Home > Lake-Osceola State Bank > Securities
Lake-Osceola State Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $127,562,000 | 1,434 |
| U.S. Government securities | $12,347,000 | 3,433 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $12,347,000 | 3,078 |
| Securities issued by states & political subdivisions | $68,593,000 | 669 |
| Other domestic debt securities | $46,622,000 | 421 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,916,000 | 249 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $9,039,000 | 694 |
| 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 | $1,996,000 | 3,646 |
| Mortgage-backed securities | $41,014,000 | 1,426 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,521,000 | 2,082 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,826,000 | 1,727 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $28,667,000 | 263 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $127,562,000 | 1,256 |
| Total debt securities | $127,562,000 | 1,414 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 493 |
| Fair value | $2,102,000 | 520 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $123,773,000 | 1,454 |
| U.S. Government securities | $12,378,000 | 3,455 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $12,378,000 | 3,052 |
| Securities issued by states & political subdivisions | $64,700,000 | 681 |
| Other domestic debt securities | $46,695,000 | 414 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,136,000 | 247 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $8,918,000 | 694 |
| 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 | $2,110,000 | 3,631 |
| Mortgage-backed securities | $41,019,000 | 1,412 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,407,000 | 2,080 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,971,000 | 1,671 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $28,641,000 | 267 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $123,773,000 | 1,266 |
| Total debt securities | $123,771,000 | 1,438 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 510 |
| Fair value | $2,067,000 | 532 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $128,547,000 | 1,455 |
| U.S. Government securities | $12,490,000 | 3,487 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $12,490,000 | 3,093 |
| Securities issued by states & political subdivisions | $67,535,000 | 687 |
| Other domestic debt securities | $48,522,000 | 403 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,427,000 | 245 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $9,082,000 | 693 |
| 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 | $2,018,000 | 3,632 |
| Mortgage-backed securities | $42,503,000 | 1,415 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,405,000 | 2,120 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,085,000 | 1,672 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $30,013,000 | 264 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $128,547,000 | 1,271 |
| Total debt securities | $128,547,000 | 1,441 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 549 |
| Fair value | $2,090,000 | 574 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $130,413,000 | 1,503 |
| U.S. Government securities | $12,899,000 | 3,532 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $12,899,000 | 3,078 |
| Securities issued by states & political subdivisions | $67,201,000 | 725 |
| Other domestic debt securities | $50,313,000 | 415 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,555,000 | 250 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $9,764,000 | 689 |
| 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 | $2,274,000 | 3,578 |
| Mortgage-backed securities | $43,893,000 | 1,439 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,494,000 | 2,165 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,405,000 | 1,659 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $30,994,000 | 271 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $130,413,000 | 1,311 |
| Total debt securities | $130,413,000 | 1,487 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $129,510,000 | 1,532 |
| U.S. Government securities | $12,886,000 | 3,560 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $12,886,000 | 3,071 |
| Securities issued by states & political subdivisions | $65,451,000 | 776 |
| Other domestic debt securities | $51,173,000 | 417 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,289,000 | 235 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $9,637,000 | 711 |
| 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 | $2,377,000 | 3,520 |
| Mortgage-backed securities | $44,133,000 | 1,448 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,354,000 | 2,191 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,532,000 | 1,662 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $31,247,000 | 270 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $129,510,000 | 1,332 |
| Total debt securities | $129,511,000 | 1,517 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 596 |
| Fair value | $2,187,000 | 619 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $126,032,000 | 1,574 |
| U.S. Government securities | $13,080,000 | 3,555 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $13,080,000 | 3,069 |
| Securities issued by states & political subdivisions | $68,826,000 | 733 |
| Other domestic debt securities | $44,126,000 | 437 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,066,000 | 233 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $9,703,000 | 702 |
| 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 | $2,490,000 | 3,490 |
| Mortgage-backed securities | $36,437,000 | 1,614 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,379,000 | 2,206 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,701,000 | 1,652 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $23,357,000 | 337 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $126,032,000 | 1,373 |
| Total debt securities | $126,041,000 | 1,558 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 593 |
| Fair value | $2,204,000 | 608 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $122,470,000 | 1,624 |
| U.S. Government securities | $13,418,000 | 3,566 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $13,418,000 | 3,098 |
| Securities issued by states & political subdivisions | $70,999,000 | 744 |
| Other domestic debt securities | $38,053,000 | 464 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,394,000 | 231 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $10,190,000 | 690 |
| 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 | $2,644,000 | 3,472 |
| Mortgage-backed securities | $29,887,000 | 1,838 |
| Certificates of participation in pools of residential mortgages | $9,495,000 | 2,300 |
| Issued or guaranteed by U.S. | $9,495,000 | 2,239 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $3,923,000 | 1,712 |
| CMOs issued by government agencies or sponsored agencies | $3,923,000 | 1,641 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $16,469,000 | 700 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $16,469,000 | 473 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $122,470,000 | 1,458 |
| Total debt securities | $122,470,000 | 1,610 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 577 |
| Fair value | $2,321,000 | 588 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $123,444,000 | 1,586 |
| U.S. Government securities | $13,933,000 | 3,459 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $13,933,000 | 3,052 |
| Securities issued by states & political subdivisions | $77,620,000 | 709 |
| Other domestic debt securities | $31,891,000 | 514 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,134,000 | 231 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $10,484,000 | 665 |
| 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 | $2,915,000 | 3,430 |
| Mortgage-backed securities | $23,206,000 | 2,070 |
| Certificates of participation in pools of residential mortgages | $9,584,000 | 2,317 |
| Issued or guaranteed by U.S. | $9,584,000 | 2,260 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $4,349,000 | 1,672 |
| CMOs issued by government agencies or sponsored agencies | $4,349,000 | 1,602 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $9,273,000 | 914 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $9,273,000 | 607 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $123,444,000 | 1,446 |
| Total debt securities | $123,445,000 | 1,570 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 502 |
| Fair value | $2,400,000 | 504 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $133,149,000 | 1,446 |
| U.S. Government securities | $14,373,000 | 3,283 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $14,373,000 | 3,000 |
| Securities issued by states & political subdivisions | $84,938,000 | 681 |
| Other domestic debt securities | $33,838,000 | 483 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,780,000 | 230 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $10,855,000 | 624 |
| 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 | $3,105,000 | 3,412 |
| Mortgage-backed securities | $24,576,000 | 2,027 |
| Certificates of participation in pools of residential mortgages | $9,680,000 | 2,315 |
| Issued or guaranteed by U.S. | $9,680,000 | 2,250 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $4,693,000 | 1,622 |
| CMOs issued by government agencies or sponsored agencies | $4,693,000 | 1,568 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $10,203,000 | 866 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $10,203,000 | 581 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $133,149,000 | 1,334 |
| Total debt securities | $133,148,000 | 1,430 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 433 |
| Fair value | $2,473,000 | 442 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $78,541,000 | 2,014 |
| U.S. Government securities | $5,048,000 | 3,978 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $5,048,000 | 3,765 |
| Securities issued by states & political subdivisions | $59,541,000 | 895 |
| Other domestic debt securities | $13,952,000 | 757 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,021,000 | 400 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $10,931,000 | 576 |
| 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 | $3,314,000 | 3,400 |
| Mortgage-backed securities | $5,048,000 | 3,221 |
| Certificates of participation in pools of residential mortgages | $14,000 | 3,944 |
| Issued or guaranteed by U.S. | $14,000 | 3,883 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $5,034,000 | 1,577 |
| CMOs issued by government agencies or sponsored agencies | $5,034,000 | 1,534 |
| 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) | $78,541,000 | 1,896 |
| Total debt securities | $78,541,000 | 2,001 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 384 |
| Fair value | $2,502,000 | 384 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $66,598,000 | 2,176 |
| U.S. Government securities | $5,482,000 | 3,937 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $5,482,000 | 3,718 |
| Securities issued by states & political subdivisions | $50,500,000 | 996 |
| Other domestic debt securities | $10,616,000 | 832 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,106,000 | 407 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $7,510,000 | 685 |
| 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 | $3,568,000 | 3,361 |
| Mortgage-backed securities | $5,482,000 | 3,163 |
| Certificates of participation in pools of residential mortgages | $23,000 | 3,947 |
| Issued or guaranteed by U.S. | $23,000 | 3,882 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $5,459,000 | 1,481 |
| CMOs issued by government agencies or sponsored agencies | $5,459,000 | 1,439 |
| 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) | $66,598,000 | 2,049 |
| Total debt securities | $66,594,000 | 2,160 |
| Structured notes | ||
| Amortized cost | $2,250,000 | 354 |
| Fair value | $2,253,000 | 354 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $42,601,000 | 2,670 |
| U.S. Government securities | $5,855,000 | 3,792 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $5,855,000 | 3,609 |
| Securities issued by states & political subdivisions | $31,067,000 | 1,445 |
| Other domestic debt securities | $5,679,000 | 1,085 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,189,000 | 399 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $2,490,000 | 1,054 |
| 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 | $3,734,000 | 3,320 |
| Mortgage-backed securities | $5,855,000 | 3,084 |
| Certificates of participation in pools of residential mortgages | $27,000 | 3,934 |
| Issued or guaranteed by U.S. | $27,000 | 3,861 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $5,828,000 | 1,410 |
| CMOs issued by government agencies or sponsored agencies | $5,828,000 | 1,367 |
| 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) | $42,601,000 | 2,505 |
| Total debt securities | $42,601,000 | 2,653 |
| Structured notes | ||
| Amortized cost | $3,166,000 | 183 |
| Fair value | $3,189,000 | 181 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $30,864,000 | 2,973 |
| U.S. Government securities | $6,098,000 | 3,655 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $6,098,000 | 3,506 |
| Securities issued by states & political subdivisions | $20,043,000 | 1,894 |
| Other domestic debt securities | $4,723,000 | 1,118 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,223,000 | 375 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $1,500,000 | 1,196 |
| 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 | $3,860,000 | 3,306 |
| Mortgage-backed securities | $6,098,000 | 3,014 |
| Certificates of participation in pools of residential mortgages | $37,000 | 3,925 |
| Issued or guaranteed by U.S. | $37,000 | 3,857 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $6,061,000 | 1,401 |
| CMOs issued by government agencies or sponsored agencies | $6,061,000 | 1,358 |
| 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) | $30,864,000 | 2,795 |
| Total debt securities | $30,864,000 | 2,952 |
| Structured notes | ||
| Amortized cost | $3,242,000 | 110 |
| Fair value | $3,223,000 | 112 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $25,724,000 | 3,088 |
| U.S. Government securities | $6,456,000 | 3,639 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $6,456,000 | 3,476 |
| Securities issued by states & political subdivisions | $15,997,000 | 2,024 |
| Other domestic debt securities | $3,271,000 | 1,219 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,271,000 | 360 |
| 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 | $4,061,000 | 3,286 |
| Mortgage-backed securities | $6,456,000 | 2,975 |
| Certificates of participation in pools of residential mortgages | $47,000 | 3,919 |
| Issued or guaranteed by U.S. | $47,000 | 3,852 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $6,409,000 | 1,387 |
| CMOs issued by government agencies or sponsored agencies | $6,409,000 | 1,349 |
| 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) | $25,724,000 | 2,897 |
| Total debt securities | $25,724,000 | 3,067 |
| Structured notes | ||
| Amortized cost | $3,329,000 | 104 |
| Fair value | $3,271,000 | 106 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $17,756,000 | 3,452 |
| U.S. Government securities | $6,934,000 | 3,589 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $6,934,000 | 3,431 |
| Securities issued by states & political subdivisions | $7,583,000 | 2,702 |
| Other domestic debt securities | $3,239,000 | 1,167 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,239,000 | 325 |
| 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 | $4,204,000 | 3,294 |
| Mortgage-backed securities | $6,934,000 | 2,921 |
| Certificates of participation in pools of residential mortgages | $61,000 | 3,912 |
| Issued or guaranteed by U.S. | $61,000 | 3,844 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $6,873,000 | 1,390 |
| CMOs issued by government agencies or sponsored agencies | $6,873,000 | 1,354 |
| 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) | $17,756,000 | 3,237 |
| Total debt securities | $17,756,000 | 3,426 |
| Structured notes | ||
| Amortized cost | $3,412,000 | 112 |
| Fair value | $3,239,000 | 115 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $19,917,000 | 3,315 |
| U.S. Government securities | $7,880,000 | 3,540 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $7,880,000 | 3,382 |
| Securities issued by states & political subdivisions | $8,981,000 | 2,426 |
| Other domestic debt securities | $3,056,000 | 1,134 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,056,000 | 310 |
| 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 | $4,341,000 | 3,274 |
| Mortgage-backed securities | $7,047,000 | 2,930 |
| Certificates of participation in pools of residential mortgages | $76,000 | 3,930 |
| Issued or guaranteed by U.S. | $76,000 | 3,855 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $6,971,000 | 1,397 |
| CMOs issued by government agencies or sponsored agencies | $6,971,000 | 1,360 |
| 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) | $19,917,000 | 3,102 |
| Total debt securities | $19,916,000 | 3,289 |
| Structured notes | ||
| Amortized cost | $3,475,000 | 135 |
| Fair value | $3,056,000 | 142 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $19,354,000 | 3,401 |
| U.S. Government securities | $8,627,000 | 3,531 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $8,627,000 | 3,379 |
| Securities issued by states & political subdivisions | $7,232,000 | 2,647 |
| Other domestic debt securities | $3,495,000 | 1,053 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $3,495,000 | 285 |
| 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 | $4,504,000 | 3,294 |
| Mortgage-backed securities | $6,338,000 | 2,981 |
| Certificates of participation in pools of residential mortgages | $93,000 | 3,937 |
| Issued or guaranteed by U.S. | $93,000 | 3,869 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $6,245,000 | 1,473 |
| CMOs issued by government agencies or sponsored agencies | $6,245,000 | 1,433 |
| 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) | $19,354,000 | 3,171 |
| Total debt securities | $19,354,000 | 3,379 |
| Structured notes | ||
| Amortized cost | $3,547,000 | 186 |
| Fair value | $3,495,000 | 186 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $18,544,000 | 3,490 |
| U.S. Government securities | $9,231,000 | 3,503 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $9,231,000 | 3,350 |
| Securities issued by states & political subdivisions | $6,685,000 | 2,737 |
| Other domestic debt securities | $2,628,000 | 1,171 |
| Privately issued residential mortgage-backed securities | $2,628,000 | 292 |
| 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 | $4,988,000 | 3,291 |
| Mortgage-backed securities | $9,218,000 | 2,669 |
| Certificates of participation in pools of residential mortgages | $112,000 | 3,962 |
| Issued or guaranteed by U.S. | $112,000 | 3,890 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $9,106,000 | 1,229 |
| CMOs issued by government agencies or sponsored agencies | $6,478,000 | 1,411 |
| Privately issued | $2,628,000 | 170 |
| 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) | $18,544,000 | 3,245 |
| Total debt securities | $18,545,000 | 3,469 |
| Structured notes | ||
| Amortized cost | $349,000 | 773 |
| Fair value | $350,000 | 771 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $19,235,000 | 3,518 |
| U.S. Government securities | $6,066,000 | 3,974 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $6,066,000 | 3,818 |
| Securities issued by states & political subdivisions | $13,169,000 | 2,046 |
| Other domestic debt securities | $0 | 2,012 |
| 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 | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,787,000 | 3,545 |
| Mortgage-backed securities | $1,728,000 | 3,679 |
| Certificates of participation in pools of residential mortgages | $134,000 | 3,965 |
| Issued or guaranteed by U.S. | $134,000 | 3,901 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,594,000 | 2,191 |
| CMOs issued by government agencies or sponsored agencies | $1,594,000 | 2,143 |
| 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) | $19,235,000 | 3,278 |
| Total debt securities | $19,235,000 | 3,500 |
| Structured notes | ||
| Amortized cost | $2,045,000 | 389 |
| Fair value | $2,050,000 | 391 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $21,257,000 | 3,426 |
| U.S. Government securities | $5,942,000 | 4,042 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $5,942,000 | 3,883 |
| Securities issued by states & political subdivisions | $15,315,000 | 1,935 |
| Other domestic debt securities | $0 | 2,025 |
| 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 | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,952,000 | 3,567 |
| Mortgage-backed securities | $1,848,000 | 3,680 |
| Certificates of participation in pools of residential mortgages | $157,000 | 3,986 |
| Issued or guaranteed by U.S. | $157,000 | 3,915 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,691,000 | 2,173 |
| CMOs issued by government agencies or sponsored agencies | $1,691,000 | 2,120 |
| 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) | $21,257,000 | 3,183 |
| Total debt securities | $21,257,000 | 3,406 |
| Structured notes | ||
| Amortized cost | $2,045,000 | 401 |
| Fair value | $2,039,000 | 402 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $21,169,000 | 3,473 |
| U.S. Government securities | $5,992,000 | 4,071 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $5,992,000 | 3,924 |
| Securities issued by states & political subdivisions | $15,177,000 | 1,987 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $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 | $3,901,000 | 3,601 |
| Mortgage-backed securities | $1,746,000 | 3,706 |
| Certificates of participation in pools of residential mortgages | $181,000 | 4,000 |
| Issued or guaranteed by U.S. | $181,000 | 3,943 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,565,000 | 2,203 |
| CMOs issued by government agencies or sponsored agencies | $1,565,000 | 2,152 |
| 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) | $21,169,000 | 3,221 |
| Total debt securities | $21,171,000 | 3,454 |
| Structured notes | ||
| Amortized cost | $2,044,000 | 415 |
| Fair value | $2,023,000 | 417 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $21,574,000 | 3,479 |
| U.S. Government securities | $6,073,000 | 4,110 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $6,073,000 | 3,968 |
| Securities issued by states & political subdivisions | $15,501,000 | 1,990 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $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 | $3,858,000 | 3,653 |
| Mortgage-backed securities | $1,872,000 | 3,734 |
| Certificates of participation in pools of residential mortgages | $208,000 | 4,045 |
| Issued or guaranteed by U.S. | $208,000 | 4,024 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,664,000 | 2,176 |
| CMOs issued by government agencies or sponsored agencies | $1,664,000 | 2,122 |
| 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) | $21,574,000 | 3,217 |
| Total debt securities | $21,574,000 | 3,457 |
| Structured notes | ||
| Amortized cost | $2,044,000 | 412 |
| Fair value | $2,001,000 | 414 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $20,199,000 | 3,620 |
| U.S. Government securities | $6,284,000 | 4,106 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $6,284,000 | 3,960 |
| Securities issued by states & political subdivisions | $13,915,000 | 2,164 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $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 | $3,877,000 | 3,676 |
| Mortgage-backed securities | $2,063,000 | 3,744 |
| Certificates of participation in pools of residential mortgages | $243,000 | 4,078 |
| Issued or guaranteed by U.S. | $243,000 | 3,942 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,820,000 | 2,145 |
| CMOs issued by government agencies or sponsored agencies | $1,820,000 | 2,090 |
| 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) | $20,199,000 | 3,350 |
| Total debt securities | $20,199,000 | 3,598 |
| Structured notes | ||
| Amortized cost | $2,044,000 | 421 |
| Fair value | $2,023,000 | 420 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $21,111,000 | 3,591 |
| U.S. Government securities | $6,486,000 | 4,149 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $6,486,000 | 4,002 |
| Securities issued by states & political subdivisions | $14,625,000 | 2,142 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $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 | $3,886,000 | 3,724 |
| Mortgage-backed securities | $2,256,000 | 3,737 |
| Certificates of participation in pools of residential mortgages | $284,000 | 4,094 |
| Issued or guaranteed by U.S. | $284,000 | 4,087 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,972,000 | 2,094 |
| CMOs issued by government agencies or sponsored agencies | $1,972,000 | 2,035 |
| 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) | $21,111,000 | 3,311 |
| Total debt securities | $21,111,000 | 3,569 |
| Structured notes | ||
| Amortized cost | $2,044,000 | 414 |
| Fair value | $2,023,000 | 413 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $21,503,000 | 3,631 |
| U.S. Government securities | $6,734,000 | 4,148 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $6,734,000 | 4,007 |
| Securities issued by states & political subdivisions | $14,769,000 | 2,202 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $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 | $598,000 | 4,618 |
| Mortgage-backed securities | $2,473,000 | 3,726 |
| Certificates of participation in pools of residential mortgages | $331,000 | 4,114 |
| Issued or guaranteed by U.S. | $331,000 | 4,109 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $2,142,000 | 2,039 |
| CMOs issued by government agencies or sponsored agencies | $2,142,000 | 1,976 |
| 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) | $21,503,000 | 3,347 |
| Total debt securities | $21,503,000 | 3,605 |
| Structured notes | ||
| Amortized cost | $2,043,000 | 408 |
| Fair value | $2,037,000 | 406 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $21,580,000 | 3,669 |
| U.S. Government securities | $7,038,000 | 4,142 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $7,038,000 | 4,003 |
| Securities issued by states & political subdivisions | $14,542,000 | 2,261 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $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 | $599,000 | 4,682 |
| Mortgage-backed securities | $2,743,000 | 3,720 |
| Certificates of participation in pools of residential mortgages | $388,000 | 4,143 |
| Issued or guaranteed by U.S. | $388,000 | 4,139 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $2,355,000 | 2,005 |
| CMOs issued by government agencies or sponsored agencies | $2,355,000 | 1,944 |
| 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) | $21,580,000 | 3,379 |
| Total debt securities | $21,580,000 | 3,644 |
| Structured notes | ||
| Amortized cost | $2,043,000 | 428 |
| Fair value | $2,044,000 | 425 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $18,561,000 | 3,919 |
| U.S. Government securities | $7,240,000 | 4,157 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $7,240,000 | 4,026 |
| Securities issued by states & political subdivisions | $11,321,000 | 2,584 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,102,000 | 4,544 |
| Mortgage-backed securities | $3,025,000 | 3,701 |
| Certificates of participation in pools of residential mortgages | $445,000 | 4,145 |
| Issued or guaranteed by U.S. | $445,000 | 4,140 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,580,000 | 1,986 |
| CMOs issued by government agencies or sponsored agencies | $2,580,000 | 1,923 |
| 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) | $18,561,000 | 3,621 |
| Total debt securities | $18,561,000 | 3,893 |
| Structured notes | ||
| Amortized cost | $1,443,000 | 567 |
| Fair value | $1,446,000 | 567 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $19,294,000 | 3,914 |
| U.S. Government securities | $7,409,000 | 4,200 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $7,409,000 | 4,062 |
| Securities issued by states & political subdivisions | $11,885,000 | 2,553 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,606,000 | 4,462 |
| Mortgage-backed securities | $3,304,000 | 3,698 |
| Certificates of participation in pools of residential mortgages | $497,000 | 4,183 |
| Issued or guaranteed by U.S. | $497,000 | 4,179 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,807,000 | 1,947 |
| CMOs issued by government agencies or sponsored agencies | $2,807,000 | 1,887 |
| 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) | $19,294,000 | 3,602 |
| Total debt securities | $19,294,000 | 3,887 |
| Structured notes | ||
| Amortized cost | $1,095,000 | 624 |
| Fair value | $1,092,000 | 618 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $19,197,000 | 3,919 |
| U.S. Government securities | $7,710,000 | 4,152 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $7,710,000 | 4,013 |
| Securities issued by states & political subdivisions | $11,487,000 | 2,605 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $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 | $2,111,000 | 4,369 |
| Mortgage-backed securities | $3,609,000 | 3,661 |
| Certificates of participation in pools of residential mortgages | $549,000 | 4,181 |
| Issued or guaranteed by U.S. | $549,000 | 4,175 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,060,000 | 1,889 |
| CMOs issued by government agencies or sponsored agencies | $3,060,000 | 1,823 |
| 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) | $19,197,000 | 3,608 |
| Total debt securities | $19,197,000 | 3,893 |
| Structured notes | ||
| Amortized cost | $599,000 | 823 |
| Fair value | $595,000 | 820 |
| 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 | $18,917,000 | 3,935 |
| U.S. Government securities | $7,807,000 | 4,158 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $7,807,000 | 4,035 |
| Securities issued by states & political subdivisions | $11,110,000 | 2,653 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,625,000 | 4,289 |
| Mortgage-backed securities | $4,022,000 | 3,628 |
| Certificates of participation in pools of residential mortgages | $617,000 | 4,190 |
| Issued or guaranteed by U.S. | $617,000 | 4,187 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,405,000 | 1,845 |
| CMOs issued by government agencies or sponsored agencies | $3,405,000 | 1,776 |
| 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) | $18,917,000 | 3,619 |
| Total debt securities | $18,917,000 | 3,910 |
| Structured notes | ||
| Amortized cost | $599,000 | 812 |
| Fair value | $600,000 | 808 |
| 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 | $20,692,000 | 3,885 |
| U.S. Government securities | $7,804,000 | 4,261 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $7,804,000 | 4,134 |
| Securities issued by states & political subdivisions | $12,888,000 | 2,470 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,033,000 | 4,535 |
| Mortgage-backed securities | $4,414,000 | 3,581 |
| Certificates of participation in pools of residential mortgages | $679,000 | 4,213 |
| Issued or guaranteed by U.S. | $679,000 | 4,208 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,735,000 | 1,807 |
| CMOs issued by government agencies or sponsored agencies | $3,735,000 | 1,739 |
| 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) | $20,692,000 | 3,574 |
| Total debt securities | $20,692,000 | 3,855 |
| Structured notes | ||
| Amortized cost | $599,000 | 943 |
| Fair value | $600,000 | 940 |
| 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 | $20,028,000 | 3,989 |
| U.S. Government securities | $7,419,000 | 4,429 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $7,419,000 | 4,313 |
| Securities issued by states & political subdivisions | $12,609,000 | 2,485 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,632,000 | 4,404 |
| Mortgage-backed securities | $3,033,000 | 3,868 |
| Certificates of participation in pools of residential mortgages | $753,000 | 4,222 |
| Issued or guaranteed by U.S. | $753,000 | 4,218 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,280,000 | 2,131 |
| CMOs issued by government agencies or sponsored agencies | $2,280,000 | 2,069 |
| 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) | $20,028,000 | 3,654 |
| Total debt securities | $20,028,000 | 3,966 |
| Structured notes | ||
| Amortized cost | $599,000 | 1,106 |
| Fair value | $594,000 | 1,111 |
| 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 | $19,986,000 | 4,040 |
| U.S. Government securities | $7,387,000 | 4,482 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $7,387,000 | 4,358 |
| Securities issued by states & political subdivisions | $12,599,000 | 2,510 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,128,000 | 4,321 |
| Mortgage-backed securities | $3,273,000 | 3,834 |
| Certificates of participation in pools of residential mortgages | $824,000 | 4,219 |
| Issued or guaranteed by U.S. | $824,000 | 4,216 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,449,000 | 2,115 |
| CMOs issued by government agencies or sponsored agencies | $2,449,000 | 2,051 |
| 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) | $19,986,000 | 3,694 |
| Total debt securities | $19,986,000 | 4,012 |
| Structured notes | ||
| Amortized cost | $599,000 | 1,229 |
| Fair value | $583,000 | 1,236 |
| 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 | $20,360,000 | 4,078 |
| U.S. Government securities | $7,886,000 | 4,493 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $7,886,000 | 4,379 |
| Securities issued by states & political subdivisions | $12,474,000 | 2,542 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,319,000 | 4,347 |
| Mortgage-backed securities | $3,576,000 | 3,820 |
| Certificates of participation in pools of residential mortgages | $910,000 | 4,247 |
| Issued or guaranteed by U.S. | $910,000 | 4,242 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $2,666,000 | 2,079 |
| CMOs issued by government agencies or sponsored agencies | $2,666,000 | 2,019 |
| 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) | $20,360,000 | 3,725 |
| Total debt securities | $20,359,000 | 4,050 |
| 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 | $17,959,000 | 4,336 |
| U.S. Government securities | $8,206,000 | 4,567 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $8,206,000 | 4,460 |
| Securities issued by states & political subdivisions | $9,753,000 | 2,870 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,333,000 | 4,401 |
| Mortgage-backed securities | $3,897,000 | 3,837 |
| Certificates of participation in pools of residential mortgages | $991,000 | 4,294 |
| Issued or guaranteed by U.S. | $991,000 | 4,290 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,906,000 | 2,080 |
| CMOs issued by government agencies or sponsored agencies | $2,906,000 | 2,014 |
| 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) | $17,959,000 | 3,972 |
| Total debt securities | $17,959,000 | 4,310 |
| 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 | $18,861,000 | 4,322 |
| U.S. Government securities | $8,035,000 | 4,664 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $8,035,000 | 4,553 |
| Securities issued by states & political subdivisions | $10,826,000 | 2,716 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $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 | $3,348,000 | 4,448 |
| Mortgage-backed securities | $3,441,000 | 3,990 |
| Certificates of participation in pools of residential mortgages | $1,090,000 | 4,320 |
| Issued or guaranteed by U.S. | $1,090,000 | 4,313 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,351,000 | 2,250 |
| CMOs issued by government agencies or sponsored agencies | $2,351,000 | 2,174 |
| 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) | $18,861,000 | 3,954 |
| Total debt securities | $18,861,000 | 4,297 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $19,152,000 | 4,346 |
| U.S. Government securities | $8,278,000 | 4,673 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $8,278,000 | 4,554 |
| Securities issued by states & political subdivisions | $10,874,000 | 2,727 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $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 | $3,348,000 | 4,510 |
| Mortgage-backed securities | $3,692,000 | 4,007 |
| Certificates of participation in pools of residential mortgages | $1,187,000 | 4,356 |
| Issued or guaranteed by U.S. | $1,187,000 | 4,349 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,505,000 | 2,254 |
| CMOs issued by government agencies or sponsored agencies | $2,505,000 | 2,179 |
| 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) | $19,152,000 | 3,987 |
| Total debt securities | $19,152,000 | 4,326 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $19,972,000 | 4,375 |
| U.S. Government securities | $8,575,000 | 4,738 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $8,575,000 | 4,621 |
| Securities issued by states & political subdivisions | $11,397,000 | 2,685 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $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 | $3,360,000 | 4,563 |
| Mortgage-backed securities | $3,987,000 | 4,031 |
| Certificates of participation in pools of residential mortgages | $1,276,000 | 4,398 |
| Issued or guaranteed by U.S. | $1,276,000 | 4,395 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $2,711,000 | 2,248 |
| CMOs issued by government agencies or sponsored agencies | $2,711,000 | 2,169 |
| 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) | $19,972,000 | 4,011 |
| Total debt securities | $19,972,000 | 4,352 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $19,436,000 | 4,463 |
| U.S. Government securities | $8,854,000 | 4,760 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $8,854,000 | 4,650 |
| Securities issued by states & political subdivisions | $10,582,000 | 2,815 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,389,000 | 4,589 |
| Mortgage-backed securities | $4,246,000 | 4,042 |
| Certificates of participation in pools of residential mortgages | $1,396,000 | 4,407 |
| Issued or guaranteed by U.S. | $1,396,000 | 4,405 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,850,000 | 2,245 |
| CMOs issued by government agencies or sponsored agencies | $2,850,000 | 2,170 |
| 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) | $19,436,000 | 4,089 |
| Total debt securities | $19,436,000 | 4,443 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $21,714,000 | 4,321 |
| U.S. Government securities | $9,124,000 | 4,760 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $9,124,000 | 4,659 |
| Securities issued by states & political subdivisions | $12,590,000 | 2,553 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,390,000 | 4,615 |
| Mortgage-backed securities | $4,522,000 | 4,029 |
| Certificates of participation in pools of residential mortgages | $1,479,000 | 4,408 |
| Issued or guaranteed by U.S. | $1,479,000 | 4,404 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $3,043,000 | 2,198 |
| CMOs issued by government agencies or sponsored agencies | $3,043,000 | 2,124 |
| 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) | $21,714,000 | 3,949 |
| Total debt securities | $21,714,000 | 4,297 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $21,004,000 | 4,387 |
| U.S. Government securities | $9,383,000 | 4,707 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $9,383,000 | 4,608 |
| Securities issued by states & political subdivisions | $11,621,000 | 2,659 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,403,000 | 4,633 |
| Mortgage-backed securities | $4,782,000 | 3,995 |
| Certificates of participation in pools of residential mortgages | $1,580,000 | 4,399 |
| Issued or guaranteed by U.S. | $1,580,000 | 4,392 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $3,202,000 | 2,156 |
| CMOs issued by government agencies or sponsored agencies | $3,202,000 | 2,080 |
| 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) | $21,004,000 | 4,016 |
| Total debt securities | $21,005,000 | 4,365 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $21,486,000 | 4,371 |
| U.S. Government securities | $9,724,000 | 4,712 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $9,724,000 | 4,614 |
| Securities issued by states & political subdivisions | $11,762,000 | 2,645 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,391,000 | 4,693 |
| Mortgage-backed securities | $5,133,000 | 3,969 |
| Certificates of participation in pools of residential mortgages | $1,698,000 | 4,394 |
| Issued or guaranteed by U.S. | $1,698,000 | 4,387 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $3,435,000 | 2,137 |
| CMOs issued by government agencies or sponsored agencies | $3,435,000 | 2,054 |
| 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) | $21,486,000 | 4,008 |
| Total debt securities | $21,486,000 | 4,341 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $18,415,000 | 4,642 |
| U.S. Government securities | $9,505,000 | 4,730 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $9,505,000 | 4,635 |
| Securities issued by states & political subdivisions | $8,910,000 | 3,069 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $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 | $2,911,000 | 4,844 |
| Mortgage-backed securities | $4,865,000 | 4,039 |
| Certificates of participation in pools of residential mortgages | $1,872,000 | 4,305 |
| Issued or guaranteed by U.S. | $1,872,000 | 4,300 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,993,000 | 2,282 |
| CMOs issued by government agencies or sponsored agencies | $2,993,000 | 2,193 |
| 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) | $18,415,000 | 4,270 |
| Total debt securities | $18,415,000 | 4,607 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $19,302,000 | 4,583 |
| U.S. Government securities | $9,202,000 | 4,835 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $9,202,000 | 4,733 |
| Securities issued by states & political subdivisions | $10,100,000 | 2,843 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $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 | $2,948,000 | 4,877 |
| Mortgage-backed securities | $4,976,000 | 4,079 |
| Certificates of participation in pools of residential mortgages | $2,088,000 | 4,265 |
| Issued or guaranteed by U.S. | $2,088,000 | 4,262 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,888,000 | 2,347 |
| CMOs issued by government agencies or sponsored agencies | $2,888,000 | 2,251 |
| 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) | $19,302,000 | 4,228 |
| Total debt securities | $19,303,000 | 4,551 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $18,293,000 | 4,645 |
| U.S. Government securities | $8,860,000 | 4,874 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $8,860,000 | 4,780 |
| Securities issued by states & political subdivisions | $9,433,000 | 2,934 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $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 | $2,204,000 | 5,122 |
| Mortgage-backed securities | $4,630,000 | 4,163 |
| Certificates of participation in pools of residential mortgages | $2,314,000 | 4,218 |
| Issued or guaranteed by U.S. | $2,314,000 | 4,217 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $2,316,000 | 2,573 |
| CMOs issued by government agencies or sponsored agencies | $2,316,000 | 2,472 |
| 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) | $18,293,000 | 4,283 |
| Total debt securities | $18,293,000 | 4,612 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $18,384,000 | 4,687 |
| U.S. Government securities | $10,323,000 | 4,744 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $10,323,000 | 4,644 |
| Securities issued by states & political subdivisions | $8,061,000 | 3,126 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $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 | $2,220,000 | 5,178 |
| Mortgage-backed securities | $5,073,000 | 4,205 |
| Certificates of participation in pools of residential mortgages | $2,554,000 | 4,284 |
| Issued or guaranteed by U.S. | $2,554,000 | 4,283 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $2,519,000 | 2,611 |
| CMOs issued by government agencies or sponsored agencies | $2,519,000 | 2,502 |
| 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) | $18,384,000 | 4,330 |
| Total debt securities | $18,384,000 | 4,655 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $17,281,000 | 4,838 |
| U.S. Government securities | $8,240,000 | 5,162 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $8,240,000 | 5,067 |
| Securities issued by states & political subdivisions | $9,041,000 | 2,889 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $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 | $2,119,000 | 5,273 |
| Mortgage-backed securities | $5,453,000 | 4,163 |
| Certificates of participation in pools of residential mortgages | $2,758,000 | 4,267 |
| Issued or guaranteed by U.S. | $2,758,000 | 4,266 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,695,000 | 2,589 |
| CMOs issued by government agencies or sponsored agencies | $2,695,000 | 2,472 |
| 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) | $17,281,000 | 4,462 |
| Total debt securities | $17,282,000 | 4,805 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $17,689,000 | 4,837 |
| U.S. Government securities | $8,465,000 | 5,238 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $8,465,000 | 5,134 |
| Securities issued by states & political subdivisions | $9,224,000 | 2,791 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $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 | $2,983,000 | 5,003 |
| Mortgage-backed securities | $5,329,000 | 4,217 |
| Certificates of participation in pools of residential mortgages | $2,451,000 | 4,360 |
| Issued or guaranteed by U.S. | $2,451,000 | 4,357 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,878,000 | 2,563 |
| CMOs issued by government agencies or sponsored agencies | $2,878,000 | 2,442 |
| 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) | $17,689,000 | 4,467 |
| Total debt securities | $17,689,000 | 4,810 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $18,579,000 | 4,688 |
| U.S. Government securities | $9,338,000 | 5,042 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $9,338,000 | 4,946 |
| Securities issued by states & political subdivisions | $9,241,000 | 2,759 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $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 | $2,944,000 | 4,801 |
| Mortgage-backed securities | $5,681,000 | 4,097 |
| Certificates of participation in pools of residential mortgages | $2,622,000 | 4,254 |
| Issued or guaranteed by U.S. | $2,622,000 | 4,247 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $3,059,000 | 2,481 |
| CMOs issued by government agencies or sponsored agencies | $3,059,000 | 2,296 |
| 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) | $18,579,000 | 4,299 |
| Total debt securities | $18,579,000 | 4,656 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $18,348,000 | 4,683 |
| U.S. Government securities | $8,865,000 | 5,109 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $8,865,000 | 5,009 |
| Securities issued by states & political subdivisions | $9,483,000 | 2,661 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $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 | $2,963,000 | 4,809 |
| Mortgage-backed securities | $5,182,000 | 4,160 |
| Certificates of participation in pools of residential mortgages | $1,935,000 | 4,432 |
| Issued or guaranteed by U.S. | $1,935,000 | 4,419 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $3,247,000 | 2,414 |
| CMOs issued by government agencies or sponsored agencies | $3,247,000 | 2,228 |
| 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) | $18,348,000 | 4,294 |
| Total debt securities | $18,348,000 | 4,647 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $19,079,000 | 4,673 |
| U.S. Government securities | $9,176,000 | 5,185 |
| U.S. Treasury securities | $76,000 | 1,213 |
| U.S. Government agency obligations | $9,100,000 | 5,086 |
| Securities issued by states & political subdivisions | $9,903,000 | 2,522 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $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 | $3,023,000 | 4,830 |
| Mortgage-backed securities | $5,424,000 | 4,067 |
| Certificates of participation in pools of residential mortgages | $2,065,000 | 4,367 |
| Issued or guaranteed by U.S. | $2,065,000 | 4,356 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $3,359,000 | 2,360 |
| CMOs issued by government agencies or sponsored agencies | $3,359,000 | 2,156 |
| 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) | $19,079,000 | 4,280 |
| Total debt securities | $19,079,000 | 4,635 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $20,316,000 | 4,508 |
| U.S. Government securities | $9,980,000 | 5,035 |
| U.S. Treasury securities | $77,000 | 1,258 |
| U.S. Government agency obligations | $9,903,000 | 4,932 |
| Securities issued by states & political subdivisions | $10,336,000 | 2,440 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $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 | $2,941,000 | 4,870 |
| Mortgage-backed securities | $5,008,000 | 4,078 |
| Certificates of participation in pools of residential mortgages | $2,192,000 | 4,270 |
| Issued or guaranteed by U.S. | $2,192,000 | 4,261 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,816,000 | 2,442 |
| CMOs issued by government agencies or sponsored agencies | $2,816,000 | 2,216 |
| 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) | $20,316,000 | 4,132 |
| Total debt securities | $20,316,000 | 4,471 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $17,824,000 | 4,672 |
| U.S. Government securities | $8,320,000 | 5,170 |
| U.S. Treasury securities | $77,000 | 1,263 |
| U.S. Government agency obligations | $8,243,000 | 5,085 |
| Securities issued by states & political subdivisions | $9,504,000 | 2,529 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $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 | $2,955,000 | 4,876 |
| Mortgage-backed securities | $4,329,000 | 4,148 |
| Certificates of participation in pools of residential mortgages | $2,399,000 | 4,096 |
| Issued or guaranteed by U.S. | $2,399,000 | 4,087 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,930,000 | 2,654 |
| CMOs issued by government agencies or sponsored agencies | $1,930,000 | 2,411 |
| 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) | $17,824,000 | 4,284 |
| Total debt securities | $17,823,000 | 4,637 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $17,371,000 | 4,662 |
| U.S. Government securities | $7,970,000 | 5,209 |
| U.S. Treasury securities | $78,000 | 1,169 |
| U.S. Government agency obligations | $7,892,000 | 5,108 |
| Securities issued by states & political subdivisions | $9,401,000 | 2,472 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $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 | $1,946,000 | 5,334 |
| Mortgage-backed securities | $2,677,000 | 4,586 |
| Certificates of participation in pools of residential mortgages | $2,677,000 | 3,981 |
| Issued or guaranteed by U.S. | $2,677,000 | 3,972 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $17,371,000 | 4,266 |
| Total debt securities | $17,369,000 | 4,622 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $16,674,000 | 4,786 |
| U.S. Government securities | $8,595,000 | 5,215 |
| U.S. Treasury securities | $78,000 | 1,111 |
| U.S. Government agency obligations | $8,517,000 | 5,114 |
| Securities issued by states & political subdivisions | $8,079,000 | 2,579 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $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 | $1,857,000 | 5,421 |
| Mortgage-backed securities | $2,814,000 | 4,556 |
| Certificates of participation in pools of residential mortgages | $2,814,000 | 3,980 |
| Issued or guaranteed by U.S. | $2,814,000 | 3,972 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $16,674,000 | 4,371 |
| Total debt securities | $16,674,000 | 4,745 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $13,835,000 | 5,176 |
| U.S. Government securities | $4,797,000 | 6,187 |
| U.S. Treasury securities | $281,000 | 1,031 |
| U.S. Government agency obligations | $4,516,000 | 6,131 |
| Securities issued by states & political subdivisions | $9,038,000 | 2,389 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $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 | $2,077,000 | 5,377 |
| Mortgage-backed securities | $1,114,000 | 5,259 |
| Certificates of participation in pools of residential mortgages | $1,114,000 | 4,810 |
| Issued or guaranteed by U.S. | $1,114,000 | 4,801 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $13,835,000 | 4,740 |
| Total debt securities | $13,834,000 | 5,140 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $17,548,000 | 4,682 |
| U.S. Government securities | $3,846,000 | 6,418 |
| U.S. Treasury securities | $283,000 | 975 |
| U.S. Government agency obligations | $3,563,000 | 6,422 |
| Securities issued by states & political subdivisions | $13,702,000 | 1,793 |
| Other domestic debt securities | $0 | 3,260 |
| 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 | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,096,000 | 5,407 |
| Mortgage-backed securities | $1,196,000 | 5,300 |
| Certificates of participation in pools of residential mortgages | $1,196,000 | 4,854 |
| Issued or guaranteed by U.S. | $1,196,000 | 4,844 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $17,548,000 | 4,257 |
| Total debt securities | $17,548,000 | 4,640 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $18,182,000 | 4,655 |
| U.S. Government securities | $3,986,000 | 6,448 |
| U.S. Treasury securities | $284,000 | 930 |
| U.S. Government agency obligations | $3,702,000 | 6,435 |
| Securities issued by states & political subdivisions | $14,196,000 | 1,735 |
| Other domestic debt securities | $0 | 3,355 |
| 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 | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,118,000 | 5,436 |
| Mortgage-backed securities | $1,319,000 | 5,329 |
| Certificates of participation in pools of residential mortgages | $1,319,000 | 4,899 |
| Issued or guaranteed by U.S. | $1,319,000 | 4,886 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $18,182,000 | 4,227 |
| Total debt securities | $18,182,000 | 4,605 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $16,708,000 | 4,828 |
| U.S. Government securities | $4,063,000 | 6,440 |
| U.S. Treasury securities | $286,000 | 920 |
| U.S. Government agency obligations | $3,777,000 | 6,443 |
| Securities issued by states & political subdivisions | $12,645,000 | 1,881 |
| Other domestic debt securities | $0 | 3,425 |
| 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 | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,119,000 | 5,438 |
| Mortgage-backed securities | $1,409,000 | 5,348 |
| Certificates of participation in pools of residential mortgages | $1,409,000 | 4,909 |
| Issued or guaranteed by U.S. | $1,409,000 | 4,894 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $16,708,000 | 4,380 |
| Total debt securities | $16,708,000 | 4,785 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $16,951,000 | 4,809 |
| U.S. Government securities | $4,991,000 | 6,296 |
| U.S. Treasury securities | $287,000 | 856 |
| U.S. Government agency obligations | $4,704,000 | 6,292 |
| Securities issued by states & political subdivisions | $11,960,000 | 1,869 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $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 | $2,978,000 | 5,174 |
| Mortgage-backed securities | $1,011,000 | 5,598 |
| Certificates of participation in pools of residential mortgages | $1,011,000 | 5,183 |
| Issued or guaranteed by U.S. | $1,011,000 | 5,165 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $16,951,000 | 4,337 |
| Total debt securities | $16,949,000 | 4,766 |
| Structured notes | ||
| Amortized cost | $855,000 | 1,098 |
| Fair value | $857,000 | 1,093 |
| 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 | $11,749,000 | 5,625 |
| U.S. Government securities | $4,290,000 | 6,595 |
| U.S. Treasury securities | $289,000 | 828 |
| U.S. Government agency obligations | $4,001,000 | 6,601 |
| Securities issued by states & political subdivisions | $7,459,000 | 2,528 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $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 | $3,004,000 | 5,229 |
| Mortgage-backed securities | $280,000 | 6,021 |
| Certificates of participation in pools of residential mortgages | $280,000 | 5,676 |
| Issued or guaranteed by U.S. | $280,000 | 5,656 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $11,749,000 | 5,107 |
| Total debt securities | $11,750,000 | 5,578 |
| Structured notes | ||
| Amortized cost | $855,000 | 1,156 |
| Fair value | $858,000 | 1,151 |
| 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 | $10,240,000 | 5,839 |
| U.S. Government securities | $4,190,000 | 6,635 |
| U.S. Treasury securities | $283,000 | 874 |
| U.S. Government agency obligations | $3,907,000 | 6,636 |
| Securities issued by states & political subdivisions | $6,050,000 | 2,822 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $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 | $2,929,000 | 5,275 |
| Mortgage-backed securities | $286,000 | 6,010 |
| Certificates of participation in pools of residential mortgages | $286,000 | 5,672 |
| Issued or guaranteed by U.S. | $286,000 | 5,654 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $10,240,000 | 5,300 |
| Total debt securities | $10,240,000 | 5,791 |
| Structured notes | ||
| Amortized cost | $855,000 | 1,129 |
| Fair value | $820,000 | 1,133 |
| 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 | $9,338,000 | 6,048 |
| U.S. Government securities | $3,987,000 | 6,730 |
| U.S. Treasury securities | $78,000 | 1,004 |
| U.S. Government agency obligations | $3,909,000 | 6,661 |
| Securities issued by states & political subdivisions | $5,351,000 | 3,017 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $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 | $2,369,000 | 5,459 |
| Mortgage-backed securities | $302,000 | 6,015 |
| Certificates of participation in pools of residential mortgages | $302,000 | 5,670 |
| Issued or guaranteed by U.S. | $302,000 | 5,645 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $9,338,000 | 5,533 |
| Total debt securities | $9,337,000 | 5,984 |
| Structured notes | ||
| Amortized cost | $855,000 | 1,174 |
| Fair value | $833,000 | 1,172 |
| 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 | $10,311,000 | 5,878 |
| U.S. Government securities | $2,758,000 | 7,153 |
| U.S. Treasury securities | $75,000 | 1,031 |
| U.S. Government agency obligations | $2,683,000 | 7,073 |
| Securities issued by states & political subdivisions | $7,553,000 | 2,532 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $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 | $2,428,000 | 5,415 |
| Mortgage-backed securities | $331,000 | 5,989 |
| Certificates of participation in pools of residential mortgages | $331,000 | 5,623 |
| Issued or guaranteed by U.S. | $331,000 | 5,594 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $220,000 | 3,146 |
| Available-for-sale securities (fair market value) | $10,091,000 | 5,389 |
| Total debt securities | $10,312,000 | 5,807 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $11,716,000 | 5,720 |
| U.S. Government securities | $4,211,000 | 6,831 |
| U.S. Treasury securities | $75,000 | 1,134 |
| U.S. Government agency obligations | $4,136,000 | 6,729 |
| Securities issued by states & political subdivisions | $7,505,000 | 2,511 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,370,000 | 5,511 |
| Mortgage-backed securities | $350,000 | 5,859 |
| Certificates of participation in pools of residential mortgages | $350,000 | 5,477 |
| Issued or guaranteed by U.S. | $350,000 | 5,456 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $220,000 | 3,203 |
| Available-for-sale securities (fair market value) | $11,496,000 | 5,191 |
| Total debt securities | $11,715,000 | 5,659 |
| Structured notes | ||
| Amortized cost | $1,481,000 | 1,329 |
| Fair value | $1,490,000 | 1,324 |
| 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 | $13,483,000 | 5,463 |
| U.S. Government securities | $5,908,000 | 6,419 |
| U.S. Treasury securities | $75,000 | 1,221 |
| U.S. Government agency obligations | $5,833,000 | 6,338 |
| Securities issued by states & political subdivisions | $7,575,000 | 2,451 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,326,000 | 5,536 |
| Mortgage-backed securities | $367,000 | 5,786 |
| Certificates of participation in pools of residential mortgages | $367,000 | 5,378 |
| Issued or guaranteed by U.S. | $367,000 | 5,359 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $320,000 | 3,151 |
| Available-for-sale securities (fair market value) | $13,163,000 | 4,933 |
| Total debt securities | $13,483,000 | 5,421 |
| Structured notes | ||
| Amortized cost | $1,978,000 | 1,309 |
| Fair value | $1,980,000 | 1,293 |
| 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 | $14,373,000 | 5,311 |
| U.S. Government securities | $6,614,000 | 6,247 |
| U.S. Treasury securities | $74,000 | 1,350 |
| U.S. Government agency obligations | $6,540,000 | 6,146 |
| Securities issued by states & political subdivisions | $7,759,000 | 2,417 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,286,000 | 5,600 |
| Mortgage-backed securities | $383,000 | 5,775 |
| Certificates of participation in pools of residential mortgages | $383,000 | 5,376 |
| Issued or guaranteed by U.S. | $383,000 | 5,358 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $489,000 | 3,061 |
| Available-for-sale securities (fair market value) | $13,884,000 | 4,807 |
| Total debt securities | $14,373,000 | 5,267 |
| Structured notes | ||
| Amortized cost | $1,976,000 | 1,392 |
| Fair value | $1,964,000 | 1,356 |
| 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 | $15,662,000 | 5,149 |
| U.S. Government securities | $7,385,000 | 6,064 |
| U.S. Treasury securities | $74,000 | 1,437 |
| U.S. Government agency obligations | $7,311,000 | 5,968 |
| Securities issued by states & political subdivisions | $8,277,000 | 2,327 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $767,000 | 6,383 |
| Mortgage-backed securities | $421,000 | 5,737 |
| Certificates of participation in pools of residential mortgages | $421,000 | 5,342 |
| Issued or guaranteed by U.S. | $421,000 | 5,320 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $489,000 | 3,116 |
| Available-for-sale securities (fair market value) | $15,173,000 | 4,624 |
| Total debt securities | $15,664,000 | 5,111 |
| Structured notes | ||
| Amortized cost | $1,973,000 | 1,454 |
| Fair value | $1,978,000 | 1,423 |
| 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 | $15,708,000 | 5,186 |
| U.S. Government securities | $7,714,000 | 6,007 |
| U.S. Treasury securities | $74,000 | 1,485 |
| U.S. Government agency obligations | $7,640,000 | 5,905 |
| Securities issued by states & political subdivisions | $7,994,000 | 2,385 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $764,000 | 6,409 |
| Mortgage-backed securities | $777,000 | 5,460 |
| Certificates of participation in pools of residential mortgages | $727,000 | 5,047 |
| Issued or guaranteed by U.S. | $727,000 | 5,029 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $50,000 | 3,429 |
| CMOs issued by government agencies or sponsored agencies | $50,000 | 3,128 |
| 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) | $489,000 | 3,178 |
| Available-for-sale securities (fair market value) | $15,219,000 | 4,645 |
| Total debt securities | $15,707,000 | 5,142 |
| Structured notes | ||
| Amortized cost | $1,971,000 | 1,549 |
| Fair value | $1,965,000 | 1,526 |
| 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 | $17,005,000 | 5,025 |
| U.S. Government securities | $8,794,000 | 5,803 |
| U.S. Treasury securities | $74,000 | 1,563 |
| U.S. Government agency obligations | $8,720,000 | 5,704 |
| Securities issued by states & political subdivisions | $8,211,000 | 2,327 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $775,000 | 6,481 |
| Mortgage-backed securities | $849,000 | 5,401 |
| Certificates of participation in pools of residential mortgages | $796,000 | 4,985 |
| Issued or guaranteed by U.S. | $796,000 | 4,962 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $53,000 | 3,405 |
| CMOs issued by government agencies or sponsored agencies | $53,000 | 3,102 |
| 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) | $489,000 | 3,251 |
| Available-for-sale securities (fair market value) | $16,516,000 | 4,484 |
| Total debt securities | $17,005,000 | 4,980 |
| Structured notes | ||
| Amortized cost | $2,965,000 | 1,258 |
| Fair value | $2,964,000 | 1,218 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $17,168,000 | 4,978 |
| U.S. Government securities | $8,743,000 | 5,852 |
| U.S. Treasury securities | $73,000 | 1,620 |
| U.S. Government agency obligations | $8,670,000 | 5,732 |
| Securities issued by states & political subdivisions | $8,425,000 | 2,262 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $774,000 | 6,518 |
| Mortgage-backed securities | $907,000 | 5,393 |
| Certificates of participation in pools of residential mortgages | $850,000 | 4,977 |
| Issued or guaranteed by U.S. | $850,000 | 4,956 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $57,000 | 3,414 |
| CMOs issued by government agencies or sponsored agencies | $57,000 | 3,094 |
| 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) | $489,000 | 3,300 |
| Available-for-sale securities (fair market value) | $16,679,000 | 4,415 |
| Total debt securities | $17,168,000 | 4,929 |
| Structured notes | ||
| Amortized cost | $2,962,000 | 1,304 |
| Fair value | $2,908,000 | 1,283 |
| 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 | $17,684,000 | 4,954 |
| U.S. Government securities | $8,963,000 | 5,852 |
| U.S. Treasury securities | $73,000 | 1,699 |
| U.S. Government agency obligations | $8,890,000 | 5,732 |
| Securities issued by states & political subdivisions | $8,721,000 | 2,193 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $776,000 | 6,542 |
| Mortgage-backed securities | $1,051,000 | 5,334 |
| Certificates of participation in pools of residential mortgages | $987,000 | 4,900 |
| Issued or guaranteed by U.S. | $987,000 | 4,881 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $64,000 | 3,407 |
| CMOs issued by government agencies or sponsored agencies | $64,000 | 3,083 |
| 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) | $489,000 | 3,356 |
| Available-for-sale securities (fair market value) | $17,195,000 | 4,380 |
| Total debt securities | $17,684,000 | 4,897 |
| Structured notes | ||
| Amortized cost | $3,460,000 | 1,188 |
| Fair value | $3,421,000 | 1,170 |
| 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 | $18,447,000 | 4,846 |
| U.S. Government securities | $8,686,000 | 5,910 |
| U.S. Treasury securities | $74,000 | 1,720 |
| U.S. Government agency obligations | $8,612,000 | 5,768 |
| Securities issued by states & political subdivisions | $8,762,000 | 2,178 |
| Other domestic debt securities | $999,000 | 2,118 |
| 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 | $999,000 | 1,636 |
| 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 | $779,000 | 6,567 |
| Mortgage-backed securities | $1,203,000 | 5,282 |
| Certificates of participation in pools of residential mortgages | $1,135,000 | 4,821 |
| Issued or guaranteed by U.S. | $1,135,000 | 4,802 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $68,000 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $68,000 | 3,095 |
| 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) | $488,000 | 3,426 |
| Available-for-sale securities (fair market value) | $17,959,000 | 4,245 |
| Total debt securities | $18,446,000 | 4,797 |
| Structured notes | ||
| Amortized cost | $2,494,000 | 1,448 |
| Fair value | $2,457,000 | 1,438 |
| 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 | $17,769,000 | 4,935 |
| U.S. Government securities | $7,873,000 | 6,101 |
| U.S. Treasury securities | $74,000 | 1,768 |
| U.S. Government agency obligations | $7,799,000 | 5,994 |
| Securities issued by states & political subdivisions | $8,892,000 | 2,118 |
| Other domestic debt securities | $1,004,000 | 2,114 |
| 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 | $1,004,000 | 1,651 |
| 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 | $785,000 | 6,597 |
| Mortgage-backed securities | $1,345,000 | 5,226 |
| Certificates of participation in pools of residential mortgages | $1,273,000 | 4,760 |
| Issued or guaranteed by U.S. | $1,273,000 | 4,741 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $72,000 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $72,000 | 3,094 |
| 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) | $643,000 | 3,340 |
| Available-for-sale securities (fair market value) | $17,126,000 | 4,360 |
| Total debt securities | $17,768,000 | 4,884 |
| Structured notes | ||
| Amortized cost | $1,995,000 | 1,642 |
| Fair value | $1,971,000 | 1,619 |
| 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 | $18,557,000 | 4,851 |
| U.S. Government securities | $8,847,000 | 5,887 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $8,847,000 | 5,748 |
| Securities issued by states & political subdivisions | $8,701,000 | 2,131 |
| Other domestic debt securities | $1,009,000 | 2,167 |
| 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 | $1,009,000 | 1,716 |
| 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 | $716,000 | 6,623 |
| Mortgage-backed securities | $1,512,000 | 5,201 |
| Certificates of participation in pools of residential mortgages | $1,434,000 | 4,723 |
| Issued or guaranteed by U.S. | $1,434,000 | 4,702 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $78,000 | 3,437 |
| CMOs issued by government agencies or sponsored agencies | $78,000 | 3,123 |
| 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) | $644,000 | 3,398 |
| Available-for-sale securities (fair market value) | $17,913,000 | 4,308 |
| Total debt securities | $18,557,000 | 4,793 |
| Structured notes | ||
| Amortized cost | $2,835,000 | 1,323 |
| Fair value | $2,820,000 | 1,321 |
| 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 | $19,428,000 | 4,782 |
| U.S. Government securities | $8,994,000 | 5,931 |
| U.S. Treasury securities | $75,000 | 1,949 |
| U.S. Government agency obligations | $8,919,000 | 5,812 |
| Securities issued by states & political subdivisions | $9,427,000 | 2,016 |
| Other domestic debt securities | $1,007,000 | 2,227 |
| 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 | $1,007,000 | 1,808 |
| 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 | $580,000 | 6,743 |
| Mortgage-backed securities | $1,632,000 | 5,220 |
| Certificates of participation in pools of residential mortgages | $1,548,000 | 4,715 |
| Issued or guaranteed by U.S. | $1,548,000 | 4,699 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $84,000 | 3,465 |
| CMOs issued by government agencies or sponsored agencies | $84,000 | 3,160 |
| 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) | $1,335,000 | 3,037 |
| Available-for-sale securities (fair market value) | $18,093,000 | 4,340 |
| Total debt securities | $19,430,000 | 4,731 |
| Structured notes | ||
| Amortized cost | $2,835,000 | 1,312 |
| Fair value | $2,788,000 | 1,311 |
| 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 | $20,231,000 | 4,696 |
| U.S. Government securities | $9,453,000 | 5,814 |
| U.S. Treasury securities | $76,000 | 1,945 |
| U.S. Government agency obligations | $9,377,000 | 5,686 |
| Securities issued by states & political subdivisions | $9,750,000 | 1,987 |
| Other domestic debt securities | $1,028,000 | 2,254 |
| 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 | $1,028,000 | 1,850 |
| 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 | $588,000 | 6,751 |
| Mortgage-backed securities | $1,785,000 | 5,172 |
| Certificates of participation in pools of residential mortgages | $1,694,000 | 4,656 |
| Issued or guaranteed by U.S. | $1,694,000 | 4,639 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $91,000 | 3,493 |
| CMOs issued by government agencies or sponsored agencies | $91,000 | 3,184 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,433,000 | 3,019 |
| Available-for-sale securities (fair market value) | $18,798,000 | 4,267 |
| Total debt securities | $20,231,000 | 4,630 |
| Structured notes | ||
| Amortized cost | $2,828,000 | 1,279 |
| Fair value | $2,821,000 | 1,279 |
| 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 | $20,288,000 | 4,678 |
| U.S. Government securities | $8,964,000 | 5,948 |
| U.S. Treasury securities | $77,000 | 1,972 |
| U.S. Government agency obligations | $8,887,000 | 5,818 |
| Securities issued by states & political subdivisions | $9,769,000 | 1,983 |
| Other domestic debt securities | $1,555,000 | 1,983 |
| 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 | $1,555,000 | 1,631 |
| 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 | $595,000 | 6,777 |
| Mortgage-backed securities | $1,998,000 | 5,084 |
| Certificates of participation in pools of residential mortgages | $1,899,000 | 4,579 |
| Issued or guaranteed by U.S. | $1,899,000 | 4,565 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $99,000 | 3,496 |
| CMOs issued by government agencies or sponsored agencies | $99,000 | 3,188 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,552,000 | 3,010 |
| Available-for-sale securities (fair market value) | $18,736,000 | 4,246 |
| Total debt securities | $20,287,000 | 4,613 |
| Structured notes | ||
| Amortized cost | $2,828,000 | 1,317 |
| Fair value | $2,825,000 | 1,316 |
| 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 | $20,908,000 | 4,671 |
| U.S. Government securities | $10,104,000 | 5,742 |
| U.S. Treasury securities | $78,000 | 2,081 |
| U.S. Government agency obligations | $10,026,000 | 5,604 |
| Securities issued by states & political subdivisions | $9,241,000 | 2,057 |
| Other domestic debt securities | $1,563,000 | 2,067 |
| 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 | $1,563,000 | 1,715 |
| 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 | $482,000 | 6,947 |
| Mortgage-backed securities | $2,241,000 | 5,031 |
| Certificates of participation in pools of residential mortgages | $2,131,000 | 4,487 |
| Issued or guaranteed by U.S. | $2,131,000 | 4,471 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $110,000 | 3,538 |
| CMOs issued by government agencies or sponsored agencies | $110,000 | 3,237 |
| 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) | $1,551,000 | 3,016 |
| Available-for-sale securities (fair market value) | $19,357,000 | 4,267 |
| Total debt securities | $20,909,000 | 4,605 |
| Structured notes | ||
| Amortized cost | $2,827,000 | 1,287 |
| Fair value | $2,767,000 | 1,292 |
| 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 | $20,678,000 | 4,688 |
| U.S. Government securities | $9,516,000 | 5,865 |
| U.S. Treasury securities | $80,000 | 2,059 |
| U.S. Government agency obligations | $9,436,000 | 5,724 |
| Securities issued by states & political subdivisions | $9,567,000 | 2,031 |
| Other domestic debt securities | $1,595,000 | 2,151 |
| 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 | $1,595,000 | 1,802 |
| 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 | $489,000 | 6,936 |
| Mortgage-backed securities | $2,671,000 | 4,901 |
| Certificates of participation in pools of residential mortgages | $2,552,000 | 4,340 |
| Issued or guaranteed by U.S. | $2,552,000 | 4,330 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $119,000 | 3,607 |
| CMOs issued by government agencies or sponsored agencies | $119,000 | 3,290 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,007,000 | 2,816 |
| Available-for-sale securities (fair market value) | $18,671,000 | 4,331 |
| Total debt securities | $20,679,000 | 4,608 |
| Structured notes | ||
| Amortized cost | $2,334,000 | 1,237 |
| Fair value | $2,356,000 | 1,237 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $22,169,000 | 4,539 |
| U.S. Government securities | $10,727,000 | 5,584 |
| U.S. Treasury securities | $80,000 | 2,205 |
| U.S. Government agency obligations | $10,647,000 | 5,446 |
| Securities issued by states & political subdivisions | $9,838,000 | 1,967 |
| Other domestic debt securities | $1,604,000 | 2,167 |
| 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 | $1,604,000 | 1,884 |
| 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 | $494,000 | 6,941 |
| Mortgage-backed securities | $2,976,000 | 4,742 |
| Certificates of participation in pools of residential mortgages | $2,840,000 | 4,168 |
| Issued or guaranteed by U.S. | $2,840,000 | 4,154 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $136,000 | 3,627 |
| CMOs issued by government agencies or sponsored agencies | $136,000 | 3,453 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,006,000 | 2,856 |
| Available-for-sale securities (fair market value) | $20,163,000 | 4,186 |
| Total debt securities | $22,170,000 | 4,462 |
| Structured notes | ||
| Amortized cost | $3,806,000 | 796 |
| Fair value | $3,794,000 | 796 |
| 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 | $21,539,000 | 4,546 |
| U.S. Government securities | $10,449,000 | 5,515 |
| U.S. Treasury securities | $81,000 | 2,265 |
| U.S. Government agency obligations | $10,368,000 | 5,378 |
| Securities issued by states & political subdivisions | $9,333,000 | 2,067 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $1,757,000 | 80 |
| 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 | $499,000 | 6,965 |
| Mortgage-backed securities | $3,309,000 | 4,607 |
| Certificates of participation in pools of residential mortgages | $3,156,000 | 4,033 |
| Issued or guaranteed by U.S. | $3,156,000 | 4,019 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $153,000 | 3,691 |
| CMOs issued by government agencies or sponsored agencies | $153,000 | 3,506 |
| 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) | $2,250,000 | 2,798 |
| Available-for-sale securities (fair market value) | $19,289,000 | 4,215 |
| Total debt securities | $21,539,000 | 4,470 |
| Structured notes | ||
| Amortized cost | $2,464,000 | 935 |
| Fair value | $2,448,000 | 933 |
| 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 | $20,161,000 | 4,666 |
| U.S. Government securities | $9,911,000 | 5,582 |
| U.S. Treasury securities | $83,000 | 2,300 |
| U.S. Government agency obligations | $9,828,000 | 5,430 |
| Securities issued by states & political subdivisions | $8,480,000 | 2,197 |
| Other domestic debt securities | $1,770,000 | 2,282 |
| 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 | $1,770,000 | 1,990 |
| 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 | $507,000 | 6,920 |
| Mortgage-backed securities | $3,462,000 | 4,629 |
| Certificates of participation in pools of residential mortgages | $3,296,000 | 4,021 |
| Issued or guaranteed by U.S. | $3,296,000 | 4,009 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $166,000 | 3,846 |
| CMOs issued by government agencies or sponsored agencies | $166,000 | 3,661 |
| 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) | $2,363,000 | 2,764 |
| Available-for-sale securities (fair market value) | $17,798,000 | 4,373 |
| Total debt securities | $20,161,000 | 4,573 |
| Structured notes | ||
| Amortized cost | $650,000 | 1,517 |
| Fair value | $650,000 | 1,523 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $22,014,000 | 4,381 |
| U.S. Government securities | $11,661,000 | 5,194 |
| U.S. Treasury securities | $83,000 | 2,360 |
| U.S. Government agency obligations | $11,578,000 | 5,031 |
| Securities issued by states & political subdivisions | $8,650,000 | 2,085 |
| Other domestic debt securities | $1,703,000 | 2,338 |
| 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 | $1,703,000 | 2,033 |
| 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 | $508,000 | 6,959 |
| Mortgage-backed securities | $4,274,000 | 4,398 |
| Certificates of participation in pools of residential mortgages | $3,741,000 | 3,861 |
| Issued or guaranteed by U.S. | $3,741,000 | 3,849 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $533,000 | 3,478 |
| CMOs issued by government agencies or sponsored agencies | $533,000 | 3,312 |
| 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) | $2,721,000 | 2,679 |
| Available-for-sale securities (fair market value) | $19,293,000 | 4,128 |
| Total debt securities | $22,014,000 | 4,294 |
| Structured notes | ||
| Amortized cost | $1,150,000 | 856 |
| Fair value | $1,143,000 | 857 |
| 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 | $13,881,000 | 5,664 |
| U.S. Government securities | $4,858,000 | 7,223 |
| U.S. Treasury securities | $83,000 | 2,517 |
| U.S. Government agency obligations | $4,775,000 | 7,047 |
| Securities issued by states & political subdivisions | $7,298,000 | 2,332 |
| Other domestic debt securities | $1,725,000 | 2,333 |
| 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 | $1,725,000 | 2,039 |
| 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 | $511,000 | 6,988 |
| Mortgage-backed securities | $3,718,000 | 4,588 |
| Certificates of participation in pools of residential mortgages | $3,152,000 | 4,084 |
| Issued or guaranteed by U.S. | $3,152,000 | 4,071 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $566,000 | 3,519 |
| CMOs issued by government agencies or sponsored agencies | $566,000 | 3,367 |
| 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) | $2,722,000 | 2,753 |
| Available-for-sale securities (fair market value) | $11,159,000 | 5,473 |
| Total debt securities | $13,881,000 | 5,569 |
| Structured notes | ||
| Amortized cost | $1,159,000 | 716 |
| Fair value | $1,208,000 | 710 |
| 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 | $13,491,000 | 5,700 |
| U.S. Government securities | $3,966,000 | 7,671 |
| U.S. Treasury securities | $82,000 | 3,157 |
| U.S. Government agency obligations | $3,884,000 | 7,456 |
| Securities issued by states & political subdivisions | $7,967,000 | 2,076 |
| Other domestic debt securities | $1,558,000 | 2,498 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,558,000 | 2,135 |
| 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 | $498,000 | 7,248 |
| Mortgage-backed securities | $2,330,000 | 5,073 |
| Certificates of participation in pools of residential mortgages | $1,805,000 | 4,630 |
| Issued or guaranteed by U.S. | $1,805,000 | 4,609 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $525,000 | 3,688 |
| CMOs issued by government agencies or sponsored agencies | $525,000 | 3,523 |
| 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) | $3,081,000 | 2,762 |
| Available-for-sale securities (fair market value) | $10,410,000 | 5,531 |
| Total debt securities | $13,491,000 | 5,605 |
| Structured notes | ||
| Amortized cost | $468,000 | 655 |
| Fair value | $474,000 | 652 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $17,108,000 | 5,147 |
| U.S. Government securities | $9,251,000 | 6,091 |
| U.S. Treasury securities | $1,078,000 | 2,511 |
| U.S. Government agency obligations | $8,173,000 | 6,094 |
| Securities issued by states & political subdivisions | $7,487,000 | 2,088 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $370,000 | 4,504 |
| 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 | 7,580 |
| Mortgage-backed securities | $1,437,000 | 5,159 |
| Certificates of participation in pools of residential mortgages | $639,000 | 5,221 |
| Issued or guaranteed by U.S. | $639,000 | 5,206 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $798,000 | 3,051 |
| CMOs issued by government agencies or sponsored agencies | $798,000 | 2,895 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,157,000 | 3,359 |
| Available-for-sale securities (fair market value) | $13,951,000 | 4,792 |
| Total debt securities | $16,738,000 | 5,096 |
| 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 | $19,508,000 | 4,942 |
| U.S. Government securities | $11,883,000 | 5,539 |
| U.S. Treasury securities | $1,575,000 | 3,065 |
| U.S. Government agency obligations | $10,308,000 | 5,491 |
| Securities issued by states & political subdivisions | $7,337,000 | 2,215 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $288,000 | 4,952 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $368,000 | 7,842 |
| Mortgage-backed securities | $1,756,000 | 5,244 |
| Certificates of participation in pools of residential mortgages | $765,000 | 5,334 |
| Issued or guaranteed by U.S. | $765,000 | 5,325 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $991,000 | 3,010 |
| CMOs issued by government agencies or sponsored agencies | $991,000 | 2,861 |
| 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) | $3,865,000 | 3,436 |
| Available-for-sale securities (fair market value) | $15,643,000 | 4,622 |
| Total debt securities | $19,220,000 | 4,865 |
| 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 | $25,758,000 | 4,075 |
| U.S. Government securities | $18,337,000 | 4,164 |
| U.S. Treasury securities | $2,133,000 | 3,709 |
| U.S. Government agency obligations | $16,204,000 | 3,888 |
| Securities issued by states & political subdivisions | $7,201,000 | 2,274 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $220,000 | 5,250 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $383,000 | 7,939 |
| Mortgage-backed securities | $2,386,000 | 5,072 |
| Certificates of participation in pools of residential mortgages | $1,141,000 | 5,101 |
| Issued or guaranteed by U.S. | $1,141,000 | 5,086 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,245,000 | 3,069 |
| CMOs issued by government agencies or sponsored agencies | $1,245,000 | 2,931 |
| 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) | $4,048,000 | 3,753 |
| Available-for-sale securities (fair market value) | $21,710,000 | 3,569 |
| Total debt securities | $25,539,000 | 3,991 |
| 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 | $11,418,000 | 6,989 |
| U.S. Government securities | $6,567,000 | 7,846 |
| U.S. Treasury securities | $1,578,000 | 5,582 |
| U.S. Government agency obligations | $4,989,000 | 7,297 |
| Securities issued by states & political subdivisions | $4,645,000 | 2,900 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $206,000 | 5,356 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,000 | 8,778 |
| Mortgage-backed securities | $848,000 | 6,517 |
| Certificates of participation in pools of residential mortgages | $848,000 | 5,595 |
| Issued or guaranteed by U.S. | $848,000 | 5,577 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,163,000 | 4,489 |
| Available-for-sale securities (fair market value) | $7,255,000 | 6,613 |
| Total debt securities | $11,212,000 | 6,920 |
| 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 | $12,578,000 | 7,099 |
| U.S. Government securities | $7,391,000 | 8,097 |
| U.S. Treasury securities | $998,000 | 7,315 |
| U.S. Government agency obligations | $6,393,000 | 6,939 |
| Securities issued by states & political subdivisions | $5,017,000 | 2,814 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $170,000 | 5,553 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,000 | 9,189 |
| Mortgage-backed securities | $1,378,000 | 6,419 |
| Certificates of participation in pools of residential mortgages | $1,378,000 | 5,333 |
| Issued or guaranteed by U.S. | $1,378,000 | 5,316 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,804,000 | 4,781 |
| Available-for-sale securities (fair market value) | $7,774,000 | 6,699 |
| Total debt securities | $12,408,000 | 7,020 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $11,800,000 | 7,654 |
| U.S. Government securities | $7,216,000 | 8,508 |
| U.S. Treasury securities | $1,999,000 | 7,161 |
| U.S. Government agency obligations | $5,217,000 | 7,587 |
| Securities issued by states & political subdivisions | $4,418,000 | 3,100 |
| 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 | $166,000 | 5,373 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,000 | 9,598 |
| Mortgage-backed securities | $1,137,000 | 7,127 |
| Certificates of participation in pools of residential mortgages | $910,000 | 6,210 |
| Issued or guaranteed by U.S. | $910,000 | 6,177 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $227,000 | 5,416 |
| CMOs issued by government agencies or sponsored agencies | $227,000 | 5,192 |
| 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) | $4,418,000 | 5,280 |
| Available-for-sale securities (fair market value) | $7,382,000 | 7,002 |
| Total debt securities | $11,634,000 | 7,586 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $10,576,000 | 8,543 |
| U.S. Government securities | $6,312,000 | 9,498 |
| U.S. Treasury securities | $2,460,000 | 7,705 |
| U.S. Government agency obligations | $3,852,000 | 8,486 |
| Securities issued by states & political subdivisions | $4,104,000 | 3,391 |
| 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 | $160,000 | 5,196 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,000 | 10,075 |
| Mortgage-backed securities | $1,339,000 | 7,340 |
| Certificates of participation in pools of residential mortgages | $1,085,000 | 6,288 |
| Issued or guaranteed by U.S. | $1,085,000 | 6,261 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $254,000 | 5,747 |
| CMOs issued by government agencies or sponsored agencies | $254,000 | 5,492 |
| 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) | $6,733,000 | 7,036 |
| Available-for-sale securities (fair market value) | $3,843,000 | 7,566 |
| Total debt securities | $10,416,000 | 8,491 |
| 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 | $10,097,000 | 9,044 |
| U.S. Government securities | $5,908,000 | 9,993 |
| U.S. Treasury securities | $2,543,000 | 7,817 |
| U.S. Government agency obligations | $3,365,000 | 9,079 |
| Securities issued by states & political subdivisions | $4,189,000 | 3,454 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $75,000 | 10,514 |
| Mortgage-backed securities | $1,822,000 | 7,463 |
| Certificates of participation in pools of residential mortgages | $1,408,000 | 6,451 |
| Issued or guaranteed by U.S. | $1,408,000 | 6,403 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $414,000 | 5,911 |
| CMOs issued by government agencies or sponsored agencies | $414,000 | 5,663 |
| 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 | $10,097,000 | 8,914 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $11,891,000 | 8,439 |
| U.S. Government securities | $6,714,000 | 9,740 |
| U.S. Treasury securities | $4,044,000 | 6,521 |
| U.S. Government agency obligations | $2,670,000 | 9,855 |
| Securities issued by states & political subdivisions | $5,177,000 | 2,683 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $75,000 | 10,842 |
| Mortgage-backed securities | $1,138,000 | 8,715 |
| Certificates of participation in pools of residential mortgages | $637,000 | 8,247 |
| Issued or guaranteed by U.S. | $637,000 | 8,186 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $501,000 | 5,839 |
| CMOs issued by government agencies or sponsored agencies | $501,000 | 5,422 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $11,891,000 | 8,306 |
| 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 |