Home > Keystone Savings Bank > Securities
Keystone Savings Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $49,280,000 | 2,623 |
| U.S. Government securities | $12,007,000 | 3,446 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $12,007,000 | 3,096 |
| Securities issued by states & political subdivisions | $37,273,000 | 1,155 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,246,000 | 2,144 |
| Mortgage-backed securities | $10,489,000 | 2,543 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,455,000 | 2,277 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,034,000 | 1,694 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $49,280,000 | 2,393 |
| Total debt securities | $49,279,000 | 2,605 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $47,636,000 | 2,649 |
| U.S. Government securities | $12,381,000 | 3,454 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $12,381,000 | 3,051 |
| Securities issued by states & political subdivisions | $35,255,000 | 1,182 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,849,000 | 2,103 |
| Mortgage-backed securities | $10,575,000 | 2,515 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,487,000 | 2,273 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,088,000 | 1,654 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $47,636,000 | 2,416 |
| Total debt securities | $47,636,000 | 2,634 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $49,285,000 | 2,665 |
| U.S. Government securities | $13,102,000 | 3,444 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $13,102,000 | 3,051 |
| Securities issued by states & political subdivisions | $36,183,000 | 1,218 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,996,000 | 2,049 |
| Mortgage-backed securities | $11,291,000 | 2,505 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,003,000 | 2,259 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,288,000 | 1,641 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $49,285,000 | 2,435 |
| Total debt securities | $49,286,000 | 2,650 |
| 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 | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $50,320,000 | 2,719 |
| U.S. Government securities | $13,870,000 | 3,479 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $13,870,000 | 3,016 |
| Securities issued by states & political subdivisions | $36,450,000 | 1,243 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,776,000 | 1,953 |
| Mortgage-backed securities | $11,888,000 | 2,524 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,400,000 | 2,276 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,488,000 | 1,650 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $50,320,000 | 2,482 |
| Total debt securities | $50,320,000 | 2,700 |
| 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 | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $50,515,000 | 2,738 |
| U.S. Government securities | $14,351,000 | 3,465 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $14,351,000 | 2,979 |
| Securities issued by states & political subdivisions | $36,164,000 | 1,287 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,205,000 | 2,274 |
| Mortgage-backed securities | $12,367,000 | 2,517 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,769,000 | 2,263 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,598,000 | 1,654 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $50,515,000 | 2,503 |
| Total debt securities | $50,514,000 | 2,719 |
| 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 | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $49,537,000 | 2,783 |
| U.S. Government securities | $14,502,000 | 3,469 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $14,502,000 | 2,992 |
| Securities issued by states & political subdivisions | $35,035,000 | 1,325 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,053,000 | 2,338 |
| Mortgage-backed securities | $12,863,000 | 2,494 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,029,000 | 2,249 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,834,000 | 1,628 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $49,537,000 | 2,542 |
| Total debt securities | $49,536,000 | 2,761 |
| 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 | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $51,666,000 | 2,745 |
| U.S. Government securities | $15,307,000 | 3,446 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $15,307,000 | 2,969 |
| Securities issued by states & political subdivisions | $36,359,000 | 1,336 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,603,000 | 2,315 |
| Mortgage-backed securities | $13,649,000 | 2,500 |
| Certificates of participation in pools of residential mortgages | $9,662,000 | 2,286 |
| Issued or guaranteed by U.S. | $9,662,000 | 2,226 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $3,987,000 | 1,706 |
| CMOs issued by government agencies or sponsored agencies | $3,987,000 | 1,635 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $51,666,000 | 2,535 |
| Total debt securities | $51,665,000 | 2,730 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $54,935,000 | 2,641 |
| U.S. Government securities | $16,815,000 | 3,263 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $16,815,000 | 2,867 |
| Securities issued by states & political subdivisions | $38,120,000 | 1,312 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,249,000 | 2,415 |
| Mortgage-backed securities | $15,094,000 | 2,448 |
| Certificates of participation in pools of residential mortgages | $10,398,000 | 2,249 |
| Issued or guaranteed by U.S. | $10,398,000 | 2,195 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $4,696,000 | 1,616 |
| CMOs issued by government agencies or sponsored agencies | $4,696,000 | 1,550 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $54,935,000 | 2,457 |
| Total debt securities | $54,933,000 | 2,627 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $57,129,000 | 2,518 |
| U.S. Government securities | $18,353,000 | 3,033 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $18,353,000 | 2,748 |
| Securities issued by states & political subdivisions | $38,776,000 | 1,344 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,718,000 | 2,388 |
| Mortgage-backed securities | $17,081,000 | 2,346 |
| Certificates of participation in pools of residential mortgages | $11,499,000 | 2,161 |
| Issued or guaranteed by U.S. | $11,499,000 | 2,097 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $5,582,000 | 1,512 |
| CMOs issued by government agencies or sponsored agencies | $5,582,000 | 1,458 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $57,129,000 | 2,360 |
| Total debt securities | $57,129,000 | 2,502 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $63,783,000 | 2,304 |
| U.S. Government securities | $26,308,000 | 2,550 |
| U.S. Treasury securities | $4,058,000 | 1,267 |
| U.S. Government agency obligations | $22,250,000 | 2,549 |
| Securities issued by states & political subdivisions | $37,475,000 | 1,343 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,920,000 | 2,357 |
| Mortgage-backed securities | $20,836,000 | 2,160 |
| Certificates of participation in pools of residential mortgages | $14,145,000 | 1,990 |
| Issued or guaranteed by U.S. | $14,145,000 | 1,936 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $6,691,000 | 1,410 |
| CMOs issued by government agencies or sponsored agencies | $6,691,000 | 1,364 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $63,783,000 | 2,156 |
| Total debt securities | $63,781,000 | 2,286 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $67,610,000 | 2,154 |
| U.S. Government securities | $36,277,000 | 2,106 |
| U.S. Treasury securities | $19,564,000 | 505 |
| U.S. Government agency obligations | $16,713,000 | 2,810 |
| Securities issued by states & political subdivisions | $31,333,000 | 1,493 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,762,000 | 2,343 |
| Mortgage-backed securities | $15,297,000 | 2,413 |
| Certificates of participation in pools of residential mortgages | $10,074,000 | 2,250 |
| Issued or guaranteed by U.S. | $10,074,000 | 2,193 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $5,223,000 | 1,508 |
| CMOs issued by government agencies or sponsored agencies | $5,223,000 | 1,468 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $67,610,000 | 2,024 |
| Total debt securities | $67,612,000 | 2,138 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $68,047,000 | 2,032 |
| U.S. Government securities | $36,612,000 | 1,974 |
| U.S. Treasury securities | $19,564,000 | 379 |
| U.S. Government agency obligations | $17,048,000 | 2,703 |
| Securities issued by states & political subdivisions | $31,435,000 | 1,426 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,568,000 | 2,335 |
| Mortgage-backed securities | $15,624,000 | 2,324 |
| Certificates of participation in pools of residential mortgages | $9,843,000 | 2,217 |
| Issued or guaranteed by U.S. | $9,843,000 | 2,154 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $5,781,000 | 1,414 |
| CMOs issued by government agencies or sponsored agencies | $5,781,000 | 1,374 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $68,047,000 | 1,911 |
| Total debt securities | $68,048,000 | 2,014 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $49,030,000 | 2,361 |
| U.S. Government securities | $18,016,000 | 2,642 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $18,016,000 | 2,513 |
| Securities issued by states & political subdivisions | $31,014,000 | 1,403 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,465,000 | 2,325 |
| Mortgage-backed securities | $16,330,000 | 2,211 |
| Certificates of participation in pools of residential mortgages | $9,988,000 | 2,091 |
| Issued or guaranteed by U.S. | $9,988,000 | 2,037 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $6,342,000 | 1,375 |
| CMOs issued by government agencies or sponsored agencies | $6,342,000 | 1,334 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $49,030,000 | 2,212 |
| Total debt securities | $49,030,000 | 2,337 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $43,035,000 | 2,450 |
| U.S. Government securities | $16,796,000 | 2,676 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $16,796,000 | 2,549 |
| Securities issued by states & political subdivisions | $26,239,000 | 1,472 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,879,000 | 2,283 |
| Mortgage-backed securities | $14,676,000 | 2,293 |
| Certificates of participation in pools of residential mortgages | $7,662,000 | 2,317 |
| Issued or guaranteed by U.S. | $7,662,000 | 2,246 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $7,014,000 | 1,331 |
| CMOs issued by government agencies or sponsored agencies | $7,014,000 | 1,298 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $43,035,000 | 2,284 |
| Total debt securities | $43,035,000 | 2,424 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $40,663,000 | 2,474 |
| U.S. Government securities | $16,230,000 | 2,726 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $16,230,000 | 2,596 |
| Securities issued by states & political subdivisions | $24,433,000 | 1,471 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,798,000 | 2,303 |
| Mortgage-backed securities | $14,109,000 | 2,334 |
| Certificates of participation in pools of residential mortgages | $6,488,000 | 2,441 |
| Issued or guaranteed by U.S. | $6,488,000 | 2,368 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $7,621,000 | 1,320 |
| CMOs issued by government agencies or sponsored agencies | $7,621,000 | 1,285 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $40,663,000 | 2,302 |
| Total debt securities | $40,663,000 | 2,448 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $35,773,000 | 2,579 |
| U.S. Government securities | $15,231,000 | 2,828 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $15,231,000 | 2,686 |
| Securities issued by states & political subdivisions | $20,542,000 | 1,521 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,146,000 | 2,278 |
| Mortgage-backed securities | $12,283,000 | 2,467 |
| Certificates of participation in pools of residential mortgages | $5,099,000 | 2,648 |
| Issued or guaranteed by U.S. | $5,099,000 | 2,562 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $7,184,000 | 1,369 |
| CMOs issued by government agencies or sponsored agencies | $7,184,000 | 1,333 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $35,773,000 | 2,409 |
| Total debt securities | $35,773,000 | 2,560 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $37,043,000 | 2,552 |
| U.S. Government securities | $15,022,000 | 2,921 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $15,022,000 | 2,765 |
| Securities issued by states & political subdivisions | $22,021,000 | 1,415 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,035,000 | 2,219 |
| Mortgage-backed securities | $11,926,000 | 2,466 |
| Certificates of participation in pools of residential mortgages | $5,428,000 | 2,557 |
| Issued or guaranteed by U.S. | $5,428,000 | 2,483 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $6,498,000 | 1,442 |
| CMOs issued by government agencies or sponsored agencies | $6,498,000 | 1,403 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $37,043,000 | 2,371 |
| Total debt securities | $37,043,000 | 2,535 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $33,598,000 | 2,722 |
| U.S. Government securities | $12,655,000 | 3,171 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $12,655,000 | 3,012 |
| Securities issued by states & political subdivisions | $20,943,000 | 1,469 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,047,000 | 2,255 |
| Mortgage-backed securities | $9,558,000 | 2,635 |
| Certificates of participation in pools of residential mortgages | $4,730,000 | 2,650 |
| Issued or guaranteed by U.S. | $4,730,000 | 2,567 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $4,828,000 | 1,615 |
| CMOs issued by government agencies or sponsored agencies | $4,828,000 | 1,580 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $33,598,000 | 2,533 |
| Total debt securities | $33,598,000 | 2,705 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $33,769,000 | 2,754 |
| U.S. Government securities | $13,617,000 | 3,136 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $13,617,000 | 2,968 |
| Securities issued by states & political subdivisions | $18,185,000 | 1,661 |
| Other domestic debt securities | $1,967,000 | 1,284 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $1,967,000 | 938 |
| 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 | $23,605,000 | 1,716 |
| Mortgage-backed securities | $9,263,000 | 2,686 |
| Certificates of participation in pools of residential mortgages | $5,281,000 | 2,546 |
| Issued or guaranteed by U.S. | $5,281,000 | 2,487 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $3,982,000 | 1,718 |
| CMOs issued by government agencies or sponsored agencies | $3,982,000 | 1,671 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $33,769,000 | 2,563 |
| Total debt securities | $33,769,000 | 2,735 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $33,534,000 | 2,805 |
| U.S. Government securities | $13,846,000 | 3,135 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $13,846,000 | 2,966 |
| Securities issued by states & political subdivisions | $17,794,000 | 1,741 |
| Other domestic debt securities | $1,894,000 | 1,299 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,894,000 | 952 |
| 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 | $23,745,000 | 1,733 |
| Mortgage-backed securities | $9,609,000 | 2,644 |
| Certificates of participation in pools of residential mortgages | $5,532,000 | 2,531 |
| Issued or guaranteed by U.S. | $5,532,000 | 2,472 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $4,077,000 | 1,713 |
| CMOs issued by government agencies or sponsored agencies | $4,077,000 | 1,662 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $33,534,000 | 2,600 |
| Total debt securities | $33,534,000 | 2,787 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $32,756,000 | 2,871 |
| U.S. Government securities | $12,400,000 | 3,316 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $12,400,000 | 3,152 |
| Securities issued by states & political subdivisions | $18,529,000 | 1,737 |
| Other domestic debt securities | $1,827,000 | 1,293 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,827,000 | 970 |
| 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 | $22,470,000 | 1,793 |
| Mortgage-backed securities | $8,238,000 | 2,775 |
| Certificates of participation in pools of residential mortgages | $4,678,000 | 2,682 |
| Issued or guaranteed by U.S. | $4,678,000 | 2,639 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,560,000 | 1,812 |
| CMOs issued by government agencies or sponsored agencies | $3,560,000 | 1,758 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $32,756,000 | 2,653 |
| Total debt securities | $32,754,000 | 2,853 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $32,799,000 | 2,880 |
| U.S. Government securities | $12,659,000 | 3,335 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $12,659,000 | 3,182 |
| Securities issued by states & political subdivisions | $18,301,000 | 1,768 |
| Other domestic debt securities | $1,839,000 | 1,247 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $1,839,000 | 970 |
| 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 | $22,553,000 | 1,787 |
| Mortgage-backed securities | $8,546,000 | 2,761 |
| Certificates of participation in pools of residential mortgages | $4,883,000 | 2,682 |
| Issued or guaranteed by U.S. | $4,883,000 | 2,664 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,663,000 | 1,756 |
| CMOs issued by government agencies or sponsored agencies | $3,663,000 | 1,706 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $32,799,000 | 2,664 |
| Total debt securities | $32,797,000 | 2,860 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $34,258,000 | 2,856 |
| U.S. Government securities | $13,179,000 | 3,278 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $13,179,000 | 3,131 |
| Securities issued by states & political subdivisions | $19,246,000 | 1,757 |
| Other domestic debt securities | $1,833,000 | 1,401 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $1,833,000 | 976 |
| 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 | $12,920,000 | 2,503 |
| Mortgage-backed securities | $9,049,000 | 2,750 |
| Certificates of participation in pools of residential mortgages | $5,199,000 | 2,672 |
| Issued or guaranteed by U.S. | $5,199,000 | 2,547 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $3,850,000 | 1,749 |
| CMOs issued by government agencies or sponsored agencies | $3,850,000 | 1,699 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $34,258,000 | 2,647 |
| Total debt securities | $34,257,000 | 2,836 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $34,837,000 | 2,846 |
| U.S. Government securities | $13,705,000 | 3,310 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $13,705,000 | 3,158 |
| Securities issued by states & political subdivisions | $19,277,000 | 1,800 |
| Other domestic debt securities | $1,855,000 | 1,254 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $1,855,000 | 991 |
| 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 | $12,875,000 | 2,545 |
| Mortgage-backed securities | $9,571,000 | 2,698 |
| Certificates of participation in pools of residential mortgages | $5,528,000 | 2,665 |
| Issued or guaranteed by U.S. | $5,528,000 | 2,663 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,043,000 | 1,710 |
| CMOs issued by government agencies or sponsored agencies | $4,043,000 | 1,653 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $34,837,000 | 2,633 |
| Total debt securities | $34,837,000 | 2,826 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $37,339,000 | 2,755 |
| U.S. Government securities | $14,419,000 | 3,271 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $14,419,000 | 3,124 |
| Securities issued by states & political subdivisions | $20,992,000 | 1,755 |
| Other domestic debt securities | $1,928,000 | 1,232 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $1,928,000 | 989 |
| 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 | $12,052,000 | 2,653 |
| Mortgage-backed securities | $10,188,000 | 2,679 |
| Certificates of participation in pools of residential mortgages | $5,899,000 | 2,639 |
| Issued or guaranteed by U.S. | $5,899,000 | 2,637 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $4,289,000 | 1,665 |
| CMOs issued by government agencies or sponsored agencies | $4,289,000 | 1,610 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $37,339,000 | 2,548 |
| Total debt securities | $37,339,000 | 2,734 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $36,705,000 | 2,825 |
| U.S. Government securities | $15,209,000 | 3,218 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $15,209,000 | 3,090 |
| Securities issued by states & political subdivisions | $17,992,000 | 1,973 |
| Other domestic debt securities | $3,504,000 | 985 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $3,504,000 | 774 |
| 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 | $13,967,000 | 2,514 |
| Mortgage-backed securities | $10,061,000 | 2,711 |
| Certificates of participation in pools of residential mortgages | $6,277,000 | 2,631 |
| Issued or guaranteed by U.S. | $6,277,000 | 2,630 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $3,784,000 | 1,744 |
| CMOs issued by government agencies or sponsored agencies | $3,784,000 | 1,688 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $36,705,000 | 2,606 |
| Total debt securities | $36,705,000 | 2,807 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $39,231,000 | 2,750 |
| U.S. Government securities | $15,753,000 | 3,229 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $15,753,000 | 3,096 |
| Securities issued by states & political subdivisions | $19,205,000 | 1,909 |
| Other domestic debt securities | $4,273,000 | 918 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $4,273,000 | 702 |
| 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 | $15,336,000 | 2,407 |
| Mortgage-backed securities | $10,594,000 | 2,694 |
| Certificates of participation in pools of residential mortgages | $6,650,000 | 2,619 |
| Issued or guaranteed by U.S. | $6,650,000 | 2,618 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,944,000 | 1,758 |
| CMOs issued by government agencies or sponsored agencies | $3,944,000 | 1,696 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $39,231,000 | 2,525 |
| Total debt securities | $39,231,000 | 2,730 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $37,952,000 | 2,855 |
| U.S. Government securities | $15,782,000 | 3,258 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $15,782,000 | 3,132 |
| Securities issued by states & political subdivisions | $16,512,000 | 2,121 |
| Other domestic debt securities | $5,658,000 | 815 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $5,658,000 | 615 |
| 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 | $15,048,000 | 2,458 |
| Mortgage-backed securities | $9,965,000 | 2,788 |
| Certificates of participation in pools of residential mortgages | $6,570,000 | 2,672 |
| Issued or guaranteed by U.S. | $6,570,000 | 2,671 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,395,000 | 1,864 |
| CMOs issued by government agencies or sponsored agencies | $3,395,000 | 1,802 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $37,952,000 | 2,622 |
| Total debt securities | $37,952,000 | 2,834 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $29,945,000 | 3,209 |
| U.S. Government securities | $11,284,000 | 3,695 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $11,284,000 | 3,553 |
| Securities issued by states & political subdivisions | $15,356,000 | 2,227 |
| Other domestic debt securities | $3,305,000 | 1,054 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $3,305,000 | 807 |
| 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 | $8,241,000 | 3,187 |
| Mortgage-backed securities | $6,686,000 | 3,164 |
| Certificates of participation in pools of residential mortgages | $4,215,000 | 3,121 |
| Issued or guaranteed by U.S. | $4,215,000 | 3,117 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,471,000 | 2,030 |
| CMOs issued by government agencies or sponsored agencies | $2,471,000 | 1,958 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $29,945,000 | 2,943 |
| Total debt securities | $29,943,000 | 3,190 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $30,299,000 | 3,191 |
| U.S. Government securities | $12,386,000 | 3,570 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $12,386,000 | 3,448 |
| Securities issued by states & political subdivisions | $14,370,000 | 2,325 |
| Other domestic debt securities | $3,543,000 | 1,033 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $3,543,000 | 794 |
| 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 | $7,900,000 | 3,279 |
| Mortgage-backed securities | $7,302,000 | 3,093 |
| Certificates of participation in pools of residential mortgages | $4,604,000 | 3,070 |
| Issued or guaranteed by U.S. | $4,604,000 | 3,069 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,698,000 | 1,994 |
| CMOs issued by government agencies or sponsored agencies | $2,698,000 | 1,925 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $30,299,000 | 2,924 |
| Total debt securities | $30,298,000 | 3,170 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $23,382,000 | 3,693 |
| U.S. Government securities | $10,705,000 | 3,874 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $10,705,000 | 3,748 |
| Securities issued by states & political subdivisions | $9,678,000 | 2,843 |
| Other domestic debt securities | $2,999,000 | 1,116 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $2,999,000 | 867 |
| 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 | $6,596,000 | 3,535 |
| Mortgage-backed securities | $4,235,000 | 3,619 |
| Certificates of participation in pools of residential mortgages | $2,807,000 | 3,502 |
| Issued or guaranteed by U.S. | $2,807,000 | 3,496 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,428,000 | 2,386 |
| CMOs issued by government agencies or sponsored agencies | $1,428,000 | 2,314 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $23,382,000 | 3,400 |
| Total debt securities | $23,381,000 | 3,670 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $22,889,000 | 3,788 |
| U.S. Government securities | $11,429,000 | 3,873 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $11,429,000 | 3,741 |
| Securities issued by states & political subdivisions | $9,252,000 | 2,898 |
| Other domestic debt securities | $2,208,000 | 1,252 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $2,208,000 | 983 |
| 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 | $8,009,000 | 3,340 |
| Mortgage-backed securities | $3,895,000 | 3,700 |
| Certificates of participation in pools of residential mortgages | $2,926,000 | 3,506 |
| Issued or guaranteed by U.S. | $2,926,000 | 3,503 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $969,000 | 2,569 |
| CMOs issued by government agencies or sponsored agencies | $969,000 | 2,496 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $22,889,000 | 3,464 |
| Total debt securities | $22,889,000 | 3,763 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $21,709,000 | 3,894 |
| U.S. Government securities | $11,179,000 | 3,940 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $11,179,000 | 3,799 |
| Securities issued by states & political subdivisions | $8,883,000 | 2,957 |
| Other domestic debt securities | $1,647,000 | 1,375 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,647,000 | 1,093 |
| 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 | $8,336,000 | 3,334 |
| Mortgage-backed securities | $3,526,000 | 3,781 |
| Certificates of participation in pools of residential mortgages | $3,035,000 | 3,485 |
| Issued or guaranteed by U.S. | $3,035,000 | 3,481 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $491,000 | 2,846 |
| CMOs issued by government agencies or sponsored agencies | $491,000 | 2,756 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $21,709,000 | 3,561 |
| Total debt securities | $21,708,000 | 3,869 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $21,307,000 | 4,005 |
| U.S. Government securities | $11,184,000 | 4,025 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $11,184,000 | 3,899 |
| Securities issued by states & political subdivisions | $8,258,000 | 3,076 |
| Other domestic debt securities | $1,865,000 | 1,343 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,865,000 | 1,055 |
| 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 | $8,354,000 | 3,365 |
| Mortgage-backed securities | $3,748,000 | 3,791 |
| Certificates of participation in pools of residential mortgages | $3,225,000 | 3,483 |
| Issued or guaranteed by U.S. | $3,225,000 | 3,478 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $523,000 | 2,873 |
| CMOs issued by government agencies or sponsored agencies | $523,000 | 2,785 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $21,307,000 | 3,663 |
| Total debt securities | $21,307,000 | 3,982 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $22,610,000 | 3,996 |
| U.S. Government securities | $13,025,000 | 3,924 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $13,025,000 | 3,799 |
| Securities issued by states & political subdivisions | $7,801,000 | 3,146 |
| Other domestic debt securities | $1,784,000 | 1,375 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $1,784,000 | 1,088 |
| 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 | $8,371,000 | 3,374 |
| Mortgage-backed securities | $4,400,000 | 3,739 |
| Certificates of participation in pools of residential mortgages | $3,567,000 | 3,484 |
| Issued or guaranteed by U.S. | $3,567,000 | 3,481 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $833,000 | 2,765 |
| CMOs issued by government agencies or sponsored agencies | $833,000 | 2,683 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $22,610,000 | 3,662 |
| Total debt securities | $22,609,000 | 3,976 |
| 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 | $22,509,000 | 4,032 |
| U.S. Government securities | $14,073,000 | 3,867 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $14,073,000 | 3,752 |
| Securities issued by states & political subdivisions | $6,626,000 | 3,309 |
| Other domestic debt securities | $1,810,000 | 1,397 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $1,810,000 | 1,094 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,342,000 | 3,607 |
| Mortgage-backed securities | $4,727,000 | 3,749 |
| Certificates of participation in pools of residential mortgages | $3,785,000 | 3,505 |
| Issued or guaranteed by U.S. | $3,785,000 | 3,503 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $942,000 | 2,737 |
| CMOs issued by government agencies or sponsored agencies | $942,000 | 2,651 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $22,509,000 | 3,683 |
| Total debt securities | $22,509,000 | 4,010 |
| Structured notes | ||
| Amortized cost | $994,000 | 1,491 |
| Fair value | $999,000 | 1,439 |
| 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 | $21,705,000 | 4,157 |
| U.S. Government securities | $12,109,000 | 4,170 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $12,109,000 | 4,054 |
| Securities issued by states & political subdivisions | $7,784,000 | 3,171 |
| Other domestic debt securities | $1,812,000 | 1,404 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $1,812,000 | 1,098 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,749,000 | 3,755 |
| Mortgage-backed securities | $4,908,000 | 3,783 |
| Certificates of participation in pools of residential mortgages | $3,927,000 | 3,535 |
| Issued or guaranteed by U.S. | $3,927,000 | 3,529 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $981,000 | 2,771 |
| CMOs issued by government agencies or sponsored agencies | $981,000 | 2,686 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $21,705,000 | 3,809 |
| Total debt securities | $21,705,000 | 4,133 |
| Structured notes | ||
| Amortized cost | $994,000 | 1,572 |
| Fair value | $993,000 | 1,513 |
| 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 | $25,191,000 | 3,962 |
| U.S. Government securities | $13,474,000 | 4,103 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $13,474,000 | 3,985 |
| Securities issued by states & political subdivisions | $9,882,000 | 2,888 |
| Other domestic debt securities | $1,835,000 | 1,452 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $1,835,000 | 1,116 |
| 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 | $7,104,000 | 3,735 |
| Mortgage-backed securities | $5,150,000 | 3,811 |
| Certificates of participation in pools of residential mortgages | $4,080,000 | 3,585 |
| Issued or guaranteed by U.S. | $4,080,000 | 3,583 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,070,000 | 2,775 |
| CMOs issued by government agencies or sponsored agencies | $1,070,000 | 2,679 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $25,191,000 | 3,619 |
| Total debt securities | $25,192,000 | 3,931 |
| Structured notes | ||
| Amortized cost | $1,793,000 | 1,309 |
| Fair value | $1,780,000 | 1,308 |
| 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 | $25,651,000 | 3,977 |
| U.S. Government securities | $13,931,000 | 4,119 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $13,931,000 | 4,007 |
| Securities issued by states & political subdivisions | $9,864,000 | 2,907 |
| Other domestic debt securities | $1,856,000 | 1,496 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $1,856,000 | 1,161 |
| 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 | $8,153,000 | 3,566 |
| Mortgage-backed securities | $5,513,000 | 3,820 |
| Certificates of participation in pools of residential mortgages | $4,273,000 | 3,591 |
| Issued or guaranteed by U.S. | $4,273,000 | 3,590 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,240,000 | 2,759 |
| CMOs issued by government agencies or sponsored agencies | $1,240,000 | 2,661 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $25,651,000 | 3,629 |
| Total debt securities | $25,652,000 | 3,945 |
| Structured notes | ||
| Amortized cost | $802,000 | 1,786 |
| Fair value | $805,000 | 1,784 |
| 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 | $24,836,000 | 4,073 |
| U.S. Government securities | $13,165,000 | 4,242 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $13,165,000 | 4,140 |
| Securities issued by states & political subdivisions | $9,814,000 | 2,925 |
| Other domestic debt securities | $1,857,000 | 1,532 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $1,857,000 | 1,188 |
| 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 | $8,497,000 | 3,521 |
| Mortgage-backed securities | $5,841,000 | 3,785 |
| Certificates of participation in pools of residential mortgages | $4,476,000 | 3,580 |
| Issued or guaranteed by U.S. | $4,476,000 | 3,579 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,365,000 | 2,719 |
| CMOs issued by government agencies or sponsored agencies | $1,365,000 | 2,626 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $24,836,000 | 3,708 |
| Total debt securities | $24,836,000 | 4,047 |
| Structured notes | ||
| Amortized cost | $55,000 | 2,393 |
| Fair value | $58,000 | 2,393 |
| 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 | $25,380,000 | 4,028 |
| U.S. Government securities | $13,726,000 | 4,167 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $13,726,000 | 4,061 |
| Securities issued by states & political subdivisions | $9,791,000 | 2,921 |
| Other domestic debt securities | $1,863,000 | 1,568 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $1,863,000 | 1,211 |
| 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 | $8,328,000 | 3,547 |
| Mortgage-backed securities | $6,562,000 | 3,669 |
| Certificates of participation in pools of residential mortgages | $5,044,000 | 3,462 |
| Issued or guaranteed by U.S. | $5,044,000 | 3,460 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,518,000 | 2,649 |
| CMOs issued by government agencies or sponsored agencies | $1,518,000 | 2,552 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $25,380,000 | 3,685 |
| Total debt securities | $25,381,000 | 4,000 |
| Structured notes | ||
| Amortized cost | $59,000 | 2,380 |
| Fair value | $62,000 | 2,380 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $25,431,000 | 4,061 |
| U.S. Government securities | $13,458,000 | 4,227 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $13,458,000 | 4,129 |
| Securities issued by states & political subdivisions | $9,834,000 | 2,926 |
| Other domestic debt securities | $2,139,000 | 1,509 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $2,139,000 | 1,153 |
| 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 | $7,735,000 | 3,674 |
| Mortgage-backed securities | $6,490,000 | 3,716 |
| Certificates of participation in pools of residential mortgages | $5,012,000 | 3,497 |
| Issued or guaranteed by U.S. | $5,012,000 | 3,493 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,478,000 | 2,689 |
| CMOs issued by government agencies or sponsored agencies | $1,478,000 | 2,581 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $25,431,000 | 3,716 |
| Total debt securities | $25,430,000 | 4,031 |
| Structured notes | ||
| Amortized cost | $64,000 | 2,372 |
| Fair value | $66,000 | 2,372 |
| 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 | $28,211,000 | 3,836 |
| U.S. Government securities | $15,016,000 | 4,032 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $15,016,000 | 3,929 |
| Securities issued by states & political subdivisions | $10,756,000 | 2,776 |
| Other domestic debt securities | $2,439,000 | 1,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $2,439,000 | 1,114 |
| 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 | $10,562,000 | 3,174 |
| Mortgage-backed securities | $6,242,000 | 3,784 |
| Certificates of participation in pools of residential mortgages | $4,480,000 | 3,595 |
| Issued or guaranteed by U.S. | $4,480,000 | 3,590 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,762,000 | 2,636 |
| CMOs issued by government agencies or sponsored agencies | $1,762,000 | 2,532 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $28,211,000 | 3,531 |
| Total debt securities | $28,211,000 | 3,807 |
| Structured notes | ||
| Amortized cost | $71,000 | 2,362 |
| Fair value | $73,000 | 2,358 |
| 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 | $30,960,000 | 3,670 |
| U.S. Government securities | $15,646,000 | 3,987 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $15,646,000 | 3,894 |
| Securities issued by states & political subdivisions | $12,646,000 | 2,507 |
| Other domestic debt securities | $2,668,000 | 1,402 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $2,668,000 | 1,032 |
| 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 | $11,514,000 | 3,087 |
| Mortgage-backed securities | $5,793,000 | 3,934 |
| Certificates of participation in pools of residential mortgages | $4,605,000 | 3,616 |
| Issued or guaranteed by U.S. | $4,605,000 | 3,612 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,188,000 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $1,188,000 | 2,794 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $30,960,000 | 3,398 |
| Total debt securities | $30,959,000 | 3,634 |
| Structured notes | ||
| Amortized cost | $82,000 | 2,400 |
| Fair value | $85,000 | 2,395 |
| 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 | $25,413,000 | 4,008 |
| U.S. Government securities | $9,748,000 | 4,734 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $9,748,000 | 4,640 |
| Securities issued by states & political subdivisions | $12,719,000 | 2,472 |
| Other domestic debt securities | $2,946,000 | 1,338 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $2,946,000 | 972 |
| 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 | $9,843,000 | 3,322 |
| Mortgage-backed securities | $4,286,000 | 4,237 |
| Certificates of participation in pools of residential mortgages | $3,964,000 | 3,775 |
| Issued or guaranteed by U.S. | $3,964,000 | 3,772 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $322,000 | 3,398 |
| CMOs issued by government agencies or sponsored agencies | $322,000 | 3,253 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $25,413,000 | 3,697 |
| Total debt securities | $25,414,000 | 3,979 |
| Structured notes | ||
| Amortized cost | $842,000 | 1,847 |
| Fair value | $834,000 | 1,849 |
| 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 | $29,710,000 | 3,734 |
| U.S. Government securities | $10,978,000 | 4,654 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $10,978,000 | 4,551 |
| Securities issued by states & political subdivisions | $15,287,000 | 2,164 |
| Other domestic debt securities | $3,445,000 | 1,259 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $3,445,000 | 912 |
| 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 | $9,888,000 | 3,338 |
| Mortgage-backed securities | $4,963,000 | 4,226 |
| Certificates of participation in pools of residential mortgages | $4,460,000 | 3,808 |
| Issued or guaranteed by U.S. | $4,460,000 | 3,806 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $503,000 | 3,370 |
| CMOs issued by government agencies or sponsored agencies | $503,000 | 3,212 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $29,710,000 | 3,452 |
| Total debt securities | $29,710,000 | 3,707 |
| Structured notes | ||
| Amortized cost | $854,000 | 1,984 |
| Fair value | $859,000 | 1,982 |
| 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 | $31,333,000 | 3,642 |
| U.S. Government securities | $12,816,000 | 4,452 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $12,816,000 | 4,362 |
| Securities issued by states & political subdivisions | $15,348,000 | 2,108 |
| Other domestic debt securities | $3,169,000 | 1,313 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $3,169,000 | 958 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,520,000 | 4,016 |
| Mortgage-backed securities | $5,393,000 | 4,177 |
| Certificates of participation in pools of residential mortgages | $4,888,000 | 3,731 |
| Issued or guaranteed by U.S. | $4,888,000 | 3,729 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $505,000 | 3,390 |
| CMOs issued by government agencies or sponsored agencies | $505,000 | 3,228 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $31,333,000 | 3,376 |
| Total debt securities | $31,333,000 | 3,614 |
| Structured notes | ||
| Amortized cost | $2,765,000 | 1,307 |
| Fair value | $2,773,000 | 1,308 |
| 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 | $39,187,000 | 3,208 |
| U.S. Government securities | $23,052,000 | 3,415 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $23,052,000 | 3,349 |
| Securities issued by states & political subdivisions | $12,978,000 | 2,300 |
| Other domestic debt securities | $3,157,000 | 1,304 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $3,157,000 | 947 |
| 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 | $10,069,000 | 3,357 |
| Mortgage-backed securities | $9,452,000 | 3,579 |
| Certificates of participation in pools of residential mortgages | $7,357,000 | 3,228 |
| Issued or guaranteed by U.S. | $7,357,000 | 3,226 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,095,000 | 2,766 |
| CMOs issued by government agencies or sponsored agencies | $2,095,000 | 2,648 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $39,187,000 | 2,955 |
| Total debt securities | $39,187,000 | 3,179 |
| Structured notes | ||
| Amortized cost | $4,523,000 | 1,108 |
| Fair value | $4,493,000 | 1,120 |
| 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 | $23,128,000 | 4,272 |
| U.S. Government securities | $8,564,000 | 5,182 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $8,564,000 | 5,091 |
| Securities issued by states & political subdivisions | $11,427,000 | 2,439 |
| Other domestic debt securities | $3,137,000 | 1,303 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $3,137,000 | 886 |
| 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 | $7,893,000 | 3,587 |
| Mortgage-backed securities | $2,294,000 | 4,812 |
| Certificates of participation in pools of residential mortgages | $1,477,000 | 4,627 |
| Issued or guaranteed by U.S. | $1,477,000 | 4,620 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $817,000 | 3,210 |
| CMOs issued by government agencies or sponsored agencies | $817,000 | 2,960 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $23,128,000 | 3,922 |
| Total debt securities | $23,124,000 | 4,243 |
| Structured notes | ||
| Amortized cost | $2,037,000 | 1,651 |
| Fair value | $1,915,000 | 1,794 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $24,769,000 | 4,041 |
| U.S. Government securities | $9,869,000 | 4,927 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $9,869,000 | 4,828 |
| Securities issued by states & political subdivisions | $11,388,000 | 2,384 |
| Other domestic debt securities | $3,512,000 | 1,253 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $3,512,000 | 813 |
| 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 | $9,154,000 | 3,325 |
| Mortgage-backed securities | $2,368,000 | 4,779 |
| Certificates of participation in pools of residential mortgages | $1,115,000 | 4,748 |
| Issued or guaranteed by U.S. | $1,115,000 | 4,738 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,253,000 | 3,017 |
| CMOs issued by government agencies or sponsored agencies | $1,253,000 | 2,779 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $24,769,000 | 3,707 |
| Total debt securities | $24,769,000 | 4,001 |
| Structured notes | ||
| Amortized cost | $2,334,000 | 1,637 |
| Fair value | $2,331,000 | 1,637 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $25,087,000 | 4,045 |
| U.S. Government securities | $12,573,000 | 4,637 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $12,573,000 | 4,521 |
| Securities issued by states & political subdivisions | $8,974,000 | 2,674 |
| Other domestic debt securities | $3,540,000 | 1,198 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $3,540,000 | 756 |
| 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 | $8,033,000 | 3,578 |
| Mortgage-backed securities | $2,846,000 | 4,636 |
| Certificates of participation in pools of residential mortgages | $1,201,000 | 4,707 |
| Issued or guaranteed by U.S. | $1,201,000 | 4,699 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,645,000 | 2,831 |
| CMOs issued by government agencies or sponsored agencies | $1,645,000 | 2,595 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $25,087,000 | 3,717 |
| Total debt securities | $25,086,000 | 4,006 |
| Structured notes | ||
| Amortized cost | $3,844,000 | 1,428 |
| Fair value | $3,847,000 | 1,426 |
| 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 | $24,599,000 | 4,060 |
| U.S. Government securities | $13,916,000 | 4,397 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $13,916,000 | 4,270 |
| Securities issued by states & political subdivisions | $7,677,000 | 2,847 |
| Other domestic debt securities | $3,006,000 | 1,317 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $3,006,000 | 845 |
| 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 | $7,607,000 | 3,648 |
| Mortgage-backed securities | $2,455,000 | 4,694 |
| Certificates of participation in pools of residential mortgages | $1,005,000 | 4,779 |
| Issued or guaranteed by U.S. | $1,005,000 | 4,773 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,450,000 | 2,856 |
| CMOs issued by government agencies or sponsored agencies | $1,450,000 | 2,600 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $24,599,000 | 3,739 |
| Total debt securities | $24,600,000 | 4,025 |
| Structured notes | ||
| Amortized cost | $4,701,000 | 1,291 |
| Fair value | $4,615,000 | 1,298 |
| 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 | $18,467,000 | 4,590 |
| U.S. Government securities | $8,679,000 | 5,109 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $8,679,000 | 4,998 |
| Securities issued by states & political subdivisions | $6,954,000 | 2,983 |
| Other domestic debt securities | $2,834,000 | 1,453 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $2,834,000 | 873 |
| 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 | $3,802,000 | 4,573 |
| Mortgage-backed securities | $2,122,000 | 4,732 |
| Certificates of participation in pools of residential mortgages | $565,000 | 4,969 |
| Issued or guaranteed by U.S. | $565,000 | 4,957 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,557,000 | 2,785 |
| CMOs issued by government agencies or sponsored agencies | $1,557,000 | 2,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $18,467,000 | 4,205 |
| Total debt securities | $18,466,000 | 4,554 |
| Structured notes | ||
| Amortized cost | $435,000 | 2,902 |
| Fair value | $443,000 | 2,894 |
| 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 | $19,270,000 | 4,454 |
| U.S. Government securities | $10,415,000 | 4,752 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $10,415,000 | 4,629 |
| Securities issued by states & political subdivisions | $6,029,000 | 3,100 |
| Other domestic debt securities | $2,826,000 | 1,487 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $2,826,000 | 863 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,132,000 | 4,198 |
| Mortgage-backed securities | $2,281,000 | 4,710 |
| Certificates of participation in pools of residential mortgages | $661,000 | 4,913 |
| Issued or guaranteed by U.S. | $661,000 | 4,902 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,620,000 | 2,731 |
| CMOs issued by government agencies or sponsored agencies | $1,620,000 | 2,461 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $19,270,000 | 4,060 |
| Total debt securities | $19,270,000 | 4,410 |
| Structured notes | ||
| Amortized cost | $1,015,000 | 2,360 |
| Fair value | $1,044,000 | 2,356 |
| 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 | $20,064,000 | 4,379 |
| U.S. Government securities | $11,032,000 | 4,732 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $11,032,000 | 4,628 |
| Securities issued by states & political subdivisions | $6,161,000 | 2,961 |
| Other domestic debt securities | $2,871,000 | 1,484 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $2,871,000 | 832 |
| 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 | $3,684,000 | 4,727 |
| Mortgage-backed securities | $2,415,000 | 4,685 |
| Certificates of participation in pools of residential mortgages | $744,000 | 4,917 |
| Issued or guaranteed by U.S. | $744,000 | 4,909 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,671,000 | 2,625 |
| CMOs issued by government agencies or sponsored agencies | $1,671,000 | 2,330 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $20,064,000 | 3,984 |
| Total debt securities | $20,065,000 | 4,337 |
| Structured notes | ||
| Amortized cost | $1,283,000 | 2,368 |
| Fair value | $1,303,000 | 2,364 |
| 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 | $21,081,000 | 4,330 |
| U.S. Government securities | $12,754,000 | 4,494 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $12,754,000 | 4,380 |
| Securities issued by states & political subdivisions | $5,465,000 | 3,128 |
| Other domestic debt securities | $2,862,000 | 1,534 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $2,862,000 | 858 |
| 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 | $5,275,000 | 4,311 |
| Mortgage-backed securities | $2,497,000 | 4,748 |
| Certificates of participation in pools of residential mortgages | $808,000 | 5,004 |
| Issued or guaranteed by U.S. | $808,000 | 4,994 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,689,000 | 2,591 |
| CMOs issued by government agencies or sponsored agencies | $1,689,000 | 2,271 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $21,081,000 | 3,925 |
| Total debt securities | $21,083,000 | 4,293 |
| Structured notes | ||
| Amortized cost | $1,551,000 | 2,008 |
| Fair value | $1,552,000 | 2,011 |
| 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 | $19,139,000 | 4,489 |
| U.S. Government securities | $11,116,000 | 4,769 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $11,116,000 | 4,667 |
| Securities issued by states & political subdivisions | $5,067,000 | 3,233 |
| Other domestic debt securities | $2,956,000 | 1,558 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $2,956,000 | 858 |
| 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 | $5,564,000 | 4,242 |
| Mortgage-backed securities | $2,576,000 | 4,803 |
| Certificates of participation in pools of residential mortgages | $877,000 | 5,039 |
| Issued or guaranteed by U.S. | $877,000 | 5,030 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,699,000 | 2,587 |
| CMOs issued by government agencies or sponsored agencies | $1,699,000 | 2,260 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $19,139,000 | 4,081 |
| Total debt securities | $19,139,000 | 4,455 |
| Structured notes | ||
| Amortized cost | $1,075,000 | 1,933 |
| Fair value | $1,065,000 | 1,938 |
| 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 | $18,973,000 | 4,553 |
| U.S. Government securities | $10,162,000 | 4,978 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $10,162,000 | 4,882 |
| Securities issued by states & political subdivisions | $4,969,000 | 3,271 |
| Other domestic debt securities | $3,842,000 | 1,453 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $3,842,000 | 768 |
| 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 | $4,817,000 | 4,454 |
| Mortgage-backed securities | $2,380,000 | 4,946 |
| Certificates of participation in pools of residential mortgages | $685,000 | 5,250 |
| Issued or guaranteed by U.S. | $685,000 | 5,235 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,695,000 | 2,581 |
| CMOs issued by government agencies or sponsored agencies | $1,695,000 | 2,227 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $18,973,000 | 4,130 |
| Total debt securities | $18,972,000 | 4,512 |
| Structured notes | ||
| Amortized cost | $1,339,000 | 1,415 |
| Fair value | $1,339,000 | 1,414 |
| 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 | $16,200,000 | 4,890 |
| U.S. Government securities | $8,074,000 | 5,360 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $8,074,000 | 5,277 |
| Securities issued by states & political subdivisions | $4,581,000 | 3,349 |
| Other domestic debt securities | $3,545,000 | 1,541 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $3,545,000 | 821 |
| 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 | $4,196,000 | 4,648 |
| Mortgage-backed securities | $1,915,000 | 5,169 |
| Certificates of participation in pools of residential mortgages | $754,000 | 5,259 |
| Issued or guaranteed by U.S. | $754,000 | 5,239 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,161,000 | 2,801 |
| CMOs issued by government agencies or sponsored agencies | $1,161,000 | 2,436 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $16,200,000 | 4,446 |
| Total debt securities | $16,198,000 | 4,848 |
| Structured notes | ||
| Amortized cost | $84,000 | 1,957 |
| Fair value | $86,000 | 1,956 |
| 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 | $15,080,000 | 5,075 |
| U.S. Government securities | $7,747,000 | 5,563 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $7,747,000 | 5,481 |
| Securities issued by states & political subdivisions | $4,453,000 | 3,307 |
| Other domestic debt securities | $2,880,000 | 1,610 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,880,000 | 934 |
| 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 | $4,631,000 | 4,588 |
| Mortgage-backed securities | $2,087,000 | 5,186 |
| Certificates of participation in pools of residential mortgages | $933,000 | 5,229 |
| Issued or guaranteed by U.S. | $933,000 | 5,213 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,154,000 | 2,828 |
| CMOs issued by government agencies or sponsored agencies | $1,154,000 | 2,453 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $15,080,000 | 4,600 |
| Total debt securities | $15,080,000 | 5,036 |
| Structured notes | ||
| Amortized cost | $91,000 | 1,689 |
| Fair value | $93,000 | 1,688 |
| 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 | $16,561,000 | 4,874 |
| U.S. Government securities | $9,680,000 | 5,209 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $9,680,000 | 5,127 |
| Securities issued by states & political subdivisions | $4,445,000 | 3,266 |
| Other domestic debt securities | $2,436,000 | 1,677 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,436,000 | 1,002 |
| 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 | $5,765,000 | 4,303 |
| Mortgage-backed securities | $2,232,000 | 5,115 |
| Certificates of participation in pools of residential mortgages | $1,071,000 | 5,142 |
| Issued or guaranteed by U.S. | $1,071,000 | 5,127 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,161,000 | 2,765 |
| CMOs issued by government agencies or sponsored agencies | $1,161,000 | 2,430 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $16,561,000 | 4,397 |
| Total debt securities | $16,561,000 | 4,836 |
| Structured notes | ||
| Amortized cost | $345,000 | 1,523 |
| Fair value | $347,000 | 1,518 |
| 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 | $15,478,000 | 5,005 |
| U.S. Government securities | $9,367,000 | 5,230 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $9,367,000 | 5,145 |
| Securities issued by states & political subdivisions | $4,438,000 | 3,265 |
| Other domestic debt securities | $1,673,000 | 1,917 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,673,000 | 1,210 |
| 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 | $5,465,000 | 4,403 |
| Mortgage-backed securities | $2,342,000 | 5,032 |
| Certificates of participation in pools of residential mortgages | $1,157,000 | 5,072 |
| Issued or guaranteed by U.S. | $1,157,000 | 5,058 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,185,000 | 2,679 |
| CMOs issued by government agencies or sponsored agencies | $1,185,000 | 2,337 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $15,478,000 | 4,504 |
| Total debt securities | $15,473,000 | 4,964 |
| Structured notes | ||
| Amortized cost | $483,000 | 1,451 |
| Fair value | $484,000 | 1,433 |
| 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 | $15,965,000 | 4,984 |
| U.S. Government securities | $10,047,000 | 5,121 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $10,047,000 | 5,033 |
| Securities issued by states & political subdivisions | $4,412,000 | 3,290 |
| Other domestic debt securities | $1,506,000 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,506,000 | 1,332 |
| 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 | $5,991,000 | 4,252 |
| Mortgage-backed securities | $2,599,000 | 4,951 |
| Certificates of participation in pools of residential mortgages | $1,150,000 | 5,090 |
| Issued or guaranteed by U.S. | $1,150,000 | 5,070 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,449,000 | 2,557 |
| CMOs issued by government agencies or sponsored agencies | $1,449,000 | 2,221 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $15,965,000 | 4,486 |
| Total debt securities | $15,964,000 | 4,926 |
| Structured notes | ||
| Amortized cost | $485,000 | 1,500 |
| Fair value | $485,000 | 1,483 |
| 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 | $15,617,000 | 5,023 |
| U.S. Government securities | $9,929,000 | 5,127 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $9,929,000 | 5,034 |
| Securities issued by states & political subdivisions | $4,517,000 | 3,254 |
| Other domestic debt securities | $1,171,000 | 2,078 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,171,000 | 1,415 |
| 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 | $6,318,000 | 4,112 |
| Mortgage-backed securities | $2,776,000 | 4,798 |
| Certificates of participation in pools of residential mortgages | $1,265,000 | 4,976 |
| Issued or guaranteed by U.S. | $1,265,000 | 4,953 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,511,000 | 2,530 |
| CMOs issued by government agencies or sponsored agencies | $1,511,000 | 2,190 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $15,617,000 | 4,527 |
| Total debt securities | $15,618,000 | 4,972 |
| Structured notes | ||
| Amortized cost | $238,000 | 1,834 |
| Fair value | $245,000 | 1,835 |
| 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 | $13,671,000 | 5,377 |
| U.S. Government securities | $8,297,000 | 5,654 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $8,297,000 | 5,549 |
| Securities issued by states & political subdivisions | $4,810,000 | 3,157 |
| Other domestic debt securities | $564,000 | 2,321 |
| 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 | $564,000 | 1,654 |
| 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 | $7,538,000 | 3,877 |
| Mortgage-backed securities | $1,765,000 | 4,959 |
| Certificates of participation in pools of residential mortgages | $508,000 | 5,317 |
| Issued or guaranteed by U.S. | $508,000 | 5,296 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,257,000 | 2,498 |
| CMOs issued by government agencies or sponsored agencies | $1,257,000 | 2,203 |
| 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) | $13,671,000 | 4,822 |
| Total debt securities | $13,672,000 | 5,324 |
| Structured notes | ||
| Amortized cost | $356,000 | 2,202 |
| Fair value | $358,000 | 2,201 |
| 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 | $13,156,000 | 5,519 |
| U.S. Government securities | $8,177,000 | 5,795 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $8,177,000 | 5,687 |
| Securities issued by states & political subdivisions | $4,413,000 | 3,273 |
| Other domestic debt securities | $566,000 | 2,250 |
| 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 | $566,000 | 1,615 |
| 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 | $8,151,000 | 3,759 |
| Mortgage-backed securities | $1,542,000 | 4,964 |
| Certificates of participation in pools of residential mortgages | $265,000 | 5,521 |
| Issued or guaranteed by U.S. | $265,000 | 5,500 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,277,000 | 2,435 |
| CMOs issued by government agencies or sponsored agencies | $1,277,000 | 2,139 |
| 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) | $13,156,000 | 4,935 |
| Total debt securities | $13,156,000 | 5,472 |
| Structured notes | ||
| Amortized cost | $359,000 | 2,431 |
| Fair value | $359,000 | 2,432 |
| 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 | $12,565,000 | 5,628 |
| U.S. Government securities | $8,078,000 | 5,827 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $8,078,000 | 5,713 |
| Securities issued by states & political subdivisions | $3,923,000 | 3,422 |
| Other domestic debt securities | $564,000 | 2,193 |
| 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 | $564,000 | 1,575 |
| 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 | $7,805,000 | 3,815 |
| Mortgage-backed securities | $1,596,000 | 4,930 |
| Certificates of participation in pools of residential mortgages | $274,000 | 5,530 |
| Issued or guaranteed by U.S. | $274,000 | 5,510 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,322,000 | 2,389 |
| CMOs issued by government agencies or sponsored agencies | $1,322,000 | 2,104 |
| 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) | $12,565,000 | 5,025 |
| Total debt securities | $12,564,000 | 5,581 |
| Structured notes | ||
| Amortized cost | $863,000 | 2,061 |
| Fair value | $855,000 | 2,059 |
| 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 | $11,890,000 | 5,757 |
| U.S. Government securities | $7,350,000 | 6,075 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $7,350,000 | 5,958 |
| Securities issued by states & political subdivisions | $3,817,000 | 3,475 |
| Other domestic debt securities | $723,000 | 2,112 |
| 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 | $723,000 | 1,532 |
| 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 | $6,574,000 | 4,124 |
| Mortgage-backed securities | $918,000 | 5,357 |
| Certificates of participation in pools of residential mortgages | $288,000 | 5,526 |
| Issued or guaranteed by U.S. | $288,000 | 5,501 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $630,000 | 2,785 |
| CMOs issued by government agencies or sponsored agencies | $630,000 | 2,498 |
| 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) | $11,890,000 | 5,153 |
| Total debt securities | $11,890,000 | 5,704 |
| Structured notes | ||
| Amortized cost | $965,000 | 2,081 |
| Fair value | $1,012,000 | 1,844 |
| 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 | $11,979,000 | 5,789 |
| U.S. Government securities | $7,548,000 | 6,050 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $7,548,000 | 5,928 |
| Securities issued by states & political subdivisions | $3,706,000 | 3,531 |
| Other domestic debt securities | $725,000 | 2,130 |
| 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 | $725,000 | 1,567 |
| 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 | $6,021,000 | 4,259 |
| Mortgage-backed securities | $699,000 | 5,526 |
| Certificates of participation in pools of residential mortgages | $293,000 | 5,525 |
| Issued or guaranteed by U.S. | $293,000 | 5,504 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $406,000 | 2,967 |
| CMOs issued by government agencies or sponsored agencies | $406,000 | 2,687 |
| 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) | $11,979,000 | 5,170 |
| Total debt securities | $11,979,000 | 5,737 |
| Structured notes | ||
| Amortized cost | $1,469,000 | 1,782 |
| Fair value | $1,459,000 | 1,784 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $13,990,000 | 5,480 |
| U.S. Government securities | $8,874,000 | 5,785 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $8,874,000 | 5,669 |
| Securities issued by states & political subdivisions | $4,195,000 | 3,341 |
| Other domestic debt securities | $921,000 | 2,028 |
| 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 | $921,000 | 1,492 |
| 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 | $7,939,000 | 3,829 |
| Mortgage-backed securities | $782,000 | 5,461 |
| Certificates of participation in pools of residential mortgages | $307,000 | 5,525 |
| Issued or guaranteed by U.S. | $307,000 | 5,498 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $475,000 | 2,872 |
| CMOs issued by government agencies or sponsored agencies | $475,000 | 2,596 |
| 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) | $13,990,000 | 4,839 |
| Total debt securities | $13,990,000 | 5,429 |
| Structured notes | ||
| Amortized cost | $2,473,000 | 1,383 |
| Fair value | $2,450,000 | 1,380 |
| 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 | $14,412,000 | 5,414 |
| U.S. Government securities | $8,908,000 | 5,812 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $8,908,000 | 5,680 |
| Securities issued by states & political subdivisions | $4,294,000 | 3,302 |
| Other domestic debt securities | $1,210,000 | 1,843 |
| 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 | $1,210,000 | 1,336 |
| 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 | $7,307,000 | 3,963 |
| Mortgage-backed securities | $1,025,000 | 5,294 |
| Certificates of participation in pools of residential mortgages | $328,000 | 5,530 |
| Issued or guaranteed by U.S. | $328,000 | 5,505 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $697,000 | 2,686 |
| CMOs issued by government agencies or sponsored agencies | $697,000 | 2,407 |
| 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) | $14,412,000 | 4,761 |
| Total debt securities | $14,412,000 | 5,362 |
| Structured notes | ||
| Amortized cost | $2,597,000 | 1,367 |
| Fair value | $2,532,000 | 1,366 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $14,261,000 | 5,484 |
| U.S. Government securities | $9,110,000 | 5,813 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $9,110,000 | 5,673 |
| Securities issued by states & political subdivisions | $3,861,000 | 3,469 |
| Other domestic debt securities | $1,290,000 | 1,855 |
| 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 | $1,290,000 | 1,361 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,659,000 | 4,424 |
| Mortgage-backed securities | $1,152,000 | 5,258 |
| Certificates of participation in pools of residential mortgages | $358,000 | 5,514 |
| Issued or guaranteed by U.S. | $358,000 | 5,491 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $794,000 | 2,640 |
| CMOs issued by government agencies or sponsored agencies | $794,000 | 2,352 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $14,261,000 | 4,824 |
| Total debt securities | $14,261,000 | 5,433 |
| Structured notes | ||
| Amortized cost | $2,597,000 | 1,395 |
| Fair value | $2,545,000 | 1,395 |
| 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 | $12,252,000 | 5,859 |
| U.S. Government securities | $6,965,000 | 6,356 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $6,965,000 | 6,218 |
| Securities issued by states & political subdivisions | $3,982,000 | 3,434 |
| Other domestic debt securities | $1,305,000 | 1,917 |
| 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 | $1,305,000 | 1,434 |
| 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 | $5,687,000 | 4,374 |
| Mortgage-backed securities | $1,203,000 | 5,282 |
| Certificates of participation in pools of residential mortgages | $373,000 | 5,534 |
| Issued or guaranteed by U.S. | $373,000 | 5,509 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $830,000 | 2,612 |
| CMOs issued by government agencies or sponsored agencies | $830,000 | 2,334 |
| 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) | $12,252,000 | 5,181 |
| Total debt securities | $12,253,000 | 5,807 |
| Structured notes | ||
| Amortized cost | $2,597,000 | 1,395 |
| Fair value | $2,553,000 | 1,394 |
| 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 | $12,065,000 | 5,889 |
| U.S. Government securities | $6,720,000 | 6,422 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $6,720,000 | 6,298 |
| Securities issued by states & political subdivisions | $4,023,000 | 3,407 |
| Other domestic debt securities | $1,322,000 | 1,940 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,322,000 | 1,482 |
| 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 | $3,121,000 | 5,313 |
| Mortgage-backed securities | $1,321,000 | 5,239 |
| Certificates of participation in pools of residential mortgages | $401,000 | 5,541 |
| Issued or guaranteed by U.S. | $401,000 | 5,521 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $920,000 | 2,581 |
| CMOs issued by government agencies or sponsored agencies | $920,000 | 2,301 |
| 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) | $12,065,000 | 5,188 |
| Total debt securities | $12,063,000 | 5,825 |
| Structured notes | ||
| Amortized cost | $2,499,000 | 1,404 |
| Fair value | $2,464,000 | 1,427 |
| 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 | $12,948,000 | 5,769 |
| U.S. Government securities | $7,327,000 | 6,311 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $7,327,000 | 6,181 |
| Securities issued by states & political subdivisions | $4,070,000 | 3,375 |
| Other domestic debt securities | $1,551,000 | 1,875 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,551,000 | 1,449 |
| 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 | $3,188,000 | 5,258 |
| Mortgage-backed securities | $1,886,000 | 5,000 |
| Certificates of participation in pools of residential mortgages | $502,000 | 5,473 |
| Issued or guaranteed by U.S. | $502,000 | 5,446 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,384,000 | 2,358 |
| CMOs issued by government agencies or sponsored agencies | $1,384,000 | 2,106 |
| 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) | $12,948,000 | 5,070 |
| Total debt securities | $12,946,000 | 5,705 |
| Structured notes | ||
| Amortized cost | $2,499,000 | 1,402 |
| Fair value | $2,482,000 | 1,406 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $14,351,000 | 5,593 |
| U.S. Government securities | $8,104,000 | 6,160 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $8,104,000 | 6,015 |
| Securities issued by states & political subdivisions | $4,271,000 | 3,287 |
| Other domestic debt securities | $1,976,000 | 1,764 |
| 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 | $1,976,000 | 1,378 |
| 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 | $4,231,000 | 4,886 |
| Mortgage-backed securities | $2,483,000 | 4,770 |
| Certificates of participation in pools of residential mortgages | $536,000 | 5,509 |
| Issued or guaranteed by U.S. | $536,000 | 5,489 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,947,000 | 2,171 |
| CMOs issued by government agencies or sponsored agencies | $1,947,000 | 1,943 |
| 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) | $14,351,000 | 4,901 |
| Total debt securities | $14,350,000 | 5,523 |
| Structured notes | ||
| Amortized cost | $2,499,000 | 1,381 |
| Fair value | $2,462,000 | 1,386 |
| 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 | $15,362,000 | 5,431 |
| U.S. Government securities | $8,865,000 | 5,975 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $8,865,000 | 5,825 |
| Securities issued by states & political subdivisions | $4,206,000 | 3,330 |
| Other domestic debt securities | $2,291,000 | 1,692 |
| 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 | $2,291,000 | 1,311 |
| 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 | $4,698,000 | 4,705 |
| Mortgage-backed securities | $2,506,000 | 4,811 |
| Certificates of participation in pools of residential mortgages | $571,000 | 5,514 |
| Issued or guaranteed by U.S. | $571,000 | 5,495 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,935,000 | 2,212 |
| CMOs issued by government agencies or sponsored agencies | $1,935,000 | 1,974 |
| 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) | $15,362,000 | 4,758 |
| Total debt securities | $15,362,000 | 5,365 |
| Structured notes | ||
| Amortized cost | $2,250,000 | 1,405 |
| Fair value | $2,233,000 | 1,414 |
| 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 | $16,319,000 | 5,294 |
| U.S. Government securities | $9,760,000 | 5,757 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $9,760,000 | 5,601 |
| Securities issued by states & political subdivisions | $3,978,000 | 3,431 |
| Other domestic debt securities | $2,581,000 | 1,618 |
| 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 | $2,581,000 | 1,279 |
| 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 | $4,593,000 | 4,761 |
| Mortgage-backed securities | $2,854,000 | 4,690 |
| Certificates of participation in pools of residential mortgages | $888,000 | 5,238 |
| Issued or guaranteed by U.S. | $888,000 | 5,225 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,966,000 | 2,199 |
| CMOs issued by government agencies or sponsored agencies | $1,966,000 | 1,974 |
| 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) | $16,319,000 | 4,604 |
| Total debt securities | $16,318,000 | 5,223 |
| Structured notes | ||
| Amortized cost | $2,750,000 | 1,323 |
| Fair value | $2,739,000 | 1,329 |
| 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 | $16,793,000 | 5,280 |
| U.S. Government securities | $10,499,000 | 5,662 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $10,499,000 | 5,505 |
| Securities issued by states & political subdivisions | $3,518,000 | 3,612 |
| Other domestic debt securities | $2,776,000 | 1,634 |
| 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 | $2,776,000 | 1,296 |
| 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 | $5,303,000 | 4,479 |
| Mortgage-backed securities | $2,895,000 | 4,729 |
| Certificates of participation in pools of residential mortgages | $915,000 | 5,294 |
| Issued or guaranteed by U.S. | $915,000 | 5,278 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,980,000 | 2,242 |
| CMOs issued by government agencies or sponsored agencies | $1,980,000 | 2,014 |
| 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) | $16,793,000 | 4,624 |
| Total debt securities | $16,794,000 | 5,207 |
| Structured notes | ||
| Amortized cost | $2,999,000 | 1,226 |
| Fair value | $2,944,000 | 1,223 |
| 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 | $16,487,000 | 5,288 |
| U.S. Government securities | $10,539,000 | 5,607 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $10,539,000 | 5,461 |
| Securities issued by states & political subdivisions | $3,074,000 | 3,789 |
| Other domestic debt securities | $2,874,000 | 1,697 |
| 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 | $2,874,000 | 1,353 |
| 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 | $4,076,000 | 4,887 |
| Mortgage-backed securities | $2,191,000 | 5,093 |
| Certificates of participation in pools of residential mortgages | $657,000 | 5,544 |
| Issued or guaranteed by U.S. | $657,000 | 5,526 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,534,000 | 2,505 |
| CMOs issued by government agencies or sponsored agencies | $1,534,000 | 2,266 |
| 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) | $16,487,000 | 4,646 |
| Total debt securities | $16,488,000 | 5,203 |
| Structured notes | ||
| Amortized cost | $2,999,000 | 1,073 |
| Fair value | $3,009,000 | 1,082 |
| 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 | $16,359,000 | 5,382 |
| U.S. Government securities | $11,021,000 | 5,519 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $11,021,000 | 5,352 |
| Securities issued by states & political subdivisions | $2,609,000 | 4,051 |
| Other domestic debt securities | $2,729,000 | 1,765 |
| 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 | $2,729,000 | 1,485 |
| 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 | $1,084,000 | 6,451 |
| Mortgage-backed securities | $2,310,000 | 5,016 |
| Certificates of participation in pools of residential mortgages | $770,000 | 5,470 |
| Issued or guaranteed by U.S. | $770,000 | 5,447 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,540,000 | 2,489 |
| CMOs issued by government agencies or sponsored agencies | $1,540,000 | 2,355 |
| 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) | $16,359,000 | 4,695 |
| Total debt securities | $16,356,000 | 5,294 |
| Structured notes | ||
| Amortized cost | $2,749,000 | 1,028 |
| Fair value | $2,740,000 | 1,029 |
| 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 | $16,411,000 | 5,290 |
| U.S. Government securities | $10,499,000 | 5,498 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $10,499,000 | 5,342 |
| Securities issued by states & political subdivisions | $2,506,000 | 4,121 |
| Other domestic debt securities | $3,406,000 | 1,655 |
| 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 | $3,406,000 | 1,385 |
| 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 | $1,101,000 | 6,438 |
| Mortgage-backed securities | $2,537,000 | 4,931 |
| Certificates of participation in pools of residential mortgages | $958,000 | 5,328 |
| Issued or guaranteed by U.S. | $958,000 | 5,303 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,579,000 | 2,500 |
| CMOs issued by government agencies or sponsored agencies | $1,579,000 | 2,367 |
| 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) | $16,411,000 | 4,639 |
| Total debt securities | $16,411,000 | 5,202 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,303 |
| Fair value | $1,238,000 | 1,312 |
| 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 | $18,369,000 | 4,912 |
| U.S. Government securities | $12,329,000 | 5,010 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $12,329,000 | 4,848 |
| Securities issued by states & political subdivisions | $2,565,000 | 4,048 |
| Other domestic debt securities | $3,475,000 | 1,730 |
| 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 | $3,475,000 | 1,444 |
| 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 | $474,000 | 7,000 |
| Mortgage-backed securities | $3,231,000 | 4,723 |
| Certificates of participation in pools of residential mortgages | $1,313,000 | 5,104 |
| Issued or guaranteed by U.S. | $1,313,000 | 5,086 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,918,000 | 2,568 |
| CMOs issued by government agencies or sponsored agencies | $1,918,000 | 2,433 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $18,369,000 | 4,291 |
| Total debt securities | $18,369,000 | 4,820 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 817 |
| Fair value | $2,007,000 | 881 |
| 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 | $15,640,000 | 5,379 |
| U.S. Government securities | $10,158,000 | 5,543 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $10,158,000 | 5,359 |
| Securities issued by states & political subdivisions | $2,569,000 | 3,986 |
| Other domestic debt securities | $2,913,000 | 1,882 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,913,000 | 1,606 |
| 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 | $484,000 | 7,039 |
| Mortgage-backed securities | $3,167,000 | 4,804 |
| Certificates of participation in pools of residential mortgages | $1,744,000 | 4,816 |
| Issued or guaranteed by U.S. | $1,744,000 | 4,800 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,423,000 | 2,869 |
| CMOs issued by government agencies or sponsored agencies | $1,423,000 | 2,735 |
| 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) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $15,640,000 | 4,664 |
| Total debt securities | $15,640,000 | 5,273 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 910 |
| Fair value | $1,003,000 | 1,026 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $12,192,000 | 6,025 |
| U.S. Government securities | $8,021,000 | 6,155 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $8,021,000 | 5,962 |
| Securities issued by states & political subdivisions | $1,887,000 | 4,380 |
| Other domestic debt securities | $2,284,000 | 2,074 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,284,000 | 1,790 |
| 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 | $747,000 | 6,818 |
| Mortgage-backed securities | $2,770,000 | 4,973 |
| Certificates of participation in pools of residential mortgages | $1,638,000 | 4,880 |
| Issued or guaranteed by U.S. | $1,638,000 | 4,864 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,132,000 | 3,035 |
| CMOs issued by government agencies or sponsored agencies | $1,132,000 | 2,897 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $12,192,000 | 5,239 |
| Total debt securities | $12,190,000 | 5,930 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,417 |
| Fair value | $254,000 | 1,438 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $11,109,000 | 6,228 |
| U.S. Government securities | $6,763,000 | 6,544 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $6,763,000 | 6,302 |
| Securities issued by states & political subdivisions | $2,097,000 | 4,265 |
| Other domestic debt securities | $2,249,000 | 2,130 |
| 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 | $2,249,000 | 1,795 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,038,000 | 5,918 |
| Mortgage-backed securities | $1,535,000 | 5,541 |
| Certificates of participation in pools of residential mortgages | $875,000 | 5,317 |
| Issued or guaranteed by U.S. | $875,000 | 5,296 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $660,000 | 3,586 |
| CMOs issued by government agencies or sponsored agencies | $660,000 | 3,421 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $11,109,000 | 5,343 |
| Total debt securities | $11,108,000 | 6,134 |
| 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 | $8,184,000 | 7,308 |
| U.S. Government securities | $5,479,000 | 7,542 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $5,479,000 | 7,200 |
| Securities issued by states & political subdivisions | $1,978,000 | 4,420 |
| Other domestic debt securities | $614,000 | 2,797 |
| 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 | $614,000 | 2,452 |
| Foreign debt securities | NA | NA |
| Equity securities | $113,000 | 6,673 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,363,000 | 6,058 |
| Mortgage-backed securities | $1,154,000 | 5,399 |
| Certificates of participation in pools of residential mortgages | $478,000 | 5,474 |
| Issued or guaranteed by U.S. | $478,000 | 5,454 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $676,000 | 3,148 |
| CMOs issued by government agencies or sponsored agencies | $676,000 | 2,985 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $8,184,000 | 6,208 |
| Total debt securities | $8,071,000 | 7,226 |
| 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 | $9,821,000 | 7,128 |
| U.S. Government securities | $6,395,000 | 7,429 |
| U.S. Treasury securities | $200,000 | 5,118 |
| U.S. Government agency obligations | $6,195,000 | 6,996 |
| Securities issued by states & political subdivisions | $2,685,000 | 4,118 |
| Other domestic debt securities | $628,000 | 2,682 |
| 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 | $628,000 | 2,268 |
| Foreign debt securities | NA | NA |
| Equity securities | $113,000 | 6,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,094,000 | 6,258 |
| Mortgage-backed securities | $1,573,000 | 5,374 |
| Certificates of participation in pools of residential mortgages | $588,000 | 5,602 |
| Issued or guaranteed by U.S. | $588,000 | 5,589 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $985,000 | 3,032 |
| CMOs issued by government agencies or sponsored agencies | $985,000 | 2,884 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $9,821,000 | 5,917 |
| Total debt securities | $9,708,000 | 7,045 |
| 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 | $11,450,000 | 6,677 |
| U.S. Government securities | $6,421,000 | 7,384 |
| U.S. Treasury securities | $811,000 | 5,408 |
| U.S. Government agency obligations | $5,610,000 | 6,906 |
| Securities issued by states & political subdivisions | $4,563,000 | 3,144 |
| Other domestic debt securities | $355,000 | 2,935 |
| 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 | $355,000 | 2,438 |
| Foreign debt securities | NA | NA |
| Equity securities | $111,000 | 6,366 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,291,000 | 6,829 |
| Mortgage-backed securities | $1,695,000 | 5,525 |
| Certificates of participation in pools of residential mortgages | $811,000 | 5,496 |
| Issued or guaranteed by U.S. | $811,000 | 5,479 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $884,000 | 3,417 |
| CMOs issued by government agencies or sponsored agencies | $884,000 | 3,271 |
| 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) | $3,870,000 | 3,835 |
| Available-for-sale securities (fair market value) | $7,580,000 | 6,490 |
| Total debt securities | $11,339,000 | 6,579 |
| 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 | $14,070,000 | 6,210 |
| U.S. Government securities | $9,158,000 | 6,791 |
| U.S. Treasury securities | $1,411,000 | 5,853 |
| U.S. Government agency obligations | $7,747,000 | 6,071 |
| Securities issued by states & political subdivisions | $4,605,000 | 2,918 |
| Other domestic debt securities | $204,000 | 2,898 |
| 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 | $204,000 | 2,307 |
| Foreign debt securities | NA | NA |
| Equity securities | $103,000 | 6,376 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,033,000 | 7,434 |
| Mortgage-backed securities | $1,899,000 | 5,492 |
| Certificates of participation in pools of residential mortgages | $1,183,000 | 5,152 |
| Issued or guaranteed by U.S. | $1,183,000 | 5,134 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $716,000 | 3,723 |
| CMOs issued by government agencies or sponsored agencies | $716,000 | 3,594 |
| 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) | $3,531,000 | 4,766 |
| Available-for-sale securities (fair market value) | $10,539,000 | 5,585 |
| Total debt securities | $13,967,000 | 6,115 |
| 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 | $14,700,000 | 6,507 |
| U.S. Government securities | $9,697,000 | 7,126 |
| U.S. Treasury securities | $2,511,000 | 5,453 |
| U.S. Government agency obligations | $7,186,000 | 6,622 |
| Securities issued by states & political subdivisions | $4,465,000 | 3,064 |
| Other domestic debt securities | $459,000 | 2,788 |
| 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 | $459,000 | 2,138 |
| Foreign debt securities | NA | NA |
| Equity securities | $79,000 | 6,645 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $444,000 | 8,710 |
| Mortgage-backed securities | $2,527,000 | 5,512 |
| Certificates of participation in pools of residential mortgages | $1,365,000 | 5,349 |
| Issued or guaranteed by U.S. | $1,365,000 | 5,334 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,162,000 | 3,652 |
| CMOs issued by government agencies or sponsored agencies | $1,162,000 | 3,515 |
| 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) | $3,405,000 | 5,451 |
| Available-for-sale securities (fair market value) | $11,295,000 | 5,603 |
| Total debt securities | $14,621,000 | 6,399 |
| 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 | $9,011,000 | 8,645 |
| U.S. Government securities | $4,975,000 | 9,581 |
| U.S. Treasury securities | $1,418,000 | 7,893 |
| U.S. Government agency obligations | $3,557,000 | 8,603 |
| Securities issued by states & political subdivisions | $3,965,000 | 3,363 |
| 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 | $71,000 | 6,633 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 9,509 |
| Mortgage-backed securities | $1,159,000 | 7,107 |
| Certificates of participation in pools of residential mortgages | $1,159,000 | 5,861 |
| Issued or guaranteed by U.S. | $1,159,000 | 5,824 |
| 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) | $2,194,000 | 6,499 |
| Available-for-sale securities (fair market value) | $6,817,000 | 7,229 |
| Total debt securities | $8,940,000 | 8,536 |
| Structured notes | ||
| Amortized cost | $100,000 | 4,437 |
| Fair value | $100,000 | 4,449 |
| 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 | $7,291,000 | 9,809 |
| U.S. Government securities | $4,072,000 | 10,656 |
| U.S. Treasury securities | $307,000 | 10,754 |
| U.S. Government agency obligations | $3,765,000 | 8,548 |
| Securities issued by states & political subdivisions | $3,202,000 | 4,019 |
| 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 | $17,000 | 8,003 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $301,000 | 9,617 |
| Mortgage-backed securities | $1,317,000 | 7,362 |
| Certificates of participation in pools of residential mortgages | $1,317,000 | 5,966 |
| Issued or guaranteed by U.S. | $1,317,000 | 5,939 |
| 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) | $4,082,000 | 8,551 |
| Available-for-sale securities (fair market value) | $3,209,000 | 7,973 |
| Total debt securities | $7,274,000 | 9,721 |
| 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 | $9,993,000 | 9,088 |
| U.S. Government securities | $5,509,000 | 10,219 |
| U.S. Treasury securities | $1,410,000 | 9,338 |
| U.S. Government agency obligations | $4,099,000 | 8,527 |
| Securities issued by states & political subdivisions | $4,283,000 | 3,392 |
| Other domestic debt securities | $201,000 | 5,282 |
| 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 | $201,000 | 4,135 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $502,000 | 9,475 |
| Mortgage-backed securities | $1,031,000 | 8,383 |
| Certificates of participation in pools of residential mortgages | $1,031,000 | 7,022 |
| Issued or guaranteed by U.S. | $1,031,000 | 6,972 |
| 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 | $9,993,000 | 8,956 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $10,041,000 | 9,127 |
| U.S. Government securities | $5,406,000 | 10,532 |
| U.S. Treasury securities | $2,223,000 | 8,439 |
| U.S. Government agency obligations | $3,183,000 | 9,377 |
| Securities issued by states & political subdivisions | $4,433,000 | 3,052 |
| Other domestic debt securities | $202,000 | 6,148 |
| 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 | $202,000 | 4,711 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $105,000 | 10,694 |
| Mortgage-backed securities | $327,000 | 10,154 |
| Certificates of participation in pools of residential mortgages | $327,000 | 9,064 |
| Issued or guaranteed by U.S. | $327,000 | 8,993 |
| 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 | $10,041,000 | 9,001 |
| 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 |