 | 5,036 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $7,327,000 | 1,716 |
| CMOs issued by government agencies or sponsored agencies | $4,258,000 | 1,878 |
| Privately issued | $3,069,000 | 596 |
| 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) | $7,795,000 | 5,594 |
| Total debt securities | $7,794,000 | 6,012 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $8,029,000 | 6,002 |
| U.S. Government securities | $4,863,000 | 5,942 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $4,863,000 | 5,814 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $3,166,000 | 1,421 |
| Privately issued residential mortgage-backed securities | $3,166,000 | 676 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $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 | $4,980,000 | 4,264 |
| Mortgage-backed securities | $8,029,000 | 3,439 |
| Certificates of participation in pools of residential mortgages | $514,000 | 5,016 |
| Issued or guaranteed by U.S. | $514,000 | 5,003 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $7,515,000 | 1,674 |
| CMOs issued by government agencies or sponsored agencies | $4,349,000 | 1,842 |
| Privately issued | $3,166,000 | 645 |
| 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) | $8,029,000 | 5,541 |
| Total debt securities | $8,020,000 | 5,967 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $11,316,000 | 5,511 |
| U.S. Government securities | $8,030,000 | 5,338 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $8,030,000 | 5,221 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $3,286,000 | 1,400 |
| Privately issued residential mortgage-backed securities | $3,286,000 | 703 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $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 | $7,395,000 | 3,724 |
| Mortgage-backed securities | $8,297,000 | 3,399 |
| Certificates of participation in pools of residential mortgages | $543,000 | 5,053 |
| Issued or guaranteed by U.S. | $543,000 | 5,041 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $7,754,000 | 1,603 |
| CMOs issued by government agencies or sponsored agencies | $4,468,000 | 1,736 |
| Privately issued | $3,286,000 | 676 |
| 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) | $11,316,000 | 5,055 |
| Total debt securities | $11,309,000 | 5,478 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $11,509,000 | 5,537 |
| U.S. Government securities | $8,377,000 | 5,342 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $8,377,000 | 5,236 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $3,132,000 | 1,472 |
| Privately issued residential mortgage-backed securities | $3,132,000 | 735 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $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 | $7,751,000 | 3,733 |
| Mortgage-backed securities | $8,457,000 | 3,430 |
| Certificates of participation in pools of residential mortgages | $576,000 | 5,159 |
| Issued or guaranteed by U.S. | $576,000 | 5,147 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $7,881,000 | 1,528 |
| CMOs issued by government agencies or sponsored agencies | $4,749,000 | 1,646 |
| Privately issued | $3,132,000 | 704 |
| 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) | $11,509,000 | 5,077 |
| Total debt securities | $11,508,000 | 5,495 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $13,508,000 | 5,234 |
| U.S. Government securities | $8,845,000 | 5,198 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $8,845,000 | 5,099 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $4,663,000 | 1,280 |
| Privately issued residential mortgage-backed securities | $4,663,000 | 672 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $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 | $8,020,000 | 3,698 |
| Mortgage-backed securities | $10,427,000 | 3,217 |
| Certificates of participation in pools of residential mortgages | $607,000 | 5,204 |
| Issued or guaranteed by U.S. | $607,000 | 5,193 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $9,820,000 | 1,381 |
| CMOs issued by government agencies or sponsored agencies | $5,157,000 | 1,557 |
| Privately issued | $4,663,000 | 646 |
| 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) | $13,508,000 | 4,790 |
| Total debt securities | $13,507,000 | 5,195 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $14,239,000 | 5,151 |
| U.S. Government securities | $9,305,000 | 5,137 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $9,305,000 | 5,039 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $4,934,000 | 1,313 |
| Privately issued residential mortgage-backed securities | $4,934,000 | 705 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $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 | $9,401,000 | 3,446 |
| Mortgage-backed securities | $11,125,000 | 3,175 |
| Certificates of participation in pools of residential mortgages | $640,000 | 5,282 |
| Issued or guaranteed by U.S. | $640,000 | 5,267 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $10,485,000 | 1,339 |
| CMOs issued by government agencies or sponsored agencies | $5,551,000 | 1,462 |
| Privately issued | $4,934,000 | 678 |
| 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) | $14,239,000 | 4,727 |
| Total debt securities | $14,237,000 | 5,107 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $14,545,000 | 5,113 |
| U.S. Government securities | $9,721,000 | 5,034 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $9,721,000 | 4,937 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $4,824,000 | 1,361 |
| Privately issued residential mortgage-backed securities | $4,824,000 | 719 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,005,000 | 3,192 |
| Mortgage-backed securities | $11,503,000 | 3,149 |
| Certificates of participation in pools of residential mortgages | $770,000 | 5,251 |
| Issued or guaranteed by U.S. | $770,000 | 5,231 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $10,733,000 | 1,307 |
| CMOs issued by government agencies or sponsored agencies | $5,909,000 | 1,399 |
| Privately issued | $4,824,000 | 691 |
| 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) | $14,545,000 | 4,669 |
| Total debt securities | $14,545,000 | 5,064 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $14,825,000 | 5,117 |
| U.S. Government securities | $9,745,000 | 5,128 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $9,745,000 | 5,044 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $5,080,000 | 1,235 |
| Privately issued residential mortgage-backed securities | $5,080,000 | 708 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,635,000 | 3,306 |
| Mortgage-backed securities | $11,683,000 | 3,187 |
| Certificates of participation in pools of residential mortgages | $852,000 | 5,279 |
| Issued or guaranteed by U.S. | $852,000 | 5,261 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $10,831,000 | 1,301 |
| CMOs issued by government agencies or sponsored agencies | $5,751,000 | 1,418 |
| Privately issued | $5,080,000 | 677 |
| 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) | $14,825,000 | 4,633 |
| Total debt securities | $14,825,000 | 5,076 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $12,289,000 | 5,539 |
| U.S. Government securities | $6,923,000 | 5,875 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $6,923,000 | 5,791 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $5,366,000 | 1,172 |
| Privately issued residential mortgage-backed securities | $5,366,000 | 663 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,289,000 | 3,096 |
| Mortgage-backed securities | $9,118,000 | 3,479 |
| Certificates of participation in pools of residential mortgages | $941,000 | 5,230 |
| Issued or guaranteed by U.S. | $941,000 | 5,216 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $8,177,000 | 1,442 |
| CMOs issued by government agencies or sponsored agencies | $2,811,000 | 1,873 |
| Privately issued | $5,366,000 | 634 |
| 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) | $12,289,000 | 5,028 |
| Total debt securities | $12,289,000 | 5,494 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $12,806,000 | 5,390 |
| U.S. Government securities | $7,190,000 | 5,778 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $7,190,000 | 5,693 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $5,616,000 | 1,124 |
| Privately issued residential mortgage-backed securities | $5,616,000 | 659 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,871,000 | 3,308 |
| Mortgage-backed securities | $9,706,000 | 3,301 |
| Certificates of participation in pools of residential mortgages | $1,004,000 | 5,158 |
| Issued or guaranteed by U.S. | $1,004,000 | 5,143 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $8,702,000 | 1,355 |
| CMOs issued by government agencies or sponsored agencies | $3,086,000 | 1,741 |
| Privately issued | $5,616,000 | 630 |
| 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) | $12,806,000 | 4,872 |
| Total debt securities | $12,806,000 | 5,351 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $13,704,000 | 5,295 |
| U.S. Government securities | $9,140,000 | 5,311 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $9,140,000 | 5,231 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $4,564,000 | 1,290 |
| Privately issued residential mortgage-backed securities | $4,564,000 | 720 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,746,000 | 3,818 |
| Mortgage-backed securities | $10,639,000 | 3,163 |
| Certificates of participation in pools of residential mortgages | $1,052,000 | 5,133 |
| Issued or guaranteed by U.S. | $1,052,000 | 5,112 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $9,587,000 | 1,281 |
| CMOs issued by government agencies or sponsored agencies | $5,023,000 | 1,424 |
| Privately issued | $4,564,000 | 686 |
| 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) | $13,704,000 | 4,805 |
| Total debt securities | $13,711,000 | 5,242 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $11,039,000 | 5,754 |
| U.S. Government securities | $8,121,000 | 5,557 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $8,121,000 | 5,467 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $2,918,000 | 1,517 |
| Privately issued residential mortgage-backed securities | $2,918,000 | 811 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,304,000 | 3,678 |
| Mortgage-backed securities | $7,893,000 | 3,496 |
| Certificates of participation in pools of residential mortgages | $1,179,000 | 5,021 |
| Issued or guaranteed by U.S. | $1,179,000 | 4,999 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $6,714,000 | 1,489 |
| CMOs issued by government agencies or sponsored agencies | $3,796,000 | 1,593 |
| Privately issued | $2,918,000 | 772 |
| 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) | $11,039,000 | 5,228 |
| Total debt securities | $11,039,000 | 5,688 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $8,441,000 | 6,337 |
| U.S. Government securities | $8,441,000 | 5,619 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $8,441,000 | 5,514 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $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 | $6,256,000 | 4,179 |
| Mortgage-backed securities | $5,366,000 | 3,745 |
| Certificates of participation in pools of residential mortgages | $1,259,000 | 4,761 |
| Issued or guaranteed by U.S. | $1,259,000 | 4,742 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $4,107,000 | 1,747 |
| CMOs issued by government agencies or sponsored agencies | $4,107,000 | 1,472 |
| 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) | $8,441,000 | 5,748 |
| Total debt securities | $8,436,000 | 6,275 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $8,781,000 | 6,319 |
| U.S. Government securities | $8,781,000 | 5,642 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $8,781,000 | 5,532 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $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 | $6,553,000 | 4,103 |
| Mortgage-backed securities | $5,763,000 | 3,510 |
| Certificates of participation in pools of residential mortgages | $1,320,000 | 4,591 |
| Issued or guaranteed by U.S. | $1,320,000 | 4,578 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $4,443,000 | 1,648 |
| CMOs issued by government agencies or sponsored agencies | $4,443,000 | 1,381 |
| 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) | $8,781,000 | 5,719 |
| Total debt securities | $8,776,000 | 6,260 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| 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 | $9,148,000 | 6,271 |
| U.S. Government securities | $9,148,000 | 5,594 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $9,148,000 | 5,483 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $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 | $6,835,000 | 4,059 |
| Mortgage-backed securities | $6,180,000 | 3,348 |
| Certificates of participation in pools of residential mortgages | $1,416,000 | 4,512 |
| Issued or guaranteed by U.S. | $1,416,000 | 4,497 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $4,764,000 | 1,579 |
| CMOs issued by government agencies or sponsored agencies | $4,764,000 | 1,326 |
| 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) | $9,148,000 | 5,658 |
| Total debt securities | $9,138,000 | 6,213 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| 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 | $9,664,000 | 6,214 |
| U.S. Government securities | $9,664,000 | 5,509 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $9,664,000 | 5,389 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $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 | $6,462,000 | 4,162 |
| Mortgage-backed securities | $6,667,000 | 3,232 |
| Certificates of participation in pools of residential mortgages | $1,519,000 | 4,459 |
| Issued or guaranteed by U.S. | $1,519,000 | 4,442 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $5,148,000 | 1,502 |
| CMOs issued by government agencies or sponsored agencies | $5,148,000 | 1,264 |
| 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) | $9,664,000 | 5,559 |
| Total debt securities | $9,662,000 | 6,157 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| 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 | $10,044,000 | 6,155 |
| U.S. Government securities | $10,044,000 | 5,450 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $10,044,000 | 5,327 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $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 | $6,755,000 | 4,091 |
| Mortgage-backed securities | $7,050,000 | 3,134 |
| Certificates of participation in pools of residential mortgages | $1,590,000 | 4,408 |
| Issued or guaranteed by U.S. | $1,590,000 | 4,393 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $5,460,000 | 1,459 |
| CMOs issued by government agencies or sponsored agencies | $5,460,000 | 1,230 |
| 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) | $10,044,000 | 5,517 |
| Total debt securities | $10,041,000 | 6,103 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $10,450,000 | 6,113 |
| U.S. Government securities | $10,450,000 | 5,421 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $10,450,000 | 5,289 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $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 | $7,681,000 | 3,891 |
| Mortgage-backed securities | $7,467,000 | 3,039 |
| Certificates of participation in pools of residential mortgages | $1,706,000 | 4,354 |
| Issued or guaranteed by U.S. | $1,706,000 | 4,331 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $5,761,000 | 1,388 |
| CMOs issued by government agencies or sponsored agencies | $5,761,000 | 1,173 |
| 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) | $10,450,000 | 5,451 |
| Total debt securities | $10,450,000 | 6,053 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| 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 | $10,976,000 | 6,042 |
| U.S. Government securities | $10,976,000 | 5,333 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $10,976,000 | 5,196 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,975,000 | 4,055 |
| Mortgage-backed securities | $8,062,000 | 2,933 |
| Certificates of participation in pools of residential mortgages | $2,097,000 | 4,126 |
| Issued or guaranteed by U.S. | $2,097,000 | 4,112 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $5,965,000 | 1,346 |
| CMOs issued by government agencies or sponsored agencies | $5,965,000 | 1,135 |
| 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) | $10,976,000 | 5,370 |
| Total debt securities | $10,973,000 | 5,983 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| 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 | $11,493,000 | 5,974 |
| U.S. Government securities | $11,493,000 | 5,246 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $11,493,000 | 5,109 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,241,000 | 3,978 |
| Mortgage-backed securities | $8,535,000 | 2,899 |
| Certificates of participation in pools of residential mortgages | $2,254,000 | 4,072 |
| Issued or guaranteed by U.S. | $2,254,000 | 4,058 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $6,281,000 | 1,324 |
| CMOs issued by government agencies or sponsored agencies | $6,281,000 | 1,119 |
| 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) | $11,493,000 | 5,303 |
| Total debt securities | $11,490,000 | 5,916 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| 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 | $11,977,000 | 5,918 |
| U.S. Government securities | $11,977,000 | 5,125 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $11,977,000 | 4,978 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $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 | $7,460,000 | 3,901 |
| Mortgage-backed securities | $8,983,000 | 2,857 |
| Certificates of participation in pools of residential mortgages | $2,436,000 | 4,003 |
| Issued or guaranteed by U.S. | $2,436,000 | 3,988 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $6,547,000 | 1,286 |
| CMOs issued by government agencies or sponsored agencies | $6,547,000 | 1,085 |
| 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) | $11,977,000 | 5,229 |
| Total debt securities | $11,971,000 | 5,858 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| 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 | $12,672,000 | 5,781 |
| U.S. Government securities | $12,672,000 | 4,971 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $12,672,000 | 4,826 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $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 | $7,585,000 | 3,869 |
| Mortgage-backed securities | $9,617,000 | 2,786 |
| Certificates of participation in pools of residential mortgages | $2,729,000 | 3,910 |
| Issued or guaranteed by U.S. | $2,729,000 | 3,896 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $6,888,000 | 1,259 |
| CMOs issued by government agencies or sponsored agencies | $6,888,000 | 1,075 |
| 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) | $12,672,000 | 5,088 |
| Total debt securities | $12,672,000 | 5,715 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $13,301,000 | 5,705 |
| U.S. Government securities | $13,301,000 | 4,877 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $13,301,000 | 4,738 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $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 | $7,724,000 | 3,837 |
| Mortgage-backed securities | $10,249,000 | 2,783 |
| Certificates of participation in pools of residential mortgages | $3,061,000 | 3,854 |
| Issued or guaranteed by U.S. | $3,061,000 | 3,840 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $7,188,000 | 1,256 |
| CMOs issued by government agencies or sponsored agencies | $7,188,000 | 1,086 |
| 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) | $13,301,000 | 5,016 |
| Total debt securities | $13,307,000 | 5,632 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $13,761,000 | 5,702 |
| U.S. Government securities | $13,761,000 | 4,853 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $13,761,000 | 4,706 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $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 | $10,246,000 | 3,321 |
| Mortgage-backed securities | $9,401,000 | 2,967 |
| Certificates of participation in pools of residential mortgages | $8,826,000 | 2,487 |
| Issued or guaranteed by U.S. | $8,826,000 | 2,480 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $575,000 | 2,892 |
| CMOs issued by government agencies or sponsored agencies | $575,000 | 2,626 |
| 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) | $13,761,000 | 5,002 |
| Total debt securities | $13,761,000 | 5,635 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $15,111,000 | 5,480 |
| U.S. Government securities | $15,111,000 | 4,621 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $15,111,000 | 4,477 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $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 | $9,388,000 | 3,473 |
| Mortgage-backed securities | $10,219,000 | 2,906 |
| Certificates of participation in pools of residential mortgages | $9,593,000 | 2,422 |
| Issued or guaranteed by U.S. | $9,593,000 | 2,415 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $626,000 | 2,898 |
| CMOs issued by government agencies or sponsored agencies | $626,000 | 2,642 |
| 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) | $15,111,000 | 4,797 |
| Total debt securities | $15,111,000 | 5,411 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $15,976,000 | 5,357 |
| U.S. Government securities | $15,976,000 | 4,434 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $15,976,000 | 4,298 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $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 | $10,120,000 | 3,284 |
| Mortgage-backed securities | $10,833,000 | 2,823 |
| Certificates of participation in pools of residential mortgages | $10,184,000 | 2,351 |
| Issued or guaranteed by U.S. | $10,184,000 | 2,341 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $649,000 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $649,000 | 2,647 |
| 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) | $15,976,000 | 4,670 |
| Total debt securities | $15,976,000 | 5,283 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $17,311,000 | 5,197 |
| U.S. Government securities | $17,311,000 | 4,270 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $17,311,000 | 4,124 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $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 | $9,216,000 | 3,473 |
| Mortgage-backed securities | $11,585,000 | 2,754 |
| Certificates of participation in pools of residential mortgages | $11,067,000 | 2,258 |
| Issued or guaranteed by U.S. | $11,067,000 | 2,249 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $518,000 | 3,037 |
| CMOs issued by government agencies or sponsored agencies | $518,000 | 2,786 |
| 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) | $17,311,000 | 4,535 |
| Total debt securities | $17,311,000 | 5,125 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $15,581,000 | 5,451 |
| U.S. Government securities | $15,581,000 | 4,538 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $15,581,000 | 4,393 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $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 | $10,663,000 | 3,135 |
| Mortgage-backed securities | $11,417,000 | 2,822 |
| Certificates of participation in pools of residential mortgages | $10,701,000 | 2,319 |
| Issued or guaranteed by U.S. | $10,701,000 | 2,308 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $716,000 | 2,962 |
| CMOs issued by government agencies or sponsored agencies | $716,000 | 2,703 |
| 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) | $15,581,000 | 4,789 |
| Total debt securities | $15,581,000 | 5,367 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $13,457,000 | 5,902 |
| U.S. Government securities | $13,457,000 | 4,979 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $13,457,000 | 4,828 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $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 | $11,598,000 | 2,887 |
| Mortgage-backed securities | $8,582,000 | 3,250 |
| Certificates of participation in pools of residential mortgages | $7,849,000 | 2,783 |
| Issued or guaranteed by U.S. | $7,849,000 | 2,768 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $733,000 | 2,980 |
| CMOs issued by government agencies or sponsored agencies | $733,000 | 2,836 |
| 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) | $13,457,000 | 5,148 |
| Total debt securities | $13,458,000 | 5,807 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $12,560,000 | 6,007 |
| U.S. Government securities | $12,560,000 | 5,030 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $12,560,000 | 4,881 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $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 | $12,056,000 | 2,715 |
| Mortgage-backed securities | $6,228,000 | 3,706 |
| Certificates of participation in pools of residential mortgages | $5,494,000 | 3,277 |
| Issued or guaranteed by U.S. | $5,494,000 | 3,262 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $734,000 | 3,010 |
| CMOs issued by government agencies or sponsored agencies | $734,000 | 2,864 |
| 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) | $12,560,000 | 5,286 |
| Total debt securities | $12,561,000 | 5,919 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $10,700,000 | 6,310 |
| U.S. Government securities | $10,700,000 | 5,387 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $10,700,000 | 5,223 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $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 | $7,081,000 | 3,734 |
| Mortgage-backed securities | $6,312,000 | 3,785 |
| Certificates of participation in pools of residential mortgages | $5,496,000 | 3,292 |
| Issued or guaranteed by U.S. | $5,496,000 | 3,280 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $816,000 | 3,183 |
| CMOs issued by government agencies or sponsored agencies | $816,000 | 3,030 |
| 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) | $508,000 | 3,868 |
| Available-for-sale securities (fair market value) | $10,192,000 | 5,692 |
| Total debt securities | $10,700,000 | 6,221 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $9,963,000 | 6,509 |
| U.S. Government securities | $9,863,000 | 5,612 |
| U.S. Treasury securities | $400,000 | 2,031 |
| U.S. Government agency obligations | $9,463,000 | 5,534 |
| Securities issued by states & political subdivisions | $100,000 | 6,587 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $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 | $6,830,000 | 3,801 |
| Mortgage-backed securities | $4,619,000 | 4,271 |
| Certificates of participation in pools of residential mortgages | $4,425,000 | 3,607 |
| Issued or guaranteed by U.S. | $4,425,000 | 3,597 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $194,000 | 3,918 |
| CMOs issued by government agencies or sponsored agencies | $194,000 | 3,735 |
| 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) | $500,000 | 3,942 |
| Available-for-sale securities (fair market value) | $9,463,000 | 5,831 |
| Total debt securities | $9,963,000 | 6,414 |
| Structured notes | ||
| Amortized cost | $200,000 | 1,684 |
| Fair value | $199,000 | 1,706 |
| 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 | $6,879,000 | 7,311 |
| U.S. Government securities | $6,779,000 | 6,550 |
| U.S. Treasury securities | $600,000 | 1,875 |
| U.S. Government agency obligations | $6,179,000 | 6,556 |
| Securities issued by states & political subdivisions | $100,000 | 6,611 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $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 | $6,232,000 | 3,972 |
| Mortgage-backed securities | $3,568,000 | 4,634 |
| Certificates of participation in pools of residential mortgages | $3,373,000 | 3,994 |
| Issued or guaranteed by U.S. | $3,373,000 | 3,982 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $195,000 | 3,955 |
| CMOs issued by government agencies or sponsored agencies | $195,000 | 3,783 |
| 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) | $700,000 | 3,833 |
| Available-for-sale securities (fair market value) | $6,179,000 | 6,632 |
| Total debt securities | $6,879,000 | 7,219 |
| Structured notes | ||
| Amortized cost | $700,000 | 1,073 |
| Fair value | $701,000 | 1,080 |
| 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 | $6,590,000 | 7,453 |
| U.S. Government securities | $6,490,000 | 6,645 |
| U.S. Treasury securities | $2,609,000 | 1,191 |
| U.S. Government agency obligations | $3,881,000 | 7,457 |
| Securities issued by states & political subdivisions | $100,000 | 6,778 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $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 | $5,383,000 | 4,269 |
| Mortgage-backed securities | $1,286,000 | 5,700 |
| Certificates of participation in pools of residential mortgages | $1,286,000 | 5,003 |
| Issued or guaranteed by U.S. | $1,286,000 | 4,976 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,299,000 | 3,056 |
| Available-for-sale securities (fair market value) | $4,291,000 | 7,192 |
| Total debt securities | $6,590,000 | 7,348 |
| 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 | $15,073,000 | 5,551 |
| U.S. Government securities | $14,123,000 | 4,736 |
| U.S. Treasury securities | $5,907,000 | 952 |
| U.S. Government agency obligations | $8,216,000 | 6,078 |
| Securities issued by states & political subdivisions | $400,000 | 6,261 |
| 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 | $550,000 | 3,641 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,317,000 | 3,108 |
| Mortgage-backed securities | $1,000,000 | 5,536 |
| Certificates of participation in pools of residential mortgages | $1,000,000 | 4,790 |
| Issued or guaranteed by U.S. | $1,000,000 | 4,775 |
| 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) | $3,197,000 | 3,339 |
| Available-for-sale securities (fair market value) | $11,876,000 | 5,246 |
| Total debt securities | $14,523,000 | 5,539 |
| 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 | $17,532,000 | 5,266 |
| U.S. Government securities | $15,758,000 | 4,623 |
| U.S. Treasury securities | $8,656,000 | 999 |
| U.S. Government agency obligations | $7,102,000 | 6,610 |
| Securities issued by states & political subdivisions | $1,113,000 | 5,457 |
| 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 | $661,000 | 3,165 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,388,000 | 2,721 |
| Mortgage-backed securities | $989,000 | 5,858 |
| Certificates of participation in pools of residential mortgages | $989,000 | 5,038 |
| Issued or guaranteed by U.S. | $989,000 | 5,027 |
| 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) | $5,760,000 | 2,866 |
| Available-for-sale securities (fair market value) | $11,772,000 | 5,412 |
| Total debt securities | $16,871,000 | 5,298 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $11,708,000 | 6,608 |
| U.S. Government securities | $10,650,000 | 5,889 |
| U.S. Treasury securities | $9,442,000 | 1,362 |
| U.S. Government agency obligations | $1,208,000 | 9,201 |
| Securities issued by states & political subdivisions | $960,000 | 5,831 |
| Other domestic debt securities | $98,000 | 3,513 |
| 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 | $98,000 | 2,934 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,878,000 | 4,353 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,151,000 | 2,638 |
| Available-for-sale securities (fair market value) | $3,557,000 | 7,889 |
| Total debt securities | $11,708,000 | 6,478 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $13,113,000 | 6,504 |
| U.S. Government securities | $12,143,000 | 5,770 |
| U.S. Treasury securities | $10,000,000 | 1,860 |
| U.S. Government agency obligations | $2,143,000 | 8,936 |
| Securities issued by states & political subdivisions | $970,000 | 5,867 |
| 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 | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,192,000 | 3,988 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,705,000 | 2,663 |
| Available-for-sale securities (fair market value) | $2,408,000 | 8,558 |
| Total debt securities | $13,113,000 | 6,372 |
| 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 | $10,771,000 | 7,674 |
| U.S. Government securities | $9,316,000 | 7,291 |
| U.S. Treasury securities | $6,987,000 | 2,995 |
| U.S. Government agency obligations | $2,329,000 | 9,262 |
| Securities issued by states & political subdivisions | $1,455,000 | 5,407 |
| 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 | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,586,000 | 3,588 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,790,000 | 3,216 |
| Available-for-sale securities (fair market value) | $981,000 | 9,534 |
| Total debt securities | $10,771,000 | 7,542 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $11,182,000 | 7,861 |
| U.S. Government securities | $9,547,000 | 7,496 |
| U.S. Treasury securities | $6,380,000 | 3,868 |
| U.S. Government agency obligations | $3,167,000 | 8,855 |
| Securities issued by states & political subdivisions | $1,635,000 | 5,359 |
| 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 | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,780,000 | 3,889 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,763,000 | 3,459 |
| Available-for-sale securities (fair market value) | $1,419,000 | 9,717 |
| Total debt securities | $11,182,000 | 7,736 |
| Structured notes | ||
| Amortized cost | $200,000 | 4,276 |
| Fair value | $200,000 | 4,289 |
| 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 | $12,575,000 | 7,855 |
| U.S. Government securities | $10,517,000 | 7,535 |
| U.S. Treasury securities | $6,456,000 | 4,708 |
| U.S. Government agency obligations | $4,061,000 | 8,341 |
| Securities issued by states & political subdivisions | $2,056,000 | 5,122 |
| 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 | $6,278,000 | 4,130 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,082,000 | 5,642 |
| Available-for-sale securities (fair market value) | $2,493,000 | 8,480 |
| Total debt securities | $12,573,000 | 7,742 |
| 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 | $11,327,000 | 8,590 |
| U.S. Government securities | $9,560,000 | 8,203 |
| U.S. Treasury securities | $5,478,000 | 5,397 |
| U.S. Government agency obligations | $4,082,000 | 8,533 |
| Securities issued by states & political subdivisions | $1,765,000 | 5,627 |
| 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 | $5,777,000 | 4,216 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $11,325,000 | 8,459 |
| 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 | $11,035,000 | 8,735 |
| U.S. Government securities | $10,223,000 | 7,952 |
| U.S. Treasury securities | $6,058,000 | 5,118 |
| U.S. Government agency obligations | $4,165,000 | 8,581 |
| Securities issued by states & political subdivisions | $810,000 | 6,961 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $4,800,000 | 4,622 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $11,033,000 | 8,609 |
| 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 |