Home > Lamont Bank of St. John > Securities
Lamont Bank of St. John, Securities
| 2023-12-31 | Rank | |
| Total securities | $22,817,000 | 3,469 |
| U.S. Government securities | $9,883,000 | 3,580 |
| U.S. Treasury securities | $969,000 | 2,551 |
| U.S. Government agency obligations | $8,914,000 | 3,323 |
| Securities issued by states & political subdivisions | $6,401,000 | 2,772 |
| Other domestic debt securities | $5,952,000 | 1,273 |
| Privately issued residential mortgage-backed securities | $3,541,000 | 403 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $2,411,000 | 1,267 |
| Foreign debt securities | $581,000 | 233 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,989,000 | 2,683 |
| Mortgage-backed securities | $4,691,000 | 3,039 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $482,000 | 3,363 |
| Privately issued | $3,541,000 | 108 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $430,000 | 2,368 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $238,000 | 1,296 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $22,817,000 | 3,220 |
| Total debt securities | $22,817,000 | 3,446 |
| Structured notes | ||
| Amortized cost | $1,850,000 | 635 |
| Fair value | $1,734,000 | 613 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $22,383,000 | 3,496 |
| U.S. Government securities | $9,729,000 | 3,604 |
| U.S. Treasury securities | $955,000 | 2,607 |
| U.S. Government agency obligations | $8,774,000 | 3,336 |
| Securities issued by states & political subdivisions | $6,153,000 | 2,815 |
| Other domestic debt securities | $5,931,000 | 1,261 |
| Privately issued residential mortgage-backed securities | $3,566,000 | 384 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $2,365,000 | 1,266 |
| Foreign debt securities | $570,000 | 247 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,749,000 | 2,659 |
| Mortgage-backed securities | $4,728,000 | 3,033 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $490,000 | 3,378 |
| Privately issued | $3,566,000 | 105 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $423,000 | 2,363 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $249,000 | 1,284 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $22,383,000 | 3,241 |
| Total debt securities | $22,382,000 | 3,475 |
| Structured notes | ||
| Amortized cost | $1,850,000 | 655 |
| Fair value | $1,692,000 | 625 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $22,973,000 | 3,514 |
| U.S. Government securities | $9,860,000 | 3,649 |
| U.S. Treasury securities | $953,000 | 2,630 |
| U.S. Government agency obligations | $8,907,000 | 3,373 |
| Securities issued by states & political subdivisions | $6,322,000 | 2,847 |
| Other domestic debt securities | $6,227,000 | 1,256 |
| Privately issued residential mortgage-backed securities | $3,836,000 | 378 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $2,391,000 | 1,276 |
| Foreign debt securities | $564,000 | 246 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,134,000 | 2,626 |
| Mortgage-backed securities | $5,142,000 | 3,021 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $530,000 | 3,380 |
| Privately issued | $3,836,000 | 104 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $473,000 | 2,341 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $303,000 | 1,276 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $22,973,000 | 3,259 |
| Total debt securities | $22,971,000 | 3,490 |
| Structured notes | ||
| Amortized cost | $1,850,000 | 694 |
| Fair value | $1,706,000 | 662 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $23,504,000 | 3,573 |
| U.S. Government securities | $14,110,000 | 3,461 |
| U.S. Treasury securities | $965,000 | 2,695 |
| U.S. Government agency obligations | $13,145,000 | 3,062 |
| Securities issued by states & political subdivisions | $6,416,000 | 2,888 |
| Other domestic debt securities | $2,429,000 | 1,721 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $2,429,000 | 1,303 |
| Foreign debt securities | $549,000 | 221 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,497,000 | 2,696 |
| Mortgage-backed securities | $5,453,000 | 3,039 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,633,000 | 2,669 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $508,000 | 2,368 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $312,000 | 1,277 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $23,504,000 | 3,305 |
| Total debt securities | $23,505,000 | 3,548 |
| Structured notes | ||
| Amortized cost | $1,850,000 | 727 |
| Fair value | $1,735,000 | 695 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $26,439,000 | 3,494 |
| U.S. Government securities | $10,309,000 | 3,717 |
| U.S. Treasury securities | $955,000 | 2,745 |
| U.S. Government agency obligations | $9,354,000 | 3,366 |
| Securities issued by states & political subdivisions | $8,084,000 | 2,761 |
| Other domestic debt securities | $7,504,000 | 1,235 |
| Privately issued residential mortgage-backed securities | $4,205,000 | 389 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $3,299,000 | 1,188 |
| Foreign debt securities | $542,000 | 226 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,729,000 | 2,746 |
| Mortgage-backed securities | $5,975,000 | 3,025 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $613,000 | 3,432 |
| Privately issued | $4,205,000 | 122 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $759,000 | 2,287 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $398,000 | 1,260 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $26,439,000 | 3,228 |
| Total debt securities | $26,440,000 | 3,468 |
| Structured notes | ||
| Amortized cost | $4,350,000 | 443 |
| Fair value | $4,081,000 | 425 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $26,609,000 | 3,505 |
| U.S. Government securities | $10,406,000 | 3,723 |
| U.S. Treasury securities | $951,000 | 2,761 |
| U.S. Government agency obligations | $9,455,000 | 3,364 |
| Securities issued by states & political subdivisions | $8,055,000 | 2,785 |
| Other domestic debt securities | $7,590,000 | 1,189 |
| Privately issued residential mortgage-backed securities | $4,295,000 | 373 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $3,295,000 | 1,188 |
| Foreign debt securities | $558,000 | 231 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,797,000 | 2,679 |
| Mortgage-backed securities | $6,218,000 | 3,024 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $635,000 | 3,445 |
| Privately issued | $4,295,000 | 104 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $805,000 | 2,287 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $483,000 | 1,268 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $26,609,000 | 3,238 |
| Total debt securities | $26,608,000 | 3,481 |
| Structured notes | ||
| Amortized cost | $4,350,000 | 439 |
| Fair value | $4,057,000 | 423 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $27,723,000 | 3,485 |
| U.S. Government securities | $10,816,000 | 3,717 |
| U.S. Treasury securities | $972,000 | 2,712 |
| U.S. Government agency obligations | $9,844,000 | 3,365 |
| Securities issued by states & political subdivisions | $8,357,000 | 2,807 |
| Other domestic debt securities | $7,976,000 | 1,100 |
| Privately issued residential mortgage-backed securities | $4,615,000 | 365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $3,361,000 | 1,193 |
| Foreign debt securities | $574,000 | 231 |
| 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 | $10,105,000 | 2,655 |
| Mortgage-backed securities | $6,757,000 | 3,018 |
| Certificates of participation in pools of residential mortgages | $5,327,000 | 2,751 |
| Issued or guaranteed by U.S. | $712,000 | 3,449 |
| Privately issued | $4,615,000 | 107 |
| Collaterized mortgage obligations | $914,000 | 2,333 |
| CMOs issued by government agencies or sponsored agencies | $914,000 | 2,261 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $516,000 | 1,865 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $516,000 | 1,336 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $27,723,000 | 3,232 |
| Total debt securities | $27,721,000 | 3,467 |
| Structured notes | ||
| Amortized cost | $4,350,000 | 427 |
| Fair value | $4,163,000 | 412 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $29,167,000 | 3,407 |
| U.S. Government securities | $10,832,000 | 3,650 |
| U.S. Treasury securities | $990,000 | 2,454 |
| U.S. Government agency obligations | $9,842,000 | 3,342 |
| Securities issued by states & political subdivisions | $8,742,000 | 2,768 |
| Other domestic debt securities | $9,001,000 | 1,013 |
| Privately issued residential mortgage-backed securities | $5,118,000 | 331 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $3,883,000 | 1,129 |
| Foreign debt securities | $592,000 | 231 |
| 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 | $4,089,000 | 3,267 |
| Mortgage-backed securities | $7,599,000 | 2,955 |
| Certificates of participation in pools of residential mortgages | $5,916,000 | 2,702 |
| Issued or guaranteed by U.S. | $798,000 | 3,438 |
| Privately issued | $5,118,000 | 99 |
| Collaterized mortgage obligations | $1,066,000 | 2,276 |
| CMOs issued by government agencies or sponsored agencies | $1,066,000 | 2,213 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $617,000 | 1,830 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $617,000 | 1,299 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $29,167,000 | 3,187 |
| Total debt securities | $29,169,000 | 3,387 |
| Structured notes | ||
| Amortized cost | $3,850,000 | 406 |
| Fair value | $3,777,000 | 396 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $27,277,000 | 3,372 |
| U.S. Government securities | $8,121,000 | 3,730 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $8,121,000 | 3,456 |
| Securities issued by states & political subdivisions | $8,793,000 | 2,809 |
| Other domestic debt securities | $9,736,000 | 965 |
| Privately issued residential mortgage-backed securities | $5,687,000 | 296 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $4,049,000 | 1,047 |
| Foreign debt securities | $627,000 | 218 |
| 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 | $4,592,000 | 3,207 |
| Mortgage-backed securities | $8,727,000 | 2,860 |
| Certificates of participation in pools of residential mortgages | $6,593,000 | 2,624 |
| Issued or guaranteed by U.S. | $906,000 | 3,416 |
| Privately issued | $5,687,000 | 104 |
| Collaterized mortgage obligations | $1,296,000 | 2,209 |
| CMOs issued by government agencies or sponsored agencies | $1,296,000 | 2,152 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $838,000 | 1,751 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $838,000 | 1,238 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $27,277,000 | 3,183 |
| Total debt securities | $27,277,000 | 3,352 |
| Structured notes | ||
| Amortized cost | $1,350,000 | 623 |
| Fair value | $1,353,000 | 619 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $22,383,000 | 3,536 |
| U.S. Government securities | $4,331,000 | 4,051 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $4,331,000 | 3,841 |
| Securities issued by states & political subdivisions | $8,889,000 | 2,801 |
| Other domestic debt securities | $9,163,000 | 938 |
| Privately issued residential mortgage-backed securities | $5,057,000 | 278 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $4,106,000 | 980 |
| 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 | $5,031,000 | 3,149 |
| Mortgage-backed securities | $8,790,000 | 2,875 |
| Certificates of participation in pools of residential mortgages | $6,045,000 | 2,697 |
| Issued or guaranteed by U.S. | $988,000 | 3,437 |
| Privately issued | $5,057,000 | 104 |
| Collaterized mortgage obligations | $1,626,000 | 2,150 |
| CMOs issued by government agencies or sponsored agencies | $1,626,000 | 2,100 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $1,119,000 | 1,663 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $1,119,000 | 1,156 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $22,383,000 | 3,330 |
| Total debt securities | $22,383,000 | 3,515 |
| Structured notes | ||
| Amortized cost | $350,000 | 812 |
| Fair value | $354,000 | 813 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $22,858,000 | 3,476 |
| U.S. Government securities | $5,432,000 | 3,947 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $5,432,000 | 3,725 |
| Securities issued by states & political subdivisions | $8,902,000 | 2,786 |
| Other domestic debt securities | $8,524,000 | 948 |
| Privately issued residential mortgage-backed securities | $4,395,000 | 291 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $4,129,000 | 934 |
| 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 | $4,330,000 | 3,242 |
| Mortgage-backed securities | $8,731,000 | 2,869 |
| Certificates of participation in pools of residential mortgages | $5,457,000 | 2,742 |
| Issued or guaranteed by U.S. | $1,062,000 | 3,423 |
| Privately issued | $4,395,000 | 118 |
| Collaterized mortgage obligations | $2,009,000 | 2,022 |
| CMOs issued by government agencies or sponsored agencies | $2,009,000 | 1,974 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $1,265,000 | 1,622 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $1,265,000 | 1,117 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $22,858,000 | 3,277 |
| Total debt securities | $22,858,000 | 3,455 |
| Structured notes | ||
| Amortized cost | $350,000 | 748 |
| Fair value | $356,000 | 747 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $20,997,000 | 3,472 |
| U.S. Government securities | $5,531,000 | 3,830 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $5,531,000 | 3,648 |
| Securities issued by states & political subdivisions | $8,287,000 | 2,804 |
| Other domestic debt securities | $7,179,000 | 981 |
| Privately issued residential mortgage-backed securities | $3,647,000 | 308 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $3,532,000 | 928 |
| 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 | $4,820,000 | 3,154 |
| Mortgage-backed securities | $8,077,000 | 2,884 |
| Certificates of participation in pools of residential mortgages | $4,758,000 | 2,801 |
| Issued or guaranteed by U.S. | $1,111,000 | 3,411 |
| Privately issued | $3,647,000 | 133 |
| Collaterized mortgage obligations | $1,864,000 | 2,047 |
| CMOs issued by government agencies or sponsored agencies | $1,864,000 | 1,993 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $1,455,000 | 1,569 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $1,455,000 | 1,052 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $20,997,000 | 3,256 |
| Total debt securities | $20,997,000 | 3,444 |
| Structured notes | ||
| Amortized cost | $350,000 | 543 |
| Fair value | $353,000 | 542 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $15,118,000 | 3,700 |
| U.S. Government securities | $4,910,000 | 3,805 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $4,910,000 | 3,662 |
| Securities issued by states & political subdivisions | $6,508,000 | 2,992 |
| Other domestic debt securities | $3,700,000 | 1,219 |
| Privately issued residential mortgage-backed securities | $1,881,000 | 340 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $1,819,000 | 1,126 |
| 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 | $5,273,000 | 3,101 |
| Mortgage-backed securities | $6,791,000 | 2,956 |
| Certificates of participation in pools of residential mortgages | $1,972,000 | 3,259 |
| Issued or guaranteed by U.S. | $91,000 | 3,800 |
| Privately issued | $1,881,000 | 135 |
| Collaterized mortgage obligations | $2,924,000 | 1,849 |
| CMOs issued by government agencies or sponsored agencies | $2,924,000 | 1,803 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $1,895,000 | 1,450 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $1,895,000 | 957 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $15,118,000 | 3,482 |
| Total debt securities | $15,119,000 | 3,679 |
| Structured notes | ||
| Amortized cost | $350,000 | 308 |
| Fair value | $357,000 | 308 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $16,015,000 | 3,586 |
| U.S. Government securities | $6,724,000 | 3,602 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $6,724,000 | 3,440 |
| Securities issued by states & political subdivisions | $5,406,000 | 3,040 |
| Other domestic debt securities | $3,885,000 | 1,159 |
| Privately issued residential mortgage-backed securities | $2,074,000 | 336 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $1,811,000 | 1,101 |
| 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 | $6,419,000 | 2,988 |
| Mortgage-backed securities | $8,798,000 | 2,748 |
| Certificates of participation in pools of residential mortgages | $2,199,000 | 3,187 |
| Issued or guaranteed by U.S. | $125,000 | 3,780 |
| Privately issued | $2,074,000 | 145 |
| Collaterized mortgage obligations | $4,311,000 | 1,652 |
| CMOs issued by government agencies or sponsored agencies | $4,311,000 | 1,612 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $2,288,000 | 1,335 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $2,288,000 | 879 |
| Held to maturity securities (book value) | $46,000 | 1,601 |
| Available-for-sale securities (fair market value) | $15,969,000 | 3,368 |
| Total debt securities | $16,015,000 | 3,563 |
| Structured notes | ||
| Amortized cost | $350,000 | 303 |
| Fair value | $357,000 | 303 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $18,627,000 | 3,397 |
| U.S. Government securities | $10,996,000 | 3,158 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $10,996,000 | 3,014 |
| Securities issued by states & political subdivisions | $5,356,000 | 3,015 |
| Other domestic debt securities | $2,275,000 | 1,309 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $2,275,000 | 967 |
| 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 | $7,485,000 | 2,875 |
| Mortgage-backed securities | $10,996,000 | 2,555 |
| Certificates of participation in pools of residential mortgages | $2,519,000 | 3,119 |
| Issued or guaranteed by U.S. | $2,519,000 | 3,034 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $5,921,000 | 1,488 |
| CMOs issued by government agencies or sponsored agencies | $5,921,000 | 1,450 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $2,556,000 | 1,282 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $2,556,000 | 832 |
| Held to maturity securities (book value) | $46,000 | 1,613 |
| Available-for-sale securities (fair market value) | $18,581,000 | 3,185 |
| Total debt securities | $18,627,000 | 3,374 |
| Structured notes | ||
| Amortized cost | $350,000 | 338 |
| Fair value | $352,000 | 339 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $22,198,000 | 3,178 |
| U.S. Government securities | $12,538,000 | 3,070 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $12,538,000 | 2,932 |
| Securities issued by states & political subdivisions | $4,539,000 | 3,067 |
| Other domestic debt securities | $5,121,000 | 937 |
| Privately issued residential mortgage-backed securities | $2,888,000 | 299 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $2,233,000 | 908 |
| 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 | $5,163,000 | 3,141 |
| Mortgage-backed securities | $14,426,000 | 2,314 |
| Certificates of participation in pools of residential mortgages | $3,147,000 | 2,985 |
| Issued or guaranteed by U.S. | $259,000 | 3,732 |
| Privately issued | $2,888,000 | 133 |
| Collaterized mortgage obligations | $8,652,000 | 1,261 |
| CMOs issued by government agencies or sponsored agencies | $8,652,000 | 1,226 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $2,627,000 | 1,246 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $2,627,000 | 802 |
| Held to maturity securities (book value) | $46,000 | 1,630 |
| Available-for-sale securities (fair market value) | $22,152,000 | 2,979 |
| Total debt securities | $22,199,000 | 3,157 |
| Structured notes | ||
| Amortized cost | $350,000 | 489 |
| Fair value | $356,000 | 488 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $25,114,000 | 3,104 |
| U.S. Government securities | $13,082,000 | 3,085 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $13,082,000 | 2,925 |
| Securities issued by states & political subdivisions | $6,890,000 | 2,696 |
| Other domestic debt securities | $5,142,000 | 882 |
| Privately issued residential mortgage-backed securities | $2,861,000 | 284 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $2,281,000 | 870 |
| 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 | $6,317,000 | 3,024 |
| Mortgage-backed securities | $15,444,000 | 2,204 |
| Certificates of participation in pools of residential mortgages | $3,843,000 | 2,811 |
| Issued or guaranteed by U.S. | $982,000 | 3,433 |
| Privately issued | $2,861,000 | 117 |
| Collaterized mortgage obligations | $8,842,000 | 1,234 |
| CMOs issued by government agencies or sponsored agencies | $8,842,000 | 1,198 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $2,759,000 | 1,212 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $2,759,000 | 763 |
| Held to maturity securities (book value) | $46,000 | 1,678 |
| Available-for-sale securities (fair market value) | $25,068,000 | 2,900 |
| Total debt securities | $25,114,000 | 3,085 |
| Structured notes | ||
| Amortized cost | $828,000 | 497 |
| Fair value | $847,000 | 495 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $24,825,000 | 3,135 |
| U.S. Government securities | $13,538,000 | 3,087 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $13,538,000 | 2,929 |
| Securities issued by states & political subdivisions | $6,636,000 | 2,744 |
| Other domestic debt securities | $4,651,000 | 915 |
| Privately issued residential mortgage-backed securities | $2,995,000 | 278 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,656,000 | 969 |
| 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 | $7,337,000 | 2,933 |
| Mortgage-backed securities | $16,036,000 | 2,172 |
| Certificates of participation in pools of residential mortgages | $4,461,000 | 2,690 |
| Issued or guaranteed by U.S. | $1,466,000 | 3,289 |
| Privately issued | $2,995,000 | 121 |
| Collaterized mortgage obligations | $8,771,000 | 1,266 |
| CMOs issued by government agencies or sponsored agencies | $8,771,000 | 1,230 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $2,804,000 | 1,191 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $2,804,000 | 737 |
| Held to maturity securities (book value) | $90,000 | 1,718 |
| Available-for-sale securities (fair market value) | $24,735,000 | 2,925 |
| Total debt securities | $24,824,000 | 3,116 |
| Structured notes | ||
| Amortized cost | $826,000 | 620 |
| Fair value | $848,000 | 620 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $24,775,000 | 3,177 |
| U.S. Government securities | $11,761,000 | 3,313 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $11,761,000 | 3,153 |
| Securities issued by states & political subdivisions | $8,931,000 | 2,488 |
| Other domestic debt securities | $4,083,000 | 958 |
| Privately issued residential mortgage-backed securities | $3,272,000 | 264 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $811,000 | 1,229 |
| 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 | $6,593,000 | 3,103 |
| Mortgage-backed securities | $14,537,000 | 2,252 |
| Certificates of participation in pools of residential mortgages | $5,123,000 | 2,578 |
| Issued or guaranteed by U.S. | $1,851,000 | 3,190 |
| Privately issued | $3,272,000 | 98 |
| Collaterized mortgage obligations | $9,414,000 | 1,213 |
| CMOs issued by government agencies or sponsored agencies | $9,414,000 | 1,174 |
| 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) | $90,000 | 1,758 |
| Available-for-sale securities (fair market value) | $24,685,000 | 2,955 |
| Total debt securities | $24,777,000 | 3,157 |
| Structured notes | ||
| Amortized cost | $473,000 | 810 |
| Fair value | $496,000 | 786 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $27,450,000 | 3,077 |
| U.S. Government securities | $14,304,000 | 3,105 |
| U.S. Treasury securities | $992,000 | 1,223 |
| U.S. Government agency obligations | $13,312,000 | 3,012 |
| Securities issued by states & political subdivisions | $8,961,000 | 2,561 |
| Other domestic debt securities | $4,185,000 | 949 |
| Privately issued residential mortgage-backed securities | $3,381,000 | 261 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $804,000 | 1,237 |
| 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 | $7,728,000 | 3,009 |
| Mortgage-backed securities | $15,213,000 | 2,191 |
| Certificates of participation in pools of residential mortgages | $5,282,000 | 2,570 |
| Issued or guaranteed by U.S. | $1,901,000 | 3,204 |
| Privately issued | $3,381,000 | 96 |
| Collaterized mortgage obligations | $9,931,000 | 1,182 |
| CMOs issued by government agencies or sponsored agencies | $9,931,000 | 1,143 |
| 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) | $90,000 | 1,784 |
| Available-for-sale securities (fair market value) | $27,360,000 | 2,853 |
| Total debt securities | $27,449,000 | 3,058 |
| Structured notes | ||
| Amortized cost | $1,471,000 | 524 |
| Fair value | $1,480,000 | 520 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $26,020,000 | 3,195 |
| U.S. Government securities | $13,165,000 | 3,241 |
| U.S. Treasury securities | $979,000 | 1,269 |
| U.S. Government agency obligations | $12,186,000 | 3,176 |
| Securities issued by states & political subdivisions | $8,569,000 | 2,676 |
| Other domestic debt securities | $4,286,000 | 906 |
| Privately issued residential mortgage-backed securities | $3,491,000 | 237 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $795,000 | 1,245 |
| 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 | $7,863,000 | 3,012 |
| Mortgage-backed securities | $14,221,000 | 2,263 |
| Certificates of participation in pools of residential mortgages | $4,116,000 | 2,804 |
| Issued or guaranteed by U.S. | $625,000 | 3,716 |
| Privately issued | $3,491,000 | 73 |
| Collaterized mortgage obligations | $10,105,000 | 1,163 |
| CMOs issued by government agencies or sponsored agencies | $10,105,000 | 1,128 |
| 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) | $90,000 | 1,832 |
| Available-for-sale securities (fair market value) | $25,930,000 | 2,965 |
| Total debt securities | $26,018,000 | 3,176 |
| Structured notes | ||
| Amortized cost | $1,468,000 | 533 |
| Fair value | $1,455,000 | 529 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $26,271,000 | 3,193 |
| U.S. Government securities | $16,897,000 | 2,932 |
| U.S. Treasury securities | $967,000 | 1,260 |
| U.S. Government agency obligations | $15,930,000 | 2,866 |
| Securities issued by states & political subdivisions | $8,582,000 | 2,702 |
| Other domestic debt securities | $792,000 | 1,564 |
| 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 | $792,000 | 1,244 |
| 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 | $8,027,000 | 2,994 |
| Mortgage-backed securities | $14,956,000 | 2,232 |
| Certificates of participation in pools of residential mortgages | $4,359,000 | 2,783 |
| Issued or guaranteed by U.S. | $4,359,000 | 2,765 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $10,597,000 | 1,121 |
| CMOs issued by government agencies or sponsored agencies | $10,597,000 | 1,085 |
| 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) | $132,000 | 1,837 |
| Available-for-sale securities (fair market value) | $26,139,000 | 2,953 |
| Total debt securities | $26,271,000 | 3,173 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 558 |
| Fair value | $974,000 | 616 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $29,842,000 | 3,047 |
| U.S. Government securities | $19,052,000 | 2,776 |
| U.S. Treasury securities | $973,000 | 1,213 |
| U.S. Government agency obligations | $18,079,000 | 2,717 |
| Securities issued by states & political subdivisions | $8,690,000 | 2,736 |
| Other domestic debt securities | $1,700,000 | 1,432 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $1,700,000 | 994 |
| Foreign debt securities | $400,000 | 274 |
| 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 | $8,356,000 | 2,995 |
| Mortgage-backed securities | $17,100,000 | 2,086 |
| Certificates of participation in pools of residential mortgages | $4,641,000 | 2,778 |
| Issued or guaranteed by U.S. | $4,641,000 | 2,642 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $11,459,000 | 1,070 |
| CMOs issued by government agencies or sponsored agencies | $11,459,000 | 1,034 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $1,000,000 | 1,373 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $1,000,000 | 824 |
| Held to maturity securities (book value) | $132,000 | 1,861 |
| Available-for-sale securities (fair market value) | $29,710,000 | 2,825 |
| Total debt securities | $29,842,000 | 3,030 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 563 |
| Fair value | $979,000 | 618 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $30,917,000 | 3,046 |
| U.S. Government securities | $20,099,000 | 2,784 |
| U.S. Treasury securities | $978,000 | 1,174 |
| U.S. Government agency obligations | $19,121,000 | 2,723 |
| Securities issued by states & political subdivisions | $8,718,000 | 2,769 |
| Other domestic debt securities | $1,701,000 | 1,287 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $1,701,000 | 1,013 |
| Foreign debt securities | $399,000 | 265 |
| 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 | $5,458,000 | 3,450 |
| Mortgage-backed securities | $18,142,000 | 2,040 |
| Certificates of participation in pools of residential mortgages | $4,908,000 | 2,782 |
| Issued or guaranteed by U.S. | $4,908,000 | 2,778 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $12,233,000 | 1,023 |
| CMOs issued by government agencies or sponsored agencies | $12,233,000 | 980 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $1,001,000 | 1,212 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $1,001,000 | 805 |
| Held to maturity securities (book value) | $132,000 | 1,893 |
| Available-for-sale securities (fair market value) | $30,785,000 | 2,813 |
| Total debt securities | $30,918,000 | 3,029 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 551 |
| Fair value | $979,000 | 604 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $31,455,000 | 3,059 |
| U.S. Government securities | $20,841,000 | 2,735 |
| U.S. Treasury securities | $994,000 | 1,072 |
| U.S. Government agency obligations | $19,847,000 | 2,680 |
| Securities issued by states & political subdivisions | $8,506,000 | 2,852 |
| Other domestic debt securities | $1,709,000 | 1,288 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $1,709,000 | 1,030 |
| Foreign debt securities | $399,000 | 263 |
| 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 | $5,727,000 | 3,466 |
| Mortgage-backed securities | $18,856,000 | 2,013 |
| Certificates of participation in pools of residential mortgages | $5,697,000 | 2,681 |
| Issued or guaranteed by U.S. | $5,697,000 | 2,679 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $13,159,000 | 974 |
| CMOs issued by government agencies or sponsored agencies | $13,159,000 | 934 |
| 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) | $132,000 | 1,923 |
| Available-for-sale securities (fair market value) | $31,323,000 | 2,831 |
| Total debt securities | $31,455,000 | 3,042 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 554 |
| Fair value | $991,000 | 591 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $26,118,000 | 3,377 |
| U.S. Government securities | $18,066,000 | 2,956 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $18,066,000 | 2,840 |
| Securities issued by states & political subdivisions | $5,949,000 | 3,264 |
| Other domestic debt securities | $1,704,000 | 1,310 |
| 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 | $1,704,000 | 1,066 |
| Foreign debt securities | $399,000 | 278 |
| 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 | $6,063,000 | 3,465 |
| Mortgage-backed securities | $16,566,000 | 2,200 |
| Certificates of participation in pools of residential mortgages | $5,224,000 | 2,808 |
| Issued or guaranteed by U.S. | $5,224,000 | 2,806 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $11,342,000 | 1,061 |
| CMOs issued by government agencies or sponsored agencies | $11,342,000 | 1,020 |
| 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) | $172,000 | 1,959 |
| Available-for-sale securities (fair market value) | $25,946,000 | 3,116 |
| Total debt securities | $26,118,000 | 3,352 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 525 |
| Fair value | $1,500,000 | 525 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $27,292,000 | 3,344 |
| U.S. Government securities | $19,227,000 | 2,928 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $19,227,000 | 2,809 |
| Securities issued by states & political subdivisions | $5,546,000 | 3,360 |
| Other domestic debt securities | $2,120,000 | 1,204 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $2,120,000 | 962 |
| Foreign debt securities | $399,000 | 289 |
| 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 | $6,745,000 | 3,362 |
| Mortgage-backed securities | $17,726,000 | 2,128 |
| Certificates of participation in pools of residential mortgages | $5,473,000 | 2,806 |
| Issued or guaranteed by U.S. | $5,473,000 | 2,805 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $12,253,000 | 1,017 |
| CMOs issued by government agencies or sponsored agencies | $12,253,000 | 975 |
| 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) | $172,000 | 1,984 |
| Available-for-sale securities (fair market value) | $27,120,000 | 3,087 |
| Total debt securities | $27,290,000 | 3,323 |
| Structured notes | ||
| Amortized cost | $1,501,000 | 535 |
| Fair value | $1,501,000 | 534 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $29,321,000 | 3,259 |
| U.S. Government securities | $21,340,000 | 2,814 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $21,340,000 | 2,699 |
| Securities issued by states & political subdivisions | $5,477,000 | 3,410 |
| Other domestic debt securities | $2,105,000 | 1,237 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $2,105,000 | 980 |
| Foreign debt securities | $399,000 | 289 |
| 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 | $3,703,000 | 3,947 |
| Mortgage-backed securities | $19,115,000 | 2,057 |
| Certificates of participation in pools of residential mortgages | $5,719,000 | 2,810 |
| Issued or guaranteed by U.S. | $5,719,000 | 2,807 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $13,396,000 | 961 |
| CMOs issued by government agencies or sponsored agencies | $13,396,000 | 919 |
| 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) | $172,000 | 2,023 |
| Available-for-sale securities (fair market value) | $29,149,000 | 3,004 |
| Total debt securities | $29,322,000 | 3,237 |
| Structured notes | ||
| Amortized cost | $2,730,000 | 419 |
| Fair value | $2,723,000 | 417 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $28,500,000 | 3,289 |
| U.S. Government securities | $21,071,000 | 2,828 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $21,071,000 | 2,696 |
| Securities issued by states & political subdivisions | $4,944,000 | 3,516 |
| Other domestic debt securities | $2,086,000 | 1,231 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $2,086,000 | 973 |
| Foreign debt securities | $399,000 | 287 |
| 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 | $2,585,000 | 4,237 |
| Mortgage-backed securities | $18,830,000 | 2,089 |
| Certificates of participation in pools of residential mortgages | $4,423,000 | 3,083 |
| Issued or guaranteed by U.S. | $4,423,000 | 3,079 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $14,407,000 | 915 |
| CMOs issued by government agencies or sponsored agencies | $14,407,000 | 872 |
| 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) | $172,000 | 2,048 |
| Available-for-sale securities (fair market value) | $28,328,000 | 3,028 |
| Total debt securities | $28,501,000 | 3,266 |
| Structured notes | ||
| Amortized cost | $2,744,000 | 409 |
| Fair value | $2,737,000 | 403 |
| 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 | $23,822,000 | 3,606 |
| U.S. Government securities | $17,440,000 | 3,082 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $17,440,000 | 2,981 |
| Securities issued by states & political subdivisions | $3,865,000 | 3,753 |
| Other domestic debt securities | $2,118,000 | 1,239 |
| 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 | $2,118,000 | 981 |
| Foreign debt securities | $399,000 | 278 |
| 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 | $3,979,000 | 3,976 |
| Mortgage-backed securities | $15,674,000 | 2,297 |
| Certificates of participation in pools of residential mortgages | $2,026,000 | 3,676 |
| Issued or guaranteed by U.S. | $2,026,000 | 3,672 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $13,648,000 | 962 |
| CMOs issued by government agencies or sponsored agencies | $13,648,000 | 910 |
| 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) | $210,000 | 2,048 |
| Available-for-sale securities (fair market value) | $23,612,000 | 3,330 |
| Total debt securities | $23,823,000 | 3,577 |
| Structured notes | ||
| Amortized cost | $1,257,000 | 577 |
| Fair value | $1,253,000 | 580 |
| 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 | $25,906,000 | 3,532 |
| U.S. Government securities | $17,958,000 | 3,123 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $17,958,000 | 3,016 |
| Securities issued by states & political subdivisions | $5,040,000 | 3,546 |
| Other domestic debt securities | $2,509,000 | 1,197 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $2,509,000 | 937 |
| Foreign debt securities | $399,000 | 277 |
| 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 | $4,276,000 | 3,972 |
| Mortgage-backed securities | $16,169,000 | 2,302 |
| Certificates of participation in pools of residential mortgages | $3,100,000 | 3,427 |
| Issued or guaranteed by U.S. | $3,100,000 | 3,423 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $13,069,000 | 991 |
| CMOs issued by government agencies or sponsored agencies | $13,069,000 | 941 |
| 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) | $210,000 | 2,091 |
| Available-for-sale securities (fair market value) | $25,696,000 | 3,254 |
| Total debt securities | $25,907,000 | 3,505 |
| Structured notes | ||
| Amortized cost | $1,267,000 | 676 |
| Fair value | $1,267,000 | 676 |
| 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 | $28,467,000 | 3,417 |
| U.S. Government securities | $20,797,000 | 2,983 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $20,797,000 | 2,871 |
| Securities issued by states & political subdivisions | $4,304,000 | 3,696 |
| Other domestic debt securities | $2,967,000 | 1,134 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $2,967,000 | 876 |
| Foreign debt securities | $399,000 | 274 |
| 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 | $4,437,000 | 3,984 |
| Mortgage-backed securities | $16,481,000 | 2,294 |
| Certificates of participation in pools of residential mortgages | $3,337,000 | 3,398 |
| Issued or guaranteed by U.S. | $3,337,000 | 3,397 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $11,593,000 | 1,083 |
| CMOs issued by government agencies or sponsored agencies | $11,593,000 | 1,027 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $1,551,000 | 869 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $1,551,000 | 587 |
| Held to maturity securities (book value) | $210,000 | 2,133 |
| Available-for-sale securities (fair market value) | $28,257,000 | 3,148 |
| Total debt securities | $28,466,000 | 3,392 |
| Structured notes | ||
| Amortized cost | $2,002,000 | 622 |
| Fair value | $1,996,000 | 678 |
| 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 | $27,986,000 | 3,489 |
| U.S. Government securities | $21,074,000 | 2,990 |
| U.S. Treasury securities | $1,005,000 | 1,034 |
| U.S. Government agency obligations | $20,069,000 | 2,955 |
| Securities issued by states & political subdivisions | $3,638,000 | 3,865 |
| Other domestic debt securities | $2,873,000 | 1,115 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $2,873,000 | 869 |
| Foreign debt securities | $401,000 | 264 |
| 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 | $5,574,000 | 3,816 |
| Mortgage-backed securities | $14,694,000 | 2,418 |
| Certificates of participation in pools of residential mortgages | $3,461,000 | 3,374 |
| Issued or guaranteed by U.S. | $3,461,000 | 3,371 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $11,233,000 | 1,105 |
| CMOs issued by government agencies or sponsored agencies | $11,233,000 | 1,049 |
| 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) | $210,000 | 2,171 |
| Available-for-sale securities (fair market value) | $27,776,000 | 3,212 |
| Total debt securities | $27,987,000 | 3,461 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 875 |
| Fair value | $1,498,000 | 880 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $28,658,000 | 3,501 |
| U.S. Government securities | $21,277,000 | 3,038 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $21,277,000 | 2,942 |
| Securities issued by states & political subdivisions | $3,927,000 | 3,830 |
| Other domestic debt securities | $2,885,000 | 1,133 |
| 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 | $2,885,000 | 888 |
| Foreign debt securities | $569,000 | 223 |
| 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 | $7,643,000 | 3,489 |
| Mortgage-backed securities | $15,880,000 | 2,361 |
| Certificates of participation in pools of residential mortgages | $3,652,000 | 3,372 |
| Issued or guaranteed by U.S. | $3,652,000 | 3,368 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $12,228,000 | 1,073 |
| CMOs issued by government agencies or sponsored agencies | $12,228,000 | 1,020 |
| 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) | $246,000 | 2,168 |
| Available-for-sale securities (fair market value) | $28,412,000 | 3,212 |
| Total debt securities | $28,656,000 | 3,475 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 759 |
| Fair value | $2,501,000 | 765 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $29,460,000 | 3,516 |
| U.S. Government securities | $22,659,000 | 3,020 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $22,659,000 | 2,933 |
| Securities issued by states & political subdivisions | $3,365,000 | 3,982 |
| Other domestic debt securities | $2,864,000 | 1,144 |
| 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 | $2,864,000 | 891 |
| Foreign debt securities | $572,000 | 229 |
| 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 | $2,604,000 | 4,575 |
| Mortgage-backed securities | $17,233,000 | 2,341 |
| Certificates of participation in pools of residential mortgages | $4,256,000 | 3,324 |
| Issued or guaranteed by U.S. | $4,256,000 | 3,322 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $12,977,000 | 1,079 |
| CMOs issued by government agencies or sponsored agencies | $12,977,000 | 1,031 |
| 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) | $246,000 | 2,206 |
| Available-for-sale securities (fair market value) | $29,214,000 | 3,222 |
| Total debt securities | $29,460,000 | 3,489 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 853 |
| Fair value | $2,496,000 | 858 |
| 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 | $34,197,000 | 3,280 |
| U.S. Government securities | $27,877,000 | 2,720 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $27,877,000 | 2,631 |
| Securities issued by states & political subdivisions | $3,025,000 | 4,062 |
| Other domestic debt securities | $2,894,000 | 1,147 |
| 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 | $2,894,000 | 882 |
| Foreign debt securities | $401,000 | 267 |
| 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 | $2,701,000 | 4,624 |
| Mortgage-backed securities | $18,941,000 | 2,268 |
| Certificates of participation in pools of residential mortgages | $4,539,000 | 3,326 |
| Issued or guaranteed by U.S. | $4,539,000 | 3,324 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $14,402,000 | 1,043 |
| CMOs issued by government agencies or sponsored agencies | $14,402,000 | 991 |
| 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) | $246,000 | 2,203 |
| Available-for-sale securities (fair market value) | $33,951,000 | 3,008 |
| Total debt securities | $34,199,000 | 3,253 |
| Structured notes | ||
| Amortized cost | $4,981,000 | 597 |
| Fair value | $4,984,000 | 595 |
| 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 | $31,214,000 | 3,472 |
| U.S. Government securities | $25,734,000 | 2,876 |
| U.S. Treasury securities | $1,046,000 | 985 |
| U.S. Government agency obligations | $24,688,000 | 2,881 |
| Securities issued by states & political subdivisions | $2,981,000 | 4,123 |
| Other domestic debt securities | $2,099,000 | 1,316 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $2,099,000 | 1,016 |
| Foreign debt securities | $400,000 | 258 |
| 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 | $2,777,000 | 4,672 |
| Mortgage-backed securities | $19,198,000 | 2,281 |
| Certificates of participation in pools of residential mortgages | $4,735,000 | 3,345 |
| Issued or guaranteed by U.S. | $4,735,000 | 3,340 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $14,463,000 | 1,066 |
| CMOs issued by government agencies or sponsored agencies | $14,463,000 | 1,015 |
| 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) | $246,000 | 2,232 |
| Available-for-sale securities (fair market value) | $30,968,000 | 3,190 |
| Total debt securities | $31,213,000 | 3,444 |
| Structured notes | ||
| Amortized cost | $3,014,000 | 857 |
| Fair value | $3,014,000 | 860 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $30,074,000 | 3,632 |
| U.S. Government securities | $24,973,000 | 3,034 |
| U.S. Treasury securities | $1,023,000 | 992 |
| U.S. Government agency obligations | $23,950,000 | 3,012 |
| Securities issued by states & political subdivisions | $3,004,000 | 4,147 |
| Other domestic debt securities | $1,695,000 | 1,484 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $1,695,000 | 1,143 |
| Foreign debt securities | $402,000 | 251 |
| 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 | $2,410,000 | 4,813 |
| Mortgage-backed securities | $20,931,000 | 2,244 |
| Certificates of participation in pools of residential mortgages | $4,916,000 | 3,389 |
| Issued or guaranteed by U.S. | $4,916,000 | 3,387 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $16,015,000 | 1,025 |
| CMOs issued by government agencies or sponsored agencies | $16,015,000 | 977 |
| 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) | $280,000 | 2,251 |
| Available-for-sale securities (fair market value) | $29,794,000 | 3,337 |
| Total debt securities | $30,074,000 | 3,606 |
| Structured notes | ||
| Amortized cost | $1,056,000 | 1,519 |
| Fair value | $1,053,000 | 1,519 |
| 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 | $29,997,000 | 3,687 |
| U.S. Government securities | $24,886,000 | 3,084 |
| U.S. Treasury securities | $499,000 | 1,191 |
| U.S. Government agency obligations | $24,387,000 | 3,025 |
| Securities issued by states & political subdivisions | $3,010,000 | 4,187 |
| Other domestic debt securities | $1,698,000 | 1,527 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $1,698,000 | 1,184 |
| Foreign debt securities | $403,000 | 254 |
| 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 | $2,932,000 | 4,731 |
| Mortgage-backed securities | $19,817,000 | 2,338 |
| Certificates of participation in pools of residential mortgages | $5,168,000 | 3,404 |
| Issued or guaranteed by U.S. | $5,168,000 | 3,404 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $14,649,000 | 1,098 |
| CMOs issued by government agencies or sponsored agencies | $14,649,000 | 1,046 |
| 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) | $280,000 | 2,266 |
| Available-for-sale securities (fair market value) | $29,717,000 | 3,378 |
| Total debt securities | $29,998,000 | 3,658 |
| Structured notes | ||
| Amortized cost | $3,658,000 | 913 |
| Fair value | $3,655,000 | 906 |
| 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 | $29,863,000 | 3,716 |
| U.S. Government securities | $24,393,000 | 3,121 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $24,393,000 | 3,039 |
| Securities issued by states & political subdivisions | $2,998,000 | 4,231 |
| Other domestic debt securities | $2,069,000 | 1,439 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $2,069,000 | 1,104 |
| Foreign debt securities | $403,000 | 252 |
| 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 | $2,917,000 | 4,757 |
| Mortgage-backed securities | $17,346,000 | 2,512 |
| Certificates of participation in pools of residential mortgages | $5,334,000 | 3,404 |
| Issued or guaranteed by U.S. | $5,334,000 | 3,404 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $12,012,000 | 1,237 |
| CMOs issued by government agencies or sponsored agencies | $12,012,000 | 1,172 |
| 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) | $280,000 | 2,280 |
| Available-for-sale securities (fair market value) | $29,583,000 | 3,412 |
| Total debt securities | $29,865,000 | 3,690 |
| Structured notes | ||
| Amortized cost | $6,694,000 | 598 |
| Fair value | $6,645,000 | 585 |
| 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 | $39,054,000 | 3,173 |
| U.S. Government securities | $33,164,000 | 2,586 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $33,164,000 | 2,516 |
| Securities issued by states & political subdivisions | $3,426,000 | 4,138 |
| Other domestic debt securities | $2,060,000 | 1,483 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $2,060,000 | 1,134 |
| Foreign debt securities | $404,000 | 255 |
| 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 | $3,881,000 | 4,498 |
| Mortgage-backed securities | $19,189,000 | 2,393 |
| Certificates of participation in pools of residential mortgages | $5,501,000 | 3,378 |
| Issued or guaranteed by U.S. | $5,501,000 | 3,376 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $13,688,000 | 1,150 |
| CMOs issued by government agencies or sponsored agencies | $13,688,000 | 1,096 |
| 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) | $280,000 | 2,296 |
| Available-for-sale securities (fair market value) | $38,774,000 | 2,904 |
| Total debt securities | $39,052,000 | 3,139 |
| Structured notes | ||
| Amortized cost | $12,246,000 | 346 |
| Fair value | $12,041,000 | 334 |
| 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 | $35,697,000 | 3,364 |
| U.S. Government securities | $30,638,000 | 2,737 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $30,638,000 | 2,669 |
| Securities issued by states & political subdivisions | $3,007,000 | 4,267 |
| Other domestic debt securities | $1,647,000 | 1,676 |
| 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 | $1,647,000 | 1,283 |
| Foreign debt securities | $405,000 | 258 |
| 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 | $3,941,000 | 4,519 |
| Mortgage-backed securities | $18,047,000 | 2,489 |
| Certificates of participation in pools of residential mortgages | $5,774,000 | 3,335 |
| Issued or guaranteed by U.S. | $5,774,000 | 3,332 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $12,273,000 | 1,243 |
| CMOs issued by government agencies or sponsored agencies | $12,273,000 | 1,172 |
| 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) | $313,000 | 2,266 |
| Available-for-sale securities (fair market value) | $35,384,000 | 3,100 |
| Total debt securities | $35,697,000 | 3,332 |
| Structured notes | ||
| Amortized cost | $10,827,000 | 377 |
| Fair value | $10,670,000 | 359 |
| 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 | $35,600,000 | 3,360 |
| U.S. Government securities | $31,195,000 | 2,687 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $31,195,000 | 2,620 |
| Securities issued by states & political subdivisions | $2,748,000 | 4,351 |
| Other domestic debt securities | $1,256,000 | 1,844 |
| 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 | $1,256,000 | 1,419 |
| Foreign debt securities | $401,000 | 249 |
| 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 | $3,984,000 | 4,528 |
| Mortgage-backed securities | $19,323,000 | 2,413 |
| Certificates of participation in pools of residential mortgages | $6,124,000 | 3,243 |
| Issued or guaranteed by U.S. | $6,124,000 | 3,240 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $13,199,000 | 1,211 |
| CMOs issued by government agencies or sponsored agencies | $13,199,000 | 1,138 |
| 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) | $313,000 | 2,207 |
| Available-for-sale securities (fair market value) | $35,287,000 | 3,098 |
| Total debt securities | $35,601,000 | 3,329 |
| Structured notes | ||
| Amortized cost | $9,952,000 | 412 |
| Fair value | $9,873,000 | 388 |
| 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 | $38,336,000 | 3,232 |
| U.S. Government securities | $34,060,000 | 2,574 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $34,060,000 | 2,514 |
| Securities issued by states & political subdivisions | $2,577,000 | 4,375 |
| Other domestic debt securities | $1,298,000 | 1,839 |
| 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 | $1,298,000 | 1,394 |
| Foreign debt securities | $401,000 | 253 |
| 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 | $1,480,000 | 5,351 |
| Mortgage-backed securities | $21,830,000 | 2,296 |
| Certificates of participation in pools of residential mortgages | $6,631,000 | 3,198 |
| Issued or guaranteed by U.S. | $6,631,000 | 3,197 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $15,199,000 | 1,178 |
| CMOs issued by government agencies or sponsored agencies | $15,199,000 | 1,104 |
| 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) | $313,000 | 2,196 |
| Available-for-sale securities (fair market value) | $38,023,000 | 3,002 |
| Total debt securities | $38,336,000 | 3,206 |
| Structured notes | ||
| Amortized cost | $10,154,000 | 382 |
| Fair value | $10,159,000 | 383 |
| 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 | $28,562,000 | 3,779 |
| U.S. Government securities | $26,956,000 | 2,931 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $26,956,000 | 2,863 |
| Securities issued by states & political subdivisions | $313,000 | 5,397 |
| Other domestic debt securities | $896,000 | 2,090 |
| 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 | $896,000 | 1,586 |
| Foreign debt securities | $397,000 | 247 |
| 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 | $1,491,000 | 5,388 |
| Mortgage-backed securities | $17,909,000 | 2,544 |
| Certificates of participation in pools of residential mortgages | $2,941,000 | 4,045 |
| Issued or guaranteed by U.S. | $2,941,000 | 4,043 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $14,968,000 | 1,195 |
| CMOs issued by government agencies or sponsored agencies | $14,968,000 | 1,120 |
| 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) | $313,000 | 2,225 |
| Available-for-sale securities (fair market value) | $28,249,000 | 3,506 |
| Total debt securities | $28,561,000 | 3,752 |
| Structured notes | ||
| Amortized cost | $7,980,000 | 513 |
| Fair value | $7,970,000 | 515 |
| 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 | $31,160,000 | 3,648 |
| U.S. Government securities | $29,532,000 | 2,831 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $29,532,000 | 2,771 |
| Securities issued by states & political subdivisions | $344,000 | 5,419 |
| Other domestic debt securities | $890,000 | 2,150 |
| 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 | $890,000 | 1,646 |
| Foreign debt securities | $394,000 | 241 |
| 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 | $1,542,000 | 5,438 |
| Mortgage-backed securities | $20,798,000 | 2,465 |
| Certificates of participation in pools of residential mortgages | $3,402,000 | 4,057 |
| Issued or guaranteed by U.S. | $3,402,000 | 4,054 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $17,396,000 | 1,159 |
| CMOs issued by government agencies or sponsored agencies | $17,396,000 | 1,082 |
| 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) | $344,000 | 2,255 |
| Available-for-sale securities (fair market value) | $30,816,000 | 3,385 |
| Total debt securities | $31,159,000 | 3,623 |
| Structured notes | ||
| Amortized cost | $7,685,000 | 547 |
| Fair value | $7,652,000 | 548 |
| 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 | $32,435,000 | 3,574 |
| U.S. Government securities | $30,560,000 | 2,810 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $30,560,000 | 2,752 |
| Securities issued by states & political subdivisions | $344,000 | 5,426 |
| Other domestic debt securities | $1,143,000 | 1,942 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $249,000 | 336 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $894,000 | 1,637 |
| Foreign debt securities | $388,000 | 234 |
| 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 | $834,000 | 5,801 |
| Mortgage-backed securities | $20,692,000 | 2,479 |
| Certificates of participation in pools of residential mortgages | $3,781,000 | 3,999 |
| Issued or guaranteed by U.S. | $3,781,000 | 3,996 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $16,911,000 | 1,196 |
| CMOs issued by government agencies or sponsored agencies | $16,911,000 | 1,105 |
| 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) | $344,000 | 2,287 |
| Available-for-sale securities (fair market value) | $32,091,000 | 3,327 |
| Total debt securities | $32,435,000 | 3,547 |
| Structured notes | ||
| Amortized cost | $8,812,000 | 559 |
| Fair value | $8,796,000 | 564 |
| 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 | $34,814,000 | 3,453 |
| U.S. Government securities | $33,313,000 | 2,684 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $33,313,000 | 2,626 |
| Securities issued by states & political subdivisions | $344,000 | 5,423 |
| Other domestic debt securities | $1,157,000 | 1,908 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $286,000 | 278 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $871,000 | 1,636 |
| 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 | $884,000 | 5,816 |
| Mortgage-backed securities | $23,787,000 | 2,320 |
| Certificates of participation in pools of residential mortgages | $4,201,000 | 3,894 |
| Issued or guaranteed by U.S. | $4,201,000 | 3,889 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $19,586,000 | 1,114 |
| CMOs issued by government agencies or sponsored agencies | $19,586,000 | 1,031 |
| 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) | $344,000 | 2,336 |
| Available-for-sale securities (fair market value) | $34,470,000 | 3,217 |
| Total debt securities | $34,814,000 | 3,426 |
| Structured notes | ||
| Amortized cost | $8,597,000 | 689 |
| Fair value | $8,530,000 | 692 |
| 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 | $31,533,000 | 3,575 |
| U.S. Government securities | $30,702,000 | 2,758 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $30,702,000 | 2,701 |
| Securities issued by states & political subdivisions | $344,000 | 5,422 |
| Other domestic debt securities | $487,000 | 2,371 |
| 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 | $487,000 | 1,772 |
| 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 | $1,070,000 | 5,450 |
| Mortgage-backed securities | $15,607,000 | 2,822 |
| Certificates of participation in pools of residential mortgages | $9,616,000 | 2,787 |
| Issued or guaranteed by U.S. | $9,616,000 | 2,787 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $5,991,000 | 1,971 |
| CMOs issued by government agencies or sponsored agencies | $5,991,000 | 1,798 |
| 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) | $344,000 | 2,434 |
| Available-for-sale securities (fair market value) | $31,189,000 | 3,317 |
| Total debt securities | $31,533,000 | 3,549 |
| Structured notes | ||
| Amortized cost | $5,326,000 | 956 |
| Fair value | $5,343,000 | 957 |
| 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 | $25,491,000 | 3,967 |
| U.S. Government securities | $24,630,000 | 3,136 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $24,630,000 | 3,058 |
| Securities issued by states & political subdivisions | $373,000 | 5,399 |
| Other domestic debt securities | $488,000 | 2,369 |
| 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 | $488,000 | 1,761 |
| 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 | $1,099,000 | 5,450 |
| Mortgage-backed securities | $14,981,000 | 2,822 |
| Certificates of participation in pools of residential mortgages | $9,692,000 | 2,703 |
| Issued or guaranteed by U.S. | $9,692,000 | 2,699 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $5,289,000 | 2,046 |
| CMOs issued by government agencies or sponsored agencies | $5,289,000 | 1,869 |
| 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) | $373,000 | 2,435 |
| Available-for-sale securities (fair market value) | $25,118,000 | 3,682 |
| Total debt securities | $25,491,000 | 3,927 |
| Structured notes | ||
| Amortized cost | $2,867,000 | 1,503 |
| Fair value | $2,886,000 | 1,507 |
| 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 | $17,844,000 | 4,802 |
| U.S. Government securities | $15,973,000 | 4,146 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $15,973,000 | 4,040 |
| Securities issued by states & political subdivisions | $373,000 | 5,390 |
| Other domestic debt securities | $1,498,000 | 1,704 |
| 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 | $1,498,000 | 1,152 |
| 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 | $1,099,000 | 5,486 |
| Mortgage-backed securities | $11,847,000 | 3,079 |
| Certificates of participation in pools of residential mortgages | $1,491,000 | 4,591 |
| Issued or guaranteed by U.S. | $1,491,000 | 4,583 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $10,356,000 | 1,536 |
| CMOs issued by government agencies or sponsored agencies | $10,356,000 | 1,355 |
| 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) | $373,000 | 2,465 |
| Available-for-sale securities (fair market value) | $17,471,000 | 4,428 |
| Total debt securities | $17,844,000 | 4,764 |
| Structured notes | ||
| Amortized cost | $2,612,000 | 1,755 |
| Fair value | $2,641,000 | 1,749 |
| 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 | $36,241,000 | 3,176 |
| U.S. Government securities | $33,878,000 | 2,523 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $33,878,000 | 2,452 |
| Securities issued by states & political subdivisions | $867,000 | 5,013 |
| Other domestic debt securities | $1,496,000 | 1,760 |
| 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 | $1,496,000 | 1,183 |
| 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 | $1,970,000 | 5,224 |
| Mortgage-backed securities | $27,227,000 | 1,918 |
| Certificates of participation in pools of residential mortgages | $1,602,000 | 4,510 |
| Issued or guaranteed by U.S. | $1,602,000 | 4,502 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $25,625,000 | 877 |
| CMOs issued by government agencies or sponsored agencies | $25,625,000 | 742 |
| 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) | $373,000 | 2,475 |
| Available-for-sale securities (fair market value) | $35,868,000 | 2,922 |
| Total debt securities | $36,241,000 | 3,152 |
| Structured notes | ||
| Amortized cost | $1,649,000 | 2,201 |
| Fair value | $1,671,000 | 2,194 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $34,862,000 | 3,175 |
| U.S. Government securities | $33,000,000 | 2,463 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $33,000,000 | 2,379 |
| Securities issued by states & political subdivisions | $373,000 | 5,407 |
| Other domestic debt securities | $1,489,000 | 1,868 |
| 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 | $1,489,000 | 1,189 |
| 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 | $1,992,000 | 5,240 |
| Mortgage-backed securities | $28,704,000 | 1,786 |
| Certificates of participation in pools of residential mortgages | $1,786,000 | 4,331 |
| Issued or guaranteed by U.S. | $1,786,000 | 4,326 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $26,918,000 | 836 |
| CMOs issued by government agencies or sponsored agencies | $26,918,000 | 705 |
| 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) | $373,000 | 2,499 |
| Available-for-sale securities (fair market value) | $34,489,000 | 2,911 |
| Total debt securities | $34,862,000 | 3,150 |
| Structured notes | ||
| Amortized cost | $1,488,000 | 2,166 |
| Fair value | $1,502,000 | 2,107 |
| 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 | $29,460,000 | 3,516 |
| U.S. Government securities | $27,572,000 | 2,791 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $27,572,000 | 2,704 |
| Securities issued by states & political subdivisions | $401,000 | 5,373 |
| Other domestic debt securities | $1,487,000 | 1,914 |
| 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 | $1,487,000 | 1,185 |
| 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 | $1,685,000 | 5,422 |
| Mortgage-backed securities | $22,170,000 | 2,075 |
| Certificates of participation in pools of residential mortgages | $2,013,000 | 4,231 |
| Issued or guaranteed by U.S. | $2,013,000 | 4,224 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $20,157,000 | 997 |
| CMOs issued by government agencies or sponsored agencies | $20,157,000 | 847 |
| 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) | $401,000 | 2,544 |
| Available-for-sale securities (fair market value) | $29,059,000 | 3,240 |
| Total debt securities | $29,460,000 | 3,487 |
| Structured notes | ||
| Amortized cost | $2,524,000 | 1,690 |
| Fair value | $2,569,000 | 1,693 |
| 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 | $28,467,000 | 3,591 |
| U.S. Government securities | $27,579,000 | 2,837 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $27,579,000 | 2,755 |
| Securities issued by states & political subdivisions | $401,000 | 5,333 |
| Other domestic debt securities | $487,000 | 2,600 |
| 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 | $487,000 | 1,716 |
| 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 | $1,823,000 | 5,431 |
| Mortgage-backed securities | $17,716,000 | 2,362 |
| Certificates of participation in pools of residential mortgages | $2,245,000 | 4,200 |
| Issued or guaranteed by U.S. | $2,245,000 | 4,191 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $15,471,000 | 1,127 |
| CMOs issued by government agencies or sponsored agencies | $15,471,000 | 941 |
| 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) | $401,000 | 2,612 |
| Available-for-sale securities (fair market value) | $28,066,000 | 3,311 |
| Total debt securities | $28,473,000 | 3,560 |
| Structured notes | ||
| Amortized cost | $6,551,000 | 955 |
| Fair value | $6,599,000 | 954 |
| 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 | $29,806,000 | 3,513 |
| U.S. Government securities | $28,916,000 | 2,784 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $28,916,000 | 2,715 |
| Securities issued by states & political subdivisions | $401,000 | 5,355 |
| Other domestic debt securities | $489,000 | 2,651 |
| 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 | $489,000 | 1,724 |
| 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 | $1,926,000 | 5,459 |
| Mortgage-backed securities | $18,524,000 | 2,358 |
| Certificates of participation in pools of residential mortgages | $2,434,000 | 4,249 |
| Issued or guaranteed by U.S. | $2,434,000 | 4,243 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $16,090,000 | 1,084 |
| CMOs issued by government agencies or sponsored agencies | $16,090,000 | 898 |
| 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) | $401,000 | 2,667 |
| Available-for-sale securities (fair market value) | $29,405,000 | 3,209 |
| Total debt securities | $29,806,000 | 3,482 |
| Structured notes | ||
| Amortized cost | $5,101,000 | 942 |
| Fair value | $5,130,000 | 939 |
| 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 | $25,628,000 | 3,831 |
| U.S. Government securities | $24,251,000 | 3,097 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $24,251,000 | 3,024 |
| Securities issued by states & political subdivisions | $401,000 | 5,380 |
| Other domestic debt securities | $976,000 | 2,326 |
| 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 | $976,000 | 1,448 |
| 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 | $2,253,000 | 5,344 |
| Mortgage-backed securities | $14,186,000 | 2,806 |
| Certificates of participation in pools of residential mortgages | $2,655,000 | 4,250 |
| Issued or guaranteed by U.S. | $2,655,000 | 4,242 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $11,531,000 | 1,278 |
| CMOs issued by government agencies or sponsored agencies | $11,531,000 | 1,046 |
| 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) | $401,000 | 2,726 |
| Available-for-sale securities (fair market value) | $25,227,000 | 3,499 |
| Total debt securities | $25,628,000 | 3,796 |
| Structured notes | ||
| Amortized cost | $6,639,000 | 632 |
| Fair value | $6,714,000 | 622 |
| 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 | $19,919,000 | 4,455 |
| U.S. Government securities | $18,537,000 | 3,664 |
| U.S. Treasury securities | $218,000 | 963 |
| U.S. Government agency obligations | $18,319,000 | 3,618 |
| Securities issued by states & political subdivisions | $427,000 | 5,389 |
| Other domestic debt securities | $955,000 | 2,449 |
| 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 | $955,000 | 1,547 |
| 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 | $2,674,000 | 5,218 |
| Mortgage-backed securities | $10,757,000 | 3,221 |
| Certificates of participation in pools of residential mortgages | $2,028,000 | 4,590 |
| Issued or guaranteed by U.S. | $2,028,000 | 4,581 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $8,729,000 | 1,456 |
| CMOs issued by government agencies or sponsored agencies | $8,729,000 | 1,205 |
| 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) | $427,000 | 2,777 |
| Available-for-sale securities (fair market value) | $19,492,000 | 4,082 |
| Total debt securities | $19,919,000 | 4,417 |
| Structured notes | ||
| Amortized cost | $4,168,000 | 658 |
| Fair value | $4,224,000 | 654 |
| 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 | $20,655,000 | 4,353 |
| U.S. Government securities | $19,276,000 | 3,543 |
| U.S. Treasury securities | $202,000 | 964 |
| U.S. Government agency obligations | $19,074,000 | 3,492 |
| Securities issued by states & political subdivisions | $427,000 | 5,409 |
| Other domestic debt securities | $952,000 | 2,486 |
| 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 | $952,000 | 1,579 |
| 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 | $3,297,000 | 5,001 |
| Mortgage-backed securities | $17,107,000 | 2,578 |
| Certificates of participation in pools of residential mortgages | $2,163,000 | 4,585 |
| Issued or guaranteed by U.S. | $2,163,000 | 4,572 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $14,944,000 | 1,071 |
| CMOs issued by government agencies or sponsored agencies | $14,944,000 | 840 |
| 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) | $427,000 | 2,817 |
| Available-for-sale securities (fair market value) | $20,228,000 | 3,977 |
| Total debt securities | $20,655,000 | 4,314 |
| Structured notes | ||
| Amortized cost | $694,000 | 1,436 |
| Fair value | $718,000 | 1,418 |
| 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 | $19,388,000 | 4,508 |
| U.S. Government securities | $18,076,000 | 3,765 |
| U.S. Treasury securities | $204,000 | 896 |
| U.S. Government agency obligations | $17,872,000 | 3,710 |
| Securities issued by states & political subdivisions | $427,000 | 5,354 |
| Other domestic debt securities | $885,000 | 2,453 |
| 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 | $885,000 | 1,662 |
| 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 | $2,691,000 | 5,273 |
| Mortgage-backed securities | $15,888,000 | 2,732 |
| Certificates of participation in pools of residential mortgages | $2,311,000 | 4,629 |
| Issued or guaranteed by U.S. | $2,311,000 | 4,616 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $13,577,000 | 1,153 |
| CMOs issued by government agencies or sponsored agencies | $13,577,000 | 902 |
| 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) | $427,000 | 2,867 |
| Available-for-sale securities (fair market value) | $18,961,000 | 4,105 |
| Total debt securities | $19,388,000 | 4,468 |
| Structured notes | ||
| Amortized cost | $723,000 | 1,169 |
| Fair value | $733,000 | 1,153 |
| 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 | $20,384,000 | 4,404 |
| U.S. Government securities | $19,051,000 | 3,671 |
| U.S. Treasury securities | $205,000 | 878 |
| U.S. Government agency obligations | $18,846,000 | 3,631 |
| Securities issued by states & political subdivisions | $427,000 | 5,322 |
| Other domestic debt securities | $906,000 | 2,383 |
| 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 | $906,000 | 1,603 |
| 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 | $2,648,000 | 5,357 |
| Mortgage-backed securities | $16,893,000 | 2,586 |
| Certificates of participation in pools of residential mortgages | $2,408,000 | 4,570 |
| Issued or guaranteed by U.S. | $2,408,000 | 4,558 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $14,485,000 | 1,064 |
| CMOs issued by government agencies or sponsored agencies | $14,485,000 | 835 |
| 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) | $427,000 | 2,894 |
| Available-for-sale securities (fair market value) | $19,957,000 | 3,993 |
| Total debt securities | $20,384,000 | 4,367 |
| Structured notes | ||
| Amortized cost | $740,000 | 1,212 |
| Fair value | $750,000 | 1,200 |
| 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 | $17,679,000 | 4,670 |
| U.S. Government securities | $17,679,000 | 3,804 |
| U.S. Treasury securities | $203,000 | 928 |
| U.S. Government agency obligations | $17,476,000 | 3,756 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| 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 | $2,639,000 | 5,377 |
| Mortgage-backed securities | $15,119,000 | 2,680 |
| Certificates of participation in pools of residential mortgages | $2,453,000 | 4,502 |
| Issued or guaranteed by U.S. | $2,453,000 | 4,489 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $12,666,000 | 1,111 |
| CMOs issued by government agencies or sponsored agencies | $12,666,000 | 866 |
| 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) | $452,000 | 2,894 |
| Available-for-sale securities (fair market value) | $17,227,000 | 4,250 |
| Total debt securities | $17,670,000 | 4,630 |
| Structured notes | ||
| Amortized cost | $749,000 | 1,175 |
| Fair value | $736,000 | 1,172 |
| 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 | $17,890,000 | 4,713 |
| U.S. Government securities | $17,438,000 | 3,878 |
| U.S. Treasury securities | $201,000 | 937 |
| U.S. Government agency obligations | $17,237,000 | 3,842 |
| Securities issued by states & political subdivisions | $452,000 | 5,341 |
| 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 | $1,715,000 | 5,762 |
| Mortgage-backed securities | $12,636,000 | 2,886 |
| Certificates of participation in pools of residential mortgages | $1,794,000 | 4,797 |
| Issued or guaranteed by U.S. | $1,794,000 | 4,778 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $10,842,000 | 1,207 |
| CMOs issued by government agencies or sponsored agencies | $10,842,000 | 945 |
| 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) | $452,000 | 2,900 |
| Available-for-sale securities (fair market value) | $17,438,000 | 4,289 |
| Total debt securities | $17,890,000 | 4,661 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 979 |
| Fair value | $1,030,000 | 973 |
| 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 | $19,418,000 | 4,502 |
| U.S. Government securities | $16,886,000 | 3,950 |
| U.S. Treasury securities | $204,000 | 960 |
| U.S. Government agency obligations | $16,682,000 | 3,906 |
| Securities issued by states & political subdivisions | $452,000 | 5,354 |
| Other domestic debt securities | $2,080,000 | 1,717 |
| Privately issued residential mortgage-backed securities | $2,080,000 | 899 |
| 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 | $203,000 | 6,524 |
| Mortgage-backed securities | $16,683,000 | 2,436 |
| Certificates of participation in pools of residential mortgages | $2,615,000 | 4,354 |
| Issued or guaranteed by U.S. | $2,615,000 | 4,337 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $14,068,000 | 1,004 |
| CMOs issued by government agencies or sponsored agencies | $11,988,000 | 871 |
| Privately issued | $2,080,000 | 859 |
| 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) | $452,000 | 2,950 |
| Available-for-sale securities (fair market value) | $18,966,000 | 4,075 |
| Total debt securities | $19,418,000 | 4,439 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 695 |
| Fair value | $2,079,000 | 683 |
| 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 | $15,747,000 | 5,046 |
| U.S. Government securities | $13,269,000 | 4,623 |
| U.S. Treasury securities | $200,000 | 1,069 |
| U.S. Government agency obligations | $13,069,000 | 4,561 |
| Securities issued by states & political subdivisions | $452,000 | 5,374 |
| Other domestic debt securities | $2,026,000 | 1,602 |
| Privately issued residential mortgage-backed securities | $2,026,000 | 834 |
| 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 | $200,000 | 6,582 |
| Mortgage-backed securities | $11,068,000 | 2,760 |
| Certificates of participation in pools of residential mortgages | $1,640,000 | 4,561 |
| Issued or guaranteed by U.S. | $1,640,000 | 4,543 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $9,428,000 | 1,197 |
| CMOs issued by government agencies or sponsored agencies | $7,402,000 | 1,105 |
| Privately issued | $2,026,000 | 792 |
| 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) | $452,000 | 2,998 |
| Available-for-sale securities (fair market value) | $15,295,000 | 4,566 |
| Total debt securities | $15,747,000 | 4,999 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 765 |
| Fair value | $3,020,000 | 763 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $17,380,000 | 4,837 |
| U.S. Government securities | $16,619,000 | 4,112 |
| U.S. Treasury securities | $200,000 | 1,145 |
| U.S. Government agency obligations | $16,419,000 | 4,055 |
| Securities issued by states & political subdivisions | $761,000 | 5,101 |
| 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 | $2,199,000 | 5,588 |
| Mortgage-backed securities | $4,388,000 | 3,869 |
| Certificates of participation in pools of residential mortgages | $1,615,000 | 4,430 |
| Issued or guaranteed by U.S. | $1,615,000 | 4,417 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,773,000 | 1,956 |
| CMOs issued by government agencies or sponsored agencies | $2,773,000 | 1,667 |
| 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) | $761,000 | 2,861 |
| Available-for-sale securities (fair market value) | $16,619,000 | 4,378 |
| Total debt securities | $17,380,000 | 4,793 |
| Structured notes | ||
| Amortized cost | $9,499,000 | 309 |
| Fair value | $9,504,000 | 306 |
| 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 | $14,943,000 | 5,210 |
| U.S. Government securities | $14,182,000 | 4,545 |
| U.S. Treasury securities | $199,000 | 1,266 |
| U.S. Government agency obligations | $13,983,000 | 4,472 |
| Securities issued by states & political subdivisions | $761,000 | 5,123 |
| 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 | $2,192,000 | 5,646 |
| Mortgage-backed securities | $0 | 6,667 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| 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) | $761,000 | 2,892 |
| Available-for-sale securities (fair market value) | $14,182,000 | 4,746 |
| Total debt securities | $14,943,000 | 5,163 |
| Structured notes | ||
| Amortized cost | $9,996,000 | 305 |
| Fair value | $9,952,000 | 297 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $14,983,000 | 5,254 |
| U.S. Government securities | $14,222,000 | 4,562 |
| U.S. Treasury securities | $199,000 | 1,355 |
| U.S. Government agency obligations | $14,023,000 | 4,470 |
| Securities issued by states & political subdivisions | $761,000 | 5,168 |
| 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 | $2,186,000 | 5,657 |
| Mortgage-backed securities | $1,611,000 | 4,928 |
| Certificates of participation in pools of residential mortgages | $1,611,000 | 4,405 |
| Issued or guaranteed by U.S. | $1,611,000 | 4,388 |
| 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) | $761,000 | 2,927 |
| Available-for-sale securities (fair market value) | $14,222,000 | 4,768 |
| Total debt securities | $14,983,000 | 5,206 |
| Structured notes | ||
| Amortized cost | $11,466,000 | 285 |
| Fair value | $11,524,000 | 282 |
| 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 | $14,531,000 | 5,353 |
| U.S. Government securities | $13,770,000 | 4,708 |
| U.S. Treasury securities | $198,000 | 1,409 |
| U.S. Government agency obligations | $13,572,000 | 4,614 |
| Securities issued by states & political subdivisions | $761,000 | 5,194 |
| 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 | $2,199,000 | 5,664 |
| Mortgage-backed securities | $1,618,000 | 4,914 |
| Certificates of participation in pools of residential mortgages | $1,618,000 | 4,390 |
| Issued or guaranteed by U.S. | $1,618,000 | 4,375 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $761,000 | 2,995 |
| Available-for-sale securities (fair market value) | $13,770,000 | 4,877 |
| Total debt securities | $14,531,000 | 5,309 |
| Structured notes | ||
| Amortized cost | $11,524,000 | 312 |
| Fair value | $11,454,000 | 310 |
| 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 | $15,792,000 | 5,207 |
| U.S. Government securities | $14,732,000 | 4,578 |
| U.S. Treasury securities | $199,000 | 1,467 |
| U.S. Government agency obligations | $14,533,000 | 4,476 |
| Securities issued by states & political subdivisions | $1,060,000 | 4,956 |
| 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 | $3,240,000 | 5,248 |
| Mortgage-backed securities | $2,097,000 | 4,661 |
| Certificates of participation in pools of residential mortgages | $2,097,000 | 4,119 |
| Issued or guaranteed by U.S. | $2,097,000 | 4,099 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,060,000 | 2,878 |
| Available-for-sale securities (fair market value) | $14,732,000 | 4,725 |
| Total debt securities | $15,792,000 | 5,165 |
| Structured notes | ||
| Amortized cost | $12,021,000 | 317 |
| Fair value | $11,899,000 | 319 |
| 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 | $16,602,000 | 5,078 |
| U.S. Government securities | $15,542,000 | 4,423 |
| U.S. Treasury securities | $197,000 | 1,528 |
| U.S. Government agency obligations | $15,345,000 | 4,327 |
| Securities issued by states & political subdivisions | $1,060,000 | 4,980 |
| 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 | $4,175,000 | 4,899 |
| Mortgage-backed securities | $2,035,000 | 4,703 |
| Certificates of participation in pools of residential mortgages | $2,035,000 | 4,167 |
| Issued or guaranteed by U.S. | $2,035,000 | 4,153 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,060,000 | 2,909 |
| Available-for-sale securities (fair market value) | $15,542,000 | 4,581 |
| Total debt securities | $16,602,000 | 5,026 |
| Structured notes | ||
| Amortized cost | $12,021,000 | 345 |
| Fair value | $11,776,000 | 341 |
| 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 | $17,671,000 | 4,958 |
| U.S. Government securities | $16,611,000 | 4,299 |
| U.S. Treasury securities | $199,000 | 1,600 |
| U.S. Government agency obligations | $16,412,000 | 4,194 |
| Securities issued by states & political subdivisions | $1,060,000 | 5,001 |
| 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 | $2,219,000 | 5,688 |
| Mortgage-backed securities | $2,072,000 | 4,718 |
| Certificates of participation in pools of residential mortgages | $2,072,000 | 4,171 |
| Issued or guaranteed by U.S. | $2,072,000 | 4,157 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,060,000 | 2,974 |
| Available-for-sale securities (fair market value) | $16,611,000 | 4,466 |
| Total debt securities | $17,671,000 | 4,901 |
| Structured notes | ||
| Amortized cost | $12,019,000 | 356 |
| Fair value | $11,815,000 | 355 |
| 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 | $17,973,000 | 4,906 |
| U.S. Government securities | $16,913,000 | 4,237 |
| U.S. Treasury securities | $150,000 | 1,654 |
| U.S. Government agency obligations | $16,763,000 | 4,130 |
| Securities issued by states & political subdivisions | $1,060,000 | 5,025 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,152,000 | 5,740 |
| Mortgage-backed securities | $1,486,000 | 5,094 |
| Certificates of participation in pools of residential mortgages | $1,486,000 | 4,565 |
| Issued or guaranteed by U.S. | $1,486,000 | 4,546 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,060,000 | 3,026 |
| Available-for-sale securities (fair market value) | $16,913,000 | 4,399 |
| Total debt securities | $17,974,000 | 4,857 |
| Structured notes | ||
| Amortized cost | $12,014,000 | 357 |
| Fair value | $11,781,000 | 359 |
| 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 | $16,816,000 | 5,073 |
| U.S. Government securities | $15,991,000 | 4,328 |
| U.S. Treasury securities | $149,000 | 1,695 |
| U.S. Government agency obligations | $15,842,000 | 4,231 |
| Securities issued by states & political subdivisions | $825,000 | 5,258 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,153,000 | 5,757 |
| Mortgage-backed securities | $493,000 | 5,854 |
| Certificates of participation in pools of residential mortgages | $493,000 | 5,418 |
| Issued or guaranteed by U.S. | $493,000 | 5,396 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $825,000 | 3,226 |
| Available-for-sale securities (fair market value) | $15,991,000 | 4,544 |
| Total debt securities | $16,816,000 | 5,025 |
| Structured notes | ||
| Amortized cost | $12,015,000 | 353 |
| Fair value | $11,522,000 | 373 |
| 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 | $16,887,000 | 5,120 |
| U.S. Government securities | $16,062,000 | 4,383 |
| U.S. Treasury securities | $149,000 | 1,756 |
| U.S. Government agency obligations | $15,913,000 | 4,278 |
| Securities issued by states & political subdivisions | $825,000 | 5,239 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,136,000 | 6,347 |
| Mortgage-backed securities | $494,000 | 5,922 |
| Certificates of participation in pools of residential mortgages | $494,000 | 5,486 |
| Issued or guaranteed by U.S. | $494,000 | 5,459 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $825,000 | 3,276 |
| Available-for-sale securities (fair market value) | $16,062,000 | 4,566 |
| Total debt securities | $16,887,000 | 5,068 |
| Structured notes | ||
| Amortized cost | $12,014,000 | 354 |
| Fair value | $11,926,000 | 356 |
| 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 | $17,151,000 | 5,118 |
| U.S. Government securities | $16,326,000 | 4,398 |
| U.S. Treasury securities | $148,000 | 1,878 |
| U.S. Government agency obligations | $16,178,000 | 4,295 |
| Securities issued by states & political subdivisions | $825,000 | 5,258 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,127,000 | 6,397 |
| Mortgage-backed securities | $485,000 | 6,007 |
| Certificates of participation in pools of residential mortgages | $485,000 | 5,572 |
| Issued or guaranteed by U.S. | $485,000 | 5,552 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $825,000 | 3,323 |
| Available-for-sale securities (fair market value) | $16,326,000 | 4,600 |
| Total debt securities | $17,151,000 | 5,061 |
| Structured notes | ||
| Amortized cost | $12,513,000 | 339 |
| Fair value | $12,224,000 | 339 |
| 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 | $17,326,000 | 5,118 |
| U.S. Government securities | $16,501,000 | 4,361 |
| U.S. Treasury securities | $149,000 | 1,871 |
| U.S. Government agency obligations | $16,352,000 | 4,262 |
| Securities issued by states & political subdivisions | $825,000 | 5,271 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $149,000 | 7,093 |
| Mortgage-backed securities | $492,000 | 6,044 |
| Certificates of participation in pools of residential mortgages | $492,000 | 5,597 |
| Issued or guaranteed by U.S. | $492,000 | 5,580 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $825,000 | 3,353 |
| Available-for-sale securities (fair market value) | $16,501,000 | 4,591 |
| Total debt securities | $17,326,000 | 5,051 |
| Structured notes | ||
| Amortized cost | $12,512,000 | 333 |
| Fair value | $12,377,000 | 336 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $15,611,000 | 5,413 |
| U.S. Government securities | $14,526,000 | 4,715 |
| U.S. Treasury securities | $149,000 | 1,889 |
| U.S. Government agency obligations | $14,377,000 | 4,595 |
| Securities issued by states & political subdivisions | $1,085,000 | 5,080 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $150,000 | 7,126 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,085,000 | 3,236 |
| Available-for-sale securities (fair market value) | $14,526,000 | 4,912 |
| Total debt securities | $15,611,000 | 5,342 |
| Structured notes | ||
| Amortized cost | $10,482,000 | 409 |
| Fair value | $10,404,000 | 409 |
| 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 | $15,332,000 | 5,509 |
| U.S. Government securities | $14,247,000 | 4,849 |
| U.S. Treasury securities | $148,000 | 2,009 |
| U.S. Government agency obligations | $14,099,000 | 4,706 |
| Securities issued by states & political subdivisions | $1,085,000 | 5,084 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,085,000 | 3,261 |
| Available-for-sale securities (fair market value) | $14,247,000 | 5,019 |
| Total debt securities | $15,332,000 | 5,439 |
| Structured notes | ||
| Amortized cost | $15,614,000 | 248 |
| Fair value | $15,184,000 | 250 |
| 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 | $13,735,000 | 5,792 |
| U.S. Government securities | $12,650,000 | 5,087 |
| U.S. Treasury securities | $101,000 | 2,013 |
| U.S. Government agency obligations | $12,549,000 | 4,969 |
| Securities issued by states & political subdivisions | $1,085,000 | 5,084 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,085,000 | 3,269 |
| Available-for-sale securities (fair market value) | $12,650,000 | 5,267 |
| Total debt securities | $13,735,000 | 5,703 |
| Structured notes | ||
| Amortized cost | $8,496,000 | 433 |
| Fair value | $8,493,000 | 435 |
| 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 | $15,537,000 | 5,530 |
| U.S. Government securities | $14,452,000 | 4,789 |
| U.S. Treasury securities | $100,000 | 2,163 |
| U.S. Government agency obligations | $14,352,000 | 4,659 |
| Securities issued by states & political subdivisions | $1,085,000 | 5,129 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,085,000 | 3,306 |
| Available-for-sale securities (fair market value) | $14,452,000 | 4,986 |
| Total debt securities | $15,537,000 | 5,433 |
| Structured notes | ||
| Amortized cost | $10,496,000 | 284 |
| Fair value | $10,359,000 | 287 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $12,919,000 | 5,938 |
| U.S. Government securities | $11,584,000 | 5,247 |
| U.S. Treasury securities | $100,000 | 2,226 |
| U.S. Government agency obligations | $11,484,000 | 5,114 |
| Securities issued by states & political subdivisions | $1,335,000 | 4,913 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 7,257 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,335,000 | 3,209 |
| Available-for-sale securities (fair market value) | $11,584,000 | 5,485 |
| Total debt securities | $12,919,000 | 5,848 |
| Structured notes | ||
| Amortized cost | $10,495,000 | 226 |
| Fair value | $10,485,000 | 225 |
| 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 | $13,973,000 | 5,676 |
| U.S. Government securities | $12,638,000 | 4,961 |
| U.S. Treasury securities | $102,000 | 2,240 |
| U.S. Government agency obligations | $12,536,000 | 4,820 |
| Securities issued by states & political subdivisions | $1,335,000 | 4,889 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $102,000 | 7,275 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,335,000 | 3,243 |
| Available-for-sale securities (fair market value) | $12,638,000 | 5,203 |
| Total debt securities | $13,973,000 | 5,579 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $12,229,000 | 6,025 |
| U.S. Government securities | $10,894,000 | 5,398 |
| U.S. Treasury securities | $102,000 | 2,297 |
| U.S. Government agency obligations | $10,792,000 | 5,242 |
| Securities issued by states & political subdivisions | $1,335,000 | 4,820 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $102,000 | 7,312 |
| Mortgage-backed securities | $301,000 | 6,566 |
| Certificates of participation in pools of residential mortgages | $301,000 | 6,106 |
| Issued or guaranteed by U.S. | $301,000 | 6,088 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,335,000 | 3,294 |
| Available-for-sale securities (fair market value) | $10,894,000 | 5,540 |
| Total debt securities | $12,229,000 | 5,926 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $15,313,000 | 5,408 |
| U.S. Government securities | $13,978,000 | 4,659 |
| U.S. Treasury securities | $102,000 | 2,455 |
| U.S. Government agency obligations | $13,876,000 | 4,503 |
| Securities issued by states & political subdivisions | $1,335,000 | 4,829 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $102,000 | 7,341 |
| Mortgage-backed securities | $2,313,000 | 5,163 |
| Certificates of participation in pools of residential mortgages | $2,313,000 | 4,465 |
| Issued or guaranteed by U.S. | $2,313,000 | 4,451 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,335,000 | 3,360 |
| Available-for-sale securities (fair market value) | $13,978,000 | 4,905 |
| Total debt securities | $15,313,000 | 5,314 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $12,211,000 | 5,972 |
| U.S. Government securities | $10,656,000 | 5,346 |
| U.S. Treasury securities | $50,000 | 3,166 |
| U.S. Government agency obligations | $10,606,000 | 5,127 |
| Securities issued by states & political subdivisions | $1,555,000 | 4,689 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,000 | 7,563 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,555,000 | 3,449 |
| Available-for-sale securities (fair market value) | $10,656,000 | 5,473 |
| Total debt securities | $12,211,000 | 5,874 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $9,520,000 | 6,943 |
| U.S. Government securities | $9,520,000 | 6,003 |
| U.S. Treasury securities | $51,000 | 4,164 |
| U.S. Government agency obligations | $9,469,000 | 5,688 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| 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 | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,000 | 7,889 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $9,520,000 | 5,850 |
| Total debt securities | $9,520,000 | 6,805 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $10,650,000 | 6,876 |
| U.S. Government securities | $10,650,000 | 5,910 |
| U.S. Treasury securities | $4,049,000 | 1,777 |
| U.S. Government agency obligations | $6,601,000 | 6,807 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,000 | 8,135 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $10,650,000 | 5,692 |
| Total debt securities | $10,650,000 | 6,765 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $10,125,000 | 7,065 |
| U.S. Government securities | $10,125,000 | 6,063 |
| U.S. Treasury securities | $10,125,000 | 1,273 |
| U.S. Government agency obligations | $0 | 9,927 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,000 | 8,332 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $10,125,000 | 5,741 |
| Total debt securities | $10,125,000 | 6,923 |
| 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 | $9,038,000 | 7,728 |
| U.S. Government securities | $9,038,000 | 6,837 |
| U.S. Treasury securities | $9,038,000 | 2,022 |
| U.S. Government agency obligations | $0 | 10,319 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,000 | 8,784 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $9,038,000 | 6,032 |
| Total debt securities | $9,038,000 | 7,597 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $10,047,000 | 7,938 |
| U.S. Government securities | $10,047,000 | 6,997 |
| U.S. Treasury securities | $10,047,000 | 2,226 |
| U.S. Government agency obligations | $0 | 10,810 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,000 | 9,201 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $10,047,000 | 5,997 |
| Total debt securities | $10,047,000 | 7,798 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $9,104,000 | 8,595 |
| U.S. Government securities | $9,104,000 | 7,671 |
| U.S. Treasury securities | $9,104,000 | 2,946 |
| U.S. Government agency obligations | $0 | 11,259 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,000 | 9,605 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $9,104,000 | 6,428 |
| Total debt securities | $9,104,000 | 8,472 |
| 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 | $8,349,000 | 9,401 |
| U.S. Government securities | $8,349,000 | 8,494 |
| U.S. Treasury securities | $8,349,000 | 3,911 |
| U.S. Government agency obligations | $0 | 11,789 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,000 | 10,098 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 11,523 |
| Available-for-sale securities (fair market value) | $8,349,000 | 5,324 |
| Total debt securities | $8,349,000 | 9,304 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $8,145,000 | 9,822 |
| U.S. Government securities | $8,145,000 | 8,814 |
| U.S. Treasury securities | $8,145,000 | 4,097 |
| U.S. Government agency obligations | $0 | 12,230 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $30,000 | 10,545 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $8,145,000 | 9,664 |
| 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 | $5,201,000 | 11,483 |
| U.S. Government securities | $5,201,000 | 10,657 |
| U.S. Treasury securities | $5,201,000 | 5,624 |
| U.S. Government agency obligations | $0 | 12,681 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $30,000 | 10,882 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $5,201,000 | 11,336 |
| 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 |